public List <TaxLotDetail> GetOpenLots(PostingEngineEnvironment env, Transaction element, double workingQuantity)
{
Logger.Info($"Getting Open Tax Lots for {element.Symbol}::{element.Side}::{workingQuantity}::{element.TradeDate.ToString("MM-dd-yyyy")}");
var minTaxLots = new List <TaxLotDetail>();
var openlots = BaseTaxLotMethodology.OpenTaxLots(env, element, workingQuantity).ToList();
var results = openlots.Select(i => new {
trade = i.Trade,
taxRate = i.TaxRate,
taxLotStatus = i.TaxLotStatus,
potentialPnl = CalculateUnrealizedPnl(env, i, element, workingQuantity),
taxAmount = CalculateTaxImplication(env, i, element, workingQuantity)
}).ToList();
minTaxLots = results.Where(i => i.taxLotStatus.Quantity != 0).OrderBy(i => Math.Abs(i.taxAmount)).Select(i => new TaxLotDetail {
TaxRate = i.taxRate,
Trade = i.trade,
TaxLotStatus = i.taxLotStatus,
PotentialPnl = i.potentialPnl,
TaxLiability = i.taxAmount
}).ToList();
BaseTaxLotMethodology.Log(Logger, minTaxLots);
return(minTaxLots);
}
public List <TaxLotDetail> GetOpenLots(PostingEngineEnvironment env, Transaction element, double workingQuantity)
{
var openlots = BaseTaxLotMethodology.OpenTaxLots(env, element, workingQuantity).OrderBy(i => i.Trade.TradeTime).ToList();
return(openlots);
}