/// <summary>
/// Copies the outline of a security position from the data model into the AppraisalSet.
/// </summary>
/// <param name="AccountId">AccountId of the position to search through.</param>
/// <param name="SecurityId">SecurityId of the position to search through.</param>
/// <param name="PositionTypeCode">Position Type Code of the position to search through.</param>
/// <remarks>
/// Table locks needed:
/// Read: Security
/// </remarks>
protected void BuildSecurity(int AccountId, int SecurityId, int PositionTypeCode)
{
// See if the given security exists already in the table of security. If this is the first time we've
// encountered this security, we need to add it to the driver tables and then recursively search the hierarchy
// and add every parent sector all the way up to the security classification scheme. If we've run across it
// already, we don't need to do anything related to the security.
AppraisalSet.SecurityRow driverSecurity = this.Security.FindBySecurityId(SecurityId);
if (driverSecurity == null)
{
// The AppraisalSet structure mirrors the structure of the MarketData. We have a common 'object' table that
// all object can use to navigate the tree structure. When adding a new element to the data structure,
// we need to add the object first to maintain integrity, then the security can be added.
AppraisalSet.ObjectRow objectRow = this.Object.AddObjectRow(SecurityId);
driverSecurity = this.Security.AddSecurityRow(objectRow);
// Recursively search the hierarchy all the way up to the security classification scheme. This will add
// any elements of the hierarchy that are not already part of the outline. Note that we first check to
// see if the security belongs to the given security scheme before building the links. This saves us from
// having unused fragments of other security scheme in the outline. This is useful when checking for
// unclassified security.
DataModel.SecurityRow securityRow = DataModel.Security.FindBySecurityId(SecurityId);
if (IsObjectInScheme(securityRow.ObjectRow))
{
BuildSector(securityRow.ObjectRow);
BuildScheme(securityRow.ObjectRow);
}
}
// At this point, we know that the security and all the sector have been added to the outline. Check to see
// if the position -- that is, the combination of security and whether we own it or have borrowed it -- exist
// in the outline. Add the combination if it doesn't.
AppraisalSet.PositionRow positionRow = this.Position.FindBySecurityIdPositionTypeCode(SecurityId, PositionTypeCode);
if (positionRow == null)
{
positionRow = this.Position.AddPositionRow(driverSecurity, PositionTypeCode);
}
// Finally, at the bottom of the list, is the account level information. This operation insures that only distinct account/position combinations
// appear in the document. This is very useful if the same account were to appear in different groups.
AppraisalSet.AccountRow driverAccount = this.Account.FindByAccountIdSecurityIdPositionTypeCode(AccountId, SecurityId, PositionTypeCode);
if (driverAccount == null)
{
driverAccount = this.Account.AddAccountRow(AccountId, SecurityId, PositionTypeCode);
}
}
/// <summary>
/// Creates an element in the Appraisal Document that represents a fund's or account's position.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
/// <param name="driverAccount">Identifies the individual position at the account/security/position level.</param>
public AccountElement(AppraisalDocument appraisalDocument, AppraisalSet.AccountRow driverAccount) :
base("Account", appraisalDocument)
{
// Get the account record from the account id. This record drives most of the data that appears in this element.
ClientMarketData.AccountRow accountRow =
ClientMarketData.Account.FindByAccountId(driverAccount.AccountId);
// Count up the compliance violations
int violationCount = 0;
foreach (DataRowView dataRowView in
ClientMarketData.Violation.UKViolationAccountIdSecurityIdPositionTypeCode.FindRows(
new object[] { driverAccount.AccountId, driverAccount.SecurityId, driverAccount.PositionTypeCode }))
{
ClientMarketData.ViolationRow violationRow = (ClientMarketData.ViolationRow)dataRowView.Row;
if (violationRow.RestrictionRow.Severity > 0)
{
violationCount++;
}
}
AddAttribute("Violation", violationCount);
// Add the essential attributes to the element.
AddAttribute("AccountId", accountRow.AccountId.ToString());
// Aggregate the tax lot positions and cost.
decimal taxLotQuantity = 0.0M;
decimal taxLotCost = 0.0M;
foreach (ClientMarketData.TaxLotRow taxLotRow in accountRow.GetTaxLotRows())
{
if (taxLotRow.SecurityId == driverAccount.SecurityId &&
taxLotRow.PositionTypeCode == driverAccount.PositionTypeCode)
{
taxLotQuantity += taxLotRow.Quantity;
taxLotCost += taxLotRow.Cost * taxLotRow.Quantity;
}
}
AddAttribute("TaxLotQuantity", taxLotQuantity.ToString());
AddAttribute("TaxLotCost", taxLotCost.ToString());
// Aggregate the proposed orders positions.
decimal proposedOrderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.proposedOrderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.ProposedOrderRow proposedOrderRow = (ClientMarketData.ProposedOrderRow)dataRowView.Row;
proposedOrderQuantity += proposedOrderRow.Quantity *
proposedOrderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("ProposedOrderQuantity", proposedOrderQuantity.ToString());
// Aggregate the orders.
decimal orderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.orderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.OrderRow orderRow = (ClientMarketData.OrderRow)dataRowView.Row;
orderQuantity += orderRow.Quantity *
orderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("OrderQuantity", orderQuantity.ToString());
// Aggregate the allocations.
decimal allocationQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.allocationView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.AllocationRow allocationRow = (ClientMarketData.AllocationRow)dataRowView.Row;
allocationQuantity += allocationRow.Quantity *
allocationRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("AllocationQuantity", allocationQuantity.ToString());
}
