public void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
var accrual = env.FindAccruals(element.AccrualId);
var allocations = env.FindAllocations(element.AccrualId);
var allocation = allocations.Where(i => !i.Symbol.Equals(element.Symbol)).FirstOrDefault();
//Console.WriteLine(element.Symbol);
if (element.Symbol.Equals("ZZ_INVESTOR_CONTRIBUTIONS"))
{
}
if (element.Status.Equals("Cancelled"))
{
env.AddMessage($"Entry has been cancelled {element.LpOrderId} :: {element.Side}");
return;
}
// Need to consider both
if (element.TradeDate.Date != element.SettleDate.Date)
{
env.AddMessage($"Journal needs to be checked {element.LpOrderId}, {element.TradeDate}, {element.SettleDate}");
return;
}
var accountToFrom = GetFromToAccount(element);
if (accountToFrom.To == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
new AccountUtils().SaveAccountDetails(env, accountToFrom.From);
new AccountUtils().SaveAccountDetails(env, accountToFrom.To);
double fxrate = 1.0;
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var moneyUSD = element.LocalNetNotional * fxrate;
if (element.LocalNetNotional != 0.0)
{
var symbol = allocation != null ? allocation.Symbol : element.ParentSymbol;
var securityId = allocation != null ? allocation.SecurityId : element.SecurityId;
if (symbol == null)
{
symbol = element.Symbol;
}
var debit = new Journal(element)
{
Symbol = symbol,
SecurityId = securityId,
Account = accountToFrom.From,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = moneyUSD,
Event = Event.JOURNAL,
Fund = env.GetFund(element),
};
var credit = new Journal(element)
{
Symbol = symbol,
SecurityId = securityId,
Account = accountToFrom.To,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD),
Value = moneyUSD,
Event = Event.JOURNAL,
Fund = env.GetFund(element),
};
env.Journals.Add(debit);
env.Journals.Add(credit);
}
return;
}
public void SettlementDateEvent(PostingEngineEnvironment env, Transaction element)
{
var accrual = env.FindAccruals(element.AccrualId);
var allocations = env.FindAllocations(element.AccrualId);
var allocation = allocations.Where(i => !i.Symbol.Equals(element.Symbol)).FirstOrDefault();
if (element.Status.Equals("Cancelled"))
{
env.AddMessage($"Entry has been cancelled {element.LpOrderId} :: {element.Side}");
return;
}
// If they are the same we need to do nothing
if (element.TradeDate.Date == element.SettleDate.Date)
{
//env.AddMessage($"Journal needs to be checked {element.LpOrderId}, {element.TradeDate}, {element.SettleDate}");
return;
}
var accountToFrom = GetSettlementFromToAccount(element);
if (accountToFrom.To == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
new AccountUtils().SaveAccountDetails(env, accountToFrom.From);
new AccountUtils().SaveAccountDetails(env, accountToFrom.To);
double fxrate = 1.0;
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var moneyUSD = element.LocalNetNotional * fxrate;
if (element.LocalNetNotional != 0.0)
{
var symbol = allocation != null ? allocation.Symbol : element.ParentSymbol;
var securityId = allocation != null ? allocation.SecurityId : element.SecurityId;
if (symbol == null)
{
symbol = element.Symbol;
}
var debit = new Journal(accountToFrom.From, "journal", env.ValueDate)
{
Symbol = symbol,
SecurityId = allocation != null ? allocation.SecurityId : element.SecurityId,
Source = element.LpOrderId,
Quantity = element.Quantity,
FxCurrency = element.SettleCurrency,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = moneyUSD,
Fund = env.GetFund(element),
};
var credit = new Journal(accountToFrom.To, "journal", env.ValueDate)
{
Symbol = symbol,
SecurityId = allocation != null ? allocation.SecurityId : element.SecurityId,
Source = element.LpOrderId,
Quantity = element.Quantity,
FxCurrency = element.SettleCurrency,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD * -1),
Value = moneyUSD * -1,
Fund = env.GetFund(element),
};
env.Journals.Add(debit);
env.Journals.Add(credit);
}
return;
}