private bool HasSameMaturityDate(ExecutionFX exec, int purchaseSaleId, out string message)
{
bool hasSameMaturity = true;
message = string.Empty;
switch (purchaseSaleId)
{
case (int)ePurchaseSale.ACHAT:
if (exec.Maturity.Date != exec.FXHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.ACHAT).Maturity.Date)
{
message = string.Format(MESSAGE_FORMAT, string.Format("FXHedge {0} : ", exec.FXHedge.Code),
exec.ExecutionCode,
"Maturity date is different from buy leg maturity",
exec.Maturity.ToShortDateString());
hasSameMaturity = false;
}
break;
case (int)ePurchaseSale.VENTE:
if (exec.Maturity.Date != exec.FXHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.VENTE).Maturity.Date)
{
message = string.Format(MESSAGE_FORMAT, string.Format("FXHedge {0} : ", exec.FXHedge.Code),
exec.ExecutionCode,
"Maturity date is different from sale leg maturity",
exec.Maturity.ToShortDateString());
hasSameMaturity = false;
}
break;
}
return(hasSameMaturity);
}
public async void ImportKtp(string filePath)
{
List <ExecutionFX> ExecutionList = _dbContext.ExecutionFXes.Include("FXHedge").ToList();
List <FXHedge> fxHedgeList = _dbContext.FXHedges.ToList();
FileDataImportHelper <ExecutionKTP, ExecutionFX> importHelper = new FileDataImportHelper <ExecutionKTP, ExecutionFX>();
Dictionary <int, FXHedge> modifiedFxHedge = new Dictionary <int, FXHedge>();
Dictionary <string, ExecutionFX> executionsInError = new Dictionary <string, ExecutionFX>();
Dictionary <string, ExecutionFX> executionsIgnored = new Dictionary <string, ExecutionFX>();
System.Globalization.CultureInfo before = System.Threading.Thread.CurrentThread.CurrentCulture;
try
{
System.Threading.Thread.CurrentThread.CurrentCulture = new System.Globalization.CultureInfo("fr-FR");
var data = importHelper.GetData(filePath, ErrorMode.SaveAndContinue, false);
var newExecutions = new List <ExecutionFX>();
var oldExecutions = new List <ExecutionFX>();
if (data.IsNotNull() && !data.HasTechnicalError)
{
foreach (var item in data.ResultData)
{
if (item.IsNotNull())
{
ExecutionFX exec = ExecutionList.FirstOrDefault(e => String.Equals(e.ExecutionCode, item.ExecutionCode) &&
String.Equals(e.FXHedge.Code, item.FXHedge.Code));
if (exec.IsNotNull())
{
if (exec.FXHedge.WorkflowStateId == (int)eWorkflowState.EN_COURS &&
exec.FXHedge.CurrencyId == item.AmountCurrencyId)
{
exec.AllIn = item.AllIn;
exec.PurchaseSaleId = item.PurchaseSaleId;
exec.Nature = item.Nature;
exec.Amount = item.Amount;
exec.AmountCurrencyId = item.AmountCurrencyId;
exec.SpotRate = item.SpotRate;
exec.FwdPoint = item.FwdPoint;
exec.AllIn = item.AllIn;
exec.Maturity = item.Maturity;
exec.ExchValue = item.ExchValue;
exec.ExchCurrencyId = item.ExchCurrencyId;
exec.ConfirmationNumber = item.ConfirmationNumber;
//
oldExecutions.Add(exec);
//Check Dates
string message;
if (!HasSameMaturityDate(exec, exec.PurchaseSaleId, out message))
{
LogAndAddWarningtoData(message, ref data);
}
if (!modifiedFxHedge.ContainsKey(exec.FXHedge.Id))
{
modifiedFxHedge.Add(exec.FXHedge.Id, exec.FXHedge);
}
}
if (exec.FXHedge.WorkflowStateId != (int)eWorkflowState.EN_COURS)
{
string message = string.Format(MESSAGE_FORMAT, "FX hedge status in FX-Win is not \"En cours d'exécution\""
, exec.ExecutionCode
, exec.FXHedge.Code
, exec.Amount);
IErrorMessage error = new ErrorMessage(ErrorMessageType.BusinessMessage, message);
data.ErrorsMessage.Add(error);
if (!executionsInError.ContainsKey(item.ExecutionCode))
{
executionsInError.Add(item.ExecutionCode, item);
}
}
else if (exec.FXHedge.CurrencyId != item.AmountCurrencyId)
{
string message = string.Format(MESSAGE_FORMAT, "The field \"Currency\" in file must beidentical to the FX hedge currency in FX-Win"
, exec.ExecutionCode
, exec.FXHedge.Code
, exec.Amount);
IErrorMessage error = new ErrorMessage(ErrorMessageType.BusinessMessage, message);
data.ErrorsMessage.Add(error);
if (!executionsInError.ContainsKey(item.ExecutionCode))
{
executionsInError.Add(item.ExecutionCode, item);
}
}
}
else
{
ExecutionFX execution = _dbContext.ExecutionFXes.FirstOrDefault(e => e.ExecutionCode == item.ExecutionCode);
if (execution.IsNotNull())
{
string message = string.Format(MESSAGE_FORMAT, "SIAM# in the file already exists in FX-Win and is linked to an other FX hedge"
, execution.ExecutionCode
, execution.FXHedge.Code
, execution.Amount);
IErrorMessage error = new ErrorMessage(ErrorMessageType.BusinessMessage, message);
data.ErrorsMessage.Add(error);
if (!executionsInError.ContainsKey(item.ExecutionCode))
{
executionsInError.Add(item.ExecutionCode, item);
}
}
else
{
FXHedge fx = _dbContext.FXHedges.FirstOrDefault(f => f.Code.Equals(item.FXHedge.Code));
if (fx.IsNotNull())
{
if (fx.WorkflowStateId == (int)eWorkflowState.EN_COURS && fx.CurrencyId == item.AmountCurrencyId)
{
ExecutionFX newExecution = new ExecutionFX();
newExecution.AllIn = item.AllIn;
newExecution.PurchaseSaleId = item.PurchaseSaleId;
newExecution.Nature = item.Nature;
newExecution.Amount = item.Amount;
newExecution.AmountCurrencyId = item.AmountCurrencyId;
newExecution.SpotRate = item.SpotRate;
newExecution.FwdPoint = item.FwdPoint;
newExecution.AllIn = item.AllIn;
newExecution.Maturity = item.Maturity;
newExecution.ExchValue = item.ExchValue;
newExecution.ExchCurrencyId = item.ExchCurrencyId;
newExecution.FXHedgeId = fx.Id;
newExecution.FXHedge = fx;
newExecution.ExecutionCode = item.ExecutionCode;
newExecution.ConfirmationNumber = item.ConfirmationNumber;
newExecutions.Add(newExecution);
if (!modifiedFxHedge.ContainsKey(newExecution.FXHedgeId))
{
modifiedFxHedge.Add(newExecution.FXHedgeId, newExecution.FXHedge);
}
//Check Dates
string message;
if (!HasSameMaturityDate(newExecution, newExecution.PurchaseSaleId, out message))
{
LogAndAddWarningtoData(message, ref data);
}
}
else if (fx.WorkflowStateId != (int)eWorkflowState.EN_COURS)
{
string message = string.Format(MESSAGE_FORMAT, "FX hedge status in FX-Win is not \"En cours d'exécution\""
, item.ExecutionCode
, fx.Code
, item.Amount);
IErrorMessage error = new ErrorMessage(ErrorMessageType.BusinessMessage, message);
data.ErrorsMessage.Add(error);
if (!executionsInError.ContainsKey(item.ExecutionCode))
{
executionsInError.Add(item.ExecutionCode, item);
}
}
else if (fx.CurrencyId != item.AmountCurrencyId)
{
string message = string.Format(MESSAGE_FORMAT, "The field \"Currency\" in file must beidentical to the FX hedge currency in FX-Win"
, item.ExecutionCode
, fx.Code
, item.Amount);
IErrorMessage error = new ErrorMessage(ErrorMessageType.BusinessMessage, message);
data.ErrorsMessage.Add(error);
if (!executionsInError.ContainsKey(item.ExecutionCode))
{
executionsInError.Add(item.ExecutionCode, item);
}
}
}
else
{
if (!executionsIgnored.ContainsKey(item.ExecutionCode))
{
executionsIgnored.Add(item.ExecutionCode, item);
}
}
}
}
}
}
#region verification de la somme des execution
if (modifiedFxHedge.Values.Count > 0)
{
foreach (var fxHedge in modifiedFxHedge.Values)
{
if (fxHedge.ExecutionFXes.IsNotNull() && fxHedge.ExecutionFXes.Count > 0)
{
HedgeLeg buyLeg = fxHedge.HedgeLegs.Where(h => h.PurchaseSaleId == (int)ePurchaseSale.ACHAT).FirstOrDefault();
HedgeLeg saleLeg = fxHedge.HedgeLegs.Where(h => h.PurchaseSaleId == (int)ePurchaseSale.VENTE).FirstOrDefault();
decimal purchaseExecutionAmountSum = 0;
decimal saleExecutionAmountSum = 0;
if (buyLeg.IsNotNull())
{
purchaseExecutionAmountSum = (from ex in fxHedge.ExecutionFXes
where ex.PurchaseSaleId == (int)ePurchaseSale.ACHAT &&
ex.Amount.HasValue &&
buyLeg.FXHedgeId == fxHedge.Id &&
buyLeg.Maturity.ToShortDateString() == ex.Maturity.ToShortDateString()
select ex).Sum(ex => ex.Amount.Value);
}
if (saleLeg.IsNotNull())
{
saleExecutionAmountSum = (from ex in fxHedge.ExecutionFXes
where ex.PurchaseSaleId == (int)ePurchaseSale.VENTE &&
ex.Amount.HasValue &&
saleLeg.FXHedgeId == fxHedge.Id &&
saleLeg.Maturity.ToShortDateString() == ex.Maturity.ToShortDateString()
select ex).Sum(ex => ex.Amount.Value);
}
if (fxHedge.HedgeLegs.IsNotNull())
{
if (fxHedge.HedgeLegs.Count == 1)
{
var buyHedgeLeg = fxHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.ACHAT);
var saleHedgeLeg = fxHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.VENTE);
if (buyHedgeLeg.IsNotNull())
{
bool IsInBuyError = false;
decimal buyAmount = 0;
if (buyHedgeLeg.Amount.HasValue)
{
buyAmount = buyHedgeLeg.Amount.Value;
}
IsInBuyError = purchaseExecutionAmountSum != buyHedgeLeg.Amount;
if (IsInBuyError)
{
fxHedge.InternalStateId = (int)eInternalStatus.EN_ERREUR_MONTANT_EXECUTION;
string warn = String.Format("Import KTP: FxHedge {0} is in error - Please Check that buy leg amount is equal to the amount sum of Fx Execution of type buy ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
}
else
{
fxHedge.InternalStateId = (int)eInternalStatus.OK;
fxHedge.WorkflowStateId = (int)eWorkflowState.VALIDE;
}
}
if (saleHedgeLeg.IsNotNull())
{
bool IsInSaleError = false;
decimal saleAmount = 0;
if (saleHedgeLeg.Amount.HasValue)
{
saleAmount = saleHedgeLeg.Amount.Value;
}
IsInSaleError = saleExecutionAmountSum != saleHedgeLeg.Amount;
if (IsInSaleError)
{
fxHedge.InternalStateId = (int)eInternalStatus.EN_ERREUR_MONTANT_EXECUTION;
string warn = String.Format("Import KTP: FxHedge {0} is in Error - Please check that sale leg amount is equal to the amount sum of Fx Execution of type sale ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
}
else
{
fxHedge.InternalStateId = (int)eInternalStatus.OK;
fxHedge.WorkflowStateId = (int)eWorkflowState.VALIDE;
}
}
}
if (fxHedge.HedgeLegs.Count == 2)
{
bool IsInSaleError = false;
bool IsInBuyError = false;
var buyHedgeLeg = fxHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.ACHAT);
var saleHedgeLeg = fxHedge.HedgeLegs.FirstOrDefault(h => h.PurchaseSaleId == (int)ePurchaseSale.VENTE);
if (saleHedgeLeg.Amount.HasValue && buyHedgeLeg.Amount.HasValue)
{
IsInBuyError = purchaseExecutionAmountSum != buyHedgeLeg.Amount;
IsInSaleError = saleExecutionAmountSum != saleHedgeLeg.Amount;
}
if (!IsInSaleError && !IsInBuyError)
{
fxHedge.InternalStateId = (int)eInternalStatus.OK;
fxHedge.WorkflowStateId = (int)eWorkflowState.VALIDE;
}
else
{
if (IsInBuyError && !IsInSaleError)
{
fxHedge.InternalStateId = (int)eInternalStatus.EN_ERREUR_MONTANT_EXECUTION;
string warn = String.Format("Import KTP: FxHedge {0} is in Error - Please Check that Buy Leg Amount is equal to the amount sum of Fx Execution of type BUY ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
}
if (IsInSaleError && !IsInBuyError)
{
fxHedge.InternalStateId = (int)eInternalStatus.EN_ERREUR_MONTANT_EXECUTION;
string warn = String.Format("Import KTP: FxHedge {0} is in Error - Please Check that Sale Leg Amount is equal to the amount sum of Fx Execution of type SALE ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
}
if (IsInBuyError && IsInSaleError)
{
fxHedge.InternalStateId = (int)eInternalStatus.EN_ERREUR_MONTANT_EXECUTION;
string warn = String.Format("Import KTP: FxHedge {0} is in Error - Please Check that Buy Leg Amount is equal to the amount sum of Fx Execution of type BUY ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
warn = String.Format("Import KTP: FxHedge {0} is in Error - Please Check that Sale Leg Amount is equal to the amount sum of Fx Execution of type SALE ", fxHedge.Code);
LogAndAddWarningtoData(warn, ref data);
}
}
}
}
}
}
}
#endregion
// Sauvegarder les dates d'executions pour la couverture.
List <FXHedge> fxList = new List <FXHedge>();
// Sauvegarder les nouvelles executions.
if (!newExecutions.IsNullOrEmpty())
{
//_ModelContext.GnlCoreModelContext.SaveCollection<ExecutionFX>(newExecutions);
_dbContext.ExecutionFXes.AddRange(newExecutions);
newExecutions.ForEach(ex =>
{
if (!fxList.Contains(ex.FXHedge))
{
fxList.Add(ex.FXHedge);
}
});
_dbContext.SaveChanges();
}
// Updater les anciennes.
if (!oldExecutions.IsNullOrEmpty())
{
// _ModelContext.GnlCoreModelContext.SaveCollection<ExecutionFX>(oldExecutions);
foreach (ExecutionFX executionFX in oldExecutions)
{
var Oldvalue = _dbContext.ExecutionFXes.SingleOrDefault(i => i.Id == executionFX.Id);
_dbContext.Entry(Oldvalue).CurrentValues.SetValues(executionFX);
_dbContext.SaveChanges();
}
oldExecutions.ForEach(ex =>
{
if (!fxList.Contains(ex.FXHedge))
{
fxList.Add(ex.FXHedge);
}
});
}
if (!fxList.IsNullOrEmpty())
{
fxList.ForEach(fx => fx.ExecutionDate = DateTime.Now);
//_ModelContext.GnlCoreModelContext.SaveCollection<FXHedge>(fxList);
foreach (FXHedge hedge in fxList)
{
var Oldvalue = _dbContext.FXHedges.SingleOrDefault(i => i.Id == hedge.Id);
_dbContext.Entry(Oldvalue).CurrentValues.SetValues(hedge);
_dbContext.SaveChanges();
}
}
// Afficher les erreurs.
if (data.HasBusinessError)
{
//DXMessageBox.Show(Application.Current.MainWindow,
// "Some errors occured during import operation, please see your trace log",
// "Information",
// MessageBoxButton.OK,
// MessageBoxImage.Warning);
logMessage("Executions in Error : " + executionsInError.Count.ToString(), Category.Info, Priority.High);
logMessage(data.GetFormattedErrors(ErrorMessageType.BusinessMessage), Category.Info, Priority.High);
logMessage("Ignored Execution : " + executionsIgnored.Count.ToString(), Category.Info, Priority.High);
logMessage("Successfully updated execution : " + oldExecutions.Count.ToString(), Category.Info, Priority.High);
logMessage("Successfully newly imported execution : " + newExecutions.Count.ToString(), Category.Info, Priority.High);
logMessage("Successfully updated Fx Hedge : " + modifiedFxHedge.Count.ToString(), Category.Info, Priority.High);
}
else if (!data.ResultData.IsNullOrEmpty() && (!newExecutions.IsNullOrEmpty() || !oldExecutions.IsNullOrEmpty()))
{
StringBuilder infoMessage = new StringBuilder();
infoMessage.Append("Successfully updated execution : " + oldExecutions.Count.ToString() + "\n"
+ "Successfully newly imported execution : " + newExecutions.Count.ToString() + "\n"
+ "Successfully updated Fx Hedge : " + modifiedFxHedge.Count.ToString() + "\n"
+ "Ignored Execution : " + executionsIgnored.Count.ToString());
//DXMessageBox.Show(Application.Current.MainWindow,
// "Import KTP has successfully completed" + "\n" + infoMessage.ToString(),
// "Information",
// MessageBoxButton.OK,
// MessageBoxImage.Information);
if (data.HasWarnings)
{
StringBuilder warningMessage = new StringBuilder();
foreach (var warning in data.WarningMessage)
{
warningMessage.Append("\n" + warning.Message);
}
// DXMessageBox.Show(Application.Current.MainWindow, warningMessage.ToString(), "Warnings", MessageBoxButton.OK, MessageBoxImage.Warning);
}
logMessage("Import KTP has successfully completed", Category.Info, Priority.High);
//additionnal information about imported Execution
logMessage("Successfully updated execution : " + oldExecutions.Count.ToString(), Category.Info, Priority.High);
logMessage("Successfully newly imported execution : " + newExecutions.Count.ToString(), Category.Info, Priority.High);
logMessage("Successfully updated Fx Hedge : " + modifiedFxHedge.Count.ToString(), Category.Info, Priority.High);
logMessage("Ignored Execution : " + executionsIgnored.Count.ToString(), Category.Info, Priority.High);
}
else
{
//DXMessageBox.Show(Application.Current.MainWindow,
// "No data imported",
// "Information",
// MessageBoxButton.OK,
// MessageBoxImage.Information);
logMessage("No data imported", Category.Info, Priority.High);
foreach (var execution in executionsIgnored.Values)
{
logMessage(execution.ExecutionCode + " - FxHedge : " + execution.FXHedge.Code + " not found ", Category.Info, Priority.High);
}
}
}
else
{
// il y a des erreurs techniques.
// Afficher les erreurs techniques.
//DXMessageBox.Show(Application.Current.MainWindow,
// data.GetFormattedErrors(ErrorMessageType.TechnicalMessage),
// "Error",
// MessageBoxButton.OK,
// MessageBoxImage.Error);
logMessage(data.GetFormattedErrors(ErrorMessageType.TechnicalMessage), Category.Info, Priority.High);
}
}
catch (Exception ex)
{
logMessage(ex.InnerException.IsNotNull() ? ex.InnerException.Message : ex.Message, Category.Info, Priority.Medium);
//DXMessageBox.Show("Import KTP has failed, please try again",
// "Error",
// MessageBoxButton.OK,
// MessageBoxImage.Error);
logMessage("Import KTP has failed, please try again", Category.Info, Priority.High);
}
finally
{
System.Threading.Thread.CurrentThread.CurrentCulture = before;
}
}
