/// <summary>
/// Executes the command.
/// </summary>
/// <param name="reportParameters">Parameters used to get the data.</param>
/// <returns></returns>
public PositionReport Execute(PositionReportParameters reportParameters)
{
this.logger.Log(LogType.Trace, this.GetAssemblyName(), "Enter {0}.Execute", this.GetType().Name);
Guard.IsNotNull(reportParameters, "reportParameters");
var data = this.BuildData(reportParameters);
this.logger.Log(LogType.Trace, this.GetAssemblyName(), "Exit {0}.Execute", this.GetType().Name);
return(data);
}
/// <summary>
/// Gets the report data in cases where the data has not been supplied
/// </summary>
/// <param name="reportParameters">The report parameters.</param>
/// <returns>Report data where possible, or null if not.</returns>
public PositionReport BuildData(PositionReportParameters reportParameters)
{
var user = this.userIdentity.Username;
var runDateTime = this.dateTimeService.Now;
var date = runDateTime.Date;
string fundGroups = reportParameters.FundGroups.Any()
? string.Join(",", reportParameters.FundGroups.ConvertAll(i => i.Code))
: "ALL";
var fundGroupIds = reportParameters.FundGroups.Any()
? reportParameters.FundGroups.Select(g => g.FundGroupId).ToList()
: null;
var fundsWithDealingCalendars = this.GetRequiredFundsWithDealingCalendars(fundGroupIds, date).ToList();
var groups = fundsWithDealingCalendars.ConvertAll(f => f.Fund.FundGroup).Distinct();
// Get current values for funds selected (at the value date specified by its dealing calndar (or null for latest))
var valuationParams =
fundsWithDealingCalendars.ConvertAll(
f =>
new ValuationParameters
{
CdbPrtId = f.Fund.PrtId,
HedgeType = f.Fund.HedgeType,
ValuationType = f.Fund.ValuationType,
ValueDate = f.DealingCalendar == null ? null : f.DealingCalendar.DealingDate, // No dealing calendar = get latest valuation
});
var valuations = this.valuationRepository.GetValuationsByCdbPrtIdList(valuationParams);
// Get core trades for funds selected
//var tradeBlotterOptions = new CoreBlotterOptions { };
//this.orderManagementService.GetCoreTrades()
var forwardContracts = forwardContractRepository.GetForwardContractsByFundIdList(fundsWithDealingCalendars.ConvertAll(f => f.Fund.FundId));
var r = new Random();
var report =
PositionReportBuilder.Build()
.WithHeading("Position Report")
.WithSubHeading(string.Format("Daily Hedge Position Report for {0} funds.", fundGroups))
.WithSubHeading(string.Format("Run on {0:dd'-'MMM'-'yyyy} at {0:hh:mm:ss} by {1}", runDateTime, user))
.WithValidationError("This is a message that could be generated and shown at the top of the report! For example:");
groups.ForEach(
g =>
{
var group = PositionReportGroupBuilder.Build().WithHeading(g.Name);
report.WithGroup(group);
(from fundWithDealingCalendar in fundsWithDealingCalendars
where fundWithDealingCalendar.Fund.FundGroup.Equals(g)
select fundWithDealingCalendar.Fund).ForEach(
fnd =>
{
Valuation val = valuations.SingleOrDefault(v => v.CdbPrtId == fnd.PrtId);
ForwardContract fwd = forwardContracts.SingleOrDefault(fw => fw.FundId == fnd.FundId);
var randomError = r.Next(1, 100);
var row =
PositionReportRowBuilder.Build()
.WithFund(fnd)
.WithFundValue(val == null ? null : val.FundValue)
.WithFundValueDate(val == null ? null : val.ValueDate)
.WithHedgeCurrency(fnd.HedgeType == HedgeType.Investment ? fnd.FeedsInto.Ccy : fnd.Ccy)
.WithCurrentLevel(GetCurrentLevel(fwd, fnd.HedgeType));
// Example error
if (randomError < 6)
{
row.WithHighlight(true).WithMessage("Error " + randomError);
report.WithValidationError(string.Format("{0} has {1}", row.Fund.GamFundCode, row.Message));
}
group.WithRow(row);
});
});
return(report);
}
