/// <summary>
/// Determines if the record is a child proposedOrder of another order.
/// </summary>
/// <param name="proposedOrderRow"></param>
/// <returns>True if the order is a child of another propsosed order.</returns>
public static bool IsChildProposedOrder(DataModel.ProposedOrderRow proposedOrderRow)
{
// This assumes only one level of hierarchy to the order, but returns true of the order is a child of another
// proposedOrder.
return((proposedOrderRow.GetProposedOrderTreeRowsByFKProposedOrderProposedOrderTreeChildId().Length > 0) ?
true : false);
}
/// <summary>
/// Calculates the market value of the given Proposed Order in the base currency.
/// </summary>
/// <param name="baseCurrency">The base currency for the market value calculation.</param>
/// <param name="proposedOrderRow">The subject of the calculation.</param>
/// <returns>The market value of the Proposed Order in the base currency.</returns>
private static decimal Calculate(DataModel.CurrencyRow baseCurrency,
DataModel.ProposedOrderRow proposedOrderRow)
{
return(proposedOrderRow.Quantity *
proposedOrderRow.SecurityRowByFKSecurityProposedOrderSecurityId.QuantityFactor *
Price.Security(baseCurrency, proposedOrderRow.SecurityRowByFKSecurityProposedOrderSecurityId) *
proposedOrderRow.SecurityRowByFKSecurityProposedOrderSecurityId.PriceFactor *
proposedOrderRow.TransactionTypeRow.QuantitySign);
}
/// <summary>
/// Calculates the number of shares in a given position.
/// </summary>
/// <param name="baseCurrency">The base currency for the market value calculation.</param>
/// <param name="AccountId">The identifier of the account.</param>
/// <param name="SecurityId">The identifier of the security.</param>
/// <param name="positionTypeCode">The PositionTypeCode (long or short).</param>
/// <param name="quantityFlags">These flags direct what elements are included and whether to include
/// children.</param>
/// <returns></returns>
public static decimal Calculate(DataModel.AccountRow accountRow, DataModel.SecurityRow securityRow,
int positionTypeCode, MarketValueFlags quantityFlags)
{
// This is the accumulator for market value.
decimal quantity = 0.0M;
// This key is used to find records that match the given position.
object[] key = new object[] { accountRow.AccountId, securityRow.SecurityId, positionTypeCode };
// Aggregate Tax Lots
if ((quantityFlags & MarketValueFlags.IncludeTaxLot) != 0)
{
foreach (DataRowView dataRowView in DataModel.TaxLot.UKTaxLotAccountIdSecurityIdPositionTypeCode.FindRows(key))
{
quantity += ((DataModel.TaxLotRow)dataRowView.Row).Quantity;
}
}
// Aggregate Proposed Order
if ((quantityFlags & MarketValueFlags.IncludeProposedOrder) != 0)
{
foreach (DataRowView dataRowView in DataModel.ProposedOrder.UKProposedOrderAccountIdSecurityIdPositionTypeCode.FindRows(key))
{
DataModel.ProposedOrderRow proposedProposedOrderRow = (DataModel.ProposedOrderRow)dataRowView.Row;
quantity += proposedProposedOrderRow.Quantity * proposedProposedOrderRow.TransactionTypeRow.QuantitySign;
}
}
// Aggregate Order
if ((quantityFlags & MarketValueFlags.IncludeOrder) != 0)
{
foreach (DataRowView dataRowView in DataModel.Order.UKOrderAccountIdSecurityIdPositionTypeCode.FindRows(key))
{
DataModel.OrderRow orderRow = (DataModel.OrderRow)dataRowView.Row;
quantity += orderRow.Quantity * orderRow.TransactionTypeRow.QuantitySign;
}
}
// Aggregate Allocation
if ((quantityFlags & MarketValueFlags.IncludeAllocation) != 0)
{
foreach (DataRowView dataRowView in DataModel.Allocation.UKAllocationAccountIdSecurityIdPositionTypeCode.FindRows(key))
{
DataModel.AllocationRow allocationRow = (DataModel.AllocationRow)dataRowView.Row;
quantity += allocationRow.Quantity * allocationRow.TransactionTypeRow.QuantitySign;
}
}
// If sub-account are to be included, recurse into the account structures.
if ((quantityFlags & MarketValueFlags.IncludeChildAccounts) != 0)
{
foreach (DataModel.ObjectTreeRow objectTreeRow in
accountRow.ObjectRow.GetObjectTreeRowsByFKObjectObjectTreeParentId())
{
foreach (DataModel.AccountRow childAccount in
objectTreeRow.ObjectRowByFKObjectObjectTreeChildId.GetAccountRows())
{
quantity += Calculate(childAccount, securityRow, positionTypeCode, quantityFlags);
}
}
}
// This is the market value of the given account/security/position combination.
return(quantity);
}
