private void RequestSchedulerTimeout(object notUsed)
{
// time to post a portfolio valuation request
TimeSpan retention = TimeSpan.FromDays(2);
// publish portfolio specification
List <PortfolioSubquery> portfolioSubqueries = new List <PortfolioSubquery>();
portfolioSubqueries.Add(new PortfolioSubquery()
{
CounterpartyId = "13142"
}); // Barclays
portfolioSubqueries.Add(new PortfolioSubquery()
{
CounterpartyId = "14859"
}); // Woolworths
string portfolioId = Guid.NewGuid().ToString();
var portfolio = new PortfolioSpecification
{
PortfolioId = portfolioId,
OwnerId = new UserIdentity()
{
Name = this.Client.ClientInfo.Name,
DisplayName = "Portfolio Valuation Server"
},
Description = "Woolworths (14859) Scheduled",
PortfolioSubqueries = portfolioSubqueries.ToArray()
};
this.Client.SaveObject <PortfolioSpecification>(portfolio, retention);
// publish the portfolio valuation requests
foreach (string marketName in new string[] { CurveConst.NAB_EOD })
{
Guid requestId = Guid.NewGuid();
PortfolioValuationRequest request = new PortfolioValuationRequest()
{
BaseDate = DateTime.Today,
RequestId = requestId.ToString(),
Retention = retention.ToString(),
SubmitTime = DateTimeOffset.Now.ToString("o"),
RequesterId = new UserIdentity()
{
Name = this.Client.ClientInfo.Name,
DisplayName = "Portfolio Valuation Server"
},
PortfolioId = portfolioId,
MarketDate = null,
MarketName = marketName,
ReportingCurrency = "AUD",
IsDetailedReport = false,
IRScenarioNames = ScenarioConst.AllIrScenarioIds,
FXScenarioNames = ScenarioConst.AllFxScenarioIds
};
this.Client.SaveObject <PortfolioValuationRequest>(request, false, retention);
}
}
private RequestBase CreatePVRequest(string marketName, string counterPartyId, string counterPartyName, bool allIRStresses, bool allFXStresses)
{
// time to post a portfolio valuation request
TimeSpan retention = TimeSpan.FromDays(1);
// publish portfolio specifications
List <PortfolioSubquery> portfolioSubqueries = new List <PortfolioSubquery>();
portfolioSubqueries.Add(new PortfolioSubquery()
{
CounterpartyId = counterPartyId
});
string portfolioId = Guid.NewGuid().ToString();
var portfolio = new PortfolioSpecification
{
PortfolioId = portfolioId,
OwnerId = new UserIdentity()
{
Name = _ClientRef.Target.ClientInfo.Name, DisplayName = "Grid Test Harness"
},
Description = String.Format("{1} ({0}) Test Request", counterPartyId, counterPartyName),
PortfolioSubqueries = portfolioSubqueries.ToArray()
};
_ClientRef.Target.SaveObject <PortfolioSpecification>(portfolio, retention);
// publish the portfolio valuation requests
Guid requestId = Guid.NewGuid();
PortfolioValuationRequest request = new PortfolioValuationRequest()
{
BaseDate = DateTime.Today,
RequestId = requestId.ToString(),
Retention = retention.ToString(),
SubmitTime = DateTimeOffset.Now.ToString("o"),
RequestDescription = String.Format("{0} [{1}]", portfolio.Description, marketName),
RequesterId = new UserIdentity()
{
Name = _ClientRef.Target.ClientInfo.Name, DisplayName = "Grid Test Harness"
},
PortfolioId = portfolioId,
MarketDate = null,
MarketName = marketName,
ReportingCurrency = "AUD",
IRScenarioNames = allIRStresses ? ScenarioConst.AllIrScenarioIds : null,
FXScenarioNames = allFXStresses ? ScenarioConst.AllFxScenarioIds : null
};
_ClientRef.Target.SaveObject <PortfolioValuationRequest>(request);
return(request);
}
/// <summary>
/// Create a portfolio with the matching trades
/// </summary>
/// <param name="tradeItemNames"></param>
private static string InitializePortfolio(string[] tradeItemNames)
{
// publish portfolio specification
string portfolioId = Guid.NewGuid().ToString();
var portfolio = new PortfolioSpecification
{
PortfolioId = portfolioId,
OwnerId = new UserIdentity
{
Name = Engine.Cache.ClientInfo.Name,
DisplayName = "Unit Test Agent"
},
Description = "Unit Test",
IncludedTradeItemNames = tradeItemNames
};
Engine.Cache.SaveObject(portfolio, Retention);
return(portfolioId);
}
