QPR-13654 move built flag to trade level

Author: pcaspers

OREData/ored/portfolio/portfolio.cpp

@@ -42,7 +42,6 @@ void Portfolio::clear() {
 }
 
 void Portfolio::reset() {
-    isBuilt_ = false;
     LOG("Reset portfolio of size " << trades_.size());
     for (auto [id, t] : trades_)
         t->reset();
@@ -175,9 +174,13 @@ void Portfolio::build(const QuantLib::ext::shared_ptr<EngineFactory>& engineFact
             .log();
     }
     QL_REQUIRE(trades_.size() > 0, "Portfolio does not contain any built trades, context is '" + context + "'");
-    isBuilt_ = true;
 }
 
+bool Portfolio::isBuilt() const {
+    return std::all_of(trades_.begin(), trades_.end(), [](const auto& s) { return s.second->isBuilt(); });
+}
+
+
 Date Portfolio::maturity() const {
     QL_REQUIRE(trades_.size() > 0, "Cannot get maturity of an empty portfolio");
     Date mat = Date::minDate();
@@ -221,7 +224,6 @@ void Portfolio::add(const QuantLib::ext::shared_ptr<Trade>& trade) {
     QL_REQUIRE(!has(trade->id()), "Attempted to add a trade to the portfolio with an id, which already exists.");
     underlyingIndicesCache_.clear();
     trades_[trade->id()] = trade;
-    isBuilt_ = false;
 }
 
 bool Portfolio::has(const string& id) { return trades_.find(id) != trades_.end(); }
@@ -308,6 +310,7 @@ std::pair<QuantLib::ext::shared_ptr<Trade>, bool> buildTrade(QuantLib::ext::shar
     try {
         trade->reset();
         trade->build(engineFactory);
+        trade->setBuilt();
         TLOG("Required Fixings for trade " << trade->id() << ":");
         TLOGGERSTREAM(trade->requiredFixings());
         return std::make_pair(nullptr, true);
@@ -326,6 +329,7 @@ std::pair<QuantLib::ext::shared_ptr<Trade>, bool> buildTrade(QuantLib::ext::shar
             failed->setEnvelope(trade->envelope());
             failed->build(engineFactory);
             failed->resetPricingStats(trade->getNumberOfPricings(), trade->getCumulativePricingTime());
+            failed->setBuilt();
             LOG("Built failed trade with id " << failed->id());
             return std::make_pair(failed, false);
         } else {

OREData/ored/portfolio/portfolio.hpp

@@ -87,7 +87,7 @@ class Portfolio : public XMLSerializable {
                const bool emitStructuredError = true);
 
     //! if the portfolio has been built
-    bool isBuilt() const { return isBuilt_; }
+    bool isBuilt() const;
 
     //! Calculates the maturity of the portfolio
     QuantLib::Date maturity() const;
@@ -138,7 +138,6 @@ class Portfolio : public XMLSerializable {
     bool buildFailedTrades_, ignoreTradeBuildFail_;
     std::map<std::string, QuantLib::ext::shared_ptr<Trade>> trades_;
     std::map<AssetClass, std::set<std::string>> underlyingIndicesCache_;
-    bool isBuilt_ = false;
 };
 
 std::pair<QuantLib::ext::shared_ptr<Trade>, bool> buildTrade(

OREData/ored/portfolio/trade.cpp

@@ -300,6 +300,8 @@ void Trade::reset() {
         savedNumberOfPricings_ += instrument_->getNumberOfPricings();
         savedCumulativePricingTime_ += instrument_->getCumulativePricingTime();
     }
+    // reset build status
+    setBuilt(false);
     // reset members
     instrument_ = QuantLib::ext::shared_ptr<InstrumentWrapper>();
     legs_.clear();

OREData/ored/portfolio/trade.hpp

@@ -246,6 +246,12 @@ class Trade : public XMLSerializable {
                                                            const std::string& configuration,
                                                            const bool includePastCashflows) const;
 
+    /* set build status, this flag is maintained in buildTrade() and Trade::reset(), i.e. _not_ in Trade::build() */
+    void setBuilt(const bool b = true) const { isBuilt_ = b; }
+
+    /* get build status */
+    bool isBuilt() const { return isBuilt_; }
+
 protected:
     string tradeType_; // class name of the derived class
     QuantLib::ext::shared_ptr<InstrumentWrapper> instrument_;
@@ -294,6 +300,7 @@ class Trade : public XMLSerializable {
     string id_;
     Envelope envelope_;
     TradeActions tradeActions_;
+    mutable bool isBuilt_ = false;
 };
 
 template <class T>