public static Index CreateIndexObject(FGAContext db, IDictionary <string, string> data, ILog ExceptionLogger)
{
Index index;
string isin = data["isin"];
CurrencyCode c = data["currency"] == null ? CurrencyCode.EUR : (CurrencyCode)data["currency"];
index = new Index(Name: data["name"], ISIN: isin, IndexCurrency: c);
index.IndexFrequency = FrequencyCode.getFrequencyByLabel("DAILY");
index.Identification.OtherIdentification = data["id"];
index.Identification.RIC = (RICIdentifier)data["ric"];
index.Identification.Bloomberg = (BloombergIdentifier)data["bloomberg"];
index.FamilyKeyObject = new MSCIFamilyObject();
if (data["country"] != null)
{
try
{
index.Identification.DomesticIdentificationSource = (CountryCode)data["country"];
}
catch (Exception e)
{
ExceptionLogger.Info("Country code :" + data["country"] + " Not recognized");
}
}
db.Indexes.Add(index);
return(index);
}
static void Main(string[] args)
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext())
{
#if DEBUG
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
IndexBasket ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR1234567890");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = CurrencyCode.getCurrencyByLabel("Euro");
IndexAsset ia = new IndexAsset();
ia.MarketCapitalization = new CurrencyAndAmount();
ia.MarketCapitalization.Value = 12;
ia.MarketCapitalization.Currency = (CurrencyCode)"EUR";
ia.InvestmentRate = new PercentageRate();
ia.InvestmentRate.Value = 10;
ia.EffectiveDate = DateTime.Now;
ia.HeldNumber = new SecuritiesQuantity();
ia.HeldNumber.SecurityIdentification = new ISINIdentifier();
ia.HeldNumber.SecurityIdentification.ISINCode = "XX0000000000";
ia.HeldNumber.Unit = 2;
ia.HeldNumber.Rate = new PercentageRate();
ia.HeldNumber.Amount = new CurrencyAndAmount();
ia.HeldNumber.Amount.Currency = (CurrencyCode)"USD";
ia.HeldNumber.Amount.Value = 66;
//ia.HeldNumber = new SecuritiesQuantity();
//ia.HeldNumber.SecurityIdentification = "10 EUR";
ex.Compo = new List <IndexAsset>();
ex.Compo.Add(ia);
db.Indexes.Add(ex);
ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR0000000000");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR1114567890").FirstOrDefault <Index>();
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
}
}
public void IndexContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Index ex;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
//Security_TEST stest = new Security_TEST();
//stest.ISIN = (ISINIdentifier)"TEST234567890";
//System.Console.WriteLine(stest.ISIN);
ex = new Index(Name: "Exemple d indice 1", ISIN: "BTS1TREU", IndexCurrency: (CurrencyCode)"EUR");
ex.IndexFixingDate = new TimeSpan(15, 30, 0); // 15h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
s.Identification = new SecuritiesIdentification(Isin: "PP11110000");
s.FinancialInstrumentName = "Security 1";
s.MaturityDate = new DateTime(2013, 1, 1);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: ex);
ia.MarketValue = new CurrencyAndAmount();
ia.MarketValue.Value = 12;
ia.MarketValue.Currency = (CurrencyCode)"EUR";
ia.FaceAmount = new CurrencyAndAmount();
ia.FaceAmount.Value = 5;
ia.FaceAmount.Currency = (CurrencyCode)"EUR";
ia.BookValue = new CurrencyAndAmount();
ia.BookValue.Value = 5;
ia.BookValue.Currency = (CurrencyCode)"EUR";
ia.Quantity = 30;
//SecuritiesQuantity held = new SecuritiesQuantity();
//held.Unit = 2;
//held.Rate = new PercentageRate();
//held.Rate.Value = 2;
//held.Amount = new CurrencyAndAmount();
//held.Amount.Currency = (CurrencyCode)"USD";
//held.Amount.Value = 666;
db.AssetHoldings.Add(ia);
db.Indexes.Add(ex);
db.SaveChanges();
ex = new Index(ISIN: "FR0000000000", Date: new DateTime(9999, 12, 31));
ex.IndexFixingDate = new TimeSpan(16, 30, 0); // 16h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
// test sans ISIN (identification)
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 2-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: ex, HoldAsset: s);
db.AssetHoldings.Add(ia);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "BTS1TREU").FirstOrDefault <Index>();
Index ex3 = db.Indexes.FirstOrDefault <Index>();
foreach (Component a in ex3.Items)
{
Console.Out.WriteLine(a.ToString());
}
Index ex4 = (Index)ex3;
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification.ISINCode == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
Index ex5 = db.Indexes.Find(new object[] { 3, "FR0000000000", new DateTime(9999, 12, 31) });
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}