public void TradeDateEvent(PostingEngineEnvironment env, Transaction element)
{
if (element.AccrualId == null)
{
// We have just cash here so what do we do ?
CommonRules.GenerateTradeDateJournals(env, element);
return;
}
var accrual = env.Accruals.ContainsKey(element.AccrualId) ? env.Accruals[element.AccrualId] : null;
if (accrual != null)
{
AccrualPayment(env, element, accrual);
return;
}
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);
}