public static MarketPrice GetPrice(PostingEngineEnvironment env, DateTime valueDate, Transaction element)
{
var eodMarketPrice = Find(valueDate, element);
if (!eodMarketPrice.Valid)
{
env.AddMessage(eodMarketPrice.Error);
}
return(eodMarketPrice);
}
/// <summary>
/// Calcualte the Unrealized Pnl for this Tax lot
/// </summary>
/// <param name="env"></param>
/// <returns></returns>
public static double CalculateUnrealizedPnl(PostingEngineEnvironment env, TaxLotStatus taxLotStatus, double residualQuantity = 0, double endPrice = 0)
{
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(taxLotStatus.Trade.BloombergCode))
{
multiplier = env.SecurityDetails[taxLotStatus.Trade.BloombergCode].Multiplier;
}
double fxrate = 1.0;
// Lets get fx rate if needed
if (!taxLotStatus.Trade.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, taxLotStatus.Trade.SettleCurrency).Rate);
}
var eodPrice = 0.0;
var prevEodPrice = 0.0;
if (env.ValueDate == taxLotStatus.Trade.TradeDate)
{
prevEodPrice = taxLotStatus.Trade.SettleNetPrice;
var eodMarketPrice = MarketPrices.GetPrice(env, env.ValueDate, taxLotStatus.Trade);
if (!eodMarketPrice.Valid)
{
env.AddMessage(eodMarketPrice.Error);
}
eodPrice = eodMarketPrice.Price;
}
else
{
prevEodPrice = MarketPrices.GetPrice(env, env.PreviousValueDate, taxLotStatus.Trade).Price;
eodPrice = MarketPrices.GetPrice(env, env.ValueDate, taxLotStatus.Trade).Price;
}
eodPrice = endPrice != 0 ? endPrice : eodPrice;
// Use residual Quantity if specified
var quantity = residualQuantity != 0.0 ? residualQuantity : taxLotStatus.Quantity;
var priceDiff = (eodPrice - prevEodPrice);
var unrealizedPnl = priceDiff * quantity;
return(unrealizedPnl * fxrate * multiplier);
}
public bool IsValid(PostingEngineEnvironment env, Transaction element)
{
if (element.AccrualId == null)
{
return(true);
}
var validAccrual = env.IsValidAccrual(element.AccrualId);
if (!validAccrual)
{
env.AddMessage($"trade does not tie back to a valid accrual {element.AccrualId}");
}
return(validAccrual);
}
private void AccrualPayment(PostingEngineEnvironment env, Transaction element, Accrual accrual)
{
var accountToFrom = GetFromToAccount(element);
if (accountToFrom.To == null || accountToFrom.From == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
new AccountUtils().SaveAccountDetails(env, accountToFrom.From);
new AccountUtils().SaveAccountDetails(env, accountToFrom.To);
double fxrate = 1.0;
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var moneyUSD = element.LocalNetNotional * fxrate;
var debit = new Journal(element)
{
Account = accountToFrom.From,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, true, moneyUSD),
Event = "prepaid-expense",
Fund = env.GetFund(element),
};
var credit = new Journal(element)
{
Account = accountToFrom.To,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, false, moneyUSD),
Event = "prepaid-expense",
Fund = env.GetFund(element),
};
env.Journals.Add(debit);
env.Journals.Add(credit);
}
public void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
double fxrate = 1.0;
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(element.BloombergCode))
{
multiplier = env.SecurityDetails[element.BloombergCode].Multiplier;
}
// Lets get fx rate if needed
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var tradeAllocations = env.Allocations.Where(i => i.LpOrderId == element.LpOrderId).ToList();
if (element.IsBuy() || element.IsShort())
{
var t1 = env.GenerateOpenTaxLot(element, fxrate);
if (element.Quantity == 0)
{
// TODO: Need to review this as we need to see if there is a parent, and what the parents actuall is
return;
}
//tl.Save(env.Connection, env.Transaction);
}
else if (element.IsSell() || element.IsCover())
{
// Get Matching Lots
var openLots = env.Methodology.GetOpenLots(env, element, element.Quantity);
if (openLots.Count() == 0)
{
var t1 = env.GenerateOpenTaxLot(element, fxrate);
// Whats going on here?
// We are skipping anything that does not get an OpenLot
env.AddMessage($"There should be for a sell {element.Symbol} have at least one open lot, non found");
}
else
{
var workingQuantity = element.Quantity;
foreach (var lot in openLots)
{
if (workingQuantity == 0)
{
break;
}
if (!env.TaxLotStatus.ContainsKey(lot.Trade.LpOrderId))
{
// TODO: For this open lot there should be a corresponding open to
continue;
}
var taxlotStatus = env.TaxLotStatus[lot.Trade.LpOrderId];
if (taxlotStatus != null && taxlotStatus.Quantity != 0 && !taxlotStatus.Status.ToLowerInvariant().Equals("closed"))
{
// Does the open Lot fully fullfill the quantity ?
if (Math.Abs(taxlotStatus.Quantity) >= Math.Abs(workingQuantity))
{
var taxlot = CommonRules.RelieveTaxLot(env, lot, element, workingQuantity, true);
taxlotStatus.Quantity += workingQuantity;
if (taxlotStatus.Quantity == 0)
{
taxlotStatus.Status = "Closed";
}
else
{
taxlotStatus.Status = "Partially Closed";
}
CommonRules.GenerateCloseOutPostings(env, lot, taxlot, element, taxlotStatus, tradeAllocations[0].Fund);
break;
}
else
{
var taxlot = CommonRules.RelieveTaxLot(env, lot, element, taxlotStatus.Quantity * -1);
workingQuantity -= Math.Abs(taxlotStatus.Quantity);
CommonRules.PostRealizedPnl(env, element, taxlot.RealizedPnl, taxlot.TradePrice, taxlot.CostBasis);
taxlotStatus.Quantity = 0;
taxlotStatus.Status = "Closed";
}
}
}
}
}
else
{
// We have a Debit / Credit Dividends
}
}
public void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
var accrual = env.FindAccruals(element.AccrualId);
var allocations = env.FindAllocations(element.AccrualId);
var allocation = allocations.Where(i => !i.Symbol.Equals(element.Symbol)).FirstOrDefault();
//Console.WriteLine(element.Symbol);
if (element.Symbol.Equals("ZZ_INVESTOR_CONTRIBUTIONS"))
{
}
if (element.Status.Equals("Cancelled"))
{
env.AddMessage($"Entry has been cancelled {element.LpOrderId} :: {element.Side}");
return;
}
// Need to consider both
if (element.TradeDate.Date != element.SettleDate.Date)
{
env.AddMessage($"Journal needs to be checked {element.LpOrderId}, {element.TradeDate}, {element.SettleDate}");
return;
}
var accountToFrom = GetFromToAccount(element);
if (accountToFrom.To == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
new AccountUtils().SaveAccountDetails(env, accountToFrom.From);
new AccountUtils().SaveAccountDetails(env, accountToFrom.To);
double fxrate = 1.0;
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var moneyUSD = element.LocalNetNotional * fxrate;
if (element.LocalNetNotional != 0.0)
{
var symbol = allocation != null ? allocation.Symbol : element.ParentSymbol;
var securityId = allocation != null ? allocation.SecurityId : element.SecurityId;
if (symbol == null)
{
symbol = element.Symbol;
}
var debit = new Journal(element)
{
Symbol = symbol,
SecurityId = securityId,
Account = accountToFrom.From,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = moneyUSD,
Event = Event.JOURNAL,
Fund = env.GetFund(element),
};
var credit = new Journal(element)
{
Symbol = symbol,
SecurityId = securityId,
Account = accountToFrom.To,
When = env.ValueDate,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD),
Value = moneyUSD,
Event = Event.JOURNAL,
Fund = env.GetFund(element),
};
env.Journals.Add(debit);
env.Journals.Add(credit);
}
return;
}
public void SettlementDateEvent(PostingEngineEnvironment env, Transaction element)
{
var accrual = env.FindAccruals(element.AccrualId);
var allocations = env.FindAllocations(element.AccrualId);
var allocation = allocations.Where(i => !i.Symbol.Equals(element.Symbol)).FirstOrDefault();
if (element.Status.Equals("Cancelled"))
{
env.AddMessage($"Entry has been cancelled {element.LpOrderId} :: {element.Side}");
return;
}
// If they are the same we need to do nothing
if (element.TradeDate.Date == element.SettleDate.Date)
{
//env.AddMessage($"Journal needs to be checked {element.LpOrderId}, {element.TradeDate}, {element.SettleDate}");
return;
}
var accountToFrom = GetSettlementFromToAccount(element);
if (accountToFrom.To == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
new AccountUtils().SaveAccountDetails(env, accountToFrom.From);
new AccountUtils().SaveAccountDetails(env, accountToFrom.To);
double fxrate = 1.0;
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var moneyUSD = element.LocalNetNotional * fxrate;
if (element.LocalNetNotional != 0.0)
{
var symbol = allocation != null ? allocation.Symbol : element.ParentSymbol;
var securityId = allocation != null ? allocation.SecurityId : element.SecurityId;
if (symbol == null)
{
symbol = element.Symbol;
}
var debit = new Journal(accountToFrom.From, "journal", env.ValueDate)
{
Symbol = symbol,
SecurityId = allocation != null ? allocation.SecurityId : element.SecurityId,
Source = element.LpOrderId,
Quantity = element.Quantity,
FxCurrency = element.SettleCurrency,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = moneyUSD,
Fund = env.GetFund(element),
};
var credit = new Journal(accountToFrom.To, "journal", env.ValueDate)
{
Symbol = symbol,
SecurityId = allocation != null ? allocation.SecurityId : element.SecurityId,
Source = element.LpOrderId,
Quantity = element.Quantity,
FxCurrency = element.SettleCurrency,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD * -1),
Value = moneyUSD * -1,
Fund = env.GetFund(element),
};
env.Journals.Add(debit);
env.Journals.Add(credit);
}
return;
}
internal void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(element.BloombergCode))
{
multiplier = env.SecurityDetails[element.BloombergCode].Multiplier;
}
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);
}
if (element.IsCredit() || element.IsDebit())
{
if (element.TransactionCategory == "Cash Dividends")
{
// We have a Cash Dividend, so how do we treat this
return;
}
}
if (element.IsBuy() || element.IsShort())
{
if (element.Quantity == 0)
{
// TODO: Need to review this as we need to see if there is a parent, and what the parents actuall is
return;
}
var tl = env.GenerateOpenTaxLot(element, fxrate);
}
else if (element.IsSell() || element.IsCover())
{
// Get Matching Lots
var taxLotMethodology = ConfigurationManager.AppSettings["TaxMethod"].ToString();
var workingQuantity = element.Quantity;
if (taxLotMethodology.Equals("MINTAX"))
{
while (workingQuantity != 0.0)
{
var localOpenTaxLots = env.Methodology.GetOpenLots(env, element, workingQuantity);
var lot = localOpenTaxLots[0];
if (!env.TaxLotStatus.ContainsKey(lot.Trade.LpOrderId))
{
// TODO: For this open lot there should be a corresponding open to
env.AddMessage($"Unable to Find Tax Lot for {lot.Trade.Symbol}::{lot.Trade.Side}::{lot.Trade.Status}");
//Logger.Warn($"Unable to Find Tax Lot for {element.Symbol}::{element.Side}::{element.Status}");
continue;
}
var taxlotStatus = env.TaxLotStatus[lot.Trade.LpOrderId];
if (taxlotStatus != null && taxlotStatus.Quantity != 0 && !taxlotStatus.Status.ToLowerInvariant().Equals("closed"))
{
Logger.Info($"Relieving Tax Lot {taxlotStatus.Symbol}::{taxlotStatus.TradePrice}::{taxlotStatus.TradeDate.ToString("MM-dd-yyyy")}::{taxlotStatus.OpenId}::{lot.TaxLiability}::{lot.TaxRate.Rate}::{lot.PotentialPnl}");
// Does the open Lot fully fullfill the quantity ?
if (Math.Abs(taxlotStatus.Quantity) >= Math.Abs(workingQuantity))
{
// Lets generate all the journal entries we need
GenerateJournals(env, lot, taxlotStatus, element, workingQuantity, fxrate, multiplier);
break;
}
else
{
var quantity = taxlotStatus.Quantity;
GenerateJournals(env, lot, taxlotStatus, element, taxlotStatus.Quantity * -1, fxrate, multiplier);
workingQuantity += quantity;
}
}
}
}
else
{
var openLots = env.Methodology.GetOpenLots(env, element, workingQuantity);
foreach (var lot in openLots)
{
if (workingQuantity == 0)
{
break;
}
if (!env.TaxLotStatus.ContainsKey(lot.Trade.LpOrderId))
{
// TODO: For this open lot there should be a corresponding open to
env.AddMessage($"Unable to Find Tax Lot for {lot.Trade.Symbol}::{lot.Trade.Side}::{lot.Trade.Status}");
//Logger.Warn($"Unable to Find Tax Lot for {element.Symbol}::{element.Side}::{element.Status}");
continue;
}
var taxlotStatus = env.TaxLotStatus[lot.Trade.LpOrderId];
if (taxlotStatus != null && taxlotStatus.Quantity != 0 && !taxlotStatus.Status.ToLowerInvariant().Equals("closed"))
{
Logger.Info($"Relieving Tax Lot {taxlotStatus.TradeDate.ToString("MM-dd-yyyy")}::{taxlotStatus.Symbol}::{taxlotStatus.OpenId}::{lot.TaxLiability}::{lot.TaxRate.Rate}::{lot.PotentialPnl}");
// Does the open Lot fully fullfill the quantity ?
if (Math.Abs(taxlotStatus.Quantity) >= Math.Abs(workingQuantity))
{
// Lets generate all the journal entries we need
GenerateJournals(env, lot, taxlotStatus, element, workingQuantity, fxrate, multiplier);
break;
}
else
{
var quantity = taxlotStatus.Quantity;
GenerateJournals(env, lot, taxlotStatus, element, taxlotStatus.Quantity * -1, fxrate, multiplier);
workingQuantity += quantity;
}
}
}
}
}
else
{
// We have a Debit / Credit Dividends
}
CommonRules.GenerateTradeDateJournals(env, element);
}
public void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
double fxrate = 1.0;
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(element.BloombergCode))
{
multiplier = env.SecurityDetails[element.BloombergCode].Multiplier;
}
// Lets get fx rate if needed
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
if (element.IsBuy() || element.IsShort())
{
var t1 = env.GenerateOpenTaxLot(element, fxrate);
if (element.Quantity == 0)
{
// TODO: Need to review this as we need to see if there is a parent, and what the parents actuall is
return;
}
}
else if (element.IsSell() || element.IsCover())
{
// Get Matching Lots
var openLots = env.Methodology.GetOpenLots(env, element, element.Quantity);
if (openLots.Count() == 0)
{
var t1 = env.GenerateOpenTaxLot(element, fxrate);
// Whats going on here?
// We are skipping anything that does not get an OpenLot
env.AddMessage($"There should be for a sell {element.Symbol} have at least one open lot, non found");
}
else
{
var workingQuantity = element.Quantity;
foreach (var lot in openLots)
{
if (workingQuantity == 0)
{
break;
}
if (!env.TaxLotStatus.ContainsKey(lot.Trade.LpOrderId))
{
// TODO: For this open lot there should be a corresponding open to
continue;
}
var taxlotStatus = env.TaxLotStatus[lot.Trade.LpOrderId];
if (taxlotStatus != null && taxlotStatus.Quantity != 0 && !taxlotStatus.Status.ToLowerInvariant().Equals("closed"))
{
// Does the open Lot fully fullfill the quantity ?
if (Math.Abs(taxlotStatus.Quantity) >= Math.Abs(workingQuantity))
{
var taxlot = CommonRules.RelieveTaxLot(env, lot, element, workingQuantity, true);
taxlotStatus.Quantity += workingQuantity;
if (taxlotStatus.Quantity == 0)
{
taxlotStatus.Status = "Closed";
}
else
{
taxlotStatus.Status = "Partially Closed";
}
CommonRules.GenerateCloseOutPostings(env, lot, taxlot, element, taxlotStatus, env.GetFund(element));
break;
}
else
{
var taxlot = CommonRules.RelieveTaxLot(env, lot, element, taxlotStatus.Quantity * -1);
workingQuantity -= Math.Abs(taxlotStatus.Quantity);
var accountTypes = AccountType.All;
var listOfTags = new List <Tag> {
Tag.Find("SecurityType"),
Tag.Find("CustodianCode")
};
Account fromAccount = null; // Debiting Account
Account toAccount = null; // Crediting Account
var realizedPnl = taxlot.RealizedPnl;
var originalAccount = AccountUtils.GetDerivativeAccountType(realizedPnl);
if (originalAccount.Contains("(Liabilities)"))
{
// This needs to be registered as a Credit to the Libabilities
realizedPnl *= -1;
}
var fromToAccounts = new AccountUtils().GetAccounts(env, originalAccount, "REALIZED GAIN/(LOSS)", listOfTags, taxlot.Trade);
fromAccount = fromToAccounts.From;
toAccount = fromToAccounts.To;
var debitJournal = new Journal(element)
{
Account = fromAccount,
When = env.ValueDate,
StartPrice = taxlot.TradePrice,
EndPrice = taxlot.CostBasis,
CreditDebit = env.DebitOrCredit(fromAccount, taxlot.RealizedPnl),
Value = env.SignedValue(fromAccount, toAccount, true, taxlot.RealizedPnl),
FxRate = fxrate,
Event = Event.REALIZED_PNL,
Fund = env.GetFund(element),
};
var creditJournal = new Journal(debitJournal)
{
Account = toAccount,
CreditDebit = env.DebitOrCredit(toAccount, taxlot.RealizedPnl * -1),
Value = env.SignedValue(fromAccount, toAccount, false, taxlot.RealizedPnl),
};
env.Journals.AddRange(new[] { debitJournal, creditJournal });
taxlotStatus.Quantity = 0;
taxlotStatus.Status = "Closed";
}
}
}
}
}
else
{
// We have a Debit / Credit Dividends
}
}
internal static void GenerateSettlementDateJournals(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);
}
var accountToFrom = new AccountingRules().GetFromToAccountOnSettlement(env, element);
if (accountToFrom.To == null || accountToFrom.From == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
// This is the fully loaded value to tbe posting
if (element.NetMoney != 0.0)
{
var moneyUSD = Math.Abs(element.NetMoney) * fxrate;
// BUY -- Debit
// SELL -- Credit
if (element.IsShort() || element.IsSell())
{
moneyUSD = moneyUSD * -1;
}
var debit = new Journal
{
Source = element.LpOrderId,
Account = accountToFrom.From,
When = env.ValueDate,
FxCurrency = element.SettleCurrency,
Symbol = element.Symbol,
SecurityId = element.SecurityId,
Quantity = element.Quantity,
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, true, moneyUSD),
Event = Event.SETTLEMENT,
Fund = env.GetFund(element)
};
var credit = new Journal
{
Source = element.LpOrderId,
FxCurrency = element.SettleCurrency,
Symbol = element.Symbol,
SecurityId = element.SecurityId,
Quantity = element.Quantity,
FxRate = fxrate,
When = env.ValueDate,
Account = accountToFrom.To,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD * -1),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, false, moneyUSD),
Event = Event.SETTLEMENT,
Fund = env.GetFund(element)
};
env.Journals.AddRange(new[] { debit, credit });
}
}
internal static void GenerateTradeDateJournals(PostingEngineEnvironment env, Transaction element)
{
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(element.BloombergCode))
{
multiplier = env.SecurityDetails[element.BloombergCode].Multiplier;
}
double fxrate = 1.0;
// Lets get fx rate if needed
if (!element.SettleCurrency.Equals(env.BaseCurrency))
{
fxrate = Convert.ToDouble(FxRates.Find(env.ValueDate, element.SettleCurrency).Rate);
}
var tradeAllocations = env.Allocations.Where(i => i.LpOrderId == element.LpOrderId).ToList();
// Retrieve Allocation Objects for this trade
if (tradeAllocations.Count() > 2)
{
env.AddMessage($"#of allocations > 2 please investigate {element.LpOrderId}");
return;
}
if (tradeAllocations.Count() == 2)
{
var debitEntry = tradeAllocations[0].Side == element.Side ? tradeAllocations[0] : tradeAllocations[1];
if (debitEntry.Symbol.Equals("@CASHUSD"))
{
env.AddMessage($"Unexpected Cash allocation please investigate {element.LpOrderId}");
return;
}
}
var accountToFrom = GetFromToAccount(env, element);
if (accountToFrom.To == null || accountToFrom.From == null)
{
env.AddMessage($"Unable to identify From/To accounts for trade {element.OrderSource} :: {element.Side}");
return;
}
if (element.NetMoney != 0.0)
{
var moneyUSD = Math.Abs(element.NetMoney) * fxrate;
// BUY -- Debit
// SELL -- Credit
if (element.IsSell() || element.IsCover())
{
moneyUSD = moneyUSD * -1;
}
var eodPrice = MarketPrices.GetPrice(env, env.ValueDate, element).Price;
var fromJournal = new Journal(element, accountToFrom.From, Event.TRADE_DATE, env.ValueDate)
{
CreditDebit = env.DebitOrCredit(accountToFrom.From, moneyUSD),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, true, moneyUSD),
FxRate = fxrate,
StartPrice = element.SettleNetPrice,
EndPrice = eodPrice,
Fund = env.GetFund(element),
};
var toJournal = new Journal(element, accountToFrom.To, Event.TRADE_DATE, env.ValueDate)
{
FxRate = fxrate,
CreditDebit = env.DebitOrCredit(accountToFrom.To, moneyUSD * -1),
Value = env.SignedValue(accountToFrom.From, accountToFrom.To, false, moneyUSD),
StartPrice = element.SettleNetPrice,
EndPrice = eodPrice,
Fund = env.GetFund(element),
};
env.Journals.AddRange(new[] { fromJournal, toJournal });
}
}