/// <summary>
/// Creates a sector element.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
/// <param name="sectorRow">The sector record used to create the Xml element.</param>
public SectorElement(AppraisalDocument appraisalDocument, ClientMarketData.SectorRow sectorRow) :
base("Sector", appraisalDocument)
{
// The sector id and name are taken directly from the SectorRow record.
AddAttribute("SectorId", sectorRow.SectorId.ToString());
AddAttribute("SortOrder", sectorRow.SortOrder.ToString());
AddAttribute("Name", sectorRow.ObjectRow.Name.ToString());
// If there is a target percentage associated with this sector, add it to the attribute list.
ClientMarketData.SectorTargetRow sectorTargetRow =
ClientMarketData.SectorTarget.FindByModelIdSectorId(appraisalDocument.ModelRow.ModelId,
sectorRow.SectorId);
if (sectorTargetRow != null)
{
AddAttribute("ModelPercent", sectorTargetRow.Percent.ToString());
}
// If there is a position record associated with this sector, then add the externally supplied data to the
// record. Since the tax lots are always aggregated as we need them into a position, there's no static table
// that keeps position data. This information is generally from an outside system that is related to the
// position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, sectorRow.SectorId, Shadows.Quasar.Common.PositionType.Long);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
}
/// <summary>
/// Creates an 'Unclassified' Sector.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
public SectorElement(AppraisalDocument appraisalDocument) :
base("Sector", appraisalDocument)
{
// The sector id and name are taken directly from the SectorRow record.
AddAttribute("SectorId", "0");
AddAttribute("SortOrder", "0");
AddAttribute("Name", "Unclassified");
}
/// <summary>
/// Creates a common element for the AppraisalDocument.
/// </summary>
/// <param name="name">The local name of the node.</param>
/// <param name="appraisalDocument">The parent document.</param>
public AppraisalElement(AppraisalDocument appraisalDocument) : base("Appraisal", appraisalDocument)
{
// The top level account information is used to add the user data to the top level of the appraisal.
ClientMarketData.AccountRow accountRow = appraisalDocument.AccountRow;
// Add any top-level data associated with this account (such as aggregate risk, account level quantitative
// calculations, etc.
if (accountRow != null)
{
if (!accountRow.IsUserData0Null())
{
AddAttribute("UserData0", accountRow.UserData0.ToString());
}
if (!accountRow.IsUserData1Null())
{
AddAttribute("UserData1", accountRow.UserData1.ToString());
}
if (!accountRow.IsUserData2Null())
{
AddAttribute("UserData2", accountRow.UserData2.ToString());
}
if (!accountRow.IsUserData3Null())
{
AddAttribute("UserData3", accountRow.UserData3.ToString());
}
if (!accountRow.IsUserData4Null())
{
AddAttribute("UserData4", accountRow.UserData4.ToString());
}
if (!accountRow.IsUserData5Null())
{
AddAttribute("UserData5", accountRow.UserData5.ToString());
}
if (!accountRow.IsUserData6Null())
{
AddAttribute("UserData6", accountRow.UserData6.ToString());
}
if (!accountRow.IsUserData7Null())
{
AddAttribute("UserData7", accountRow.UserData7.ToString());
}
}
}
/// <summary>
/// Creates an element in the Appraisal Document that represents a fund's or account's position.
/// </summary>
/// <param name="appraisalDocument">The parent document.</param>
/// <param name="driverAccount">Identifies the individual position at the account/security/position level.</param>
public AccountElement(AppraisalDocument appraisalDocument, AppraisalSet.AccountRow driverAccount) :
base("Account", appraisalDocument)
{
// Get the account record from the account id. This record drives most of the data that appears in this element.
ClientMarketData.AccountRow accountRow =
ClientMarketData.Account.FindByAccountId(driverAccount.AccountId);
// Count up the compliance violations
int violationCount = 0;
foreach (DataRowView dataRowView in
ClientMarketData.Violation.UKViolationAccountIdSecurityIdPositionTypeCode.FindRows(
new object[] { driverAccount.AccountId, driverAccount.SecurityId, driverAccount.PositionTypeCode }))
{
ClientMarketData.ViolationRow violationRow = (ClientMarketData.ViolationRow)dataRowView.Row;
if (violationRow.RestrictionRow.Severity > 0)
{
violationCount++;
}
}
AddAttribute("Violation", violationCount);
// Add the essential attributes to the element.
AddAttribute("AccountId", accountRow.AccountId.ToString());
// Aggregate the tax lot positions and cost.
decimal taxLotQuantity = 0.0M;
decimal taxLotCost = 0.0M;
foreach (ClientMarketData.TaxLotRow taxLotRow in accountRow.GetTaxLotRows())
{
if (taxLotRow.SecurityId == driverAccount.SecurityId &&
taxLotRow.PositionTypeCode == driverAccount.PositionTypeCode)
{
taxLotQuantity += taxLotRow.Quantity;
taxLotCost += taxLotRow.Cost * taxLotRow.Quantity;
}
}
AddAttribute("TaxLotQuantity", taxLotQuantity.ToString());
AddAttribute("TaxLotCost", taxLotCost.ToString());
// Aggregate the proposed orders positions.
decimal proposedOrderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.proposedOrderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.ProposedOrderRow proposedOrderRow = (ClientMarketData.ProposedOrderRow)dataRowView.Row;
proposedOrderQuantity += proposedOrderRow.Quantity *
proposedOrderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("ProposedOrderQuantity", proposedOrderQuantity.ToString());
// Aggregate the orders.
decimal orderQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.orderView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.OrderRow orderRow = (ClientMarketData.OrderRow)dataRowView.Row;
orderQuantity += orderRow.Quantity *
orderRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("OrderQuantity", orderQuantity.ToString());
// Aggregate the allocations.
decimal allocationQuantity = 0.0M;
foreach (DataRowView dataRowView in
appraisalDocument.allocationView.FindRows(new object[] { driverAccount.AccountId, driverAccount.SecurityId,
driverAccount.PositionTypeCode }))
{
ClientMarketData.AllocationRow allocationRow = (ClientMarketData.AllocationRow)dataRowView.Row;
allocationQuantity += allocationRow.Quantity *
allocationRow.TransactionTypeRow.QuantitySign;
}
AddAttribute("AllocationQuantity", allocationQuantity.ToString());
}
/// <summary>
/// Creates an Equity Element for an Appriasal Document.
/// </summary>
/// <param name="appraisalDocument">The parent Xml Document.</param>
/// <param name="equityRow">An equity record from the data model.</param>
/// <param name="PositionTypeCode">Whether a short or long position.</param>
public EquityElement(AppraisalDocument appraisalDocument, ClientMarketData.EquityRow equityRow,
AppraisalSet.PositionRow positionRow) : base("Equity", appraisalDocument)
{
// These records are used to access information held in the ancestors.
ClientMarketData.SecurityRow securityRow = equityRow.SecurityRowByFKSecurityEquityEquityId;
ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow;
// Add the essential attributes for this element.
AddAttribute("SecurityId", equityRow.EquityId.ToString());
AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString());
AddAttribute("Name", objectRow.Name.ToString());
AddAttribute("PriceFactor", securityRow.PriceFactor.ToString());
AddAttribute("QuantityFactor", securityRow.QuantityFactor.ToString());
// Find the price based on the default currency found in the equity record. If the security master doesn't
// have a price for this security, provide dummy values to insure a market value can be calculated. Zero is a
// perfectly reasonable interpretation of a missing price.
ClientMarketData.PriceRow securityPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId(
securityRow.SecurityId, equityRow.SettlementId);
if (securityPrice == null)
{
AddAttribute("Price", "0.0");
}
else
{
if (ClientPreferences.Pricing == Pricing.Close)
{
AddAttribute("Price", securityPrice.ClosePrice.ToString());
}
if (ClientPreferences.Pricing == Pricing.Last)
{
AddAttribute("Price", securityPrice.LastPrice.ToString());
}
}
// Find the crossing price. This is used to convert any local price into the account's base currency. Provide
// defaults if the crossing price can be found. While this will lead to wrong values, they will be obvious on
// the appraisal.
ClientMarketData.PriceRow currencyPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId(
equityRow.SettlementId, appraisalDocument.AccountRow.CurrencyRow.CurrencyId);
if (currencyPrice == null)
{
AddAttribute("CloseCrossPrice", "0.0");
AddAttribute("LastCrossPrice", "0.0");
}
else
{
AddAttribute("CloseCrossPrice", currencyPrice.ClosePrice.ToString());
AddAttribute("LastCrossPrice", currencyPrice.LastPrice.ToString());
}
// Add a target percentage if one is associated with this security.
ClientMarketData.PositionTargetRow positionTargetRow =
ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode(
appraisalDocument.ModelRow.ModelId, equityRow.EquityId, positionRow.PositionTypeCode);
if (positionTargetRow != null)
{
AddAttribute("ModelPercent", positionTargetRow.Percent.ToString());
}
// If there is a position record associated with this, er.. position, then add the externally supplied data
// to the record. Since the tax lots are always aggregated as we need them into a position, there's no static
// table that keeps position data. This information is generally from an outside system that is related to
// the position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
// Add the account level aggregates for this security/position type pair.
foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows())
{
this.AppendChild(new AccountElement(appraisalDocument, accountRow));
}
}
/// <summary>
/// Creates a Currency Element for an Appraisal Document.
/// </summary>
/// <param name="appraisalDocument">The parent Xml Document.</param>
/// <param name="currencyRow">A currency record in the data model.</param>
/// <param name="PositionTypeCode">Whether a short or long position.</param>
public CurrencyElement(AppraisalDocument appraisalDocument, ClientMarketData.CurrencyRow currencyRow,
AppraisalSet.PositionRow positionRow) : base("Currency", appraisalDocument)
{
// These records are used to access information held in the ancestors.
ClientMarketData.SecurityRow securityRow = currencyRow.SecurityRow;
ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow;
// Add the essential attributes for this element.
AddAttribute("SecurityId", currencyRow.CurrencyId.ToString());
AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString());
AddAttribute("Name", objectRow.Name.ToString());
// Add the price info.
ClientMarketData.PriceRow priceRow =
ClientMarketData.Price.FindBySecurityIdCurrencyId(securityRow.SecurityId,
appraisalDocument.AccountRow.CurrencyRow.CurrencyId);
if (priceRow == null)
{
AddAttribute("Price", "0.0");
}
else
{
if (ClientPreferences.Pricing == Pricing.Close)
{
AddAttribute("Price", priceRow.ClosePrice.ToString());
}
if (ClientPreferences.Pricing == Pricing.Last)
{
AddAttribute("Price", priceRow.LastPrice.ToString());
}
}
// Add a target percentage if one is associated with this security.
ClientMarketData.PositionTargetRow positionTargetRow =
ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode(
appraisalDocument.ModelRow.ModelId, currencyRow.CurrencyId, positionRow.PositionTypeCode);
if (positionTargetRow != null)
{
AddAttribute("ModelPercent", positionTargetRow.Percent.ToString());
}
// If there is a position record associated with this, er.. position, then add the externally supplied data
// to the record. Since the tax lots are always aggregated as we need them into a position, there's no static
// table that keeps position data. This information is generally from an outside system that is related to
// the position, such as risk metrics or quantitative calculations.
ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode(
appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode);
if (position != null)
{
if (!position.IsUserData0Null())
{
AddAttribute("UserData0", position.UserData0.ToString());
}
if (!position.IsUserData1Null())
{
AddAttribute("UserData1", position.UserData1.ToString());
}
if (!position.IsUserData2Null())
{
AddAttribute("UserData2", position.UserData2.ToString());
}
if (!position.IsUserData3Null())
{
AddAttribute("UserData3", position.UserData3.ToString());
}
if (!position.IsUserData4Null())
{
AddAttribute("UserData4", position.UserData4.ToString());
}
if (!position.IsUserData5Null())
{
AddAttribute("UserData5", position.UserData5.ToString());
}
if (!position.IsUserData6Null())
{
AddAttribute("UserData6", position.UserData6.ToString());
}
if (!position.IsUserData7Null())
{
AddAttribute("UserData7", position.UserData7.ToString());
}
}
// Append the account level aggregates to this security/position type element.
foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows())
{
this.AppendChild(new AccountElement(appraisalDocument, accountRow));
}
}