private PortfolioHistory CreatePortfolioHistoryForDate(DateTime date, DomainObjects.Portfolio.Portfolio portfolio, List <AssetValue> currentAssetValues, List <AssetValue> previousAssetValues)
{
var projection = PortfolioBusiness.GetProjectionAtDate(date, portfolio);
if (projection != null)
{
var assetsIds = projection.Distribution.Select(d => d.AssetId).Distinct();
if (assetsIds.Count() == currentAssetValues.Count && assetsIds.Count() == previousAssetValues.Count)
{
var portfolioRealValue = 0.0;
foreach (var assetDistribution in projection.Distribution)
{
var currentAssetValue = currentAssetValues.FirstOrDefault(a => a.AssetId == assetDistribution.AssetId);
var previousAssetValue = previousAssetValues.FirstOrDefault(a => a.AssetId == assetDistribution.AssetId);
portfolioRealValue += currentAssetValue.Value / previousAssetValue.Value * assetDistribution.Percent;
}
var portfolioHistory = new PortfolioHistory()
{
Date = date,
PortfolioId = portfolio.Id,
RealValue = portfolioRealValue - 100.0,
ProjectionValue = projection.ProjectionValue,
OptimisticProjectionValue = projection.OptimisticProjectionValue,
PessimisticProjectionValue = projection.PessimisticProjectionValue
};
Data.Insert(portfolioHistory);
return(portfolioHistory);
}
}
return(null);
}
public void UpdatePortfolioHistory(DomainObjects.Portfolio.Portfolio portfolio)
{
var lastUpdatedValue = LastPortfolioHistoryDate(portfolio.Id);
if (lastUpdatedValue >= DateTime.UtcNow.Date)
{
return;
}
var assetsIds = portfolio.Projections.SelectMany(p => p.Distribution.Select(d => d.AssetId)).Distinct();
var assetValuesByDate = AssetValueBusiness.GetAssetValuesGroupedByDate(assetsIds, lastUpdatedValue ?? portfolio.CreationDate).OrderBy(v => v.Key).ToList();
CreatePortfolioHistoryForEachAssetValueDate(portfolio, assetValuesByDate);
}
private void CreatePortfolioHistoryForEachAssetValueDate(DomainObjects.Portfolio.Portfolio portfolio, IList <KeyValuePair <DateTime, List <AssetValue> > > assetValuesByDate)
{
if (assetValuesByDate.Any())
{
KeyValuePair <DateTime, List <AssetValue> > previousAssetValue = GetFirstAssetValueAndRemoveFromList(assetValuesByDate);
foreach (var assetValue in assetValuesByDate)
{
var portfolioHistory = CreatePortfolioHistoryForDate(assetValue.Key, portfolio, assetValue.Value, previousAssetValue.Value);
if (portfolioHistory != null)
{
previousAssetValue = assetValue;
}
}
}
}
internal Projection Create(DomainObjects.Portfolio.Portfolio portfolio, double projectionValue, RiskType risk,
double? optimisticProjection, double? pessimisticProjection, Dictionary<int, double> distribution)
{
var projection = SetNew(portfolio.Id, projectionValue, risk, optimisticProjection, pessimisticProjection);
using (var transaction = new TransactionalDapperCommand())
{
transaction.Insert(projection);
var distributions = DistributionBusiness.SetNew(projection.Id, distribution);
foreach (Distribution dist in distributions)
transaction.Insert(dist);
portfolio.ProjectionId = projection.Id;
transaction.Update(portfolio);
projection.Distribution = distributions;
transaction.Commit();
}
return projection;
}
