/// <summary>
/// Get the open Tax lots for the specified trade passed in, general rule of thumb is that I will get a SELL or COVER which then
/// is matched off against a BUY Or SHORT, but for some instrument types this rule is broken
/// </summary>
/// <param name="env"></param>
/// <param name="element"></param>
/// <returns></returns>
public static List <TaxLotDetail> OpenTaxLots(PostingEngineEnvironment env, Transaction element, double workingQuantity)
{
var fund = env.GetFund(element);
// TBD: DLG This may be wrong, as we do get Sells / Covers prior to a Buy or a Sell
if (element.IsBuy() || element.IsShort())
{
return(new List <TaxLotDetail>());
}
var openLots = new List <TaxLotDetail>();
// Need to ensure that we only get trades that are prior to this trade's trade time, and don't inlcude this trade
var lots = env.Trades.Where(i =>
i.TradeTime <= element.TradeTime &&
i.Symbol == element.Symbol &&
env.GetFund(i) == fund &&
!i.Status.Equals("Cancelled") &&
env.TaxLotsIsOpen(i) &&
i.LpOrderId != element.LpOrderId);
// We need to grab the opposite of the past trade
if (element.IsSell())
{
var local = lots.Where(i => i.IsBuy())
.ToList();
openLots.AddRange(local.Select(i => new TaxLotDetail {
Trade = i,
TaxLotStatus = env.FindTaxLotStatus(i),
TaxRate = env.TradeTaxRate(i)
}));
}
else if (element.IsBuy())
{
var local = lots.Where(i => i.IsSell())
.ToList();
openLots.AddRange(local.Select(i => new TaxLotDetail
{
Trade = i,
TaxLotStatus = env.FindTaxLotStatus(i),
TaxRate = env.TradeTaxRate(i)
}));
}
else if (element.IsCover())
{
var local = lots.Where(i => i.IsShort())
.ToList();
openLots.AddRange(local.Select(i => new TaxLotDetail {
Trade = i,
TaxLotStatus = env.FindTaxLotStatus(i),
TaxRate = env.TradeTaxRate(i)
}));
}
else if (element.IsShort())
{
var local = lots.Where(i => i.IsCover())
.ToList();
openLots.AddRange(local.Select(i => new TaxLotDetail
{
Trade = i,
TaxLotStatus = env.FindTaxLotStatus(i),
TaxRate = env.TradeTaxRate(i)
}));
}
return(openLots);
}