/// <summary>
/// Creates a proposed order record.
/// </summary>
/// <param name="allocationRow">A proposed order record from the primary ADO database.</param>
/// <returns>A Allocation record based on the ADO record.</returns>
internal static Allocation Make(ClientMarketData.AllocationRow allocationRow)
{
// Initialize the object
DataRowVersion dataRowVersion = allocationRow.RowState == DataRowState.Deleted ? DataRowVersion.Original : DataRowVersion.Current;
// Extract the data from the ADO record.
int allocationId = (int)allocationRow[ClientMarketData.Allocation.AllocationIdColumn, dataRowVersion];
TransactionType transactionType = (TransactionType)allocationRow[ClientMarketData.Allocation.TransactionTypeCodeColumn, dataRowVersion];
int accountId = (int)allocationRow[ClientMarketData.Allocation.AccountIdColumn, dataRowVersion];
int securityId = (int)allocationRow[ClientMarketData.Allocation.SecurityIdColumn, dataRowVersion];
int positionTypeCode = Common.TransactionType.GetPosition((int)transactionType);
Position position = Position.Make(accountId, securityId, positionTypeCode);
decimal quantity = (decimal)allocationRow[ClientMarketData.Allocation.QuantityColumn, dataRowVersion];
decimal price = (decimal)allocationRow[ClientMarketData.Allocation.PriceColumn, dataRowVersion];
decimal commission = (decimal)allocationRow[ClientMarketData.Allocation.CommissionColumn, dataRowVersion];
decimal accruedInterest = (decimal)allocationRow[ClientMarketData.Allocation.AccruedInterestColumn, dataRowVersion];
decimal userFee0 = (decimal)allocationRow[ClientMarketData.Allocation.UserFee0Column, dataRowVersion];
decimal userFee1 = (decimal)allocationRow[ClientMarketData.Allocation.UserFee1Column, dataRowVersion];
decimal userFee2 = (decimal)allocationRow[ClientMarketData.Allocation.UserFee2Column, dataRowVersion];
decimal userFee3 = (decimal)allocationRow[ClientMarketData.Allocation.UserFee3Column, dataRowVersion];
// Create a new record based on the data extracted from the ADO database.
return(new Allocation(allocationId, position, quantity, price, commission, accruedInterest, userFee0, userFee1,
userFee2, userFee3));
}
/// <summary>
/// Handles the primary Market Data events and passes the events along to the Langauge Primitives.
/// </summary>
/// <param name="sender">The object that originated the event.</param>
/// <param name="allocationRowChangeEvent">The record change event argument.</param>
public static void AllocationHandler(object sender, ClientMarketData.AllocationRowChangeEvent allocationRowChangeEvent)
{
// Extract the record from the event argument.
ClientMarketData.AllocationRow allocationRow = allocationRowChangeEvent.Row;
// Translate the ADO.NET row states into a record state used by the Rules Engine.
Action action = Action.Nothing;
switch (allocationRowChangeEvent.Action)
{
case DataRowAction.Add: action = Action.Add; break;
case DataRowAction.Delete: action = Action.Delete; break;
case DataRowAction.Change: action = Action.Change; break;
case DataRowAction.Commit: return;
}
// Place the event into a list that will be processed when the tables are no longer locked.
Allocation.allocationEventArgList.Add(new AllocationEventArgs(action, Allocation.Make(allocationRow)));
}
/// <summary>
/// Creates an element in the Appraisal Document that represents a fund's or account's position.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
/// <param name="driverAccount">Identifies the individual position at the account/security/position level.</param>
public AccountElement(AppraisalDocument appraisalDocument, AppraisalSet.AccountRow driverAccount) :
base("Account", appraisalDocument)
{
// Get the account record from the account id. This record drives most of the data that appears in this element.
ClientMarketData.AccountRow accountRow =
ClientMarketData.Account.FindByAccountId(driverAccount.AccountId);
// Count up the compliance violations
int violationCount = 0;
foreach (DataRowView dataRowView in
ClientMarketData.Violation.UKViolationAccountIdSecurityIdPositionTypeCode.FindRows(
new object[] { driverAccount.AccountId, driverAccount.SecurityId, driverAccount.PositionTypeCode }))
{
ClientMarketData.ViolationRow violationRow = (ClientMarketData.ViolationRow)dataRowView.Row;
if (violationRow.RestrictionRow.Severity > 0)
{
violationCount++;
}
}
AddAttribute("Violation", violationCount);
// Add the essential attributes to the element.
AddAttribute("AccountId", accountRow.AccountId.ToString());
// Aggregate the tax lot positions and cost.
decimal taxLotQuantity = 0.0M;
decimal taxLotCost = 0.0M;
foreach (ClientMarketData.TaxLotRow taxLotRow in accountRow.GetTaxLotRows())
{
if (taxLotRow.SecurityId == driverAccount.SecurityId &&
taxLotRow.PositionTypeCode == driverAccount.PositionTypeCode)
{
taxLotQuantity += taxLotRow.Quantity;
taxLotCost += taxLotRow.Cost * taxLotRow.Quantity;
}
}
AddAttribute("TaxLotQuantity", taxLotQuantity.ToString());
AddAttribute("TaxLotCost", taxLotCost.ToString());
// Aggregate the proposed orders positions.
decimal proposedOrderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.proposedOrderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.ProposedOrderRow proposedOrderRow = (ClientMarketData.ProposedOrderRow)dataRowView.Row;
proposedOrderQuantity += proposedOrderRow.Quantity *
proposedOrderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("ProposedOrderQuantity", proposedOrderQuantity.ToString());
// Aggregate the orders.
decimal orderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.orderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.OrderRow orderRow = (ClientMarketData.OrderRow)dataRowView.Row;
orderQuantity += orderRow.Quantity *
orderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("OrderQuantity", orderQuantity.ToString());
// Aggregate the allocations.
decimal allocationQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.allocationView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.AllocationRow allocationRow = (ClientMarketData.AllocationRow)dataRowView.Row;
allocationQuantity += allocationRow.Quantity *
allocationRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("AllocationQuantity", allocationQuantity.ToString());
}
