/// <summary>
/// Creates a sector element.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
/// <param name="sectorRow">The sector record used to create the Xml element.</param>
public SectorElement(AppraisalDocument appraisalDocument, ClientMarketData.SectorRow sectorRow) :
base("Sector", appraisalDocument)
{
// The sector id and name are taken directly from the SectorRow record.
AddAttribute("SectorId", sectorRow.SectorId.ToString());
AddAttribute("SortOrder", sectorRow.SortOrder.ToString());
AddAttribute("Name", sectorRow.ObjectRow.Name.ToString());
// If there is a target percentage associated with this sector, add it to the attribute list.
ClientMarketData.SectorTargetRow sectorTargetRow =
ClientMarketData.SectorTarget.FindByModelIdSectorId(appraisalDocument.ModelRow.ModelId,
sectorRow.SectorId);
if (sectorTargetRow != null)
{
AddAttribute("ModelPercent", sectorTargetRow.Percent.ToString());
}
// If there is a position record associated with this sector, then add the externally supplied data to the
// record. Since the tax lots are always aggregated as we need them into a position, there's no static table
// that keeps position data. This information is generally from an outside system that is related to the
// position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, sectorRow.SectorId, Shadows.Quasar.Common.PositionType.Long);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
}
internal static Position Make(Account account, Security security, PositionType positionType)
{
Position position = new Position();
// We can always create a position. There may be no information associated with it, but it can be created just the
// same.
position.account = account;
position.security = security;
position.positionType = positionType;
// Look up the position record.
ClientMarketData.PositionRow positionRow =
ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(account.AccountId, security.SecurityId, (int)positionType);
// If we have a record for the price/currency combination, then update it with the new price.
if (positionRow != null)
{
if (!positionRow.IsUserData0Null())
{
position.userData0 = positionRow.UserData0;
}
if (!positionRow.IsUserData1Null())
{
position.userData1 = positionRow.UserData1;
}
if (!positionRow.IsUserData2Null())
{
position.userData2 = positionRow.UserData2;
}
if (!positionRow.IsUserData3Null())
{
position.userData3 = positionRow.UserData3;
}
if (!positionRow.IsUserData4Null())
{
position.userData4 = positionRow.UserData4;
}
if (!positionRow.IsUserData5Null())
{
position.userData5 = positionRow.UserData5;
}
if (!positionRow.IsUserData6Null())
{
position.userData6 = positionRow.UserData6;
}
if (!positionRow.IsUserData7Null())
{
position.userData7 = positionRow.UserData7;
}
}
return(position);
}
internal static Position Make(int accountId, int securityId, int positionTypeCode)
{
Position position = new Position();
ClientMarketData.AccountRow accountRow =
ClientMarketData.Account.FindByAccountId(accountId);
if (accountRow == null)
{
throw new Exception(string.Format("Account {0} doesn't exist", accountId));
}
ClientMarketData.SecurityRow securityRow =
ClientMarketData.Security.FindBySecurityId(securityId);
if (securityRow == null)
{
throw new Exception(string.Format("Security {0} doesn't exist", securityId));
}
// Look up the position record.
ClientMarketData.PositionRow positionRow =
ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(accountId, securityId, positionTypeCode);
// We can always create a position. There may be no information associated with it, but it can be created just the
// same.
position.account = Account.Make(accountId);
position.security = Security.Make(securityId);
position.positionType = (PositionType)positionTypeCode;
// If we have a record for the price/currency combination, then update it with the new price.
if (positionRow != null)
{
if (!positionRow.IsUserData0Null())
{
position.userData0 = positionRow.UserData0;
}
if (!positionRow.IsUserData1Null())
{
position.userData1 = positionRow.UserData1;
}
if (!positionRow.IsUserData2Null())
{
position.userData2 = positionRow.UserData2;
}
if (!positionRow.IsUserData3Null())
{
position.userData3 = positionRow.UserData3;
}
if (!positionRow.IsUserData4Null())
{
position.userData4 = positionRow.UserData4;
}
if (!positionRow.IsUserData5Null())
{
position.userData5 = positionRow.UserData5;
}
if (!positionRow.IsUserData6Null())
{
position.userData6 = positionRow.UserData6;
}
if (!positionRow.IsUserData7Null())
{
position.userData7 = positionRow.UserData7;
}
}
return(position);
}
/// <summary>
/// Finds a position.
/// </summary>
/// <param name="account">The account.</param>
/// <param name="security">The security.</param>
/// <param name="positionType">A Long or Short Position Type.</param>
/// <returns>A Position.</returns>
public Position(Account account, Security security, PositionType positionType)
{
// We can always create a position. There may be no information associated with it, but it can be created just the
// same.
this.account = account;
this.security = security;
this.positionType = positionType;
try
{
// Lock the tables.
Debug.Assert(!ClientMarketData.AreLocksHeld);
ClientMarketData.AccountLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.PositionLock.AcquireReaderLock(CommonTimeout.LockWait);
// Look up the position record.
ClientMarketData.PositionRow positionRow =
ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(account.AccountId, security.SecurityId, (int)positionType);
// If we have a record for the price/currency combination, then update it with the new price.
if (positionRow != null)
{
if (!positionRow.IsUserData0Null())
{
this.userData0 = positionRow.UserData0;
}
if (!positionRow.IsUserData1Null())
{
this.userData1 = positionRow.UserData1;
}
if (!positionRow.IsUserData2Null())
{
this.userData2 = positionRow.UserData2;
}
if (!positionRow.IsUserData3Null())
{
this.userData3 = positionRow.UserData3;
}
if (!positionRow.IsUserData4Null())
{
this.userData4 = positionRow.UserData4;
}
if (!positionRow.IsUserData5Null())
{
this.userData5 = positionRow.UserData5;
}
if (!positionRow.IsUserData6Null())
{
this.userData6 = positionRow.UserData6;
}
if (!positionRow.IsUserData7Null())
{
this.userData7 = positionRow.UserData7;
}
}
}
finally
{
// Locks are no longer needed on the price table.
if (ClientMarketData.AccountLock.IsReaderLockHeld)
{
ClientMarketData.AccountLock.ReleaseReaderLock();
}
if (ClientMarketData.PositionLock.IsReaderLockHeld)
{
ClientMarketData.PositionLock.ReleaseReaderLock();
}
Debug.Assert(!ClientMarketData.AreLocksHeld);
}
}
/// <summary>
/// Creates an Equity Element for an Appriasal Document.
/// </summary>
/// <param name="appraisalDocument">The parent Xml Document.</param>
/// <param name="equityRow">An equity record from the data model.</param>
/// <param name="PositionTypeCode">Whether a short or long position.</param>
public EquityElement(AppraisalDocument appraisalDocument, ClientMarketData.EquityRow equityRow,
AppraisalSet.PositionRow positionRow) : base("Equity", appraisalDocument)
{
// These records are used to access information held in the ancestors.
ClientMarketData.SecurityRow securityRow = equityRow.SecurityRowByFKSecurityEquityEquityId;
ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow;
// Add the essential attributes for this element.
AddAttribute("SecurityId", equityRow.EquityId.ToString());
AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString());
AddAttribute("Name", objectRow.Name.ToString());
AddAttribute("PriceFactor", securityRow.PriceFactor.ToString());
AddAttribute("QuantityFactor", securityRow.QuantityFactor.ToString());
// Find the price based on the default currency found in the equity record. If the security master doesn't
// have a price for this security, provide dummy values to insure a market value can be calculated. Zero is a
// perfectly reasonable interpretation of a missing price.
ClientMarketData.PriceRow securityPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId(
securityRow.SecurityId, equityRow.SettlementId);
if (securityPrice == null)
{
AddAttribute("Price", "0.0");
}
else
{
if (ClientPreferences.Pricing == Pricing.Close)
{
AddAttribute("Price", securityPrice.ClosePrice.ToString());
}
if (ClientPreferences.Pricing == Pricing.Last)
{
AddAttribute("Price", securityPrice.LastPrice.ToString());
}
}
// Find the crossing price. This is used to convert any local price into the account's base currency. Provide
// defaults if the crossing price can be found. While this will lead to wrong values, they will be obvious on
// the appraisal.
ClientMarketData.PriceRow currencyPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId(
equityRow.SettlementId, appraisalDocument.AccountRow.CurrencyRow.CurrencyId);
if (currencyPrice == null)
{
AddAttribute("CloseCrossPrice", "0.0");
AddAttribute("LastCrossPrice", "0.0");
}
else
{
AddAttribute("CloseCrossPrice", currencyPrice.ClosePrice.ToString());
AddAttribute("LastCrossPrice", currencyPrice.LastPrice.ToString());
}
// Add a target percentage if one is associated with this security.
ClientMarketData.PositionTargetRow positionTargetRow =
ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode(
appraisalDocument.ModelRow.ModelId, equityRow.EquityId, positionRow.PositionTypeCode);
if (positionTargetRow != null)
{
AddAttribute("ModelPercent", positionTargetRow.Percent.ToString());
}
// If there is a position record associated with this, er.. position, then add the externally supplied data
// to the record. Since the tax lots are always aggregated as we need them into a position, there's no static
// table that keeps position data. This information is generally from an outside system that is related to
// the position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
// Add the account level aggregates for this security/position type pair.
foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows())
{
this.AppendChild(new AccountElement(appraisalDocument, accountRow));
}
}
/// <summary>
/// Creates a Currency Element for an Appraisal Document.
/// </summary>
/// <param name="appraisalDocument">The parent Xml Document.</param>
/// <param name="currencyRow">A currency record in the data model.</param>
/// <param name="PositionTypeCode">Whether a short or long position.</param>
public CurrencyElement(AppraisalDocument appraisalDocument, ClientMarketData.CurrencyRow currencyRow,
AppraisalSet.PositionRow positionRow) : base("Currency", appraisalDocument)
{
// These records are used to access information held in the ancestors.
ClientMarketData.SecurityRow securityRow = currencyRow.SecurityRow;
ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow;
// Add the essential attributes for this element.
AddAttribute("SecurityId", currencyRow.CurrencyId.ToString());
AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString());
AddAttribute("Name", objectRow.Name.ToString());
// Add the price info.
ClientMarketData.PriceRow priceRow =
ClientMarketData.Price.FindBySecurityIdCurrencyId(securityRow.SecurityId,
appraisalDocument.AccountRow.CurrencyRow.CurrencyId);
if (priceRow == null)
{
AddAttribute("Price", "0.0");
}
else
{
if (ClientPreferences.Pricing == Pricing.Close)
{
AddAttribute("Price", priceRow.ClosePrice.ToString());
}
if (ClientPreferences.Pricing == Pricing.Last)
{
AddAttribute("Price", priceRow.LastPrice.ToString());
}
}
// Add a target percentage if one is associated with this security.
ClientMarketData.PositionTargetRow positionTargetRow =
ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode(
appraisalDocument.ModelRow.ModelId, currencyRow.CurrencyId, positionRow.PositionTypeCode);
if (positionTargetRow != null)
{
AddAttribute("ModelPercent", positionTargetRow.Percent.ToString());
}
// If there is a position record associated with this, er.. position, then add the externally supplied data
// to the record. Since the tax lots are always aggregated as we need them into a position, there's no static
// table that keeps position data. This information is generally from an outside system that is related to
// the position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
// Append the account level aggregates to this security/position type element.
foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows())
{
this.AppendChild(new AccountElement(appraisalDocument, accountRow));
}
}