private void AbnRecon(DateTime reportdate, List<CpTrade> trades)
{
var cplist = new List<string> {"LEK", "CQG", "FASTMATCH", "CURRENEX","EXANTE", ""};
var mltytrades = MultyTradesCheckBox.Checked;
var boTradeslist = CreateIdForBoTrades(getTradesFromDB(reportdate, cplist, true));
var numberBoTrades = boTradeslist.Count;
var cpmapping = getBOtoABNMapping();
var symbolMap = getSymbolMap();
var abnTradeslist = CreateIdForAbnTrades(getOnlyTrades(trades));
var recon = new List<Reconcilation>();
var db = new EXANTE_Entities();
foreach (var cpTrade in abnTradeslist)
{
List<Ctrade> ctrade;
if (boTradeslist.TryGetValue(cpTrade.Id, out ctrade))
{
cpTrade.BOTradeNumber = ctrade[0].tradeNumber.ToString();
cpTrade.BOcp = ctrade[0].cp_id;
cpTrade.Comment = ctrade[0].BOtradeTimestamp.Value.ToShortDateString();
ctrade[0].RecStatus = true;
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = EntityState.Modified;
db.Ctrades.Attach(ctrade[0]);
db.Entry(ctrade[0]).State = EntityState.Modified;
ctrade.RemoveAt(0);
if (ctrade.Count == 0)
{
boTradeslist.Remove(cpTrade.Id);
}
recon.Add(new Reconcilation
{
CpTrade_id = cpTrade.FullId,
Ctrade_id = Convert.ToInt64(cpTrade.BOTradeNumber),
Timestamp = DateTime.UtcNow,
username = "******",
valid = 1
});
}
else {
var t = 1;
// CheckMultitrades(cpTrade,boTradeslist.Values.SelectMany(x=>x).ToList());
}
}
db.SaveChanges();
/* List<Ctrade> bolist = null;
foreach (KeyValuePair<string, List<Ctrade>> keyValuePair in boTradeslist)
{
if ((keyValuePair.Value[0].RecStatus == false)&&(keyValuePair.Value[0].symbol_id.Contains("%/%.%.%20%")))
{
var t = 1;
}
bolist.Add(keyValuePair.Value[0]);
}*/
/* foreach (CpTrade cpTrade in abnTradeslist)
{
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = EntityState.Modified;
}*/
foreach (Reconcilation reconcilation in recon)
{
db.Reconcilations.Add(reconcilation);
}
db.SaveChanges();
}
private void FORTSReconciliation(string cp, string identify)
{
DateTime reportdate = ABNDate.Value; //todo Get report date from xml Processing date
TradesParserStatus.Text = "Processing";
var db = new EXANTE_Entities(_currentConnection);
if (!noparsingCheckbox.Checked)
{
List<InitialTrade> lInitTrades = OpenParsing(cp, identify);
List<CpTrade> lCptrades = OpenConverting(lInitTrades, cp);
foreach (CpTrade cptrade in lCptrades)
{
cptrade.ReportDate = reportdate.Date;
db.CpTrades.Add(cptrade);
}
SaveDBChanges(ref db);
}
else
{
DateTime nextdate = reportdate.AddDays(1);
Dictionary<string, Map> symbolmap = getMapping(cp);
//var symbolmap = getMap("OPEN");
IQueryable<CpTrade> cptradefromDb = from cptrade in db.CpTrades
where
cptrade.valid == 1 &&
(cptrade.BrokerId == cp) &&
// || cptrade.BrokerId == "MOEX-SPECTRA") &&
cptrade.ReportDate >= reportdate.Date &&
cptrade.ReportDate < (nextdate.Date) &&
cptrade.BOTradeNumber == null
select cptrade;
IQueryable<Contract> contractrow =
from ct in db.Contracts
where ct.valid == 1
select ct;
Dictionary<string, Contract> contractdetails = contractrow.ToDictionary(k => k.id, k => k);
foreach (CpTrade cpTrade in cptradefromDb)
{
if (cpTrade.Comment != null && cpTrade.Comment.Contains("REPO"))
{
int type = 1;
}
if (cpTrade.BOSymbol == null)
{
if (symbolmap.ContainsKey(cpTrade.Symbol + cpTrade.Type))
{
Map map = symbolmap[cpTrade.Symbol + cpTrade.Type];
cpTrade.BOSymbol = map.BOSymbol;
cpTrade.Price = cpTrade.Price*map.MtyPrice;
cpTrade.Qty = cpTrade.Qty*map.MtyVolume;
cpTrade.value = cpTrade.value*map.Leverage;
if (contractdetails.ContainsKey(map.BOSymbol))
{
cpTrade.ValueDate = contractdetails[map.BOSymbol].ValueDate;
}
else
{
cpTrade.ValueDate = map.ValueDate;
}
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
}
else
{
string symbol = cpTrade.Symbol;
if (symbol.Contains("A ") && (cpTrade.Type != "REPO")) //indetify option
{
cpTrade.Type = "OP";
string keysymbol = symbol.Substring(0, symbol.IndexOf("-")) + "OP";
Map map;
if (symbolmap.TryGetValue(keysymbol, out map))
{
int startindex = symbol.IndexOf("M", symbol.IndexOf("-"));
int endindex = symbol.IndexOf(" ", startindex);
cpTrade.ValueDate =
DateTime.ParseExact(
symbol.Substring(startindex + 1, endindex - 2 - (startindex + 1)), "ddMMyy",
CultureInfo.CurrentCulture);
int strikeindex = symbol.IndexOf("A ");
string bosymbol = map.BOSymbol + ".";
if (map.Round == 1)
{
bosymbol = bosymbol + cpTrade.ValueDate.Value.Day.ToString();
}
bosymbol = bosymbol + getLetterOfMonth(cpTrade.ValueDate.Value.Month) +
cpTrade.ValueDate.Value.Year.ToString() + ".";
cpTrade.BOSymbol = bosymbol + symbol.Substring(strikeindex - 1, 1) +
symbol.Substring(strikeindex + 2);
}
}
}
}
}
SaveDBChanges(ref db);
}
RecProcess(reportdate, cp);
TradesParserStatus.Text = "Done";
Console.WriteLine(""); // <-- For debugging use. */
}
private void RecProcess(DateTime reportdate, string ccp)
{
DateTime TimeStart = DateTime.Now;
LogTextBox.AppendText("\r\n" + TimeStart + ": " + "start " + ccp + " reconciliation");
var db = new EXANTE_Entities(_currentConnection);
Dictionary<string, Map> symbolmap = getMap(ccp);
DateTime nextdate = reportdate.AddDays(1);
IQueryable<CpTrade> cptradefromDb = from cptrade in db.CpTrades
where
cptrade.valid == 1 && cptrade.BrokerId == ccp &&
cptrade.ReportDate >= reportdate.Date &&
cptrade.ReportDate < (nextdate.Date) &&
cptrade.BOTradeNumber == null
select cptrade;
if (ccp == "ABN")
cptradefromDb = cptradefromDb.Where(o => o.TypeOfTrade == "01"); //.Contains(o.StatusCode))
if (ccp == "Mac")
cptradefromDb = cptradefromDb.Where(o => o.TypeOfTrade == "A");
if (ccp == "CFH")
cptradefromDb = cptradefromDb.Where(o => o.TypeOfTrade == "OnlineTrade");
//var filteredOrders = orders.Order.Where(o => allowedStatus.Contains(o.StatusCode));
List<CpTrade> cptradelist = cptradefromDb.ToList();
foreach (CpTrade cpTrade in cptradelist)
{
if (cpTrade.BOSymbol == null)
{
Map symbolvalue;
string key = cpTrade.Symbol + cpTrade.Type;
if (cpTrade.Type == "FU")
{
if (cpTrade.ValueDate != null) key = key + cpTrade.ValueDate.Value.ToShortDateString();
}
if (symbolmap.TryGetValue(key, out symbolvalue))
{
cpTrade.BOSymbol = symbolvalue.BOSymbol;
cpTrade.Qty = cpTrade.Qty*symbolvalue.MtyVolume;
cpTrade.Price = cpTrade.Price*symbolvalue.MtyPrice;
}
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
}
}
SaveDBChanges(ref db);
db.Dispose();
DateTime TimeStartReconciliation = DateTime.Now;
AbnRecon(reportdate, cptradelist, ccp);
DateTime TimeEndReconciliation = DateTime.Now;
LogTextBox.AppendText("\r\n" + TimeEndReconciliation.ToLongTimeString() + ": " +
"Reconciliation completed. Time:" +
(TimeStartReconciliation - TimeEndReconciliation).ToString() + "s");
}
private void button10_Click(object sender, EventArgs e)
{
var db = new EXANTE_Entities(_currentConnection);
var reportdate = new DateTime(2012, 05, 14);
var prevdate = new DateTime(2012, 05, 04);
DateTime TimeStart = DateTime.Now;
List<Ftbo> ftboitems =
(from ct in db.Ftboes
where
ct.botimestamp >= prevdate && ct.botimestamp <= reportdate &&
(ct.symbolId == "" || ct.symbolId == null) && ct.tradeNumber != null
select ct).ToList();
//ToDictionary(k => (k.tradeNumber.ToString()+k.gatewayId), k => k);
int index = 0;
Dictionary<string, string> ctradeitems =
(from ct in db.Ctrades
where ct.BOtradeTimestamp <= reportdate.Date && ct.BOtradeTimestamp >= prevdate.Date
select ct).ToDictionary(k => (k.tradeNumber.ToString() + k.gatewayId), k => k.symbol_id);
foreach (Ftbo ftbo in ftboitems)
{
string symbolid;
if (ctradeitems.TryGetValue(ftbo.tradeNumber.ToString() + ftbo.gatewayId, out symbolid))
{
ftbo.symbolId = symbolid;
db.Ftboes.Attach(ftbo);
db.Entry(ftbo).State = (EntityState)System.Data.Entity.EntityState.Modified;
index++;
}
else
{
LogTextBox.AppendText("\r\n" + "Didn't find trade for this id:" + ftbo.id + " " + ftbo.tradeNumber);
}
}
db.SaveChanges();
// var n = queryable.Count();
// var m = queryable2.Count();
DateTime TimeFutureParsing = DateTime.Now;
db.Dispose();
LogTextBox.AppendText("\r\n" + TimeFutureParsing.ToLongTimeString() + " Updating symbol completed for " +
index + " items. Time: " + (TimeFutureParsing - TimeStart).ToString() + "s");
}
private void cFHReconciliationToolStripMenuItem_Click(object sender, EventArgs e)
{
DateTime reportdate = ABNDate.Value; //todo Get report date from xml Processing date
var db = new EXANTE_Entities(_currentConnection);
if (!noparsingCheckbox.Checked)
{
List<InitialTrade> lInitTrades = CFHParsing();
List<CpTrade> lCptrades = OpenConverting(lInitTrades, "CFH");
foreach (CpTrade cptrade in lCptrades)
{
db.CpTrades.Add(cptrade);
}
SaveDBChanges(ref db);
}
else
{
DateTime nextdate = reportdate.AddDays(1);
Dictionary<string, Map> symbolmap = getMapping("CFH");
IQueryable<CpTrade> cptradefromDb = from cptrade in db.CpTrades
where cptrade.valid == 1 && cptrade.BrokerId == "CFH" &&
cptrade.ReportDate >= reportdate.Date &&
cptrade.ReportDate < (nextdate.Date) &&
cptrade.BOTradeNumber == null
select cptrade;
IQueryable<Contract> contractrow =
from ct in db.Contracts
where ct.valid == 1
select ct;
Dictionary<string, Contract> contractdetails = contractrow.ToDictionary(k => k.id, k => k);
foreach (CpTrade cpTrade in cptradefromDb)
{
if (cpTrade.BOSymbol == null && symbolmap.ContainsKey(cpTrade.Symbol))
{
Map map = symbolmap[cpTrade.Symbol];
cpTrade.BOSymbol = map.BOSymbol;
cpTrade.Price = cpTrade.Price*map.MtyPrice;
cpTrade.Qty = cpTrade.Qty*map.MtyVolume;
cpTrade.value = cpTrade.value*map.Leverage;
if (contractdetails.ContainsKey(map.BOSymbol))
{
cpTrade.ValueDate = contractdetails[map.BOSymbol].ValueDate;
}
else
{
cpTrade.ValueDate = map.ValueDate;
}
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
}
}
SaveDBChanges(ref db);
}
RecProcess(reportdate, "CFH");
}
private static void UpdateRecTrades(CpTrade cpTrade, List<Ctrade> ctrade, EXANTE_Entities db,
List<Reconcilation> recon)
{
long? botradenumber = ctrade[0].tradeNumber;
if (cpTrade.BOTradeNumber == null)
{
cpTrade.BOTradeNumber = botradenumber.ToString();
}
else
{
cpTrade.BOTradeNumber = cpTrade.BOTradeNumber + ";" + botradenumber.ToString();
}
cpTrade.BOcp = ctrade[0].cp_id;
cpTrade.BOSymbol = ctrade[0].symbol_id;
cpTrade.Comment = ctrade[0].BOtradeTimestamp.Value.ToShortDateString();
ctrade[0].RecStatus = true;
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
db.Ctrades.Attach(ctrade[0]);
db.Entry(ctrade[0]).State = (EntityState)System.Data.Entity.EntityState.Modified;
recon.Add(new Reconcilation
{
CpFull_id = cpTrade.FullId,
BOTradenumber = botradenumber,
Timestamp = DateTime.UtcNow,
username = "******",
valid = 1
});
SaveDBChanges(ref db);
}
private void updateOpenToolStripMenuItem_Click(object sender, EventArgs e)
{
DialogResult result = openFileDialog2.ShowDialog();
var lInitTrades = new List<CpTrade>();
if (result == DialogResult.OK) // Test result.
{
DateTime TimeStart = DateTime.Now;
LogTextBox.AppendText("\r\n" + TimeStart.ToLongTimeString() + ": " + "start OPEN trades uploading");
var db = new EXANTE_Entities(_currentConnection);
Dictionary<string, ColumnMapping> cMapping = (from ct in db.ColumnMappings
where ct.Brocker == "OPEN" && ct.FileType == "EXCEL"
select ct).ToDictionary(k => k.Type, k => k);
var ObjExcel = new Application();
//Открываем книгу.
Workbook ObjWorkBook = ObjExcel.Workbooks.Open(openFileDialog2.FileName,
0, false, 5, "", "",
false,
XlPlatform
.xlWindows,
"",
true, false, 0, true,
false, false);
//Выбираем таблицу(лист).
Worksheet ObjWorkSheet;
ObjWorkSheet = (Worksheet) ObjWorkBook.Sheets[cMapping["ST"].cTabName];
Range xlRange = ObjWorkSheet.UsedRange;
var tradescounter = new Dictionary<DateTime, int>();
int? i = cMapping["ST"].cLineStart;
int n = xlRange.Rows.Count;
int numberofchanges = 0;
while (i <= n)
{
if (xlRange.Cells[i, cMapping["ST"].cTradeDate].value2 != null)
{
if ((xlRange.Cells[i, cMapping["ST"].cFee2].value2 != null) ||
(xlRange.Cells[i, cMapping["ST"].cFee3].value2 != null))
{
string currExchorder = xlRange.Cells[i, cMapping["ST"].cExchangeOrderId].value2;
CpTrade currcptrade = (from ct in db.CpTrades
where
ct.BrokerId == "OPEN" &&
ct.exchangeOrderId.Contains(currExchorder)
select ct).FirstOrDefault();
if (currcptrade != null)
{
currcptrade.Fee2 = cMapping["ST"].cFee2 != null
? xlRange.Cells[i, cMapping["ST"].cFee2].value2
: null;
currcptrade.Fee3 = cMapping["ST"].cFee3 != null
? xlRange.Cells[i, cMapping["ST"].cFee3].value2
: null;
db.CpTrades.Attach(currcptrade);
db.Entry(currcptrade).State = (EntityState) System.Data.Entity.EntityState.Modified;
}
SaveDBChanges(ref db);
numberofchanges++;
}
}
i++;
}
db.Dispose();
LogTextBox.AppendText("\r\n Updated trades " + numberofchanges.ToString());
//***
}
}
private void UpdateMacSymbol(DateTime reportdate, string cp)
{
var db = new EXANTE_Entities(_currentConnection);
IQueryable<CpTrade> cptradefromDb = from cptrade in db.CpTrades
where
cptrade.valid == 1 && cptrade.BrokerId == "Mac" &&
cptrade.ReportDate >= reportdate.Date &&
cptrade.ReportDate <= (reportdate.Date) &&
cptrade.BOSymbol == null
select cptrade;
List<CpTrade> cptradelist = cptradefromDb.ToList();
/* var symbolmap = getMapping("Mac");
var contractrow =
from ct in db.Contracts
where ct.valid == 1
select ct;
var contractdetails = contractrow.ToDictionary(k => k.id, k => k);*/
Dictionary<string, Map> symbolmap = GetMapSymbol(cp, db);
foreach (CpTrade cpTrade in cptradelist)
{
Map symbolvalue;
if (symbolmap.TryGetValue(cpTrade.Symbol + cpTrade.Type, out symbolvalue))
{
string key = symbolvalue.BOSymbol + "." + getLetterOfMonth(cpTrade.ValueDate.Value.Month) +
cpTrade.ValueDate.Value.Year;
Contract mapContract;
cpTrade.Price = cpTrade.Price*symbolvalue.MtyPrice;
cpTrade.value = -cpTrade.Price*cpTrade.Qty*symbolvalue.Leverage;
cpTrade.Qty = cpTrade.Qty*symbolvalue.MtyVolume;
cpTrade.BOSymbol = key;
/* if (contractdetails.TryGetValue(key, out mapContract))
{
cpTrade.ValueDate = mapContract.ValueDate;
cpTrade.BOSymbol = key;
}
else
{
LogTextBox.AppendText("\r\n" + "Mac: No Map in Contracts for " + key);
}*/
}
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
SaveDBChanges(ref db);
}
}
private void ABNReconButtonClick(object sender, EventArgs e)
{
var reportdate = ABNDate.Value;//todo Get report date from xml Processing date
var testexample = new EXANTE_Entities();
var symbolmap = getMap("ABN");
if (noparsingCheckbox.Checked)
{
var nextdate = reportdate.AddDays(1);
var cptradefromDb = from cptrade in testexample.CpTrades
where
cptrade.TypeOfTrade == "01" && cptrade.valid == 1 && cptrade.BrokerId=="ABN" &&
cptrade.ReportDate >= reportdate.Date && cptrade.ReportDate < (nextdate.Date) &&
cptrade.BOTradeNumber == null
select cptrade;
var cptradelist = cptradefromDb.ToList();
foreach (CpTrade cpTrade in cptradelist)
{
if (cpTrade.BOSymbol == null)
{
Map symbolvalue;
var key = cpTrade.Symbol + cpTrade.Type;
if (cpTrade.Type == "FU") key = key + cpTrade.ValueDate.Value.ToShortDateString();
if (symbolmap.TryGetValue(key, out symbolvalue))
{
cpTrade.BOSymbol = symbolvalue.BOSymbol;
}
testexample.CpTrades.Attach(cpTrade);
testexample.Entry(cpTrade).State = EntityState.Modified;
/* if (cpTrade.Type == "FW")
{
cpTrade.BOSymbol = cpTrade.BOSymbol + cpTrade.ValueDate.Value.ToShortDateString();
}*/
/* var tt = "GBP/USD.E2.23M2014";
var p=tt.IndexOf('.',tt.IndexOf('.')+1);// > -1)*/
}
}
testexample.SaveChanges();
AbnRecon(reportdate, cptradelist);
}
else
{
var allfromfile = new List<CpTrade>();
var futtrades = new List<CpTrade>();
var result = openFileDialog2.ShowDialog();
if (result == DialogResult.OK)
{
if (CliffCheckBox.Checked)
{
var cliffdict = LoadCliff(openFileDialog2.FileName, reportdate);
List<string> rowlist;
if (cliffdict.TryGetValue("610", out rowlist)) updateBalance(rowlist, reportdate);
if (cliffdict.TryGetValue("310", out rowlist))allfromfile = ExtractTradesFromCliff(rowlist, symbolmap);
if (cliffdict.TryGetValue("410", out rowlist))allfromfile.AddRange(ExtractTradesFromCliff(rowlist, symbolmap));
if (cliffdict.TryGetValue("210", out rowlist)) allfromfile.AddRange(ExtractOptionTradesFromCliff(rowlist, symbolmap));
}
else
{
allfromfile = ExtractTradesFromXml(symbolmap);
}
foreach (CpTrade tradeIndex in allfromfile)
{
testexample.CpTrades.Add(tradeIndex);
}
testexample.SaveChanges();
allfromfile = allfromfile.Where(s => s.TypeOfTrade == "01").ToList();
AbnRecon(reportdate, allfromfile);
}
}
}
private static void UpdateRecTrades(CpTrade cpTrade, List<Ctrade> ctrade, EXANTE_Entities db, Dictionary<string, List<Ctrade>> boTradeslist,
List<Reconcilation> recon)
{
var botradenumber = ctrade[0].tradeNumber;
if (cpTrade.BOTradeNumber == null)
{
cpTrade.BOTradeNumber = botradenumber.ToString();
}
else
{
cpTrade.BOTradeNumber = cpTrade.BOTradeNumber + ";" + botradenumber.ToString();
}
cpTrade.BOcp = ctrade[0].cp_id;
cpTrade.BOSymbol = ctrade[0].symbol_id;
cpTrade.Comment = ctrade[0].BOtradeTimestamp.Value.ToShortDateString();
ctrade[0].RecStatus = true;
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = EntityState.Modified;
db.Ctrades.Attach(ctrade[0]);
db.Entry(ctrade[0]).State = EntityState.Modified;
recon.Add(new Reconcilation
{
CpTrade_id = cpTrade.FullId,
Ctrade_id = botradenumber,
Timestamp = DateTime.UtcNow,
username = "******",
valid = 1
});
}
