private void RunAction_Execute(object sender, SimpleActionExecuteEventArgs e)
{
ObjectSpace.CommitChanges();
var os = (XPObjectSpace)Application.CreateObjectSpace();
var paramObj = View.CurrentObject as ForexSettleFifoParam;
if (paramObj != null)
{
var algo = new ForexSettleFifoAlgorithm(os, paramObj);
algo.Process();
}
}
public void ForexSettleFifoIntegrated(int[] intparam)
{
Xafology.ExpressApp.Xpo.SequentialGuidBase.SequentialGuidBaseObject.IsSequential = true;
Xafology.ExpressApp.Xpo.SequentialGuidBase.SequentialGuidBaseObject.OidInitializationMode = DevExpress.Persistent.BaseImpl.OidInitializationMode.OnSaving;
#region Arrange Forex Objects
// Currencies
var ccyAUD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "AUD"));
var ccyUSD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "USD"));
// Forex Rates
var rate = ObjectSpace.CreateObject <ForexRate>();
rate.ConversionDate = new DateTime(2013, 11, 01);
rate.FromCurrency = ccyAUD;
rate.ToCurrency = ccyUSD;
rate.ConversionRate = 0.9M;
rate.Save();
ObjectSpace.CommitChanges();
#endregion
#region Arrange Lookup Objects
var account = ObjectSpace.CreateObject <Account>();
account.Name = "VHA ANZ USD";
account.Currency = ccyUSD;
var activity = ObjectSpace.CreateObject <Activity>();
activity.Name = "AP Pymt";
var counterparty = ObjectSpace.CreateObject <Counterparty>();
counterparty.Name = "UNDEFINED";
var stmtSource = ObjectSpace.CreateObject <CashFlowSource>();
stmtSource.Name = "Stmt";
#endregion
#region Arrange Bank Stmt Objects
var bsIn1 = ObjectSpace.CreateObject <BankStmt>();
bsIn1.CalculateEnabled = false;
bsIn1.CounterCcy = ccyUSD;
bsIn1.TranDate = new DateTime(2013, 11, 16);
bsIn1.Account = account;
bsIn1.Activity = activity;
bsIn1.Counterparty = counterparty;
bsIn1.TranAmount = 100;
bsIn1.FunctionalCcyAmt = bsIn1.TranAmount / 0.95M;
bsIn1.ForexSettleType = CashFlowForexSettleType.In;
bsIn1.SummaryDescription = "bsIn1";
bsIn1.Save();
var bsIn2 = ObjectSpace.CreateObject <BankStmt>();
bsIn2.CalculateEnabled = false;
bsIn2.CounterCcy = ccyUSD;
bsIn2.TranDate = new DateTime(2013, 11, 30);
bsIn2.Account = account;
bsIn2.Activity = activity;
bsIn2.Counterparty = counterparty;
bsIn2.TranAmount = 50;
bsIn2.FunctionalCcyAmt = bsIn2.TranAmount / 0.99M;
bsIn2.ForexSettleType = CashFlowForexSettleType.In;
bsIn2.SummaryDescription = "bsIn2";
bsIn2.Save();
var bsIn3 = ObjectSpace.CreateObject <BankStmt>();
bsIn3.CalculateEnabled = false;
bsIn3.CounterCcy = ccyUSD;
bsIn3.TranDate = new DateTime(2013, 11, 30);
bsIn3.Account = account;
bsIn3.Activity = activity;
bsIn3.Counterparty = counterparty;
bsIn3.TranAmount = 30;
bsIn3.FunctionalCcyAmt = bsIn3.TranAmount / 0.87M;
bsIn3.ForexSettleType = CashFlowForexSettleType.In;
bsIn3.SummaryDescription = "bsIn3";
bsIn3.Save();
var bsOut1 = ObjectSpace.CreateObject <BankStmt>();
bsOut1.CalculateEnabled = false;
bsOut1.CounterCcy = ccyUSD;
bsOut1.TranDate = new DateTime(2013, 12, 17);
bsOut1.Account = account;
bsOut1.Activity = activity;
bsOut1.Counterparty = counterparty;
bsOut1.TranAmount = -110;
bsOut1.ForexSettleType = CashFlowForexSettleType.Out;
bsOut1.SummaryDescription = "bsOut1";
bsOut1.Save();
var bsOut2 = ObjectSpace.CreateObject <BankStmt>();
bsOut2.CalculateEnabled = false;
bsOut2.CounterCcy = ccyUSD;
bsOut2.TranDate = new DateTime(2013, 12, 17);
bsOut2.Account = account;
bsOut2.Activity = activity;
bsOut2.Counterparty = counterparty;
bsOut2.TranAmount = 105;
bsOut2.ForexSettleType = CashFlowForexSettleType.OutReclass;
bsOut2.SummaryDescription = "bsOut2";
bsOut2.Save();
var bsOut3 = ObjectSpace.CreateObject <BankStmt>();
bsOut3.CalculateEnabled = false;
bsOut3.CounterCcy = ccyUSD;
bsOut3.TranDate = new DateTime(2013, 12, 17);
bsOut3.Account = account;
bsOut3.Activity = activity;
bsOut3.Counterparty = counterparty;
bsOut3.TranAmount = -105;
bsOut3.ForexSettleType = CashFlowForexSettleType.OutReclass;
bsOut3.SummaryDescription = "bsOut3";
bsOut3.Save();
var bsOut4 = ObjectSpace.CreateObject <BankStmt>();
bsOut4.CalculateEnabled = false;
bsOut4.CounterCcy = ccyUSD;
bsOut4.TranDate = new DateTime(2013, 12, 17);
bsOut4.Account = account;
bsOut4.Activity = activity;
bsOut4.Counterparty = counterparty;
bsOut4.TranAmount = -30;
bsOut4.ForexSettleType = CashFlowForexSettleType.Out;
bsOut4.SummaryDescription = "bsOut4";
bsOut4.Save();
var bsOut5 = ObjectSpace.CreateObject <BankStmt>();
bsOut5.CalculateEnabled = false;
bsOut5.CounterCcy = ccyUSD;
bsOut5.TranDate = new DateTime(2013, 12, 17);
bsOut5.Account = account;
bsOut5.Activity = activity;
bsOut5.Counterparty = counterparty;
bsOut5.TranAmount = 45;
bsOut5.ForexSettleType = CashFlowForexSettleType.Out;
bsOut5.SummaryDescription = "bsOut5";
bsOut5.Save();
var bsOut6 = ObjectSpace.CreateObject <BankStmt>();
bsOut6.CalculateEnabled = false;
bsOut6.CounterCcy = ccyUSD;
bsOut6.TranDate = new DateTime(2013, 12, 17);
bsOut6.Account = account;
bsOut6.Activity = activity;
bsOut6.Counterparty = counterparty;
bsOut6.TranAmount = -45;
bsOut6.ForexSettleType = CashFlowForexSettleType.Out;
bsOut6.SummaryDescription = "bsOut6";
bsOut6.Save();
var bsOut7 = ObjectSpace.CreateObject <BankStmt>();
bsOut7.CalculateEnabled = false;
bsOut7.CounterCcy = ccyUSD;
bsOut7.TranDate = new DateTime(2013, 12, 17);
bsOut7.Account = account;
bsOut7.Activity = activity;
bsOut7.Counterparty = counterparty;
bsOut7.TranAmount = -25;
bsOut7.ForexSettleType = CashFlowForexSettleType.Out;
bsOut7.SummaryDescription = "bsOut7";
bsOut7.Save();
var bsOut8 = ObjectSpace.CreateObject <BankStmt>();
bsOut8.CalculateEnabled = false;
bsOut8.CounterCcy = ccyUSD;
bsOut8.TranDate = new DateTime(2013, 12, 17);
bsOut8.Account = account;
bsOut8.Activity = activity;
bsOut8.Counterparty = counterparty;
bsOut8.TranAmount = -19;
bsOut8.ForexSettleType = CashFlowForexSettleType.Out;
bsOut8.SummaryDescription = "bsOut8";
bsOut8.Save();
#endregion
#region Arrange Cash Flow Objects
var cfTable = new Dictionary <int, CashFlow>();
int counter = 0;
var cfIn1 = ObjectSpace.CreateObject <CashFlow>();
cfIn1.CalculateEnabled = false;
cfIn1.CounterCcy = ccyUSD;
cfIn1.TranDate = new DateTime(2013, 11, 16);
cfIn1.Account = account;
cfIn1.Activity = activity;
cfIn1.Counterparty = counterparty;
cfIn1.AccountCcyAmt = 100;
cfIn1.FunctionalCcyAmt = cfIn1.AccountCcyAmt / 0.95M;
cfIn1.CounterCcyAmt = cfIn1.AccountCcyAmt;
cfIn1.ForexSettleType = CashFlowForexSettleType.In;
cfIn1.Description = "cfIn1";
cfIn1.Source = stmtSource;
cfIn1.BankStmts.Add(bsIn1);
cfTable.Add(intparam[counter], cfIn1);
counter++;
var cfIn2 = ObjectSpace.CreateObject <CashFlow>();
cfIn2.CalculateEnabled = false;
cfIn2.CounterCcy = ccyUSD;
cfIn2.TranDate = new DateTime(2013, 11, 30);
cfIn2.Account = account;
cfIn2.Activity = activity;
cfIn2.Counterparty = counterparty;
cfIn2.AccountCcyAmt = 50;
cfIn2.FunctionalCcyAmt = cfIn2.AccountCcyAmt / 0.99M;
cfIn2.CounterCcyAmt = cfIn2.AccountCcyAmt;
cfIn2.ForexSettleType = CashFlowForexSettleType.In;
cfIn2.Description = "cfIn2";
cfIn2.Source = stmtSource;
cfIn2.BankStmts.Add(bsIn2);
cfTable.Add(intparam[counter], cfIn2);
counter++;
var cfIn3 = ObjectSpace.CreateObject <CashFlow>();
cfIn3.CalculateEnabled = false;
cfIn3.CounterCcy = ccyUSD;
cfIn3.TranDate = new DateTime(2013, 11, 30);
cfIn3.Account = account;
cfIn3.Activity = activity;
cfIn3.Counterparty = counterparty;
cfIn3.AccountCcyAmt = 30;
cfIn3.FunctionalCcyAmt = cfIn3.AccountCcyAmt / 0.87M;
cfIn3.CounterCcyAmt = cfIn3.AccountCcyAmt;
cfIn3.ForexSettleType = CashFlowForexSettleType.In;
cfIn3.Description = "cfIn3";
cfIn3.Source = stmtSource;
cfIn3.BankStmts.Add(bsIn3);
cfTable.Add(intparam[counter], cfIn3);
counter++;
var cfOut1 = ObjectSpace.CreateObject <CashFlow>();
cfOut1.CalculateEnabled = false;
cfOut1.CounterCcy = ccyUSD;
cfOut1.TranDate = new DateTime(2013, 12, 17);
cfOut1.Account = account;
cfOut1.Activity = activity;
cfOut1.Counterparty = counterparty;
cfOut1.AccountCcyAmt = -110;
cfOut1.FunctionalCcyAmt = cfOut1.AccountCcyAmt / rate.ConversionRate;
cfOut1.CounterCcyAmt = cfOut1.AccountCcyAmt;
cfOut1.ForexSettleType = CashFlowForexSettleType.Out;
cfOut1.Description = "cfout1";
cfOut1.Source = stmtSource;
cfOut1.BankStmts.Add(bsOut1);
cfTable.Add(intparam[counter], cfOut1);
counter++;
var cfOut2 = ObjectSpace.CreateObject <CashFlow>();
cfOut2.CalculateEnabled = false;
cfOut2.CounterCcy = ccyUSD;
cfOut2.TranDate = new DateTime(2013, 12, 17);
cfOut2.Account = account;
cfOut2.Activity = activity;
cfOut2.Counterparty = counterparty;
cfOut2.AccountCcyAmt = 105;
cfOut2.FunctionalCcyAmt = cfOut2.AccountCcyAmt / rate.ConversionRate;
cfOut2.CounterCcyAmt = cfOut2.AccountCcyAmt;
cfOut2.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut2.Description = "cfOut2";
cfOut2.Source = stmtSource;
cfOut2.BankStmts.Add(bsOut2);
cfTable.Add(intparam[counter], cfOut2);
counter++;
var cfOut3 = ObjectSpace.CreateObject <CashFlow>();
cfOut3.CalculateEnabled = false;
cfOut3.CounterCcy = ccyUSD;
cfOut3.TranDate = new DateTime(2013, 12, 17);
cfOut3.Account = account;
cfOut3.Activity = activity;
cfOut3.Counterparty = counterparty;
cfOut3.AccountCcyAmt = -105;
cfOut3.FunctionalCcyAmt = cfOut3.AccountCcyAmt / rate.ConversionRate;
cfOut3.CounterCcyAmt = cfOut3.AccountCcyAmt;
cfOut3.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut3.Description = "cfOut3";
cfOut3.Source = stmtSource;
cfOut3.BankStmts.Add(bsOut3);
cfTable.Add(intparam[counter], cfOut3);
counter++;
var cfOut4 = ObjectSpace.CreateObject <CashFlow>();
cfOut4.CalculateEnabled = false;
cfOut4.CounterCcy = ccyUSD;
cfOut4.TranDate = new DateTime(2013, 12, 17);
cfOut4.Account = account;
cfOut4.Activity = activity;
cfOut4.Counterparty = counterparty;
cfOut4.AccountCcyAmt = -30;
cfOut4.FunctionalCcyAmt = cfOut4.AccountCcyAmt / rate.ConversionRate;
cfOut4.CounterCcyAmt = cfOut4.AccountCcyAmt;
cfOut4.ForexSettleType = CashFlowForexSettleType.Out;
cfOut4.Description = "cfOut4";
cfOut4.Source = stmtSource;
cfOut4.BankStmts.Add(bsOut4);
cfTable.Add(intparam[counter], cfOut4);
counter++;
var cfOut5 = ObjectSpace.CreateObject <CashFlow>();
cfOut5.CalculateEnabled = false;
cfOut5.CounterCcy = ccyUSD;
cfOut5.TranDate = new DateTime(2013, 12, 17);
cfOut5.Account = account;
cfOut5.Activity = activity;
cfOut5.Counterparty = counterparty;
cfOut5.AccountCcyAmt = 45;
cfOut5.FunctionalCcyAmt = cfOut5.AccountCcyAmt / rate.ConversionRate;
cfOut5.CounterCcyAmt = cfOut5.AccountCcyAmt;
cfOut5.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut5.Description = "cfOut5";
cfOut5.BankStmts.Add(bsOut5);
cfOut5.Source = stmtSource;
cfTable.Add(intparam[counter], cfOut5);
counter++;
var cfOut6 = ObjectSpace.CreateObject <CashFlow>();
cfOut6.CalculateEnabled = false;
cfOut6.CounterCcy = ccyUSD;
cfOut6.TranDate = new DateTime(2013, 12, 17);
cfOut6.Account = account;
cfOut6.Activity = activity;
cfOut6.Counterparty = counterparty;
cfOut6.AccountCcyAmt = -45;
cfOut6.FunctionalCcyAmt = cfOut6.AccountCcyAmt / rate.ConversionRate;
cfOut6.CounterCcyAmt = cfOut6.AccountCcyAmt;
cfOut6.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut6.Description = "cfOut6";
cfOut6.Source = stmtSource;
cfOut6.BankStmts.Add(bsOut6);
cfTable.Add(intparam[counter], cfOut6);
counter++;
var cfOut7 = ObjectSpace.CreateObject <CashFlow>();
cfOut7.CalculateEnabled = false;
cfOut7.CounterCcy = ccyUSD;
cfOut7.TranDate = new DateTime(2013, 12, 17);
cfOut7.Account = account;
cfOut7.Activity = activity;
cfOut7.Counterparty = counterparty;
cfOut7.AccountCcyAmt = -25;
cfOut7.FunctionalCcyAmt = cfOut7.AccountCcyAmt / rate.ConversionRate;
cfOut7.CounterCcyAmt = cfOut7.AccountCcyAmt;
cfOut7.ForexSettleType = CashFlowForexSettleType.Out;
cfOut7.Description = "cfOut7";
cfOut7.Source = stmtSource;
cfOut7.BankStmts.Add(bsOut7);
cfTable.Add(intparam[counter], cfOut7);
counter++;
var cfOut8 = ObjectSpace.CreateObject <CashFlow>();
cfOut8.CalculateEnabled = false;
cfOut8.CounterCcy = ccyUSD;
cfOut8.TranDate = new DateTime(2013, 12, 17);
cfOut8.Account = account;
cfOut8.Activity = activity;
cfOut8.Counterparty = counterparty;
cfOut8.AccountCcyAmt = -19;
cfOut8.FunctionalCcyAmt = cfOut8.AccountCcyAmt / rate.ConversionRate;
cfOut8.CounterCcyAmt = cfOut8.AccountCcyAmt;
cfOut8.ForexSettleType = CashFlowForexSettleType.Out;
cfOut8.Description = "cfOut8";
cfOut8.Source = stmtSource;
cfOut8.BankStmts.Add(bsOut8);
cfTable.Add(intparam[counter], cfOut8);
counter++;
#endregion
#region Act - generate OIDs
foreach (var pair in cfTable.OrderBy(c => c.Key))
{
var cf = pair.Value;
cf.GenerateOid();
}
ObjectSpace.CommitChanges();
#endregion
#region Act - run FIFO algorithm
var paramObj = ObjectSpace.CreateObject <ForexSettleFifoParam>();
var algo = new ForexSettleFifoAlgorithm(ObjectSpace, paramObj);
algo.LinkCashFlows();
ObjectSpace.CommitChanges();
#endregion
#region Assert ForexSettleLink
// assert that all cash flows are linked
var fsls = ObjectSpace.GetObjects <ForexSettleLink>();
Assert.AreEqual(180, fsls.Sum(x => x.AccountCcyAmt));
#endregion
#region Act - Revalue Cash Outflows
algo.RevalueOutflows();
ObjectSpace.CommitChanges();
#endregion
#region Assert Cash Outflow revaluation
ObjectSpace.Refresh();
cfIn1 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn1.Oid);
cfIn2 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn2.Oid);
cfIn3 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn3.Oid);
cfOut1 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut1.Oid);
cfOut2 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut2.Oid);
cfOut3 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut3.Oid);
cfOut4 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut4.Oid);
cfOut5 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut5.Oid);
cfOut6 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut6.Oid);
cfOut7 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut7.Oid);
cfOut8 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut8.Oid);
Assert.AreEqual(
-Math.Round(cfIn1.FunctionalCcyAmt + 10 / cfIn2.AccountCcyAmt * cfIn2.FunctionalCcyAmt, 2),
Math.Round(cfOut1.FunctionalCcyAmt, 2));
Assert.AreEqual(
-Math.Round(30 / cfIn2.AccountCcyAmt * cfIn2.FunctionalCcyAmt, 2),
Math.Round(cfOut4.FunctionalCcyAmt, 2));
Assert.AreEqual(
-Math.Round(10 / cfIn2.AccountCcyAmt * cfIn2.FunctionalCcyAmt
+ 15 / cfIn3.AccountCcyAmt * cfIn3.FunctionalCcyAmt, 2),
Math.Round(cfOut7.FunctionalCcyAmt, 2));
// assume rate of last cfIn is used
Assert.AreEqual(
Math.Round(cfOut8.AccountCcyAmt * cfIn3.FunctionalCcyAmt / cfIn3.AccountCcyAmt, 2),
Math.Round(cfOut8.FunctionalCcyAmt, 2));
#endregion
#region Act - Insert new Cash Inflow to fund excess outflow
ccyUSD = ObjectSpace.GetObjectByKey <Currency>(ccyUSD.Oid);
account = ObjectSpace.GetObjectByKey <Account>(account.Oid);
activity = ObjectSpace.GetObjectByKey <Activity>(activity.Oid);
counterparty = ObjectSpace.GetObjectByKey <Counterparty>(counterparty.Oid);
// additional cash flow, not linked to bank stmt
var cfIn4 = ObjectSpace.CreateObject <CashFlow>();
cfIn4.CalculateEnabled = false;
cfIn4.CounterCcy = ccyUSD;
cfIn4.TranDate = new DateTime(2013, 12, 18);
cfIn4.Account = account;
cfIn4.Activity = activity;
cfIn4.Counterparty = counterparty;
cfIn4.AccountCcyAmt = 10;
cfIn4.FunctionalCcyAmt = cfIn4.AccountCcyAmt / 0.6M;
cfIn4.CounterCcyAmt = cfIn4.AccountCcyAmt;
cfIn4.ForexSettleType = CashFlowForexSettleType.In;
cfIn4.Description = "cfIn4";
ObjectSpace.CommitChanges();
algo.Process();
ObjectSpace.CommitChanges();
ObjectSpace.Refresh();
#endregion
#region Assert that new cash flow is linked
fsls = ObjectSpace.GetObjects <ForexSettleLink>();
Assert.AreEqual(184, fsls.Sum(x => x.AccountCcyAmt));
#endregion
#region Assert revaluation of outflow uses the new inflow
cfIn1 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn1.Oid);
cfIn2 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn2.Oid);
cfIn3 = ObjectSpace.GetObjectByKey <CashFlow>(cfIn3.Oid);
cfOut1 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut1.Oid);
cfOut2 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut2.Oid);
cfOut3 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut3.Oid);
cfOut4 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut4.Oid);
cfOut5 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut5.Oid);
cfOut6 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut6.Oid);
cfOut7 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut7.Oid);
cfOut8 = ObjectSpace.GetObjectByKey <CashFlow>(cfOut8.Oid);
Assert.AreEqual(
-Math.Round(15 / cfIn3.AccountCcyAmt * cfIn3.FunctionalCcyAmt
+ 4 / cfIn4.AccountCcyAmt * cfIn4.FunctionalCcyAmt, 2),
Math.Round(cfOut8.FunctionalCcyAmt, 2));
#endregion
#region Assert Bank Statement values equal Cash Flow
bsIn1 = ObjectSpace.GetObjectByKey <BankStmt>(bsIn1.Oid);
bsIn2 = ObjectSpace.GetObjectByKey <BankStmt>(bsIn2.Oid);
bsIn3 = ObjectSpace.GetObjectByKey <BankStmt>(bsIn3.Oid);
bsOut1 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut1.Oid);
bsOut2 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut2.Oid);
bsOut3 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut3.Oid);
bsOut4 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut4.Oid);
bsOut5 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut5.Oid);
bsOut6 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut6.Oid);
bsOut7 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut7.Oid);
bsOut8 = ObjectSpace.GetObjectByKey <BankStmt>(bsOut8.Oid);
Assert.AreEqual(cfOut1.FunctionalCcyAmt, bsOut1.FunctionalCcyAmt);
Assert.AreEqual(cfOut2.FunctionalCcyAmt, bsOut2.FunctionalCcyAmt);
Assert.AreEqual(cfOut3.FunctionalCcyAmt, bsOut3.FunctionalCcyAmt);
Assert.AreEqual(cfOut4.FunctionalCcyAmt, bsOut4.FunctionalCcyAmt);
Assert.AreEqual(cfOut5.FunctionalCcyAmt, bsOut5.FunctionalCcyAmt);
Assert.AreEqual(cfOut6.FunctionalCcyAmt, bsOut6.FunctionalCcyAmt);
Assert.AreEqual(cfOut7.FunctionalCcyAmt, bsOut7.FunctionalCcyAmt);
Assert.AreEqual(cfOut8.FunctionalCcyAmt, bsOut8.FunctionalCcyAmt);
#endregion
#region Assert revaluation of outflow reclasses
var cashFlows = ObjectSpace.GetObjects <CashFlow>();
var accountAmt = cashFlows
.Where(x => x.TranDate == cfOut2.TranDate).Sum(x => x.AccountCcyAmt);
var funcAmt = cashFlows
.Where(x => x.TranDate == cfOut2.TranDate).Sum(x => x.FunctionalCcyAmt);
Assert.AreEqual(
Math.Round(cfOut2.AccountCcyAmt * funcAmt / accountAmt, 2), cfOut2.FunctionalCcyAmt);
Assert.AreEqual(
Math.Round(cfOut3.AccountCcyAmt * funcAmt / accountAmt, 2), cfOut3.FunctionalCcyAmt);
#endregion
}
public void LinkCashFlows(int[] intparam)
{
Xafology.ExpressApp.Xpo.SequentialGuidBase.SequentialGuidBaseObject.IsSequential = true;
Xafology.ExpressApp.Xpo.SequentialGuidBase.SequentialGuidBaseObject.OidInitializationMode = DevExpress.Persistent.BaseImpl.OidInitializationMode.OnSaving;
#region Arrange Forex Objects
// Currencies
var ccyAUD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "AUD"));
var ccyUSD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "USD"));
// Forex Rates
var rate = ObjectSpace.CreateObject <ForexRate>();
rate.ConversionDate = new DateTime(2013, 11, 01);
rate.FromCurrency = ccyAUD;
rate.ToCurrency = ccyUSD;
rate.ConversionRate = 0.9M;
rate.Save();
ObjectSpace.CommitChanges();
#endregion
#region Arrange Lookup Objects
var account = ObjectSpace.CreateObject <Account>();
account.Name = "VHA ANZ USD";
account.Currency = ccyUSD;
var activity = ObjectSpace.CreateObject <Activity>();
activity.Name = "AP Pymt";
var counterparty = ObjectSpace.CreateObject <Counterparty>();
counterparty.Name = "UNDEFINED";
#endregion
#region Arrange Cash Flow Objects
var cfTable = new Dictionary <int, CashFlow>();
int counter = 0;
var cfIn1 = ObjectSpace.CreateObject <CashFlow>();
cfIn1.CalculateEnabled = false;
cfIn1.CounterCcy = ccyUSD;
cfIn1.TranDate = new DateTime(2013, 11, 16);
cfIn1.Account = account;
cfIn1.Activity = activity;
cfIn1.Counterparty = counterparty;
cfIn1.AccountCcyAmt = 100;
cfIn1.FunctionalCcyAmt = cfIn1.AccountCcyAmt / 0.95M;
cfIn1.CounterCcyAmt = cfIn1.AccountCcyAmt;
cfIn1.ForexSettleType = CashFlowForexSettleType.In;
cfIn1.Description = "cfIn1";
//cfIn1.BankStmts.Add(bsIn1);
cfTable.Add(intparam[counter], cfIn1);
counter++;
var cfIn2 = ObjectSpace.CreateObject <CashFlow>();
cfIn2.CalculateEnabled = false;
cfIn2.CounterCcy = ccyUSD;
cfIn2.TranDate = new DateTime(2013, 11, 30);
cfIn2.Account = account;
cfIn2.Activity = activity;
cfIn2.Counterparty = counterparty;
cfIn2.AccountCcyAmt = 50;
cfIn2.FunctionalCcyAmt = cfIn2.AccountCcyAmt / 0.99M;
cfIn2.CounterCcyAmt = cfIn2.AccountCcyAmt;
cfIn2.ForexSettleType = CashFlowForexSettleType.In;
cfIn2.Description = "cfIn2";
//cfIn2.BankStmts.Add(bsIn2);
cfTable.Add(intparam[counter], cfIn2);
counter++;
var cfIn3 = ObjectSpace.CreateObject <CashFlow>();
cfIn3.CalculateEnabled = false;
cfIn3.CounterCcy = ccyUSD;
cfIn3.TranDate = new DateTime(2013, 11, 30);
cfIn3.Account = account;
cfIn3.Activity = activity;
cfIn3.Counterparty = counterparty;
cfIn3.AccountCcyAmt = 30;
cfIn3.FunctionalCcyAmt = cfIn3.AccountCcyAmt / 0.87M;
cfIn3.CounterCcyAmt = cfIn3.AccountCcyAmt;
cfIn3.ForexSettleType = CashFlowForexSettleType.In;
cfIn3.Description = "cfIn3";
//cfIn3.BankStmts.Add(bsIn3);
cfTable.Add(intparam[counter], cfIn3);
counter++;
var cfOut1 = ObjectSpace.CreateObject <CashFlow>();
cfOut1.CalculateEnabled = false;
cfOut1.CounterCcy = ccyUSD;
cfOut1.TranDate = new DateTime(2013, 12, 17);
cfOut1.Account = account;
cfOut1.Activity = activity;
cfOut1.Counterparty = counterparty;
cfOut1.AccountCcyAmt = -110;
cfOut1.FunctionalCcyAmt = cfOut1.AccountCcyAmt / rate.ConversionRate;
cfOut1.CounterCcyAmt = cfOut1.AccountCcyAmt;
cfOut1.ForexSettleType = CashFlowForexSettleType.Out;
cfOut1.Description = "cfout1";
//cfOut1.BankStmts.Add(bsOut1);
cfTable.Add(intparam[counter], cfOut1);
counter++;
var cfOut2 = ObjectSpace.CreateObject <CashFlow>();
cfOut2.CalculateEnabled = false;
cfOut2.CounterCcy = ccyUSD;
cfOut2.TranDate = new DateTime(2013, 12, 17);
cfOut2.Account = account;
cfOut2.Activity = activity;
cfOut2.Counterparty = counterparty;
cfOut2.AccountCcyAmt = 105;
cfOut2.FunctionalCcyAmt = cfOut2.AccountCcyAmt / rate.ConversionRate;
cfOut2.CounterCcyAmt = cfOut2.AccountCcyAmt;
cfOut2.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut2.Description = "cfOut2";
//cfOut2.BankStmts.Add(bsOut2);
cfTable.Add(intparam[counter], cfOut2);
counter++;
var cfOut3 = ObjectSpace.CreateObject <CashFlow>();
cfOut3.CalculateEnabled = false;
cfOut3.CounterCcy = ccyUSD;
cfOut3.TranDate = new DateTime(2013, 12, 17);
cfOut3.Account = account;
cfOut3.Activity = activity;
cfOut3.Counterparty = counterparty;
cfOut3.AccountCcyAmt = -105;
cfOut3.FunctionalCcyAmt = cfOut3.AccountCcyAmt / rate.ConversionRate;
cfOut3.CounterCcyAmt = cfOut3.AccountCcyAmt;
cfOut3.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut3.Description = "cfOut3";
//cfOut3.BankStmts.Add(bsOut3);
cfTable.Add(intparam[counter], cfOut3);
counter++;
var cfOut4 = ObjectSpace.CreateObject <CashFlow>();
cfOut4.CalculateEnabled = false;
cfOut4.CounterCcy = ccyUSD;
cfOut4.TranDate = new DateTime(2013, 12, 17);
cfOut4.Account = account;
cfOut4.Activity = activity;
cfOut4.Counterparty = counterparty;
cfOut4.AccountCcyAmt = -30;
cfOut4.FunctionalCcyAmt = cfOut4.AccountCcyAmt / rate.ConversionRate;
cfOut4.CounterCcyAmt = cfOut4.AccountCcyAmt;
cfOut4.ForexSettleType = CashFlowForexSettleType.Out;
cfOut4.Description = "cfOut4";
//cfOut4.BankStmts.Add(bsOut4);
cfTable.Add(intparam[counter], cfOut4);
counter++;
var cfOut5 = ObjectSpace.CreateObject <CashFlow>();
cfOut5.CalculateEnabled = false;
cfOut5.CounterCcy = ccyUSD;
cfOut5.TranDate = new DateTime(2013, 12, 17);
cfOut5.Account = account;
cfOut5.Activity = activity;
cfOut5.Counterparty = counterparty;
cfOut5.AccountCcyAmt = 45;
cfOut5.FunctionalCcyAmt = cfOut5.AccountCcyAmt / rate.ConversionRate;
cfOut5.CounterCcyAmt = cfOut5.AccountCcyAmt;
cfOut5.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut5.Description = "cfOut5";
//cfOut5.BankStmts.Add(bsOut5);
cfTable.Add(intparam[counter], cfOut5);
counter++;
var cfOut6 = ObjectSpace.CreateObject <CashFlow>();
cfOut6.CalculateEnabled = false;
cfOut6.CounterCcy = ccyUSD;
cfOut6.TranDate = new DateTime(2013, 12, 17);
cfOut6.Account = account;
cfOut6.Activity = activity;
cfOut6.Counterparty = counterparty;
cfOut6.AccountCcyAmt = -45;
cfOut6.FunctionalCcyAmt = cfOut6.AccountCcyAmt / rate.ConversionRate;
cfOut6.CounterCcyAmt = cfOut6.AccountCcyAmt;
cfOut6.ForexSettleType = CashFlowForexSettleType.OutReclass;
cfOut6.Description = "cfOut6";
//cfOut6.BankStmts.Add(bsOut6);
cfTable.Add(intparam[counter], cfOut6);
counter++;
var cfOut7 = ObjectSpace.CreateObject <CashFlow>();
cfOut7.CalculateEnabled = false;
cfOut7.CounterCcy = ccyUSD;
cfOut7.TranDate = new DateTime(2013, 12, 17);
cfOut7.Account = account;
cfOut7.Activity = activity;
cfOut7.Counterparty = counterparty;
cfOut7.AccountCcyAmt = -25;
cfOut7.FunctionalCcyAmt = cfOut7.AccountCcyAmt / rate.ConversionRate;
cfOut7.CounterCcyAmt = cfOut7.AccountCcyAmt;
cfOut7.ForexSettleType = CashFlowForexSettleType.Out;
cfOut7.Description = "cfOut7";
//cfOut7.BankStmts.Add(bsOut7);
cfTable.Add(intparam[counter], cfOut7);
counter++;
var cfOut8 = ObjectSpace.CreateObject <CashFlow>();
cfOut8.CalculateEnabled = false;
cfOut8.CounterCcy = ccyUSD;
cfOut8.TranDate = new DateTime(2013, 12, 17);
cfOut8.Account = account;
cfOut8.Activity = activity;
cfOut8.Counterparty = counterparty;
cfOut8.AccountCcyAmt = -19;
cfOut8.FunctionalCcyAmt = cfOut8.AccountCcyAmt / rate.ConversionRate;
cfOut8.CounterCcyAmt = cfOut8.AccountCcyAmt;
cfOut8.ForexSettleType = CashFlowForexSettleType.Out;
cfOut8.Description = "cfOut8";
//cfOut8.BankStmts.Add(bsOut8);
cfTable.Add(intparam[counter], cfOut8);
counter++;
#endregion
#region Act - generate OIDs
foreach (var pair in cfTable.OrderBy(c => c.Key))
{
var cf = pair.Value;
cf.GenerateOid();
}
ObjectSpace.CommitChanges();
#endregion
#region Act - run algorithm
var paramObj = ObjectSpace.CreateObject <ForexSettleFifoParam>();
var algo = new ForexSettleFifoAlgorithm(ObjectSpace, paramObj);
algo.Process();
ObjectSpace.CommitChanges();
#endregion
#region Assert
var fsls = ObjectSpace.GetObjects <ForexSettleLink>();
Assert.AreEqual(180, fsls.Sum(x => x.AccountCcyAmt));
#endregion
}
