public SecurityModel CreateSecurity(
TargetingTypeGroup targetingTypeGroup,
IBasket basket,
ISecurity security,
IEnumerable <BroadGlobalActivePortfolio> bgaPortfolios,
TargetingTypeGroupBasketSecurityBaseValueRepository ttgbsbvRepository,
BasketSecurityPortfolioTargetRepository bsptRepository,
PortfolioRepository portfolioRepository
)
{
var portfolioTargets = new List <PortfolioTargetModel>();
var targetsOfSecurity = bsptRepository.GetTargets(basket, security);
var targetsByPortfolio = targetsOfSecurity.ToDictionary(x => x.PortfolioId);
foreach (var bgaPortfolio in bgaPortfolios)
{
var portfolioTargetExpression = this.modelBuilder.CreatePortfolioTargetExpression(bgaPortfolio.Name);
var portfolioModel = new PortfolioTargetModel(bgaPortfolio, portfolioTargetExpression);
BasketPortfolioSecurityTargetInfo target;
if (targetsByPortfolio.TryGetValue(bgaPortfolio.Id, out target))
{
// there is a target for the given portfolio
portfolioModel.Target.InitialValue = target.Target;
}
portfolioTargets.Add(portfolioModel);
}
var baseExpression = this.modelBuilder.CreateBaseExpression();
var baseInfoOpt = ttgbsbvRepository.TryGetBaseValue(targetingTypeGroup, basket, security);
if (baseInfoOpt != null)
{
// there is a base value for this security already defined
baseExpression.InitialValue = baseInfoOpt.BaseValue;
}
else
{
// it will have a default base value which is null)
}
var benchmarkExpression = this.modelBuilder.CreateBenchmarkExpression();
var baseActiveExpression = this.modelBuilder.CreateBaseActiveExpression(baseExpression, benchmarkExpression);
var securityModel = new SecurityModel(
security,
baseExpression,
benchmarkExpression,
portfolioTargets,
baseActiveExpression
);
return(securityModel);
}
private Core.PortfolioTargetModel DeserializePortfolioTarget(PortfolioTargetModel model)
{
var broadGlobalActivePorfolio = this.deserializer.DeserializeBroadGlobalActivePorfolio(model.BroadGlobalActivePortfolio);
var porfolioTargetExpression = this.modelBuilder.CreatePortfolioTargetExpression(broadGlobalActivePorfolio.Name);
this.deserializer.PopulateEditableExpression(porfolioTargetExpression, model.PortfolioTarget);
var result = new Core.PortfolioTargetModel(broadGlobalActivePorfolio, porfolioTargetExpression);
return(result);
}
public PortfolioTargetModel DeserializePortfolioTarget(JsonReader reader, PortfolioRepository portfolioRepository)
{
var portfolioId = reader.ReadAsString(JsonNames.PortfolioId);
var bgaPortfolio = portfolioRepository.GetBroadGlobalActivePortfolio(portfolioId);
var portfolioTargetExpression = this.modelBuilder.CreatePortfolioTargetExpression(bgaPortfolio.Name);
reader.Read(JsonNames.Target, delegate
{
this.expressionDeserializer.PopulateEditableExpression(reader, portfolioTargetExpression);
});
var result = new PortfolioTargetModel(bgaPortfolio, portfolioTargetExpression);
return(result);
}
protected void Validate(PortfolioTargetModel portfolioTarget, List <IValidationIssue> issues)
{
issues.AddRange(portfolioTarget.Target.Validate());
}
public void SerializePortfolioTarget(EditableExpression baseExpression, PortfolioTargetModel portfolioTarget, IJsonWriter writer)
{
writer.Write(portfolioTarget.BroadGlobalActivePortfolio.Id, JsonNames.PortfolioId);
this.expressionSerializer.Serialize(portfolioTarget.Target, JsonNames.Target, writer, baseExpression.EditedValue);
}
private PortfolioTargetModel SerializePortfolioTarget(EditableExpression baseExpression, Core.PortfolioTargetModel model)
{
var result = new PortfolioTargetModel(
this.serializer.SerializeBroadGlobalActivePorfolio(model.BroadGlobalActivePortfolio),
this.serializer.SerializeEditableExpression(model.Target, baseExpression.EditedValue)
);
return(result);
}