/// <summary>
/// Callback Method for AssetAllocationData
/// </summary>
/// <param name="assetAllocationData">Returns Collection of AssetAllocationData</param>
private void RetrieveAssetAllocationDataCallbackMethod(List <AssetAllocationData> assetAllocationData)
{
string methodNamespace = String.Format("{0}.{1}", GetType().FullName, System.Reflection.MethodInfo.GetCurrentMethod().Name);
Logging.LogBeginMethod(logger, methodNamespace);
try
{
if (assetAllocationData != null)
{
Logging.LogMethodParameter(logger, methodNamespace, assetAllocationData, 1);
AssetAllocationData.Clear();
AssetAllocationData.AddRange(assetAllocationData);
}
else
{
Logging.LogMethodParameterNull(logger, methodNamespace, 1);
}
}
catch (Exception ex)
{
Prompt.ShowDialog("Message: " + ex.Message + "\nStackTrace: " + Logging.StackTraceToString(ex), "Exception", MessageBoxButton.OK);
Logging.LogException(logger, ex);
}
finally
{
BusyIndicatorStatus = false;
}
Logging.LogEndMethod(logger, methodNamespace);
}
/// <summary>
/// Static Method calculating asset allocations
/// </summary>
/// <param name="dimensionPortfolioHoldingsData">Collection GF_PORTFOLIO_HOLDINGS retrieved from Dimension</param>
/// <param name="portfolioSelectionData">Data of Currently selected Portfolio</param>
/// <returns>Collection of Asset Allocation Data</returns>
public static List <AssetAllocationData> CalculateAssetAllocationValues(List <GreenField.DAL.GF_PORTFOLIO_HOLDINGS> dimensionPortfolioHoldingsData, List <GreenField.DAL.GF_BENCHMARK_HOLDINGS> dimensionBenchmarkHoldingsData, PortfolioSelectionData portfolioSelectionData)
{
try
{
decimal?modelWeight = 0;
decimal?benchmarkWeight = 0;
decimal?activePosition = 0;
decimal?modelWeightCash = 0;
decimal?portfolioWeightCash = 0;
decimal?benchmarkWeightCash = 0;
decimal?portfolioWeight = 0;
decimal?sumDirtyValuePC = 0;
decimal?sumModelWeight = 0;
decimal?sumBenchmarkWeight = 0;
List <AssetAllocationData> result = new List <AssetAllocationData>();
if ((dimensionPortfolioHoldingsData == null) || (portfolioSelectionData == null))
{
throw new ArgumentNullException();
}
List <string> countryNames = dimensionPortfolioHoldingsData.Select(a => a.COUNTRYNAME).Distinct().ToList();
if (countryNames.Count == 0)
{
throw new InvalidOperationException();
}
foreach (string item in countryNames)
{
sumDirtyValuePC = dimensionPortfolioHoldingsData.Sum(a => Convert.ToDecimal(a.DIRTY_VALUE_PC));
sumBenchmarkWeight = dimensionBenchmarkHoldingsData.Sum(a => Convert.ToDecimal(a.BENCHMARK_WEIGHT));
//if sum of DirtyValuePC or ModelWeight is zero then return empty set
if ((sumDirtyValuePC == 0) || (sumBenchmarkWeight == 0) || (sumModelWeight == 0))
{
return(result);
}
modelWeight = dimensionPortfolioHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() != "CASH")).
Sum(a => Convert.ToDecimal(a.ASH_EMM_MODEL_WEIGHT)) / sumModelWeight;
portfolioWeight = dimensionPortfolioHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() != "CASH")).
Sum(a => Convert.ToDecimal(a.DIRTY_VALUE_PC)) / sumDirtyValuePC;
modelWeightCash = modelWeightCash + dimensionPortfolioHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() == "CASH")).
Sum(a => Convert.ToDecimal(a.ASH_EMM_MODEL_WEIGHT)) / sumModelWeight;
portfolioWeightCash = portfolioWeightCash + dimensionPortfolioHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() == "CASH")).
Sum(a => Convert.ToDecimal(a.DIRTY_VALUE_PC)) / sumDirtyValuePC;
benchmarkWeight = dimensionBenchmarkHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() != "CASH")).
Sum(a => Convert.ToDecimal(a.BENCHMARK_WEIGHT));
benchmarkWeightCash = benchmarkWeightCash + dimensionBenchmarkHoldingsData.
Where(a => (a.COUNTRYNAME == item) && (a.SECURITYTHEMECODE.ToUpper().Trim() == "CASH")).
Sum(a => Convert.ToDecimal(a.BENCHMARK_WEIGHT));
activePosition = modelWeight - benchmarkWeight;
AssetAllocationData data = new AssetAllocationData();
data.BenchmarkWeight = benchmarkWeight;
data.Country = item;
data.ModelWeight = modelWeight;
data.PortfolioWeight = portfolioWeight;
data.PortfolioId = portfolioSelectionData.PortfolioId;
data.ActivePosition = activePosition;
result.Add(data);
}
if (dimensionPortfolioHoldingsData.Any(a => a.SECURITYTHEMECODE.ToUpper().Trim() == "CASH"))
{
AssetAllocationData dataCash = new AssetAllocationData();
dataCash.BenchmarkWeight = benchmarkWeight;
dataCash.Country = "CASH";
dataCash.ModelWeight = modelWeightCash;
dataCash.PortfolioWeight = portfolioWeightCash;
dataCash.PortfolioId = portfolioSelectionData.PortfolioId;
dataCash.ActivePosition = modelWeightCash - benchmarkWeightCash;
result.Add(dataCash);
}
return(result.OrderBy(a => a.Country).ToList());
}
catch (Exception ex)
{
ExceptionTrace.LogException(ex);
return(null);
}
}
