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. |