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);
}
}
