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Datastore Helper implementation within MRA

This page provides implementation details about the usage of the Datastore Helper 2.0 library within MRA, focusing on the wiring between different datastore definitions and customizations. For documentation of the library itself, see Datastore Helper.

Implementations of the AConfigurableSchema class

All the reference implementation datastores are provided as implementations of the AConfigurableSchema class. With the migration to DaSH 2.0, these classes are no longer @Configuration classes, instead being instantiated directly, in the DatastoreConfiguratorSetup class. To provide the option to load a schema for vectorised and scalar data, these classes also extend the AScalarDataAwareSchema class.

The full list is as follows:

Class	Datastore types
`VaRDatastoreDescriptionConfig`	Standard VaR datastores.
`PnLDatastoreDescriptionConfig`	Standard PnL datastores.
`SensiDatastoreDescriptionConfig`	Vectorised and scalar Sensitivity datastores.
`VaRFlatDatastoreDescriptionConfig`	Denormalised datastore for VaR store-level imports.
`PnLFlatDatastoreDescriptionConfig`	Denormalised datastore for PnL store-level imports.
`SensiFlatDatastoreDescriptionConfig`	Denormalised datastores for vectorised and scalar Sensitivity store-level imports.
`VaRAggregatedDatastoreDescriptionConfig`	Denormalised datastore for VaR aggregated imports.
`PnLAggregatedDatastoreDescriptionConfig`	Denormalised datastore for PnL aggregated imports.
`SensiAggregatedDatastoreDescriptionConfig`	Denormalised datastores for vectorised and scalar Sensitivity aggregated imports.
`ParameterDatastoreDescriptionConfig`	ActiveMonitor parameter store.
`WhatIfDatastoreDescriptionConfig`	What-If tool datastore.

The DatastoreConfiguratorSetup class

All Spring beans are wired together in the DatastoreConfiguratorSetup class. This class groups collections of datastores into schemas, provides a mechanism to enable a subset of the schemas available within the configurator, and applies any customizations defined within the application.

The configurator consumers

Due to the usage of Spring profiles within the application, all configured schemas and customisations are enabled via autowired Spring beans, instantiated for particular profiles.

The class autowires two Consumer<IConfigurator> objects:

      @Autowired  
      @Qualifier(SP_QUALIFIER__SCHEMAS)  
    Consumer<IDatastoreConfigurator> schemaEnabler;  

      @Autowired(required = false)  
      @Qualifier(SP_QUALIFIER__CUSTOMISATIONS)  
      List<Consumer<IDatastoreConfigurator>> customisations;

The SP_QUALIFIER__SCHEMAS consumer controls which of the configured schemas (see AConfigurableSchema implementations) are enabled for a given set of enabled application profiles.

The SP_QUALIFIER__CUSTOMISATIONS consumer applies customizations defined elsewhere in the application configuration. See Customizations classes

The schema enabler

The schema enabler consumer is instantiated within the DatastoreConfiguratorSetup class, with different configurations depending on the active profile.

Schema list suppliers

The schema enabler beans use Supplier<List<AScalarDataAwareSchema>> objects to define groups of schemas that are lazily instantiated.

Three such suppliers are available, for standard application operation (with scalar or vectorised data), store-level imports and aggregated imports.

Supplier	Instantiated classes
STORE_IMPORT_SCHEMAS	`ParameterDatastoreDescriptionConfig`, `PnLFlatDatastoreDescriptionConfig`, `VaRFlatDatastoreDescriptionConfig`, `SensiFlatDatastoreDescriptionConfig`
AGGREGATED_IMPORT_SCHEMAS	`ParameterDatastoreDescriptionConfig`, `PnLAggregatedDatastoreDescriptionConfig`, `VaRAggregatedDatastoreDescriptionConfig`, `SensiAggregatedDatastoreDescriptionConfig`
STANDARD_SCHEMAS	`WhatIfDatastoreDescriptionConfig`, `ParameterDatastoreDescriptionConfig`, `PnLAggregatedDatastoreDescriptionConfig`, `VaRAggregatedDatastoreDescriptionConfig`, `SensiAggregatedDatastoreDescriptionConfig`

Profiles

The supplier and the parameters used for the schema instantiation are defined for each active profile.

Profile	Supplier	Schema type
SP_PROFILE__STANDARD	STANDARD_SCHEMAS	Standard(vectorised)
SP_PROFILE__SCALAR_SENSI	STANDARD_SCHEMAS	Standard (scalar)
SP_PROFILE__STORE_IMPORT	STORE_IMPORT_SCHEMAS	Store import (vectorised)
SP_PROFILE__SCALAR_SENSI_STORE_IMPORT	STORE_IMPORT_SCHEMAS	Store import (scalar)
SP_PROFILE__AGGREGATED_IMPORT	AGGREGATED_IMPORT_SCHEMAS	Aggregated import (vectorised)
SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT	AGGREGATED_IMPORT_SCHEMAS	Aggregated import (scalar)

Customizations classes

The Market Risk Accelerator contains three customization classes that instantiate beans autowired into the SP_QUALIFIER__CUSTOMISATIONS consumer list.

Class	Usage
DatastoreCustomisations	Empty class intended to provide a place to define simple customizations.
ProductControlDatastoreCustomisations	Operates on the PnL base store. Makes the `Type` field a key field and adds `Monthly`, `Yearly` and `Lifetime` value fields.
SignOffDatastoreCustomisations	Intended to support Sign-off adjustment source tagging. Adds `Source` and `Input type` fields to the Sensitivity and PnL base stores, for standard (vectorised and scalar) as well as source-level import and aggregated import profiles.