private void LoadMorningPositions()
{
//changed this since nthBizday takes holidays into account, but positions table doesnt
DateTime dtcDate = Utils.GetNthBusinessDay(ProcessDate, -1);
DateTime g1Date = DateTime.Today; // Utils.GetLastWeekDay(ProcessDate);
StartingPositionParam g1p = new StartingPositionParam();
g1p.FileDate_Date.AddParamValue(g1Date);
g1p.ClearingNo.AddParamValue(Settings.Account);
//load all the morning positions
//g1pFact.LoadMinimal(G1BodPositions, g1p);
g1pFact.Load(G1BodPositions, g1p);
//make sure there are some positions
if (G1BodPositions.Count < 50)
{
// throw new Exception("Problem loading G1 positions. Only found " + G1BodPositions.Count);
}
//get the non NPB data
List <StartingPositionObject> tmp = G1BodPositions.FindAll(p => p.TradeCategory != "NPB");
foreach (StartingPositionObject g in tmp)
{
if (G1NonNpbPositions.ContainsKey(g.Cusip))
{
G1NonNpbPositions[g.Cusip].Add(g);
}
else
{
List <StartingPositionObject> t = new List <StartingPositionObject>();
t.Add(g);
G1NonNpbPositions.Add(g.Cusip, t);
}
}
//get the NPB data
G1NpbPositions = G1BodPositions.FindAll(p => p.TradeCategory == "NPB");
//Group NPB Data together by cusip
G1NpbPositions = GroupNpb(G1NpbPositions);
//load the DTC starting position
DtcPositionViewParam dp = new DtcPositionViewParam();
dp.DateofData_Date.AddParamValue(dtcDate);
dp.ParticipantID.AddParamValue(Settings.Account.ToInt());
dvFact.Load(DtcBodPositions, dp);
//make sure there are some positions
if (DtcBodPositions.Count < 1)
{
// throw new Exception("Problem loading DTC positions. Only found " + DtcBodPositions.Count);
}
//load occ positions
PositionParam occp = new PositionParam();
occp.ActivityDate_Date.AddParamValue(dtcDate);
pf.Load(OccBodPositions, occp);
//now load all the starting positions from G1
foreach (List <StartingPositionObject> g1 in G1NonNpbPositions.Values)
{
foreach (StartingPositionObject g in g1)
{
if (!string.IsNullOrEmpty(g.Cusip) && !DtcBodPositions.ContainsKey(g.Cusip.ToUpper()))
{
//no dtc position for cusip, add it
DtcBodPositions.Add(g.Cusip, new DtcPositionViewObject(dtcDate, g.Cusip, 0, 0, 0, 0, Settings.Account.ToInt(), dtcDate, g.Ticker));
}
}
}
// ------------------------------Alandias------------------------------
//If account is 269, it accounts for overnight deliveries for our 269 account
//if (Settings.Account == "269")
{
List <tblDTFPARTObject> DTFPO = new List <tblDTFPARTObject>();
tblDTFPARTFactory DTFPFact = new tblDTFPARTFactory();
tblDTFPARTParam DTFParam = new tblDTFPARTParam();
DTFParam.DateofData.AddParamValue(DateTime.Today);
DTFParam.TransOrigSource.AddParamValue("CFSD", "!="); //Alandias 20130301
//DTFParam.ParticipantNum.AddParamValue("0269");
DTFParam.ParticipantNum.AddParamValue(Settings.Account.PadLeft(4, '0'));
DTFParam.SubFunction.AddParamValue("DTFPDQ");
DTFParam.StatusCode.AddParamValue("m");
DTFPFact.Load(DTFPO, DTFParam);
List <tblDTFPARTObject> ItemsInDTFPOButNotInDtcBodPositions = new List <tblDTFPARTObject>();
foreach (tblDTFPARTObject t in DTFPO)
{
if (DtcBodPositions.ContainsKey(t.CUSIP.ToUpper()) || DtcBodPositions.ContainsKey(t.CUSIP))
{
switch (t.TransTypeNew.Trim())
{
case "026": //026 is deliver
DtcBodPositions[t.CUSIP.ToUpper()].UnPledgedQuantity -= Convert.ToInt32(t.ShareQuantity);
break;
case "027": //027 is receive
DtcBodPositions[t.CUSIP.ToUpper()].UnPledgedQuantity += Convert.ToInt32(t.ShareQuantity);
break;
}
}
else
{
ItemsInDTFPOButNotInDtcBodPositions.Add(t);
}
}
foreach (tblDTFPARTObject t in ItemsInDTFPOButNotInDtcBodPositions)
{
string tempticker = "";
if (Stocks.ContainsKey(t.CUSIP.ToUpper()))
{
StockViewObject s = null;
Stocks.TryGetValue(t.CUSIP.ToUpper(), out s);
if (s != null)
{
tempticker = s.Ticker;
}
else
{
tempticker = "zzzzUNKNOWN";
}
}
Int32 qty = 0;
switch (t.TransTypeNew.Trim())
{
case "026": //026 is deliver
qty -= Convert.ToInt32(t.ShareQuantity);
break;
case "027": //027 is receive
qty += Convert.ToInt32(t.ShareQuantity);
break;
}
if (!DtcBodPositions.ContainsKey(t.CUSIP.ToUpper()))
{
DtcBodPositions.Add(t.CUSIP.ToUpper(), new DtcPositionViewObject(dtcDate, t.CUSIP.ToUpper(), 0, 0, 0, qty, Settings.Account.ToInt(), dtcDate, tempticker));
}
else
{
DtcBodPositions[t.CUSIP.ToUpper()].UnPledgedQuantity += qty;
}
Int32 t1 = DtcBodPositions[t.CUSIP.ToUpper()].UnPledgedQuantity;
}
foreach (var temp in DtcBodPositions)
{
temp.Value.ShareQuantity = temp.Value.UnPledgedQuantity;
}
}
// -----------END-------------------Alandias---------------------------
a = "1";
}
private void ServerForm_Load(object sender, EventArgs e)
{
try
{
//load NSCC projected needs
ProjectedNeedFactory pnf = new ProjectedNeedFactory();
ProjectedNeedParam pnp = new ProjectedNeedParam();
List <ProjectedNeedObject> pn = new List <ProjectedNeedObject>();
pnp.DateOfData_Date.AddParamValue(DateTime.Today);
pnp.Todays_Current_Net_Position.AddParamValue(0, "<");
pnp.Participant_Clearing_Number.AddParamValue(Settings.DatabaseName);
pnf.Load(pn, pnp);
//load up todays projected needs
foreach (ProjectedNeedObject p in pn)
{
ProjectedNeedsSummaryObject ps = new ProjectedNeedsSummaryObject(p);
ps.Ticker = calc.UpdateStockInfo(p.CUSIP);
ProjectedNeeds.Add(ps);
}
//load up todays balance orders
BalanceOrderViewFactory bof = new BalanceOrderViewFactory();
BalanceOrderViewParam bop = new BalanceOrderViewParam();
List <BalanceOrderViewObject> bol = new List <BalanceOrderViewObject>();
List <BalanceOrderViewObject> combined = new List <BalanceOrderViewObject>();
bop.DateOfData_Date.AddParamValue(Utils.GetNthBusinessDay(DateTime.Today, -1));
bop.Participant_Clearing_Number.AddParamValue(Settings.Account.PadLeft(4, '0'));
bof.Load(bol, bop);
foreach (BalanceOrderViewObject b in bol)
{
BalanceOrderViewObject f = combined.Find(c => c.CUSIP == b.CUSIP);
if (f == null)
{
combined.Add(b);
}
else
{
f.Quantity += b.Quantity;
}
}
foreach (BalanceOrderViewObject b in combined)
{
if (ProjectedNeeds.Any(x => x.Cusip != null && b.CUSIP != null && x.Cusip.ToLower() == b.CUSIP.ToLower()))
{
var item = ProjectedNeeds.SingleOrDefault(x => x.Cusip.ToLower() == b.CUSIP.ToLower());
item.BeginningNeed += Math.Abs(b.Quantity.Value);
}
else
{
ProjectedNeedsSummaryObject ps = new ProjectedNeedsSummaryObject(b);
ps.Ticker = calc.UpdateStockInfo(b.CUSIP);
ProjectedNeeds.Add(ps);
}
}
//ALANDIAS--------Balance orders weren't updating for overnight deliveries------------------------------
if (combined.Count > 0)
{
List <tblDTFPARTObject> DTFPO = new List <tblDTFPARTObject>();
tblDTFPARTFactory DTFPFact = new tblDTFPARTFactory();
tblDTFPARTParam DTFParam = new tblDTFPARTParam();
DTFParam.DateofData.AddParamValue(DateTime.Today);
DTFParam.TransOrigSource.AddParamValue("CFSD", "!=");
DTFParam.ParticipantNum.AddParamValue(Settings.Account.PadLeft(4, '0'));
DTFParam.SubFunction.AddParamValue("DTFPDQ");
DTFParam.StatusCode.AddParamValue("m");
DTFParam.TransTypeNew.AddParamValue("026");
DTFParam.ContraParticipantNum.AddParamValue("0888");
DTFPFact.Load(DTFPO, DTFParam);
var BOinPN = ProjectedNeeds.Where(x => x.NeedType != null && x.NeedType.ToLower() == "balanceorder");
foreach (var b in BOinPN)
{
var overNightDelivery = DTFPO.SingleOrDefault(x => x.CUSIP.ToLower() == b.Cusip.ToLower());
if (overNightDelivery != null)
{
b.DeliveredToCns += Convert.ToInt32(overNightDelivery.ShareQuantity);
}
}
}
//------------------------------------------------------------------------------------------------------
//ALANDIAS NSCCMISCFILE----------------------------------------
//Please Note
//Misc import was done incorrectly. QuantityReceived is actually QuantityDelivered and vice versa
//Activity '15' is cancel and '02' is new deliver
//quantitydelivered with activity '15' means we received and it reduces the balance order we have to deliver
//QuantityReceived with activity '02' means we have to deliver
string NSCCMISCNewDeliver = "02";
string NSCCMISCCancel = "15";
vNSCCMiscellaneousActivityFactory MAF = new vNSCCMiscellaneousActivityFactory();
vNSCCMiscellaneousActivityParam MAP = new vNSCCMiscellaneousActivityParam();
List <vNSCCMiscellaneousActivityObject> MAList = new List <vNSCCMiscellaneousActivityObject>();
string Acct = Settings.Account.PadLeft(4, '0');
MAP.DateOfData.AddParamValue(DateTime.Today);
MAP.ParticipantClearingNumber.AddParamValue(Acct);
MAP.Activity.AddParamValue(NSCCMISCNewDeliver);
MAP.Activity.AddParamValue(NSCCMISCCancel);
MAF.Load(MAList, MAP);
var WhatWeHaveToDeliver = MAList.Where(x => (x.Activity == NSCCMISCNewDeliver) && (x.QuantityReceived != 0));
var ReduceBalanceOrder = MAList.Where(x => (x.Activity == NSCCMISCCancel) && (x.QuantityDelivered != 0));
foreach (vNSCCMiscellaneousActivityObject MAItem in WhatWeHaveToDeliver)
{
ProjectedNeedsSummaryObject ps = new ProjectedNeedsSummaryObject(MAItem);
ps.Ticker = calc.UpdateStockInfo(MAItem.CUSIP);
ProjectedNeeds.Add(ps);
}
foreach (vNSCCMiscellaneousActivityObject rbo in ReduceBalanceOrder)
{
if (ProjectedNeeds.Any(x => x.Cusip != null && rbo.CUSIP != null && x.Cusip.ToLower() == rbo.CUSIP.ToLower()))
{
var item = ProjectedNeeds.FirstOrDefault(x => x.Cusip.ToLower() == rbo.CUSIP.ToLower());
item.BeginningNeed -= Math.Abs(Convert.ToInt32(rbo.QuantityDelivered.Value));
}
/*
* else
* {
* ProjectedNeedsSummaryObject ps = new ProjectedNeedsSummaryObject(b);
* ps.Ticker = calc.UpdateStockInfo(b.CUSIP);
* ProjectedNeeds.Add(ps);
* }
*/
}
//--------------------------------------------------------------------------------
/*IncomingDeliveryOrderObject o = calc.AllDtcActivity.Find(p => p.ReasonCode == "620");
*
* int a = 5;*/
//load the data from the table first
foreach (IncomingDeliveryOrderObject ido in calc.AllDtcActivity)
{
if (ido.Receiver == "00000888" && ido.Deliverer == Settings.Account.Padded())
{
int i = ProjectedNeeds.Find("Cusip", ido.Cusip);
if (i != -1)
{
ProjectedNeeds[i].DeliveredToCns += ido.ShareQuantity.Value;
}
}
if (ido.Deliverer == "00000888" && ido.Receiver == Settings.Account.Padded())
{
int i = ProjectedNeeds.Find("Cusip", ido.Cusip);
if (i != -1)
{
ProjectedNeeds[i].Received += ido.ShareQuantity.Value;
}
}
if (ido.ReasonCode == "620" /*"030"*/ && ido.Deliverer == Settings.Account.Padded())
{
int i = ProjectedNeeds.Find("Cusip", ido.Cusip);
if (i != -1 && ProjectedNeeds[i].NeedType == "BalanceOrder")
{
ProjectedNeeds[i].DeliveredToCns += ido.ShareQuantity.Value;
CalcSummary();
ProjectedNeeds.Sort("OpenNeed", ListSortDirection.Descending);
}
}
//ALANDIAS added for NSCCMISC
if (ido.ReasonCode == "620" /*"030"*/ && ido.Deliverer == Settings.Account.Padded())
{
int i = ProjectedNeeds.Find("Cusip", ido.Cusip);
if (i != -1 && ProjectedNeeds[i].NeedType == "MiscellaneousFile")
{
ProjectedNeeds[i].DeliveredToCns += ido.ShareQuantity.Value;
CalcSummary();
ProjectedNeeds.Sort("OpenNeed", ListSortDirection.Descending);
}
}
}
ProjectedNeeds.Sort("OpenNeed", ListSortDirection.Descending);
foreach (DataGridViewColumn c in dgvRealTimePosition.Columns)
{
c.ReadOnly = true;
}
//dgvRealTimePosition.Columns["Ticker"].ReadOnly = false;
ColorRows();
//ETB stuff
EtbStockViewFactory ef = new EtbStockViewFactory();
EtbStockViewParam ep = new EtbStockViewParam();
List <EtbStockViewObject> temp = new List <EtbStockViewObject>();
ep.DateOfData_Date.AddParamValue(DateTime.Today);
ef.Load(temp, ep);
etbList = temp.ToDictionary(t => t.Symbol, t => t);
ep = new EtbStockViewParam();
temp = new List <EtbStockViewObject>();
ep.DateOfData_Date.AddParamValue(Utils.GetNthBusinessDay(DateTime.Today, -3));
ef.Load(temp, ep);
etbT3List = temp.ToDictionary(t => t.Symbol, t => t);
}
catch (Exception ex)
{
Trace.WriteLine(ex, TraceEnum.LoggedError);
MessageBox.Show("Error starting app: \r\n" + ex.ToString());
}
foreach (DataGridViewColumn c in dgvRealTimePosition.Columns)
{
c.ReadOnly = true;
}
CalcSummary();
}