public PortfolioSecurityTargetRepository ClaimRepository(
BuPortfolioSecurityTargetChangesetInfo latestChangesetSnapshoot,
IDataManager manager
)
{
var found = this.storage[StorageKey];
if (found != null)
{
var latestChangeset = manager.GetLatestPortfolioSecurityTargetChangeSet();
if (latestChangesetSnapshoot.Id < latestChangeset.Id)
{
throw new ValidationException(
new ErrorIssue("User \"" + latestChangeset.Username + "\" modified the bottom-up-portfolio/security/target composition on " + latestChangeset.Timestamp + ".")
);
}
else
{
return(found);
}
}
else
{
var targetInfos = manager.GetAllPortfolioSecurityTargets();
found = new PortfolioSecurityTargetRepository(this.copier, targetInfos);
this.storage[StorageKey] = found;
return(found);
}
}
public RootModel(
TargetingType targetingType,
BroadGlobalActivePortfolio portfolio,
TargetingTypeBasketBaseValueChangesetInfo latestTtbbvChangesetInfo,
TargetingTypeBasketPortfolioTargetChangesetInfo latestTtbptChangesetInfo,
BgaPortfolioSecurityFactorChangesetInfo latestPstoChangesetInfo,
BuPortfolioSecurityTargetChangesetInfo latestPstChangesetInfo,
GlobeModel globe,
CashModel cash,
Overlaying.RootModel factors,
IExpression <Decimal?> portfolioScaledGrandTotalExpression,
IExpression <Decimal?> trueExposureGrandTotal,
IExpression <Decimal?> trueActiveGrandTotal,
DateTime benchmarkDate,
Boolean isUserPermittedToSave
)
{
this.TargetingType = targetingType;
this.Portfolio = portfolio;
this.LatestTtbbvChangeset = latestTtbbvChangesetInfo;
this.LatestTtbptChangeset = latestTtbptChangesetInfo;
this.LatestPstoChangeset = latestPstoChangesetInfo;
this.LatestPstChangeset = latestPstChangesetInfo;
this.Globe = globe;
this.Cash = cash;
this.Factors = factors;
this.PortfolioScaledGrandTotal = portfolioScaledGrandTotalExpression;
this.TrueExposureGrandTotal = trueExposureGrandTotal;
this.TrueActiveGrandTotal = trueActiveGrandTotal;
this.BenchmarkDate = benchmarkDate;
this.IsUserPermittedToSave = isUserPermittedToSave;
}
protected BuPortfolioSecurityTargetChangesetInfo DeserializeBuPortfolioSecurityTargetChangesetInfo(ChangesetModel model)
{
var result = new BuPortfolioSecurityTargetChangesetInfo(
model.Id,
model.Username,
model.Timestamp,
model.CalculationId
);
return(result);
}
public BuPortfolioSecurityTargetChangesetInfo ReadLastChangeset(JsonReader reader)
{
var result = new BuPortfolioSecurityTargetChangesetInfo
{
Id = reader.ReadAsInt32(JsonNames.Id),
Username = reader.ReadAsString(JsonNames.Username),
Timestamp = reader.ReadAsDatetime(JsonNames.Timestamp),
};
return(result);
}
protected BuPortfolioSecurityTargetChangesetInfo DeserializePortfolioSecurityTargetChangeset(JsonReader reader)
{
var result = new BuPortfolioSecurityTargetChangesetInfo(
reader.ReadAsInt32(JsonNames.Id),
reader.ReadAsString(JsonNames.Username),
reader.ReadAsDatetime(JsonNames.Timestamp),
reader.ReadAsInt32(JsonNames.CalcualtionId)
);
return(result);
}
public ManagingPst.PortfolioSecurityTargetRepository ClaimPortfolioSecurityTargetRepository(
BuPortfolioSecurityTargetChangesetInfo latestPstChangesetInfo,
IDataManager manager
)
{
var result = this.portfolioSecurityTargerManager.ClaimRepository(
latestPstChangesetInfo,
manager
);
return(result);
}
public RootModel(
String porfolioId,
BuPortfolioSecurityTargetChangesetInfo latestChangesetInfo,
IEnumerable <ItemModel> items,
NullableSumExpression targetTotalExpression,
IExpression <Decimal?> cashExpression
)
{
this.PortfolioId = porfolioId;
this.LatestChangeset = latestChangesetInfo;
this.Items = items.ToList();
this.TargetTotal = targetTotalExpression;
this.Cash = cashExpression;
}
public void Apply(Int32 calculationId, Changeset changeset, IDataManager manager)
{
var latestChangeSet = manager.GetLatestPortfolioSecurityTargetChangeSet();
if (changeset.LatestChangeset.Id < latestChangeSet.Id)
{
throw new ValidationException(
new ErrorIssue("User \"" + latestChangeSet.Username + "\" modified the P-S-T composition on " + latestChangeSet.Timestamp + ".")
);
}
var changesetIdRange = manager.ReservePortfolioSecurityTargetChangesetIds(1);
if (!changesetIdRange.MoveNext())
{
throw new ApplicationException("There is no ID reserved for the P-S-T changeset.");
}
var changesetId = changesetIdRange.Current;
var changesetInfo = new BuPortfolioSecurityTargetChangesetInfo(
changesetId,
changeset.Username,
DateTime.Now, /* is going to be ignored */
calculationId
);
manager.InsertPortfolioSecurityTargetChangeset(changesetInfo);
var changes = changeset.Changes;
var changeIdRange = manager.ReservePortfolioSecurityTargetChangeIds(changes.Count());
foreach (var change in changes)
{
if (!changeIdRange.MoveNext())
{
throw new ApplicationException("There is no ID reserved for the P-S-T change.");
}
var changeId = changeIdRange.Current;
var resolver = new Apply_IPstChangeResolver(this, manager, changesetId, changeId);
change.Accept(resolver);
}
}
public void Write(JsonWriter writer, BuPortfolioSecurityTargetChangesetInfo changesetInfo)
{
writer.Write(changesetInfo.Id, JsonNames.Id);
writer.Write(changesetInfo.Username, JsonNames.Username);
writer.Write(changesetInfo.Timestamp, JsonNames.Timestamp);
}
public Changeset(BuPortfolioSecurityTargetChangesetInfo latestChangeset, String username, IEnumerable <IPstChange> changes)
{
this.LatestChangeset = latestChangeset;
this.Username = username;
this.Changes = changes.ToList();
}
public void Resolve(BuPortfolioSecurityTargetChangesetInfo changesetInfo)
{
this.Result = "Bottom-up-portfolio/Security target";
}
protected void SerializePortfolioSecurityTargetChangeset(
BuPortfolioSecurityTargetChangesetInfo changesetInfo, IJsonWriter writer)
{
this.SerializeChangeset(changesetInfo, writer);
}
