public OptionTrade(HugoDataSet.HugoOptionCorrectionsRow row)
{
tradeType = row.TradeTypeName;
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
totalCost = Convert.ToDouble(row.TotalCost);
subAcctName = row.SubAcctName;
underlyingSymbol = row.UnderlyingSymbol;
optionSymbol = row.OptionSymbol;
expirationDate = row.ExpirationDate;
strikePrice = row.StrikePrice;
optionType = row.OptionType;
tradeMedium = ConvertTradeMedium(ConvertExt.ToStringOrNull(row.TradeMediumName));
tradeDate = row.TradeDateTime;
if (row.RecordType == "Update")
{
tradeNote = "Changed to: " + row.DifferenceMsg;
}
else
{
tradeNote = "(" + row.RecordType + ")";
}
}
public OptionTrade(HugoDataSet.ConfirmationCorrectionsRow row)
{
tradeType = ConvertTradeTypeName(row.TradeTypeName, "");
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
totalCost = Convert.ToDouble(row.TotalCost);
subAcctName = row.SubAcctName;
underlyingSymbol = row.UnderlyingSymbol;
optionSymbol = row.OptionSymbol;
expirationDate = row.ExpirationDate;
strikePrice = row.StrikePrice;
optionType = row.OptionType;
exchangeName = row.ExchangeName.StartsWith("?") ? null : row.ExchangeName;
tradeDate = ConvertExt.ToValidDateTime(row.TradeDate);
if (row.RecordType == "Correction")
{
tradeNote = "Changed to: " + row.GetDifferenceMsg(false /* use Hugo account and underlying symbols */);
}
else
{
tradeNote = "(" + row.RecordType + ")";
}
}
public OptionTrade(HugoDataSet.HugoOptionTradesRow row)
{
tradeId = row.TradeId;
tradeType = row.TradeTypeName;
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
commission = Convert.ToDouble(row.Commission);
secFee = Convert.ToDouble(row.SECFee);
orfFee = Convert.ToDouble(row.ORFFee);
totalCost = Convert.ToDouble(row.TotalCost);
subAcctName = row.SubAcctName;
underlyingSymbol = row.UnderlyingSymbol;
optionSymbol = row.OptionSymbol;
expirationDate = row.ExpirationDate;
strikePrice = row.StrikePrice;
optionType = row.OptionType;
brokerName = ConvertExt.ToStringOrNull(row.BrokerName);
exchangeName = ConvertExt.ToStringOrNull(row.ExchangeName);
tradeMedium = ConvertTradeMedium(ConvertExt.ToStringOrNull(row.TradeMediumName));
tradeReason = ConvertExt.ToStringOrNull(row.TradeReasonDescr);
tradeDate = row.TradeDateTime;
tradeNote = ConvertExt.ToStringOrNull(row.TradeNote);
traderName = ConvertExt.ToStringOrNull(row.TraderName);
spreadFlag = ConvertExt.ToBooleanOrNull(row["SpreadFlag"]);
tradeArchiveFlag = ConvertExt.ToBooleanOrNull(row["TradeArchiveFlag"]);
consolidationPackageId = row.ConsolidationPackageId;
numberOfTrades = row.NumberOfTrades;
}
public OptionTrade(HugoDataSet.MerrillOptionTradesRow row)
{
tradeId = row.TradeId;
tradeType = ConvertTradeTypeName(row.TradeTypeName, row.CancelCode);
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
commission = row.Commission;
secFee = row.SECFee;
orfFee = row.ORFFee;
totalCost = Convert.ToDouble(row.TotalCost);
subAcctName = row.SubAcctName;
underlyingSymbol = row.UnderlyingSymbol;
optionSymbol = row.OptionSymbol;
expirationDate = row.ExpirationDate;
strikePrice = row.StrikePrice;
optionType = row.OptionType;
exchangeName = row.ExchangeName.StartsWith("?") ? null : row.ExchangeName;
tradeMedium = ConvertTradeMedium(ConvertExt.ToStringOrNull(row.TradeMediumName));
tradeNote = "Added by reconciliation client";
tradeDate = ConvertExt.ToValidDateTime(row.TradeDate);
traderName = Utilities.TraderName;
optionArchiveFlag = row.OptionArchiveFlag;
}
public static DateTime ToDateTime(string parameterValue, string parameterName)
{
try
{
if (parameterValue == null)
{
return(DateTime.Today);
}
if (parameterValue.Length <= 0)
{
return(DateTime.Today);
}
DateTime result;
if (DateTime.TryParse(parameterValue, CultureInfo.CurrentCulture, DateTimeStyles.None, out result))
{
return(result);
}
else
{
// if unable to parse, it is possible this is an OADate
return(ConvertExt.FromOADate(Convert.ToInt32(parameterValue)));
}
}
catch (ArgumentException)
{
throw new ReconciliationConversionException(String.Format(CultureInfo.CurrentCulture, "Unable to convert {0}, value = {1}, to DateTime",
parameterName, parameterValue));
}
catch (NotSupportedException)
{
throw new ReconciliationConversionException(String.Format(CultureInfo.CurrentCulture, "Unable to convert {0}, value = {1}, to DateTime",
parameterName, parameterValue));
}
catch (FormatException)
{
throw new ReconciliationConversionException(String.Format(CultureInfo.CurrentCulture, "Unable to convert {0}, value = {1}, to DateTime",
parameterName, parameterValue));
}
catch (OverflowException)
{
throw new ReconciliationConversionException(String.Format(CultureInfo.CurrentCulture, "Unable to convert {0}, value = {1}, to DateTime",
parameterName, parameterValue));
}
catch (Exception)
{
throw;
}
}
public FuturesTrade(HugoDataSet.FuturesPositionsRow row)
{
tradeId = -1;
tradeType = (row.Discrepancy > 0) ? "Sell" : "Buy";
tradeVolume = Convert.ToDouble(Math.Abs(row.Discrepancy));
subAcctName = row.SubAcctName;
underlyingSymbol = row.FuturesSymbol;
tradeMedium = "Correction";
tradeReason = "Journal";
tradeDate = ConvertExt.ToValidDateTime(null);
tradeNote = "Added by reconciliation client to match clearing house position";
traderName = Utilities.TraderName;
}
public StockTrade(HugoDataSet.MerrillStockTradesRow row)
{
tradeId = row.TradeId;
tradeType = ConvertTradeTypeName(row.TradeTypeName, row.CancelCode, ref shortFlag);
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
commission = row.Commission;
secFee = row.SECFee;
totalCost = Convert.ToDouble(row.TotalCost);
subAcctName = row.SubAcctName;
underlyingSymbol = row.StockSymbol;
exchangeName = row.ExchangeName.StartsWith("?") ? null : row.ExchangeName;
tradeMedium = ConvertExt.ToStringOrNull(row.TradeMediumName);
tradeNote = "Added by reconciliation client";
tradeDate = ConvertExt.ToValidDateTime(row.TradeDate);
traderName = Utilities.TraderName;
}
public FuturesTrade(HugoDataSet.HugoFuturesCorrectionsRow row)
{
tradeType = ConvertTradeTypeName(row.TradeTypeName, "", ref shortFlag);
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
subAcctName = row.SubAcctName;
underlyingSymbol = row.FuturesSymbol;
tradeMedium = ConvertExt.ToStringOrNull(row.TradeMediumName);
tradeDate = row.TradeDateTime;
totalCost = Convert.ToDouble(row.TotalCost);
if (row.RecordType == "Update")
{
tradeNote = "Changed to: " + row.DifferenceMsg;
}
else
{
tradeNote = "(" + row.RecordType + ")";
}
}
public StockTrade(HugoDataSet.HugoStockTradesRow row)
{
tradeId = row.TradeId;
tradeType = ConvertTradeTypeName(row.TradeTypeName, "", ref shortFlag);
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
subAcctName = row.SubAcctName;
underlyingSymbol = row.StockSymbol;
brokerName = ConvertExt.ToStringOrNull(row.BrokerName);
exchangeName = ConvertExt.ToStringOrNull(row.ExchangeName);
tradeMedium = ConvertExt.ToStringOrNull(row.TradeMediumName);
tradeReason = ConvertExt.ToStringOrNull(row.TradeReasonDescr);
tradeDate = row.TradeDateTime;
tradeNote = ConvertExt.ToStringOrNull(row.TradeNote);
traderName = ConvertExt.ToStringOrNull(row.TraderName);
totalCost = Convert.ToDouble(row.TotalCost);
taxLotId = ConvertExt.ToStringOrNull(row.TaxLotId);
commission = Convert.ToDouble(row.Commission);
secFee = Convert.ToDouble(row.SEC_Fee);
}
public FuturesTrade(HugoDataSet.HugoFuturesTradesRow row)
{
tradeId = row.TradeId;
tradeType = ConvertTradeTypeName(row.TradeTypeName, "", ref shortFlag);
tradeVolume = Convert.ToDouble(row.TradeVolume);
tradePrice = Convert.ToDouble(row.TradePrice);
subAcctName = row.SubAcctName;
underlyingSymbol = row.FuturesSymbol;
brokerName = ConvertExt.ToStringOrNull(row.BrokerName);
exchangeName = ConvertExt.ToStringOrNull(row.ExchangeName);
tradeMedium = ConvertExt.ToStringOrNull(row.TradeMediumName);
tradeReason = ConvertExt.ToStringOrNull(row.TradeReasonDescr);
tradeDate = row.TradeDateTime;
tradeNote = ConvertExt.ToStringOrNull(row.TradeNote);
traderName = ConvertExt.ToStringOrNull(row.TraderName);
totalCost = Convert.ToDouble(row.TotalCost);
commission = Convert.ToDouble(row.Commission);
nfaFee = Convert.ToDouble(row.NFAFee);
exchangeFee = Convert.ToDouble(row.ExchangeFee);
clearingFee = Convert.ToDouble(row.ClearingFee);
}
