public void TransactionCreditDebit(Entry entry)
{
AccountToFrom accountToFrom = MapperAccount(entry);
accountToFrom = ValidationAccounts(accountToFrom);
SaveTransaction(accountToFrom, entry);
}
private void SaveTransaction(AccountToFrom accountToFrom, Entry entry)
{
Lancamentos lancamento = new Lancamentos()
{
AccountFromId = accountToFrom.AccountFrom.AccountId,
AccountToId = accountToFrom.AccountTo.AccountId,
Status = 0,
Value = entry.Value
};
_entryAppService.Add(lancamento);
}
private bool Transaction(AccountToFrom accountToFrom, Entry entry)
{
accountToFrom.AccountFrom.Balance = accountToFrom.AccountFrom.Balance - entry.Value;
accountToFrom.AccountTo.Balance = accountToFrom.AccountTo.Balance + entry.Value;
_accountAppService.Update(accountToFrom.AccountFrom);
_accountAppService.Update(accountToFrom.AccountTo);
return(true);
}
private AccountToFrom ValidationAccounts(AccountToFrom accountToFrom)
{
Account AccountTo = _accountAppService.GetAccouts(accountToFrom.AccountTo.NumberAccount, accountToFrom.AccountTo.NumberAgency, accountToFrom.AccountTo.NumberDigit);
if (AccountTo == null)
{
throw new ArgumentException("Conta Origem inesistente");
}
Account AccountFrom = _accountAppService.GetAccouts(accountToFrom.AccountFrom.NumberAccount, accountToFrom.AccountFrom.NumberAgency, accountToFrom.AccountFrom.NumberDigit);
if (AccountFrom == null)
{
throw new ArgumentException("Conta Destino inesistente");
}
accountToFrom.AccountFrom = AccountFrom;
accountToFrom.AccountTo = AccountTo;
return(accountToFrom);
}
private AccountToFrom MapperAccount(Entry entry)
{
AccountToFrom accountToFrom = new AccountToFrom();
Account accountFrom = new Account()
{
NumberAccount = entry.NumberAccountFrom,
NumberAgency = entry.NumberAgencyFrom,
NumberDigit = entry.NumberDigitFrom
};
Account accounTo = new Account()
{
NumberAccount = entry.NumberAccountTo,
NumberAgency = entry.NumberAgencyTo,
NumberDigit = entry.NumberDigitTo
};
accountToFrom.AccountFrom = accountFrom;
accountToFrom.AccountTo = accounTo;
return(accountToFrom);
}
/// <summary>
/// Run for each day that the Tax Lot remains open / partially closed
/// </summary>
/// <param name="env"></param>
/// <param name="element">Trade we aee interested in</param>
public void DailyEvent(PostingEngineEnvironment env, Transaction element)
{
double fxrate = 1.0;
// Lets get fx rate if needed
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
// Calculate the unrealized PNL
if (env.TaxLotStatus.ContainsKey(element.LpOrderId))
{
// Determine if we need to accumulate unrealized PNL
var taxlot = env.TaxLotStatus[element.LpOrderId];
// Check to see if the TaxLot is still open and it has a non zero Quantity
if (!taxlot.Status.ToLowerInvariant().Equals("closed") && Math.Abs(taxlot.Quantity) > 0)
{
var listOfTags = new List <Tag>
{
Tag.Find("SecurityType"),
Tag.Find("CustodianCode")
};
// We have an open / partially closed tax lot so now need to calculate unrealized Pnl
var quantity = taxlot.Quantity;
var prevEodPrice = 0.0;
var eodPrice = 0.0;
if (env.ValueDate == element.TradeDate)
{
eodPrice = MarketPrices.GetPrice(env, env.ValueDate, element).Price;
prevEodPrice = element.SettleNetPrice;
}
else
{
prevEodPrice = MarketPrices.GetPrice(env, env.PreviousValueDate, element).Price;
eodPrice = MarketPrices.GetPrice(env, env.ValueDate, element).Price;
}
var unrealizedPnl = CommonRules.CalculateUnrealizedPnl(env, taxlot);
AccountToFrom fromToAccounts = null;
if (element.IsDerivative())
{
var originalAccount = AccountUtils.GetDerivativeAccountType(unrealizedPnl);
if (originalAccount.Contains("(Liabilities)"))
{
// This needs to be registered as a Credit to the Libabilities
unrealizedPnl *= -1;
}
fromToAccounts = new AccountUtils().GetAccounts(env, originalAccount, "Change in Unrealized Derivatives Contracts at Fair Value", listOfTags, taxlot.Trade);
}
else
{
var originalAccount = taxlot.Side == "SHORT" ? "Mark to Market Shorts" : "Mark to Market Longs";
fromToAccounts = new AccountUtils().GetAccounts(env, originalAccount, "CHANGE IN UNREALIZED GAIN/(LOSS)", listOfTags, taxlot.Trade);
}
var fund = env.GetFund(element);
var debit = new Journal(element)
{
Account = fromToAccounts.From,
When = env.ValueDate,
Symbol = taxlot.Symbol,
Quantity = quantity,
FxRate = fxrate,
Value = env.SignedValue(fromToAccounts.From, fromToAccounts.To, true, unrealizedPnl),
CreditDebit = env.DebitOrCredit(fromToAccounts.From, unrealizedPnl),
StartPrice = prevEodPrice,
EndPrice = eodPrice,
Event = Event.DAILY_UNREALIZED_PNL,
Fund = fund,
};
var credit = new Journal(element)
{
Account = fromToAccounts.To,
When = env.ValueDate,
FxRate = fxrate,
Quantity = quantity,
Value = env.SignedValue(fromToAccounts.From, fromToAccounts.To, false, unrealizedPnl),
CreditDebit = env.DebitOrCredit(fromToAccounts.To, env.SignedValue(fromToAccounts.From, fromToAccounts.To, false, unrealizedPnl)),
Event = Event.DAILY_UNREALIZED_PNL,
StartPrice = prevEodPrice,
EndPrice = eodPrice,
Fund = fund,
};
Logger.Info($"[Journals] ==> From : {debit.CreditDebit}::{debit.Value}::{debit.Account.Type.Category.Name} --> To : {credit.CreditDebit}::{credit.Value}::{credit.Account.Type.Category.Name} ({unrealizedPnl})");
env.Journals.AddRange(new[] { debit, credit });
// For Derivatives this is un-necessary as we do not have an investment at cost, but we do have Fx on unsettled
if (taxlot.Quantity != 0.0)
{
if (element.TradeDate != env.ValueDate)
{
new FxPosting().CreateFxUnsettled(env, element);
}
}
}
}
else
{
if (fxrate != 1.0)
{
if (element.TradeDate != env.ValueDate && element.SettleDate >= env.ValueDate)
{
/*
* var fxJournals = FxPosting.CreateFx(
* env,
* "DUE FROM/(TO) PRIME BROKERS ( Unsettled Activity )",
* "fx gain or loss on unsettled balance",
* "daily",
* element.Quantity, null, element);
* env.Journals.AddRange(fxJournals);
*/
}
}
}
}
