/// <summary>
/// Installs an event driven industry concentration compliance check.
/// </summary>
static TelecomConcentration()
{
// This is a list of all the accounts targeted by this compliance check.
TelecomConcentration.betaAccountList = new BetaAccountList();
// This is the preset concentration limit.
TelecomConcentration.sectorLimit = 0.1M;
// Find the telecom sector based on the S&P GICS external codes.
TelecomConcentration.telecomServices = new Sector("50");
// Open up a restriction for the industry concentration rule. The severity level of these errors is high and an
// officer approval is needed to trade any positions.
TelecomConcentration.restriction = Restriction.Find("TELECOMSECTOR");
if (TelecomConcentration.restriction == null)
{
TelecomConcentration.restriction = new Restriction("TELECOMSECTOR", Severity.High, Approval.Officer,
"{0} in account {1} exceeds {2:#0%} in {3}.");
}
// Cycle through each predefined account and synchronize the violations against the current state of the data model.
// The method 'AccountHandler' will check the given account for an exceesive concentration in the Telecommunications
// Sector.
foreach (Account account in TelecomConcentration.betaAccountList)
{
ValidateAccount(account);
}
// Flush the command buffer.
CommandBatch.Flush();
// This list collects the positions that have been changed by the incoming events.
TelecomConcentration.updateAccountList = new AccountList();
// This compliance check is event driven. When an event -- such as adding or deleting an order -- changes the state of
// the data model, these tests will be called to insure that the new state doesn't violate this compliance rule. In
// the case of a simple list rule, the new position will be tested to see if adding or deleting a position results in a
// violation. These statements install the event handlers for tax lots, proposed orders, orders and allocations. For
// example, the method 'TaxLotHandler' will be called when the tax lot table changes.
MarketData.BeginMerge += new EventHandler(BeginMerge);
TaxLot.Changed += new TaxLotEvent(TaxLotHandler);
ProposedOrder.Changed += new ProposedOrderEvent(ProposedOrderHandler);
Order.Changed += new OrderEvent(OrderHandler);
Allocation.Changed += new AllocationEvent(AllocationHandler);
MarketData.EndMerge += new EventHandler(EndMerge);
}
public PositionTable(AccountList accountList, SecurityList securityList)
{
Initialize();
foreach (Account account in accountList)
{
foreach (Security security in securityList)
{
foreach (int positionTypeCode in Position.GetPositionTypes())
{
DataRow dataRow = this.NewRow();
dataRow[this.accountIdColumn] = account.AccountId;
dataRow[this.securityIdColumn] = security.SecurityId;
dataRow[this.positionTypeCodeColumn] = positionTypeCode;
this.Rows.Add(dataRow);
}
}
}
}