/// <summary>
/// Copies the outline of a security position from the data model into the AppraisalSet.
/// </summary>
/// <param name="AccountId">AccountId of the position to search through.</param>
/// <param name="SecurityId">SecurityId of the position to search through.</param>
/// <param name="PositionTypeCode">Position Type Code of the position to search through.</param>
/// <remarks>
/// Table locks needed:
/// Read: Security
/// </remarks>
protected void BuildSecurity(int AccountId, int SecurityId, int PositionTypeCode)
{
// See if the given security exists already in the table of security. If this is the first time we've
// encountered this security, we need to add it to the driver tables and then recursively search the hierarchy
// and add every parent sector all the way up to the security classification scheme. If we've run across it
// already, we don't need to do anything related to the security.
AppraisalSet.SecurityRow driverSecurity = this.Security.FindBySecurityId(SecurityId);
if (driverSecurity == null)
{
// The AppraisalSet structure mirrors the structure of the MarketData. We have a common 'object' table that
// all object can use to navigate the tree structure. When adding a new element to the data structure,
// we need to add the object first to maintain integrity, then the security can be added.
AppraisalSet.ObjectRow objectRow = this.Object.AddObjectRow(SecurityId);
driverSecurity = this.Security.AddSecurityRow(objectRow);
// Recursively search the hierarchy all the way up to the security classification scheme. This will add
// any elements of the hierarchy that are not already part of the outline. Note that we first check to
// see if the security belongs to the given security scheme before building the links. This saves us from
// having unused fragments of other security scheme in the outline. This is useful when checking for
// unclassified security.
DataModel.SecurityRow securityRow = DataModel.Security.FindBySecurityId(SecurityId);
if (IsObjectInScheme(securityRow.ObjectRow))
{
BuildSector(securityRow.ObjectRow);
BuildScheme(securityRow.ObjectRow);
}
}
// At this point, we know that the security and all the sector have been added to the outline. Check to see
// if the position -- that is, the combination of security and whether we own it or have borrowed it -- exist
// in the outline. Add the combination if it doesn't.
AppraisalSet.PositionRow positionRow = this.Position.FindBySecurityIdPositionTypeCode(SecurityId, PositionTypeCode);
if (positionRow == null)
{
positionRow = this.Position.AddPositionRow(driverSecurity, PositionTypeCode);
}
// Finally, at the bottom of the list, is the account level information. This operation insures that only distinct account/position combinations
// appear in the document. This is very useful if the same account were to appear in different groups.
AppraisalSet.AccountRow driverAccount = this.Account.FindByAccountIdSecurityIdPositionTypeCode(AccountId, SecurityId, PositionTypeCode);
if (driverAccount == null)
{
driverAccount = this.Account.AddAccountRow(AccountId, SecurityId, PositionTypeCode);
}
}
/// <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));
}
}
