public override async Task ExecuteAsync(object parameter)
{
try
{
SecuritiesDIM security = _priceService.GetSecurityInfo(_sysSecurityPricesVM.SelectedSecurity.Symbol, _sysSecurityPricesVM.SelectedSecurity.AssetClass.Name);
var results = await _priceService.AddDailyPrices(security);
if (results > 0)
{
MessageBox.Show($"{results} prices have been saved for {_sysSecurityPricesVM.SelectedSecurity.SecurityName}", "Information");
await _sysSecurityPricesVM.Load();
}
else
{
MessageBox.Show($"No new prices found for {_sysSecurityPricesVM.SelectedSecurity.SecurityName}", "Information");
}
}
catch (ArgumentOutOfRangeException)
{
MessageBox.Show("Your API Key might not be valid. Please investigate", "Error");
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
public override async Task ExecuteAsync(object parameter)
{
try
{
if (_importVM.dgCSVSecurities.Count != 0)
{
Dictionary <string, int> assetClassMap = _importService.AssetClassMap();
Dictionary <string, int> currencyMap = _importService.CurrencyMap();
List <SecuritiesDIM> newSecurities = new List <SecuritiesDIM>();
foreach (SecurityImportDataCSV data in _importVM.dgCSVSecurities)
{
SecuritiesDIM newSecurity = new SecuritiesDIM
{
AssetClassId = assetClassMap[data.AssetClass],
CurrencyId = currencyMap[data.Currency],
SecurityName = data.Name,
FMPSymbol = data.FMPSymbol,
ISIN = data.ISIN,
Symbol = data.Symbol,
AlphaVantageSymbol = data.AVSymbol
};
newSecurities.Add(newSecurity);
}
await _importService.AddImportedSecurities(newSecurities);
}
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
public async Task UpdateSecurityInfo(SecuritiesDIM security)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
context.Securities.Update(security);
await context.SaveChangesAsync();
}
}
public async Task DeleteSecurityInfo(string symbol)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
SecuritiesDIM security = context.Securities.Where(s => s.Symbol == symbol).FirstOrDefault();
context.Securities.Remove(security);
await context.SaveChangesAsync();
}
}
public EquityPosition(SecuritiesDIM security, CustodiansDIM custodian)
{
this.Security = security;
this.Custodian = custodian;
_averageCost = 0;
_netQuantity = 0;
_realisedPnL = 0;
_positionBreakdown = new List <PositionSnapshot>();
_openLots = new Queue <TaxLotsOpen>();
}
public async Task <SecuritiesDIM> AddSecurityInfo(SecuritiesDIM security)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
EntityEntry <SecuritiesDIM> res = await context.Securities.AddAsync(security);
await context.SaveChangesAsync();
return(res.Entity);
}
}
public void ChangeAssetClassCommand()
{
_securitiesList = _allSecuritiesList.Where(s => s.AssetClass.Name == AssetClass).ToList();
if (_securitiesList.Count > 0)
{
_SelectedSecurity = _securitiesList[0];
OnPropertyChanged(nameof(SelectedSecurity));
Load();
OnPropertyChanged(nameof(dgSecurityPrices));
}
OnPropertyChanged(nameof(SecuritiesList));
}
public override async Task ExecuteAsync(object parameter)
{
if (string.IsNullOrWhiteSpace(_SecurityManagerVM.SecurityName) || string.IsNullOrWhiteSpace(_SecurityManagerVM.SecuritySymbol))
{
throw new ArgumentException("You must provide a security name and symbol");
}
// currency and asset class objects
CurrenciesDIM currency = _staticReferences.GetCurrency(_SecurityManagerVM.Currency);
AssetClassDIM assetClass = _staticReferences.GetAssetClass(_SecurityManagerVM.AssetClass);
try
{
SecuritiesDIM newSecurity = new SecuritiesDIM
{
AssetClassId = assetClass.AssetClassId,
Symbol = _SecurityManagerVM.SecuritySymbol,
CurrencyId = currency.CurrencyId,
SecurityName = _SecurityManagerVM.SecurityName,
AlphaVantageSymbol = _SecurityManagerVM.AVSymbol,
FMPSymbol = _SecurityManagerVM.FMPSymbol,
ISIN = _SecurityManagerVM.ISIN
};
var savedSecurity = await _adminService.AddSecurityInfo(newSecurity);
if (savedSecurity.SecurityId != 0)
{
MessageBox.Show($"{_SecurityManagerVM.SecurityName} has been saved.");
_SecurityManagerVM.ResetValues();
}
else
{
MessageBox.Show($"ERROR INVNOTSAVED");
_SecurityManagerVM.CloseAction();
}
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
private string GenerateURI(SecuritiesDIM security)
{
string assetClass = security.AssetClass.Name;
string symbol = security.AlphaVantageSymbol;
string uri;
if (assetClass == "FX")
{
string from_symbol = symbol.Substring(0, 3);
string to_symbol = symbol.Substring(3);
uri = $"function=FX_DAILY&from_symbol={from_symbol}&to_symbol={to_symbol}";
}
else if (assetClass == "Cryptocurrency")
{
// This isnt perfect yet I need to figure out how to deserialise the ClosePrice
uri = $"function=DIGITAL_CURRENCY_DAILY&symbol={symbol}&market=USD";
}
else
{
uri = $"function=TIME_SERIES_DAILY&symbol={symbol}";
}
return(uri);
}
public async Task <IEnumerable <AVSecurityPriceData> > GetPricesAsync(SecuritiesDIM security)
{
string uri = GenerateURI(security);
string connection = $"{BASE_ADDRESS_QUERY}/query?apikey={_apiKeyAV}&{uri}&datatype=csv";
string response = await connection.GetStringFromUrlAsync();
string assetClass = security.AssetClass.Name;
IEnumerable <AVSecurityPriceData> result;
if (assetClass == "Cryptocurrency")
{
result = response.FromCsv <List <AVCryptoPriceData> >();
}
else if (assetClass == "FX")
{
result = response.FromCsv <List <AVFXPriceData> >();
}
else
{
result = response.FromCsv <List <AVEquityPriceData> >();
}
return(result);
}
public override async Task ExecuteAsync(object parameter)
{
try
{
// cash symbol would be something like EURc name = EUR CASH
SecuritiesDIM security = _transactionService.GetSecurityInfo(_addCashTradeWindowVM.Symbol);
TransactionTypeDIM tradeType = _transactionService.GetTradeType(_addCashTradeWindowVM.CashType);
CustodiansDIM custodian = _transactionService.GetCustodian(_addCashTradeWindowVM.Custodian);
TransactionsBO newCashTrade = new TransactionsBO
{
SecurityId = security.SecurityId,
Quantity = _addCashTradeWindowVM.Quantity,
Price = _addCashTradeWindowVM.Price,
TradeAmount = _addCashTradeWindowVM.CashAmount,
TradeDate = _addCashTradeWindowVM.TradeDate,
SettleDate = _addCashTradeWindowVM.SettleDate,
CreatedDate = _addCashTradeWindowVM.CreatedDate,
LastModified = _addCashTradeWindowVM.LastModifiedDate,
Fees = _addCashTradeWindowVM.Fees,
isActive = _addCashTradeWindowVM.isActive,
isLocked = _addCashTradeWindowVM.isLocked,
isCashTransaction = true,
FundId = _addCashTradeWindowVM.FundId,
TransactionTypeId = tradeType.TransactionTypeId,
CurrencyId = security.CurrencyId,
Comment = _addCashTradeWindowVM.Notes,
CustodianId = custodian.CustodianId
};
await _transactionService.CreateTransaction(newCashTrade);
_addCashTradeWindowVM.CloseAction();
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
public async Task <int> AddDailyPrices(SecuritiesDIM security)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
string avKey = context.AppSettings.Where(ap => ap.SettingName == "AlphaVantageAPI").First().SettingValue;
AlphaVantageConnection avConn = _dataFactory.CreateAlphaVantageClient(avKey);
IEnumerable <AVSecurityPriceData> allPrices = await avConn.GetPricesAsync(security);
HashSet <DateTime> existingDates = context.SecurityPriceData.Where(spd => spd.Security.Symbol == security.Symbol).Select(spd => spd.Date).ToHashSet();
string assetClass = security.AssetClass.Name;
int pricesSaved = 0;
foreach (AVSecurityPriceData price in allPrices)
{
if (!existingDates.Contains(price.TimeStamp))
{
// i should the indirect quote therefore i inverse the price here...
if (assetClass == "FX")
{
price.Close = 1 / price.Close;
}
if (security.Currency.Symbol == "GBP" && assetClass != "FX")
{
price.Close /= 100;
}
SecurityPriceStore newPrice = new SecurityPriceStore {
Date = price.TimeStamp, ClosePrice = price.Close, SecurityId = security.SecurityId, PriceSource = price.PriceSource
};
context.SecurityPriceData.Add(newPrice);
pricesSaved += 1;
}
}
await context.SaveChangesAsync();
return(pricesSaved);
}
}
public async Task LockNav(NavValuations navValuations)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
DateTime asOfDate = navValuations.AsOfDate;
int fundId = navValuations.fund.FundId;
AccountingPeriodsDIM period = context.Periods.Where(p => p.FundId == fundId && p.AccountingDate == asOfDate).FirstOrDefault();
period.isLocked = true;
context.Entry(period).CurrentValues.SetValues(period);
List <TransactionsBO> allTransactions;
if (navValuations.fund.NAVFrequency == "Daily")
{
allTransactions = navValuations.fund.Transactions.Where(t => t.TradeDate == asOfDate).ToList();
}
else
{
allTransactions = navValuations.fund.Transactions.Where(t => t.TradeDate.Month == asOfDate.Month).ToList();
}
foreach (TransactionsBO transaction in allTransactions)
{
transaction.isLocked = true;
}
context.Transactions.UpdateRange(allTransactions);
NAVPriceStoreFACT newNavPrice = new NAVPriceStoreFACT
{
FinalisedDate = asOfDate,
Currency = navValuations.fund.BaseCurrency,
FundId = fundId,
NAVPeriodId = period.PeriodId,
SharesOutstanding = navValuations.SharesOutstanding,
NetAssetValue = navValuations.NetAssetValue,
NAVPrice = navValuations.NetAssetValuePerShare,
};
context.NavPriceData.Add(newNavPrice);
List <PositionFACT> newPositions = new List <PositionFACT>();
foreach (ValuedSecurityPosition secPosition in navValuations.SecurityPositions)
{
PositionFACT newPosition = new PositionFACT
{
PositionDate = secPosition.AsOfDate,
SecurityId = secPosition.Position.Security.SecurityId,
AssetClassId = secPosition.Position.Security.AssetClassId,
FundId = fundId,
AverageCost = secPosition.Position.AverageCost,
CurrencyId = secPosition.Position.Security.CurrencyId,
MarketValue = secPosition.MarketValueBase,
Price = secPosition.MarketPrice,
Quantity = secPosition.Position.NetQuantity,
RealisedPnl = secPosition.Position.RealisedPnL,
UnrealisedPnl = secPosition.UnrealisedPnl
};
newPositions.Add(newPosition);
}
foreach (ValuedCashPosition cashPosition in navValuations.CashPositions)
{
string currencySecSymbol = $"{cashPosition.CashPosition.Currency.Symbol}c";
SecuritiesDIM securitisedCash = context.Securities.AsNoTracking().Where(s => s.Symbol == currencySecSymbol).Include(s => s.AssetClass).FirstOrDefault();
PositionFACT newPosition = new PositionFACT
{
PositionDate = cashPosition.AsOfDate,
SecurityId = securitisedCash.SecurityId,
AssetClassId = securitisedCash.AssetClassId,
FundId = fundId,
AverageCost = 1,
CurrencyId = cashPosition.CashPosition.Currency.CurrencyId,
MarketValue = cashPosition.MarketValueBase,
Price = cashPosition.fxRate,
Quantity = cashPosition.CashPosition.NetQuantity,
RealisedPnl = 0,
UnrealisedPnl = 0
};
newPositions.Add(newPosition);
}
await context.Positions.AddRangeAsync(newPositions);
List <InvestorHoldingsFACT> newHoldings = new List <InvestorHoldingsFACT>();
foreach (ClientHoldingValuation clientHolding in navValuations.ClientHoldings)
{
InvestorHoldingsFACT newHolding = new InvestorHoldingsFACT
{
NetValuation = clientHolding.NetValuation,
AverageCost = clientHolding.Holding.AverageCost,
HighWaterMark = clientHolding.Holding.Investor.HighWaterMark,
ManagementFeesAccrued = clientHolding.ManagementFeesAccrued,
Units = clientHolding.Holding.Units,
PerformanceFeesAccrued = clientHolding.PerformanceFeesAccrued,
HoldingDate = asOfDate,
FundId = fundId,
InvestorId = clientHolding.Holding.Investor.InvestorId
};
newHoldings.Add(newHolding);
}
await context.InvestorHoldings.AddRangeAsync(newHoldings);
var pendingTAs = navValuations.fund.TransferAgent.Where(ta => !ta.IsNavFinal && ta.TransactionDate == asOfDate).ToList();
foreach (var pendingTA in pendingTAs)
{
SecuritiesDIM security = context.Securities.AsNoTracking().Where(s => s.Symbol == $"{pendingTA.Currency}c").First();
int secId = security.SecurityId;
int currId = security.CurrencyId;
TransactionTypeDIM tradeType;
int custodianId = context.Custodians.AsNoTracking().Where(c => c.Name == "Default").First().CustodianId; // FOR NOW TODO
if (pendingTA.IssueType == "Subscription")
{
//add tradeamount..
pendingTA.Units = pendingTA.TradeAmount / navValuations.NetAssetValuePerShare;
pendingTA.NAVPrice = navValuations.NetAssetValuePerShare;
pendingTA.IsNavFinal = true;
tradeType = context.TransactionTypes.AsNoTracking().Where(tt => tt.TypeName == "Deposit").First();
}
else
{
pendingTA.TradeAmount = pendingTA.Units * navValuations.NetAssetValuePerShare;
pendingTA.NAVPrice = navValuations.NetAssetValuePerShare;
pendingTA.IsNavFinal = true;
tradeType = context.TransactionTypes.AsNoTracking().Where(tt => tt.TypeName == "Withdrawal").First();
//reduce units..
}
// id need to create deposit and withdrawals here as well as save these updated TAs
// I need to set main custodian for a fund where all subs and reds initially go to.TODO
TransactionsBO newCashTrade = new TransactionsBO
{
SecurityId = secId,
Quantity = pendingTA.Units,
Price = pendingTA.NAVPrice,
TradeAmount = pendingTA.TradeAmount,
TradeDate = pendingTA.TransactionDate,
SettleDate = pendingTA.TransactionSettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
Fees = decimal.Zero,
isActive = true,
isLocked = true,
isCashTransaction = false,
FundId = fundId,
TransactionTypeId = tradeType.TransactionTypeId,
CurrencyId = currId,
Comment = pendingTA.IssueType.ToUpper(),
CustodianId = custodianId
};
context.Transactions.Add(newCashTrade);
context.TransferAgent.Update(pendingTA);
}
await context.SaveChangesAsync();
// Lock all transactions with this trade Date... DONE
// Add to Position SnapShot Fact Table... DONE
// Lock Period... DONE
// Update TransferAgent Fact Table.... DONE
// NavPrices DONE
}
}
public override async Task ExecuteAsync(object parameter)
{
try
{
if (_fundInitialiseVM.dgSeedingInvestors.Count == 0)
{
throw new ArgumentException("Your fund must have initial investors.");
}
if (_fundInitialiseVM.dgSeedingInvestors.Count != _fundInitialiseVM.dgSeedingInvestors.ToHashSet().Count)
{
throw new ArgumentException("You must net an investors seed capital.");
}
Fund updateFund = _fundInitialiseVM.TargetFund;
updateFund.IsInitialised = true;
string cashSymbol = $"{updateFund.BaseCurrency}c";
SecuritiesDIM security = _staticReferences.GetSecurityInfo(cashSymbol);
TransactionTypeDIM tradeType = _staticReferences.GetTransactionType("Deposit");
CustodiansDIM custodian = _staticReferences.GetCustodian(_fundInitialiseVM.Custodian);
List <TransferAgencyBO> subscriptions = new List <TransferAgencyBO>();
List <TransactionsBO> transactions = new List <TransactionsBO>();
List <FundInvestorBO> fundInvestors = new List <FundInvestorBO>();
List <InvestorHoldingsFACT> investorHoldings = new List <InvestorHoldingsFACT>();
foreach (SeedingInvestor seedInvestor in _fundInitialiseVM.dgSeedingInvestors)
{
if (seedInvestor.SeedAmount >= updateFund.MinimumInvestment)
{
FundInvestorBO fundInvestor = new FundInvestorBO
{
InceptionDate = updateFund.LaunchDate,
FundId = updateFund.FundId,
InvestorId = seedInvestor.InvestorId
};
// The highwatermark is only applicable if the fund has a highwatermark...
fundInvestor.HighWaterMark = (updateFund.HasHighWaterMark) ? _fundInitialiseVM.NavPrice : (decimal?)null;
fundInvestors.Add(fundInvestor);
InvestorHoldingsFACT investor = new InvestorHoldingsFACT
{
ManagementFeesAccrued = decimal.Zero,
PerformanceFeesAccrued = decimal.Zero,
FundId = updateFund.FundId,
HoldingDate = updateFund.LaunchDate,
InvestorId = seedInvestor.InvestorId,
AverageCost = _fundInitialiseVM.NavPrice,
Units = seedInvestor.SeedAmount / _fundInitialiseVM.NavPrice,
NetValuation = seedInvestor.SeedAmount,
};
investor.HighWaterMark = (updateFund.HasHighWaterMark) ? _fundInitialiseVM.NavPrice : (decimal?)null;
investorHoldings.Add(investor);
// hwm
TransferAgencyBO newSubscription = new TransferAgencyBO
{
TradeAmount = seedInvestor.SeedAmount,
NAVPrice = _fundInitialiseVM.NavPrice,
TransactionDate = updateFund.LaunchDate,
TransactionSettleDate = updateFund.LaunchDate,
Currency = updateFund.BaseCurrency,
FundId = updateFund.FundId,
Fees = 0,
IssueType = "Subscription",
Units = seedInvestor.SeedAmount / _fundInitialiseVM.NavPrice,
IsNavFinal = true,
FundInvestor = fundInvestor
};
subscriptions.Add(newSubscription);
TransactionsBO newTransaction = new TransactionsBO
{
SecurityId = security.SecurityId,
Quantity = seedInvestor.SeedAmount,
Price = decimal.One,
TradeAmount = seedInvestor.SeedAmount,
TradeDate = updateFund.LaunchDate,
SettleDate = updateFund.LaunchDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
Fees = decimal.Zero,
isActive = true,
isLocked = true,
isCashTransaction = false,
FundId = updateFund.FundId,
TransactionTypeId = tradeType.TransactionTypeId,
CurrencyId = security.CurrencyId,
Comment = "Initial Subscription",
CustodianId = custodian.CustodianId
};
transactions.Add(newTransaction);
}
else
{
throw new ArgumentException("The seed amount must be greater than the Funds minimum investment");
}
}
int PeriodId = _staticReferences.GetPeriod(updateFund.LaunchDate, updateFund.FundId).PeriodId;
NAVPriceStoreFACT initialNav = new NAVPriceStoreFACT
{
FinalisedDate = updateFund.LaunchDate,
NAVPrice = _fundInitialiseVM.NavPrice,
FundId = updateFund.FundId,
NetAssetValue = subscriptions.Sum(ni => ni.TradeAmount),
SharesOutstanding = subscriptions.Sum(ni => ni.Units),
Currency = updateFund.BaseCurrency,
NAVPeriodId = PeriodId
};
await _investorService.InitialiseFundAction(updateFund, subscriptions, transactions, initialNav, fundInvestors, investorHoldings);
_fundInitialiseVM.CloseAction();
}
catch (Exception e)
{
MessageBox.Show(e.Message);
}
}
public async Task <TransactionsBO> CreateFXTransaction(ForexDTO fxTransaction)
{
using (PortfolioAceDbContext context = _contextFactory.CreateDbContext())
{
SecuritiesDIM fxSecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == fxTransaction.Symbol).FirstOrDefault();
AssetClassDIM assetClass = context.AssetClasses.AsNoTracking().Where(a => a.Name == "FXForward").FirstOrDefault();
CustodiansDIM custodian = context.Custodians.AsNoTracking().Where(c => c.Name == fxTransaction.Custodian).FirstOrDefault();
IEnumerable <TransactionTypeDIM> transactionTypes = context.TransactionTypes;
List <CurrenciesDIM> currencies = context.Currencies.AsNoTracking().ToList();
CurrenciesDIM buyCurrency = context.Currencies.AsNoTracking().Where(c => c.Symbol == fxTransaction.BuyCurrency).First();
CurrenciesDIM sellCurrency = context.Currencies.AsNoTracking().Where(c => c.Symbol == fxTransaction.SellCurrency).First();
if (fxSecurity == null)
{
fxSecurity = new SecuritiesDIM
{
AssetClassId = assetClass.AssetClassId,
CurrencyId = buyCurrency.CurrencyId,
SecurityName = fxTransaction.Name,
Symbol = fxTransaction.Symbol
};
context.Securities.Add(fxSecurity);
}
// Created LinkedTransactions Here
LinkedTradesBO linkReference = new LinkedTradesBO();
TransactionsBO refTransaction = new TransactionsBO
{
Security = fxSecurity,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = 0,
Price = fxTransaction.Price,
Quantity = fxTransaction.BuyAmount,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXTrade").First().TransactionTypeId,
Comment = "",
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.TradeDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
TransactionsBO refTransactionCollapse = new TransactionsBO
{
Security = fxSecurity,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = 0,
Price = fxTransaction.Price,
Quantity = fxTransaction.BuyAmount * -1,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXTradeCollapse").First().TransactionTypeId,
Comment = "",
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
EntityEntry <TransactionsBO> res = await context.Transactions.AddAsync(refTransaction);
context.Transactions.Add(refTransactionCollapse);
SecuritiesDIM fxBuySecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == $"{fxTransaction.BuyCurrency}c").FirstOrDefault();
SecuritiesDIM fxSellSecurity = context.Securities.AsNoTracking().Where(s => s.Symbol == $"{fxTransaction.SellCurrency}c").FirstOrDefault();
TransactionsBO fxBuyLegCash = new TransactionsBO
{
SecurityId = fxBuySecurity.SecurityId,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = fxTransaction.BuyAmount,
Price = 1,
Quantity = fxTransaction.BuyAmount,
CurrencyId = buyCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXBuy").First().TransactionTypeId,
Comment = fxTransaction.Description,
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
TransactionsBO fxSellLegCash = new TransactionsBO
{
SecurityId = fxSellSecurity.SecurityId,
FundId = fxTransaction.FundId,
isActive = true,
isLocked = false,
TradeAmount = fxTransaction.SellAmount,
Price = 1,
Quantity = fxTransaction.SellAmount,
CurrencyId = sellCurrency.CurrencyId,
TransactionTypeId = transactionTypes.Where(tt => tt.TypeName == "FXSell").First().TransactionTypeId,
Comment = fxTransaction.Description,
CustodianId = custodian.CustodianId,
Fees = 0,
isCashTransaction = false,
TradeDate = fxTransaction.SettleDate,
SettleDate = fxTransaction.SettleDate,
CreatedDate = DateTime.Now,
LastModified = DateTime.Now,
LinkedTrades = linkReference
};
context.Transactions.Add(fxBuyLegCash);
context.Transactions.Add(fxSellLegCash);
await context.SaveChangesAsync();
return(refTransaction);
}
}
public static void SeedPortfolio(PortfolioAceDbContext context)
{
CurrenciesDIM[] SeedCurrencies = new CurrenciesDIM[]
{
new CurrenciesDIM {
CurrencyId = 1, Name = "PoundSterling", Symbol = "GBP"
},
new CurrenciesDIM {
CurrencyId = 2, Name = "Euro", Symbol = "EUR"
},
new CurrenciesDIM {
CurrencyId = 3, Name = "UnitedStatesDollar", Symbol = "USD"
},
new CurrenciesDIM {
CurrencyId = 4, Name = "JapaneseYen", Symbol = "JPY"
},
new CurrenciesDIM {
CurrencyId = 5, Name = "IndianRupee", Symbol = "INR"
},
new CurrenciesDIM {
CurrencyId = 6, Name = "SwissFranc", Symbol = "CHF"
},
new CurrenciesDIM {
CurrencyId = 7, Name = "CanadianDollar", Symbol = "CAD"
},
new CurrenciesDIM {
CurrencyId = 8, Name = "AustralianDollar", Symbol = "AUD"
}
};
TransactionTypeDIM[] SeedTransactionTypes = new TransactionTypeDIM[]
{
new TransactionTypeDIM {
TransactionTypeId = 1, TypeName = "Trade", TypeClass = "SecurityTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 2, TypeName = "Dividends", TypeClass = "SecurityTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 3, TypeName = "Income", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 4, TypeName = "Expense", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 5, TypeName = "Deposit", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 6, TypeName = "Withdrawal", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 7, TypeName = "Interest", TypeClass = "CashTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 8, TypeName = "ManagementFee", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 9, TypeName = "PerformanceFee", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 10, TypeName = "Miscellaneous", TypeClass = "CashTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 11, TypeName = "FXBuy", TypeClass = "CashTrade", Direction = "Inflow"
},
new TransactionTypeDIM {
TransactionTypeId = 12, TypeName = "FXSell", TypeClass = "CashTrade", Direction = "Outflow"
},
new TransactionTypeDIM {
TransactionTypeId = 13, TypeName = "FXTrade", TypeClass = "FXTrade", Direction = "None"
},
new TransactionTypeDIM {
TransactionTypeId = 14, TypeName = "FXTradeCollapse", TypeClass = "FXTrade", Direction = "None"
}
};
AssetClassDIM[] SeedAssetClasses = new AssetClassDIM[]
{
new AssetClassDIM {
AssetClassId = 1, Name = "Equity"
},
new AssetClassDIM {
AssetClassId = 2, Name = "Cryptocurrency"
},
new AssetClassDIM {
AssetClassId = 3, Name = "FX"
},
new AssetClassDIM {
AssetClassId = 4, Name = "Cash"
},
new AssetClassDIM {
AssetClassId = 5, Name = "InterestRate"
},
new AssetClassDIM {
AssetClassId = 6, Name = "FXForward"
},
};
SecuritiesDIM[] seedSecurities = new SecuritiesDIM[]
{
new SecuritiesDIM {
SecurityId = 1, SecurityName = "CASH GBP", Symbol = "GBPc", AssetClassId = 4, CurrencyId = 1
},
new SecuritiesDIM {
SecurityId = 2, SecurityName = "CASH EURO", Symbol = "EURc", AssetClassId = 4, CurrencyId = 2
},
new SecuritiesDIM {
SecurityId = 3, SecurityName = "CASH USD", Symbol = "USDc", AssetClassId = 4, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 4, SecurityName = "CASH JPY", Symbol = "JPYc", AssetClassId = 4, CurrencyId = 4
},
new SecuritiesDIM {
SecurityId = 5, SecurityName = "CASH INR", Symbol = "INRc", AssetClassId = 4, CurrencyId = 5
},
new SecuritiesDIM {
SecurityId = 6, SecurityName = "CASH CHF", Symbol = "CHFc", AssetClassId = 4, CurrencyId = 6
},
new SecuritiesDIM {
SecurityId = 7, SecurityName = "CASH CAD", Symbol = "CADc", AssetClassId = 4, CurrencyId = 7
},
new SecuritiesDIM {
SecurityId = 8, SecurityName = "CASH AUD", Symbol = "AUDc", AssetClassId = 4, CurrencyId = 8
},
new SecuritiesDIM {
SecurityId = 9, SecurityName = "BOE Base Rate", Symbol = "GBP_IRBASE", AssetClassId = 5, CurrencyId = 1
},
new SecuritiesDIM {
SecurityId = 10, SecurityName = "ECB Main Refinancing Rate", Symbol = "EUR_IRBASE", AssetClassId = 5, CurrencyId = 2
},
new SecuritiesDIM {
SecurityId = 11, SecurityName = "Federal Funds Rate", Symbol = "USD_IRBASE", AssetClassId = 5, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 12, SecurityName = "BOJ Mutan Rate", Symbol = "JPY_IRBASE", AssetClassId = 5, CurrencyId = 4
},
new SecuritiesDIM {
SecurityId = 13, SecurityName = "BOI Repurchase Rate", Symbol = "INR_IRBASE", AssetClassId = 5, CurrencyId = 5
},
new SecuritiesDIM {
SecurityId = 14, SecurityName = "SNB Policy Rate", Symbol = "CHF_IRBASE", AssetClassId = 5, CurrencyId = 6
},
new SecuritiesDIM {
SecurityId = 15, SecurityName = "BOC Policy Rate", Symbol = "CAD_IRBASE", AssetClassId = 5, CurrencyId = 7
},
new SecuritiesDIM {
SecurityId = 16, SecurityName = "RBA Cash Rate Target", Symbol = "AUD_IRBASE", AssetClassId = 5, CurrencyId = 8
},
new SecuritiesDIM {
SecurityId = 17, SecurityName = "Apple", Symbol = "AAPL", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 18, SecurityName = "Microsoft Corporation", Symbol = "MSFT", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 19, SecurityName = "Advanced Micro Devices", Symbol = "AMD", AssetClassId = 1, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 20, SecurityName = "Bitcoin", Symbol = "BTC", AssetClassId = 2, CurrencyId = 3
},
new SecuritiesDIM {
SecurityId = 21, SecurityName = "FX FWD USD/GBP 03/12/20", Symbol = "USDGBP031220", AssetClassId = 6, CurrencyId = 3
}
};
NavFrequencyDIM[] SeedNavFrequencies = new NavFrequencyDIM[]
{
new NavFrequencyDIM {
NavFrequencyId = 1, Frequency = "Daily"
},
new NavFrequencyDIM {
NavFrequencyId = 2, Frequency = "Monthly"
}
};
IssueTypesDIM[] SeedIssueTypes = new IssueTypesDIM[]
{
new IssueTypesDIM {
IssueTypeID = 1, TypeName = "Subscription"
},
new IssueTypesDIM {
IssueTypeID = 2, TypeName = "Redemption"
}
};
CustodiansDIM[] SeedCustodians = new CustodiansDIM[]
{
new CustodiansDIM {
CustodianId = 1, Name = "Default", Symbol = "Default"
}
};
context.Currencies.AddRange(SeedCurrencies);
context.TransactionTypes.AddRange(SeedTransactionTypes);
context.AssetClasses.AddRange(SeedAssetClasses);
context.Securities.AddRange(seedSecurities);
context.NavFrequencies.AddRange(SeedNavFrequencies);
context.IssueTypes.AddRange(SeedIssueTypes);
context.Custodians.AddRange(SeedCustodians);
context.SaveChanges();
}
