public bool ValidTenorAsInWrongOrder(string tenor)
{
tenor = "3m1d";
var pr = new PortfolioRisk()
{
Tenor = tenor
};
var vpr = new ValidPortfolioRisk(pr);
return(vpr.IsValid);
}
public void ValidTenor()
{
var tenor = "2y11m1w2d";
var pr = new PortfolioRisk()
{
Tenor = tenor
};
var vt = new ValidPortfolioRisk(pr);
StringAssert.AreEqualIgnoringCase(tenor, vt.Value.Tenor);
}
public bool InValidTenorAsInWrongOrder(string tenor)
{
tenor = "1d3m";
var pr = new PortfolioRisk()
{
Tenor = tenor
};
var vpr = new ValidPortfolioRisk(pr);
return(vpr.IsValid);
//var ex = Assert.Throws<ArgumentException>(() => new ValidPortfolioRisk(pr));
//StringAssert.AreEqualIgnoringCase("The tenor code is not valid", ex.Message);
}
public void InValidTenor()
{
var tenor = "2x11f1w2d";
var pr = new PortfolioRisk()
{
Tenor = tenor
};
var vpr = new ValidPortfolioRisk(pr);
Assert.IsFalse(vpr.IsValid);
//var ex = Assert.Throws<ArgumentException>(() => new ValidPortfolioRisk(pr));
//StringAssert.AreEqualIgnoringCase("The tenor code is not valid", ex.Message);
}
public static Portfolios Process(DataTable table, string source, DateTime valueDate)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var portfolios = new Portfolios {
Source = source
};
var tenorCol = table.Columns["tenor"];
var portfolioidCol = table.Columns["portfolioid"];
var valueCol = table.Columns["value"];
var sql = "tenor is not null AND portfolioid <> 0";
//remove any null rows. Its assumed all other data is valid that has been saved to file.
var rows = table.Select(sql);
//todo: AsParallel() this read.
foreach (DataRow tableRow in rows)
{
var tenor = tableRow[tenorCol].ToString();
var portfolioid = Utils.SafeCastToIntParse(tableRow[portfolioidCol].ToString());
var value = Utils.SafeCastToDoubleParse(tableRow[valueCol].ToString());
var pr = new PortfolioRisk()
{
Tenor = tenor,
PortfolioId = portfolioid,
Value = value,
ValueDate = valueDate,
Source = source,
LastUpdated = ConfigDataHandler.SystemName,
UpdateDate = DateTime.UtcNow
};
portfolios.Add(pr);
}
stopWatch.Stop();
portfolios.LoadTime = stopWatch.Elapsed;
return(portfolios);
}
public ValidPortfolioRisk(PortfolioRisk portfolioRisk)
{
IsValid = true;
ErrorMessage = string.Empty;
//if (string.IsNullOrEmpty(portfolioRisk.Tenor))
//{
// ErrorMessage = "The tenor code is not valid";
// IsValid = false;
//}
var result = portfolioRisk.Tenor.ToCharArray().Where(x => !ValidCodes.Any(y => y.Equals(x)) && !Char.IsNumber(x));
if (result.Any())
{
ErrorMessage = "The tenor code is not valid";
IsValid = false;
}
//validate order
var codes = portfolioRisk.Tenor.Where(x => Char.IsLetter(x));
var ordered = ValidCodes.Where(x => codes.Any(y => y.Equals(x)));
var sequenceEqual = ordered.SequenceEqual(codes.ToList());
if (!sequenceEqual)
{
ErrorMessage = "The tenor code sequency is not correct";
IsValid = false;
}
Value = portfolioRisk;
}
