public override Position nextDateClone(DateTime nextDate)
{
Position clone = new CurrencyCashPosition();
this.nextDatepositionBaseCopy(clone, nextDate);
clsHITM_CASH_INSTOCK_TB clstb = new clsHITM_CASH_INSTOCK_TB();
DataTable dt = clstb.SelectCashSumInBook(this.DAO_.BOOK_CD, this.DAO_.EVAL_CURR);
foreach (DataRow dr in dt.Select() )
{
clsHITM_CASH_INSTOCK_TB tb = clsHITM_CASH_INSTOCK_TB.Create(dr);
this.DAO_.INSTRUMENT_QNT = this.DAO_.INSTRUMENT_QNT + tb.CASHFLOW;
this.DAO_.NOTIONAL_AMT = this.DAO_.NOTIONAL_AMT + tb.NOTIONAL;
this.DAO_.ACCOUNT_AMT = this.DAO_.ACCOUNT_AMT + tb.CASHFLOW_DOMESTIC;
this.DAO_.ACCOUNT_UNIT = 1.0;
this.DAO_.ACCOUNT_INDEX = 1.0;//this.DAO_.ACCOUNT_AMT * this.DAO_.
this.DAO_.EVAL_AMT = this.DAO_.EVAL_AMT; // 차후 업어쳐질거임
this.DAO_.EVAL_PRICE = this.DAO_.EVAL_PRICE; /// this.DAO_.INSTRUMENT_QNT; ; // - 평가금액 / 수량
this.DAO_.EVAL_ACCOUNT_PL = this.DAO_.EVAL_PRICE - this.DAO_.ACCOUNT_AMT; // - 평가금액 - 장부금액
this.DAO_.TRADE_PROFIT = this.DAO_.TRADE_PROFIT; // 일별 매매수익
this.DAO_.TRADE_LOSS = 0.0;
this.DAO_.TRADE_TOTAL = 0.0;
// 전일자꺼 그대로 놔둠 우선..
//this.DAO_.TRANSACTION_FEE =
//this.DAO_.ETC_PL = tradePosition.DAO_.ETC_PL;
//this.DAO_.TOTAL_ACCOUNT_PL = tradePosition.DAO_.TOTAL_ACCOUNT_PL;
//this.DAO_.DAILY_EVAL_PL = tradePosition.DAO_.DAILY_EVAL_PL;
//this.DAO_.DAILY_TOTAL_PL = tradePosition.DAO_.DAILY_TOTAL_PL;
}
//this.DAO_.POSITION_ID = tradePosition.DAO_.POSITION_ID;
//this.DAO_.POSITION_TYP = tradePosition.DAO_.POSITION_TYP;
//this.DAO_.POSITION_DT = tradePosition.DAO_.POSITION_DT;
//this.DAO_.INSTRUMENT_ID = tradePosition.DAO_.INSTRUMENT_ID;
//this.DAO_.EVAL_CURR = tradePosition.DAO_.EVAL_CURR;
//this.DAO_.CURR_RATE = tradePosition.DAO_.CURR_RATE;
return clone;
}
public override void cash_instock_insert(string book_cd)
{
clsHITM_CASH_INSTOCK_TB clstb = new clsHITM_CASH_INSTOCK_TB();
clstb.NOTIONAL = this.DAO_.TRADE_NOTIONAL_AMT;
clstb.CASHFLOW_DT = this.DAO_.TRADE_DT;
clstb.CASHFLOW_TYP = 0;
clstb.CURR = "KRW";
clstb.SEQ = 0;
clstb.BOOK_CD = book_cd;
clstb.INSTRUMENT_ID = this.DAO_.INSTRUMENT_ID;
clstb.INSTRUMENT_TYP = this.DAO_.FP_MASTER_TYP;
clstb.IN_OUT = this.DAO_.BUY_SELL * (-1);
clstb.CASHFLOW = this.DAO_.TRADE_FEE * clstb.IN_OUT;
clstb.Insert();
}
public clsHITM_CASH_INSTOCK_TB Clone()
{
try
{
clsHITM_CASH_INSTOCK_TB cloneTB = new clsHITM_CASH_INSTOCK_TB();
cloneTB._NOTIONAL = this._NOTIONAL;
cloneTB._CASHFLOW_DT = this._CASHFLOW_DT;
cloneTB._CASHFLOW_TYP = this._CASHFLOW_TYP;
cloneTB._BOOK_CD = this._BOOK_CD;
cloneTB._CURR = this._CURR;
cloneTB._SEQ = this._SEQ;
cloneTB._INSTRUMENT_ID = this._INSTRUMENT_ID;
cloneTB._INSTRUMENT_TYP = this._INSTRUMENT_TYP;
cloneTB._IN_OUT = this._IN_OUT;
cloneTB._CASHFLOW = this._CASHFLOW;
cloneTB._CASHFLOW_DOMESTIC = this._CASHFLOW_DOMESTIC;
return cloneTB;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public static clsHITM_CASH_INSTOCK_TB Create(DataRow dr)
{
try
{
clsHITM_CASH_INSTOCK_TB tb = new clsHITM_CASH_INSTOCK_TB();
tb._NOTIONAL = Convert.ToDouble(dr[0]);
tb._CASHFLOW_DT = Convert.ToString(dr[1]);
tb._CASHFLOW_TYP = Convert.ToInt32(dr[2]);
tb._BOOK_CD = Convert.ToString(dr[3]);
tb._CURR = Convert.ToString(dr[4]);
tb._SEQ = Convert.ToInt32(dr[5]);
tb._INSTRUMENT_ID = Convert.ToString(dr[6]);
tb._INSTRUMENT_TYP = Convert.ToInt32(dr[7]);
tb._IN_OUT = Convert.ToInt32(dr[8]);
tb._CASHFLOW = Convert.ToDouble(dr[9]);
tb._CASHFLOW_DOMESTIC = Convert.ToDouble(dr[10]);
return tb;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
private void build_cashMaster()
{
#region Build Base Cash Master
// cash를 만듬 -----------------------------------------------------------
clsMAST_BOOKINFO_TB clstb_bookinfo = new clsMAST_BOOKINFO_TB();
// krw 없는 booklist를 에다가 krw를 넣음
DataTable noKRWCash_dt = clstb_bookinfo.SelectBookNoKRWCash();
foreach (DataRow dr in noKRWCash_dt.Select() )
{
CurrencyCash cash_fi =
CurrencyCash.CurrencyCashBooking("KRW",clsMAST_BOOKINFO_TB.Create(dr).BOOK_CD,this.ReferenceDate_);
//cash_fi.build_cashPosition(this.ReferenceDate_);
}
DataTable totalBook_dt = clstb_bookinfo.Select();
// 각각의 북마다 krw를 제외한 Currency 를 뜸
clsHITM_CASH_INSTOCK_TB clstb_cash = new clsHITM_CASH_INSTOCK_TB();
clsMAST_FP_INSTRUMENT_TB clstb_master = new clsMAST_FP_INSTRUMENT_TB();
foreach (DataRow dr in totalBook_dt.Select())
{
string book_cd = clsMAST_BOOKINFO_TB.Create(dr).BOOK_CD;
// book별 cash list
foreach ( DataRow dr2 in clstb_cash.SelectCashesInEachBook(book_cd).Select() )
{
string currency = clsHITM_CASH_INSTOCK_TB.Create(dr2).CURR;
if (clstb_master.SelectHasCurrency(currency, book_cd).Rows.Count == 0)
{
if (currency != "KRW")
{
CurrencyCash cash_fi =
CurrencyCash.CurrencyCashBooking(currency, clsMAST_BOOKINFO_TB.Create(dr).BOOK_CD, this.ReferenceDate_);
}
//cash_fi.build_cashPosition(this.ReferenceDate_);
}
}
}
#endregion
// if 오늘 부킹댄거면 position , emptyGreekResult 만듬.
clstb_master.FP_MASTER_TYP = (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Money_Cash;
clstb_master.BOOKED_DT = this.ReferenceDate_.ToString("yyyyMMdd");
DataTable cash_dt = clstb_master.Select();
foreach (DataRow dr in cash_dt.Select())
{
clsMAST_FP_INSTRUMENT_TB tb = clsMAST_FP_INSTRUMENT_TB.Create(dr);
CurrencyCash cash_fi = (CurrencyCash)Financial_instrument.CreateInstrument(tb);
cash_fi.build_cashPosition(this.ReferenceDate_);
//cash_fi.build_emptyResult(this.ReferenceDate_);
}
}
public override void calculate(DateTime calcDate, FP_Parameter fp_parameter)
{
// market data load
clsHDAT_MARKETDATA_TB clstb = new clsHDAT_MARKETDATA_TB();
string calcDateStr = calcDate.ToString("yyyyMMdd");
clstb.REF_DT = calcDateStr;
clstb.INDEX_CD = this.Currency_;
double currencyRate = 1.0;
if ( this.Currency_ != "KRW")
{
int checkNum = clstb.SelectOwn();
if (checkNum == 0) { throw new Exception("market data does not exist : " + calcDateStr + " " + clstb.INDEX_CD); }
currencyRate = clstb.LAST;
}
// cash amount load
clsHITM_CASH_INSTOCK_TB clstb_cash = new clsHITM_CASH_INSTOCK_TB();
clstb_cash.BOOK_CD = this.baseDAO_.BOOK_CD;
clstb_cash.CURR = this.Currency_;
double total_cash_amount = 0.0;
DataTable tb = clstb_cash.Select();
foreach (DataRow dr in tb.Select() )
{
total_cash_amount += clsHITM_CASH_INSTOCK_TB.Create(dr).CASHFLOW;
}
// calculate
// position
clsHITM_FP_GREEKRESULT_TB result_tb = new clsHITM_FP_GREEKRESULT_TB();
result_tb.FP_GREEKRESULT_ID = IDGenerator.getNewGreekResultID(this.baseDAO_.INSTRUMENT_ID, calcDateStr);
result_tb.CALC_DT = calcDateStr;
result_tb.SEQ = 1;
// price
result_tb.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;
result_tb.INSTRUMENT_TYP = this.baseDAO_.FP_MASTER_TYP;
result_tb.UNDERLYING_ID = this.Currency_;
result_tb.UNDERLYING_VALUE = currencyRate;
result_tb.DELTA = 0.0;
result_tb.CALC_PRICE = total_cash_amount;
result_tb.CALCULATED_FLAG = (int)clsHITM_FP_GREEKRESULT_TB.CALCULATED_FLAG_Type.CALCULATED;
result_tb.CALCULATED_TIME = DateTime.Now.ToString("HHmmss"); ;
result_tb.CALCULATE_TYP = (int)clsHITM_FP_GREEKRESULT_TB.CALCULATE_TYP_Type.ANALYTICS;
//if (result_tb.UpdateDateResult() == 0)
// { throw new Exception("update fail : " + this.baseDAO_.INSTRUMENT_ID + " " + calcDate.ToString("yyyyMMdd")); };
result_tb.Insert();
// delta
// gamma and others : no exist ?
}
public void build_cashPosition(DateTime refDate)
{
clsHITM_CASH_INSTOCK_TB clstb_cash = new clsHITM_CASH_INSTOCK_TB();
DataTable dt = clstb_cash.SelectCashesInEachBook(this.baseDAO_.BOOK_CD);
clsHITM_FP_POSITION_TB clstb = new clsHITM_FP_POSITION_TB();
foreach ( DataRow dr in dt.Select() )
{
clsHITM_CASH_INSTOCK_TB tb_cash = clsHITM_CASH_INSTOCK_TB.Create(dr);
clstb.POSITION_ID = IDGenerator.getNewPositionID(this.baseDAO_.INSTRUMENT_ID, refDate.ToString("yyyyMMdd"));
clstb.FP_MASTER_TYP = this.baseDAO_.FP_MASTER_TYP;
clstb.POSITION_DT = refDate.ToString("yyyyMMdd");
clstb.BOOK_CD = this.baseDAO_.BOOK_CD;
clstb.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;
clstb.INSTRUMENT_QNT = tb_cash.CASHFLOW;
clstb.EVAL_CURR = tb_cash.CURR;
clstb.CURR_RATE = 1.0;//tb_cash.CURR_RATE;
clstb.NOTIONAL_AMT = tb_cash.CASHFLOW;
clstb.ACCOUNT_AMT = tb_cash.CASHFLOW_DOMESTIC;
clstb.ACCOUNT_UNIT = 0.0;
clstb.ACCOUNT_INDEX = 0.0;
clstb.EVAL_AMT = 0.0;
clstb.EVAL_PRICE = 0.0;
clstb.EVAL_ACCOUNT_PL = 0.0;
clstb.TRADE_PROFIT = 0.0;
clstb.TRADE_LOSS = 0.0;
clstb.TRADE_TOTAL = 0.0;
clstb.TRANSACTION_FEE = 0.0;
clstb.ETC_PL = 0.0;
clstb.TOTAL_ACCOUNT_PL = 0.0;
clstb.DAILY_EVAL_PL = 0.0;
clstb.DAILY_TOTAL_PL = 0.0;
clstb.Insert();
}
}
public override void delete_instrument()
{
clsHITM_CASH_INSTOCK_TB clstb = new clsHITM_CASH_INSTOCK_TB();
clstb.BOOK_CD = this.baseDAO_.BOOK_CD;
clstb.CURR = this.Currency_;
// master 에서 지움.
if (this.Currency_ != "KRW")
{
this.baseDAO_.DeleteID();
if (clstb.DeleteCurrency() != 1) { throw new Exception("delete fail : " + this.Currency_); }
}
else
{
//초기화됨.
if (clstb.DeleteCurrency() != 1) { throw new Exception("delete fail : " + this.Currency_); }
//throw new Exception("KRW can't be deleted");
}
}
