public ModelManager(
GlobeTraverser traverser,
ModelBuilder modelBuilder,
TaxonomyToModelTransformer taxonomyToModelTransformer,
BaseValueInitializer baseValueInitializer,
BenchmarkValueInitializer benchmarkValueInitializer,
OverlayInitializer overlayInitializer,
PortfolioAdjustmentInitializer portfolioAdjustmentInitializer,
ModelToJsonSerializer breakdownSerializer,
ModelFromJsonDeserializer breakdownDeserializer,
RepositoryManager repositoryManager,
Overlaying.OverlayManager overlayManager,
MissingCountriesDetector countriesDetector,
ModelApplier modelApplier,
ModelChangeDetector changeDetector
)
{
this.Traverser = traverser;
this.modelBuilder = modelBuilder;
this.taxonomyTransformer = taxonomyToModelTransformer;
this.baseValueInitializer = baseValueInitializer;
this.benchmarkValueInitializer = benchmarkValueInitializer;
this.overlayInitializer = overlayInitializer;
this.portfolioAdjustmentInitializer = portfolioAdjustmentInitializer;
this.breakdownSerializer = breakdownSerializer;
this.breakdownDeserializer = breakdownDeserializer;
this.repositoryManager = repositoryManager;
this.overlayManager = overlayManager;
this.countriesDetector = countriesDetector;
this.modelApplier = modelApplier;
this.changeDetector = changeDetector;
}
public Computations CreateComputations(GlobeModel root, GlobeTraverser traverser)
{
var computations = new Computations();
computations.BaseActiveFormula = this.CreateBaseActiveFormula();
var portfolioAdjustmentTotal = computations.PortfolioAdjustmentTotal = root.PortfolioAdjustment;
var baseWherePortfoioAdjustmentSetTotal = computations.BaseWherePortfoioAdjustmentSetTotal = this.CreateBaseWherePortfoioAdjustmentSetTotal(traverser, root);
computations.BaseLessOverlayFormula = this.CreateBaseLessOverlayFormula(
this.CreateRescaledBaseFormula(
computations.BaseWherePortfoioAdjustmentSetTotal,
computations.PortfolioAdjustmentTotal
)
);
computations.CashBase = this.CreateBaseForCash(this.CreateBaseForCashFormula(root));
computations.CashRescaledBase = this.CreateRescaledBaseForCash(this.CreateRescaledBaseForCashFormula(computations.CashBase, baseWherePortfoioAdjustmentSetTotal, portfolioAdjustmentTotal));
computations.BaseLessOverlayPositiveTotal = this.CreateBaseLessOverlayPositiveTotalExpression(root, traverser, computations.BaseLessOverlayFormula, computations.CashRescaledBase);
computations.BaseLessOverlayTotal = this.CreateBaseLessOverlayTotalExpression(root, traverser, computations.BaseLessOverlayFormula, computations.CashRescaledBase);
computations.PortfolioScaledFormula = this.CreatePortfolioScaledFormula(computations.BaseLessOverlayFormula, computations.BaseLessOverlayPositiveTotal, computations.BaseLessOverlayTotal);
computations.CashPortfolioScaled = this.CreateScaledCash(this.CreateCashScaledFormula(computations.CashRescaledBase, computations.BaseLessOverlayPositiveTotal, computations.BaseLessOverlayTotal));
computations.TrueExposureFormula = this.CreateTrueExposureFormula();
computations.TrueActiveFormula = this.CreateTrueActiveFormula();
return(computations);
}
public OverlayInitializer(
GlobeTraverser traverser,
TargetsFlattener targetsFlattener
)
{
this.traverser = traverser;
this.targetsFlattener = targetsFlattener;
}
/// <summary>
/// Sum of the base values of the records that have their portfolio adjustment values set.
/// </summary>
public IExpression <Decimal?> CreateBaseWherePortfoioAdjustmentSetTotal(GlobeTraverser traverser, GlobeModel root)
{
var result = new Expression <Decimal?>(
ValueNames.BaseWherePortfolioAdjustmentSetTotal,
new Computing.BaseWherePortfoioAdjustmentSetTotalFormula(root, traverser),
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
);
return(result);
}
public ModelFromJsonDeserializer(
ExpressionPicker picker,
ModelBuilder modelBuilder,
GlobeTraverser traverser,
ExpressionFromJsonDeserializer expressionDeserializer
)
{
this.picker = picker;
this.modelBuilder = modelBuilder;
this.traverser = traverser;
this.expressionDeserializer = expressionDeserializer;
}
public IExpression <Decimal?> CreateBaseLessOverlayTotalExpression(
GlobeModel root,
GlobeTraverser traverser,
IModelFormula <IModel, Decimal?> baseLessOverlayFormula,
IExpression <Decimal?> cashRescaledBase
)
{
var models = traverser.TraverseGlobe(root);
var result = new Expression <Decimal?>(
ValueNames.BaseLessOverlayTotal,
new BaseLessOverlayTotalFormula(
models,
baseLessOverlayFormula,
cashRescaledBase
),
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
);
return(result);
}
protected void RegisterMissingCountriesIfAny(ManagingBpt.RootModel result, Computations computations, CountryRepository countryRepository, TargetingType targetingType, SecurityRepository securityRepository, PortfolioRepository portfolioRepository, ManagingPst.PortfolioSecurityTargetRepository portfolioSecurityTargetRepository, IEnumerable <BenchmarkSumByIsoInfo> benchmarks)
{
// figuring out missing ISO country codes (if any) from benchmarks and overlays
var missingCountriesIsoCodes = this.countriesDetector.FindMissingCountries(
targetingType.Taxonomy,
benchmarks,
result.Factors.Items.Where(x => x.OverlayFactor.EditedValue.HasValue).Select(x => x.BottomUpPortfolio.Name),
portfolioSecurityTargetRepository,
portfolioRepository,
securityRepository
);
if (missingCountriesIsoCodes.Any())
{
List <string> clearedMissingCountriesIsoCode;
var traverser = new GlobeTraverser();
var otherModel = traverser.TraverseGlobe(result.Globe).Where(m => m.TryAsOther() != null).FirstOrDefault();
if (otherModel != null)
{
clearedMissingCountriesIsoCode = new List <string>();
var codesInModel = otherModel.TryAsOther().UnsavedBasketCountries.Select(b => b.Country.IsoCode).Union(otherModel.TryAsOther().BasketCountries.Select(b => b.Basket.Country.IsoCode));
clearedMissingCountriesIsoCode.AddRange(codesInModel.Except(missingCountriesIsoCodes));
}
else
{
clearedMissingCountriesIsoCode = new List <string>(missingCountriesIsoCodes);
}
if (clearedMissingCountriesIsoCode.Any())
{
// there are some missing ISO country codes
// we need to resolve them to countries
// and put these countries to the taxonomy
var missingCountries = clearedMissingCountriesIsoCode.Select(x => countryRepository.GetCountry(x));
this.RegisterMissingCountries(result, missingCountries, computations);
}
}
}
public BenchmarkValueInitializer(GlobeTraverser traverser)
{
this.traverser = traverser;
}
public ModelExpressionTraverser(GlobeTraverser traverser)
{
this.traverser = traverser;
}
public PortfolioAdjustmentInitializer(GlobeTraverser traverser)
{
this.traverser = traverser;
}
public TraverseOnceResolved_IRegionModelResidentResolver(GlobeTraverser traverser)
{
this.traverser = traverser;
}
public TraverseOnceResolved_IBreakdownModelResidentResolver(GlobeTraverser traverser)
{
this.traverser = traverser;
}
public ModelValidator(GlobeTraverser traverser)
{
this.tarverser = traverser;
}
