public PortfolioDevelopmentCash(PortfolioDevelopment parent, ValuationCashTypes valuationCashType, string cashTypeDescription, Money amount)
{
this.parent = parent;
this.valuationCashType = valuationCashType;
this.cashTypeDescription = cashTypeDescription;
this.amount = amount;
}
public static PortfolioDevelopment GetPortfolioDevelopment(IDalSession session, IAccountTypeInternal account, DateTime startDate, DateTime endDate, int modelID)
{
IList<IValuation> valuations = GetValuations(session, account.Key, new DateTime[] { startDate.AddDays(-1), endDate }, true, ValuationTypesFilterOptions.All);
IList<ISecurityValuationMutation> securityMutations = GetSecurityValuationMutations(session, account.Key, startDate, endDate);
IList<IValuationCashMutation> cashMutations = GetValuationCashMutations(session, account.Key, startDate, endDate);
IList<IDepositWithdrawal> depositsWithdrawals = GetDepositsWithdrawals(session, account.Key, startDate, endDate);
IList<ValuationCashType> valuationCashTypes = GetValuationCashTypes(session);
PortfolioDevelopment portDev = new PortfolioDevelopment(account, valuations, securityMutations, cashMutations, depositsWithdrawals, valuationCashTypes, startDate, endDate, modelID);
return portDev;
}
// Makes a dataset with multiple datatables for all reports
private static DataSet getQuarterReportDataSet(IDalSession session, bool portfolioDevelopment, bool portfolioOverview, bool transactionOverview,
bool moneyMutations, ICustomerAccount account, DateTime beginDate, DateTime endDate)
{
int months = Util.DateDiff(DateInterval.Month, beginDate, endDate) + 1;
DateTime[] monthDates = new DateTime[months];
IInstrumentsCategories defaultInstrumentCategory = null;
//Makes a datearray for 1 year for header graph
for (int i = 0; i < months; i++)
{
monthDates[i] = Util.GetLastDayOfMonth(beginDate.AddMonths(i));
}
IList<IValuation> valuationsEndDate = ValuationMapper.GetValuations(session, account.Key, new DateTime[] { endDate });
DataSet ds = new DataSet();
ds.Tables.Add(getHeaderTable(account));
// Model at the end of the period
IModelHistory histModel = AccountMapper.GetHistoricalModel(session, account, endDate);
DataTable dtModel = new IModelHistory[] { histModel }
.Select(c => new
{
ModelPortfolio_ModelName =
c.ModelPortfolio.ModelName
})
.ToDataTable("Model");
ds.Tables.Add(dtModel);
// Used for Plot Graph -> Portfolio Development
DataTable dtTotalPortfolioValues = ValuationMapper.GetValuationsTotalPortfolio(session, account.Key, monthDates)
.Select(c => new
{
c.Date,
TotalValue_Quantity =
c.TotalValue.Quantity
})
.ToDataTable("TotalPortfolioValues");
ds.Tables.Add(dtTotalPortfolioValues);
// Used for Pie Chart -> Portfolio Asset Breakup
PortfolioBreakUp breakUp = new PortfolioBreakUp(valuationsEndDate, endDate);
PortfolioBreakUpDetail[] breakUpDetails = new PortfolioBreakUpDetail[breakUp.BreakUpDetails.Count];
breakUp.BreakUpDetails.CopyTo(breakUpDetails, 0);
DataTable dtPortfolioAssetClassBreakUp = breakUpDetails
.Select(c => new
{
AssetClass_AssetName =
c.AssetClass.AssetName,
BreakUpValue_Quantity =
c.BreakUpValue.Quantity,
c.BreakUpPercentage
})
.ToDataTable("PortfolioAssetClassBreakUp");
ds.Tables.Add(dtPortfolioAssetClassBreakUp);
if (portfolioDevelopment)
{
PortfolioDevelopment portfolioDev = ValuationMapper.GetPortfolioDevelopment(session, account, beginDate, endDate, histModel.ModelPortfolioKey);
DataTable dtPortfolioDev = new PortfolioDevelopment[] { portfolioDev }
.Select(c => new
{
TotalValueBegin_Quantity =
c.TotalValueBegin.Quantity,
TotalValueEnd_Quantity =
c.TotalValueEnd.Quantity,
TotalValueDifference_Quantity =
c.TotalValueDifference.Quantity,
c.InvestmentReturnPercentage,
RealisedAmount_Quantity =
c.RealisedAmount.Quantity,
UnRealisedAmount_Quantity =
c.UnRealisedAmount.Quantity,
UnRealisedAmountPreviousPeriod_Quantity =
c.UnRealisedAmountPreviousPeriod.Quantity,
Withdrawals_Quantity =
c.Withdrawals.Quantity,
Deposits_Quantity =
c.Deposits.Quantity,
c.BenchMarkPerformance,
c.BenchMarkValue,
c.IBoxxTarget,
c.MSCIWorldTarget,
c.CompositeTarget
})
.ToDataTable("PortfolioDevelopment");
ds.Tables.Add(dtPortfolioDev);
PortfolioDevelopmentCash[] portCash = new PortfolioDevelopmentCash[portfolioDev.CashMovements.Count];
portfolioDev.CashMovements.CopyTo(portCash, 0);
DataTable dtPortfolioCashDev = portCash
.Select(c => new
{
c.ValuationCashTypeDescription,
Amount_Quantity =
c.Amount.Quantity,
c.IsIncome
})
.ToDataTable("PortfolioCashDevelopment");
ds.Tables.Add(dtPortfolioCashDev);
}
if (portfolioOverview)
{
// get the default InstrumentCategory
getDefaultInstrumentCategory(session, ref defaultInstrumentCategory);
ValuationMutation.defaultInstrumentCategory = defaultInstrumentCategory;
DataTable dtPortfolioOverview = ValuationMapper.GetValuationsPortfolioOverview(valuationsEndDate)
.Select(c => new
{
Instrument_IsCash =
c.Instrument.IsCash,
ValuationMutation_Position_AssetClass_Key =
c.AssetClass.Key,
ValuationMutation_Position_AssetClass_AssetName =
c.AssetClass.AssetName,
c.DisplayInstrumentsCategory,
Instrument_Name =
c.Instrument.Name,
CurrencyNominal_Symbol =
c.CurrencyNominal.Symbol,
CurrencyNominal_BaseCurrency_Symbol =
c.CurrencyNominal.BaseCurrency.Symbol,
Size_Quantity =
c.Size.Quantity,
CostPrice_DisplayQuantity =
c.CostPrice.DisplayQuantity,
BookValue_Quantity =
c.BookValue.Quantity,
MarketPrice_DisplayQuantity =
c.MarketPrice.DisplayQuantity,
BaseMarketValue_Quantity =
c.BaseMarketValue.Quantity,
UnRealisedAmountToDate_Quantity =
c.UnRealisedAmountToDate.Quantity
})
.ToDataTable("PortfolioOverview");
ds.Tables.Add(dtPortfolioOverview);
ValuationMutation.defaultInstrumentCategory = null;
// get historical exrates
ArrayList currencyList = new ArrayList();
foreach (IValuation valuation in valuationsEndDate)
{
if (!currencyList.Contains(valuation.CostPrice.Underlying))
currencyList.Add(valuation.CostPrice.Underlying);
}
ICurrency[] currencies = new ICurrency[currencyList.Count];
currencyList.CopyTo(currencies, 0);
DataTable dtHistoricalExchangeRates = HistoricalExRateMapper.GetHistoricalExRates(session, currencies, endDate)
.Select(c => new
{
Currency_Symbol =
c.Currency.Symbol,
c.Rate
})
.ToDataTable("HistoricalExchangeRates");
ds.Tables.Add(dtHistoricalExchangeRates);
}
if (transactionOverview)
{
DataTable dtTransactionOverview = ValuationMapper.GetSecurityValuationMutations(session, account.Key, beginDate, endDate)
.Select(c => new
{
Position_AssetClass_Key =
c.Position.AssetClass.Key,
Position_AssetClass_AssetName =
c.Position.AssetClass.AssetName,
Instrument_Name =
c.Instrument.Name,
SizeChange_Quantity =
c.SizeChange.Quantity,
c.Date,
BookChange_Quantity =
c.BookChange.Quantity,
TotalBaseTradeAmount_Quantity =
c.TotalBaseTradeAmount.Quantity,
BaseRealisedAmount_Quantity =
c.BaseRealisedAmount.Quantity,
BaseCommission_Quantity =
c.BaseCommission.Quantity
})
.ToDataTable("TransactionOverview");
ds.Tables.Add(dtTransactionOverview);
}
if (moneyMutations)
{
// cache the TransactionType descriptions
ValuationMutation.defaultInstrumentCategory = defaultInstrumentCategory;
// AccountMapper.GetCashPositionTransactions(session, account, beginDate, endDate, false),
// "TransactionTypeID, ParentTransaction.TransactionTypeDescription, Description, TransactionDate, Amount.Quantity, Amount.Underlying.ToCurrency.AltSymbol, SideValue, " +
// "SizeQuantity, TradedInstrument.Name, PriceQuantity, PriceCurrency.AltSymbol, CommissionQuantity, CommissionCurrency.AltSymbol, ServiceChargeQuantity, ServiceChargeCurrency.AltSymbol, " +
// "ForeignCashMoneyOrderValueQuantity, ForeignCashMoneyOrderBaseValueQuantity, ForeignCashMoneyOrderCurrency.AltSymbol, ForeignCashMoneyOrderExRate, CashGeneratingInstrument.Name, TaxQuantity, FullDescription",
List<ICashMutationView> lines = AccountMapper.GetCashPositionTransactions(session, account, beginDate, endDate, false);
DataTable dtMoneyMutations = lines.Select(c => new
{
Key =
c.Key,
c.Account.Number,
CashMutationViewTypeID =
(int)c.CashMutationViewType,
c.TypeID,
c.TypeDescription,
Description =
c.FullDescription,
c.TransactionDate,
BaseAmount =
c.Amount.BaseAmount.Quantity
})
.ToDataTable("MoneyMutations");
ds.Tables.Add(dtMoneyMutations);
// Get Cash Position startdate -1 (day before) & end date
ICurrency baseCur = account.AccountOwner.StichtingDetails.BaseCurrency;
IList moneyPositionStartAndEndDate = ValuationMapper.GetValuations(session, account.Key, baseCur.Key, new DateTime[] { beginDate.AddDays(-1), endDate }, true);
DataTable dtMoneyPositionStartAndEndDate = new DataTable("MoneyPositionStartAndEndDate");
dtMoneyPositionStartAndEndDate.Columns.Add("Date", typeof(DateTime));
dtMoneyPositionStartAndEndDate.Columns.Add("Size_Quantity", typeof(decimal));
decimal valStartDate = 0M;
decimal valEndDate = 0M;
foreach (IValuation val in moneyPositionStartAndEndDate)
{
if (val.Date.Equals(beginDate.AddDays(-1)))
valStartDate = val.Size.Quantity;
else if (val.Date.Equals(endDate))
valEndDate = val.Size.Quantity;
}
Util.AddNewRowToDataTableWhenRecordNotExists(dtMoneyPositionStartAndEndDate, beginDate.AddDays(-1), valStartDate);
Util.AddNewRowToDataTableWhenRecordNotExists(dtMoneyPositionStartAndEndDate, endDate, valEndDate);
ds.Tables.Add(dtMoneyPositionStartAndEndDate);
}
return ds;
}
