public HierarchySecurityBucketFactory(ISecurityBucketFactory securityBucketFactory, Hierarchy hierarchy)
{
_securityBucketFactory = securityBucketFactory;
_hierarchy = hierarchy;
}
static void Main(string[] args)
{
List <Security> datalist = new List <Security>();
datalist.Add(
new Security()
{
PortUID = "P851", CUSIP = "123456789", Sector = "A", Rating = "AAA", MKV = 100000, MaturityDate = new DateTime(2020, 1, 1), PortTotalMarketValue = 800000, Coupon = 4.3m
});
datalist.Add(
new Security()
{
PortUID = "P851", CUSIP = "234567891", Sector = "A", Rating = "AAA", MKV = 200000, MaturityDate = new DateTime(2019, 1, 1), PortTotalMarketValue = 800000, Coupon = 3.3m
});
datalist.Add(
new Security()
{
PortUID = "P851", CUSIP = "345678912", Sector = "A", Rating = "BBB", MKV = 300000, MaturityDate = new DateTime(2020, 1, 1), PortTotalMarketValue = 800000, Coupon = 2.3m
});
datalist.Add(
new Security()
{
PortUID = "P851", CUSIP = "456789123", Sector = "B", Rating = "AA", MKV = 200000, MaturityDate = new DateTime(2024, 1, 1), PortTotalMarketValue = 800000, Coupon = 1.3m
});
Hierarchy durationHierarchy = new Hierarchy();
durationHierarchy.Name = "Duration Hierarchy";
durationHierarchy.HierarchyNodes = new List <HierarchyNode>();
durationHierarchy.HierarchyNodes.Add(new HierarchyNode()
{
Condition = "Duration >= 0 && Duration < 1",
Name = "Dur 0-1"
});
durationHierarchy.HierarchyNodes.Add(new HierarchyNode()
{
Condition = "Duration >= 1 && Duration < 3",
Name = "Dur 1-3"
});
durationHierarchy.HierarchyNodes.Add(new HierarchyNode()
{
Condition = "Duration >= 3 && Duration < 6",
Name = "Dur 3-6"
});
Report report = new Report();
report.Name = "Test Report";
// report.SecurityBucketFactory = new HierarchySecurityBucketFactory(new GroupSecurityBucketFactory(null, "Sector"), durationHierarchy);
report.SecurityBucketFactory = new GroupSecurityBucketFactory(new HierarchySecurityBucketFactory(null, durationHierarchy), "Rating");
// report.SecurityBucketFactory = new GroupSecurityBucketFactory(new GroupSecurityBucketFactory(null, "Rating"), "Sector") ;
report.StatisticsFields = new List <StatisticsField>();
report.StatisticsFields.Add(new StatisticsField()
{
DisplayName = "%MKV",
FieldName = "PercentageMKV",
Statistic = "SUM(PercentageMKV)"
//Statistic = "AVERAGE(PercentageMKV)"
//Statistic = "COUNT()"
//Statistic = "MAX(PercentageMKV)"
//Statistic = "MIN(PercentageMKV)"
});
/* report.StatisticsFields.Add(new StatisticsField()
* {
* DisplayName = "Cpn",
* FieldName = "Coupon",
* Statistic = "AVERAGE(Coupon)"
* });
*/
var reportMatrixDataCreator = new ReportMatrixDataCreator(report, datalist);
Console.Write("\t");
for (int i = 0; i < report.StatisticsFields.Count; i++)
{
foreach (var topName in reportMatrixDataCreator.TopNames)
{
Console.Write(topName + "\t");
}
}
for (int i = 0; i < report.StatisticsFields.Count; i++)
{
Console.Write("Total\t");
}
Console.WriteLine();
foreach (var sideName in reportMatrixDataCreator.SideNames.OrderBy(s => s))
{
Console.Write(sideName + "\t");
foreach (var topName in reportMatrixDataCreator.TopNames)
{
foreach (var field in report.StatisticsFields)
{
Console.Write(reportMatrixDataCreator.GetData(reportMatrixDataCreator.CreateKey("P851", sideName, topName, field.FieldName)) ?? "---");
Console.Write("\t");
}
}
foreach (var field in report.StatisticsFields)
{
Console.Write(reportMatrixDataCreator.GetData(reportMatrixDataCreator.CreateKey("P851", sideName, null, field.FieldName)) ?? "---");
Console.Write("\t");
}
Console.WriteLine();
}
Console.Write("Total\t");
foreach (var topName in reportMatrixDataCreator.TopNames)
{
foreach (var field in report.StatisticsFields)
{
Console.Write(reportMatrixDataCreator.GetData(reportMatrixDataCreator.CreateKey("P851", topName, null, field.FieldName)) ?? "---");
Console.Write("\t");
}
}
foreach (var field in report.StatisticsFields)
{
Console.Write(reportMatrixDataCreator.GetData(reportMatrixDataCreator.CreateKey("P851", null, null, field.FieldName)) ?? "---");
Console.Write("\t");
}
Console.ReadLine();
}
