public List <CorporateAction> CorporateActions(Security security, DateTime date)
{
lock (corpObjLock)
{
if (!_corporateActions.ContainsKey(security.ID))
{
if (!_corporateActions.ContainsKey(security.ID))
{
_corporateActions.TryAdd(security.ID, new ConcurrentDictionary <DateTime, List <CorporateAction> >());
}
string tableName = _corporateActionTableName;
string searchString = "InstrumentID = " + security.ID;
string targetString = null;
DataTable table = Database.DB["Quant"].GetDataTable(tableName, targetString, searchString);
DataRowCollection rows = table.Rows;
foreach (DataRow r in rows)
{
string id = GetValue <string>(r, "ID");
DateTime declaredDate = GetValue <DateTime>(r, "DeclaredDate");
DateTime exDate = GetValue <DateTime>(r, "ExDate");
DateTime recordDate = GetValue <DateTime>(r, "RecordDate");
DateTime payableDate = GetValue <DateTime>(r, "PayableDate");
double amount = GetValue <double>(r, "Amount");
string frequency = GetValue <string>(r, "Frequency");
string type = GetValue <string>(r, "Type");
CorporateAction caction = new CorporateAction(id, security.ID, declaredDate, exDate, recordDate, payableDate, amount, frequency, type);
if (!_corporateActions[security.ID].ContainsKey(exDate))
{
_corporateActions[security.ID].TryAdd(exDate, new List <CorporateAction>());
}
_corporateActions[security.ID][exDate].Add(caction);
}
}
if (!_corporateActions.ContainsKey(security.ID))
{
_corporateActions.TryAdd(security.ID, new ConcurrentDictionary <DateTime, List <CorporateAction> >());
}
if (!_corporateActions[security.ID].ContainsKey(date))
{
_corporateActions[security.ID].TryAdd(date, new List <CorporateAction>());
}
if (_corporateActions.ContainsKey(security.ID) && _corporateActions[security.ID].ContainsKey(date))
{
return(_corporateActions[security.ID][date]);
}
return(new List <CorporateAction>());
}
}
public ActionResult Create(CorporateAction corporateaction)
{
GetViewDropDownData();
var CorpAct = db.CorporateActions.Where(f => f.ActionCode == corporateaction.ActionCode && f.RecordDate == corporateaction.RecordDate).SingleOrDefault();
if (CorpAct != null)
{
ModelState.AddModelError("Code", "Action Code already exist for the selected Symbol on that date.");
}
else
{
//ModelValidation(financialduedate);
}
if (ModelState.IsValid)
{
try
{
db.CorporateActions.Add(corporateaction);
db.SaveChanges();
TempData["Message"] = "Corporate Action Added Successfully.";
return(RedirectToAction("Index", new { Symbols = corporateaction.InstrumentCode }));
}
catch (Exception exp)
{
log.Error(exp);
ViewData["Message"] = "Error Adding Corporate Action code.";
ModelState.AddModelError("Error", "An error has occured please contact Administrator");
return(View(corporateaction));
}
}
return(View(corporateaction));
}
public async Task AddCorporateAction(CorporateAction action)
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var actionId = Guid.NewGuid();
action.Id = actionId;
var stockId = Guid.NewGuid();
action.Stock = stockId;
var messageHandler = mockRepository.Create <IRestClientMessageHandler>();
messageHandler.Setup(x => x.PostAsync <CorporateAction>(
It.Is <string>(x => x == "stocks/" + stockId + "/corporateactions"),
It.Is <CorporateAction>(x => x.GetType() == action.GetType() && x.Id == actionId)))
.Returns(Task.CompletedTask)
.Verifiable();
var resource = new CorporateActionResource(messageHandler.Object);
await resource.Add(stockId, action);
mockRepository.Verify();
}
public async Task GetCorporateAction(CorporateAction action)
{
var mockRepository = new MockRepository(MockBehavior.Strict);
var actionId = Guid.NewGuid();
action.Id = actionId;
var stockId = Guid.NewGuid();
action.Stock = stockId;
var messageHandler = mockRepository.Create <IRestClientMessageHandler>();
messageHandler.Setup(x => x.GetAsync <CorporateAction>(It.Is <string>(x => x == "stocks/" + stockId + "/corporateactions/" + actionId)))
.Returns(Task <CorporateAction> .FromResult(action as CorporateAction))
.Verifiable();
var resource = new CorporateActionResource(messageHandler.Object);
var result = await resource.Get(stockId, actionId);
result.Should().BeOfType(action.GetType()).And.BeEquivalentTo(new { Id = actionId });
mockRepository.Verify();
}
public void AddCorporateAction(Security security, CorporateAction action)
{
try
{
action.SecurityID = security.ID;
if (CorporateActions(action.Security, action.ExDate).Contains(action))
{
return;
}
_corporateActions[action.Security.ID][action.ExDate].Add(action);
}
catch { }
string searchString = "ID = '" + action.ID + "'";
string targetString = null;
DataTable table = Database.DB["Quant"].GetDataTable(_corporateActionTableName, targetString, searchString);
DataRowCollection rows = table.Rows;
if (rows.Count == 0)
{
DataRow r = table.NewRow();
r["ID"] = action.ID;
r["InstrumentID"] = security.ID;
r["DeclaredDate"] = action.DeclaredDate;
r["ExDate"] = action.ExDate;
r["RecordDate"] = action.RecordDate;
r["PayableDate"] = action.PayableDate;
r["Amount"] = action.Amount;
r["Frequency"] = action.Frequency;
r["Type"] = action.Type;
rows.Add(r);
Database.DB["Quant"].UpdateDataTable(table);
}
}
private void NQyesH3ccX(IFIXInstrument instrument, CorporateAction action)
{
if (this.NewCorporateAction != null)
{
this.NewCorporateAction(this, new CorporateActionEventArgs(action, instrument, this));
}
}
private void EmitNewCorporateAction(IFIXInstrument instrument, CorporateAction corporateAction)
{
if (this.NewCorporateAction != null)
{
this.NewCorporateAction(this, new CorporateActionEventArgs(corporateAction, instrument, this));
}
}
//
// GET: /CorporateActions/Details/5
public ActionResult Details(int id = 0)
{
CorporateAction corporateaction = db.CorporateActions.Find(id);
if (corporateaction == null)
{
return(HttpNotFound());
}
return(View(corporateaction));
}
//
// GET: /CorporateActions/Delete/5
public ActionResult Delete(int id = 0)
{
GetViewDropDownData();
CorporateAction corporateaction = db.CorporateActions.Find(id);
if (corporateaction == null)
{
return(HttpNotFound());
}
return(View(corporateaction));
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.A6MpF2380O.OnCorporateAction(instrument, corporateAction);
this.HeHpDewVKD.OnCorporateAction(instrument, corporateAction);
this.marketManager.OnCorporateAction(instrument, corporateAction);
this.ayRpJCTRPY.OnCorporateAction(instrument, corporateAction);
this.exits[instrument].OnCorporateAction(corporateAction);
this.entries[instrument].OnCorporateAction(corporateAction);
this.moneyManagers[instrument].OnCorporateAction(corporateAction);
this.riskManagers[instrument].OnCorporateAction(corporateAction);
}
public void ParseCorparateAction()
{
TimeSpan ts = new TimeSpan(0, 07, 02, 02, 881);
string data = "TRh;i1288;s1;SRe1;NOc14;t070202.881;";
CorporateAction TRh = new CorporateAction(data);
Assert.AreEqual(1288, TRh.i);
Assert.AreEqual(1, TRh.s);
Assert.AreEqual(1, TRh.SRe);
Assert.AreEqual(14, TRh.NOc);
Assert.AreEqual(ts, TRh.t);
}
internal void SetNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
if (!this.isActive)
{
return;
}
if (Trace.IsLevelEnabled(TraceLevel.Verbose))
{
Trace.WriteLine(string.Format("<Strategy.SetNewCorporateAction> {0} {1} {2}", this.Name, instrument.Symbol, corporateAction));
}
this.OnNewCorporateAction(instrument, corporateAction);
}
internal void a4glMfvIc(Instrument obj0, CorporateAction obj1)
{
if (!this.isActive)
{
return;
}
if (Trace.IsLevelEnabled(TraceLevel.Verbose))
{
Trace.WriteLine(string.Format("fdfs", (object)this.Name, (object)obj0.Symbol, (object)obj1));
}
this.OnNewCorporateAction(obj0, obj1);
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.marketManager.OnCorporateAction(instrument, corporateAction);
this.atsRuntimeCrossComponent.OnCorporateAction(instrument, corporateAction);
/*---------------------------------------------------*/
ATSComponent aTSComponent = this.atsComponents[instrument];
if (aTSComponent != null)
{
aTSComponent.OnCorporateAction(corporateAction);
}
/*---------------------------------------------------*/
//this.atsComponents[instrument].OnCorporateAction(corporateAction);
}
public ActionResult DeleteConfirmed(int id)
{
CorporateAction corporateaction = db.CorporateActions.Find(id);
try
{
db.CorporateActions.Remove(corporateaction);
db.SaveChanges();
TempData["Message"] = "Corporate Action was successfully Deleted.";
return(RedirectToAction("Index"));
}
catch (Exception exp)
{
TempData["Message"] = "Error Deleting Corporate Action.";
ModelState.AddModelError("Error", "An error has occured please contact Administrator");
return(RedirectToAction("Index"));
}
}
public ServiceResult AddCorporateAction(Guid stockId, CorporateAction corporateAction)
{
var stock = _StockQuery.Get(stockId);
if (stock == null)
{
return(ServiceResult <List <CorporateAction> > .NotFound());
}
ServiceResult result;
if (corporateAction is RestApi.CorporateActions.CapitalReturn capitalReturn)
{
stock.CorporateActions.AddCapitalReturn(capitalReturn.Id, capitalReturn.ActionDate, capitalReturn.Description, capitalReturn.PaymentDate, capitalReturn.Amount);
}
else if (corporateAction is RestApi.CorporateActions.CompositeAction compositeAction)
{
AddCompositeAction(stock, compositeAction);
}
else if (corporateAction is RestApi.CorporateActions.Dividend dividend)
{
stock.CorporateActions.AddDividend(dividend.Id, dividend.ActionDate, dividend.Description, dividend.PaymentDate, dividend.Amount, dividend.PercentFranked, dividend.DrpPrice);
}
else if (corporateAction is RestApi.CorporateActions.SplitConsolidation splitConsolidation)
{
stock.CorporateActions.AddSplitConsolidation(splitConsolidation.Id, splitConsolidation.ActionDate, splitConsolidation.Description, splitConsolidation.OriginalUnits, splitConsolidation.NewUnits);
}
else if (corporateAction is RestApi.CorporateActions.Transformation transformation)
{
var resultingStocks = transformation.ResultingStocks.Select(x => new Domain.CorporateActions.Transformation.ResultingStock(x.Stock, x.OriginalUnits, x.NewUnits, x.CostBase, x.AquisitionDate));
stock.CorporateActions.AddTransformation(transformation.Id, transformation.ActionDate, transformation.Description, transformation.ImplementationDate, transformation.CashComponent, transformation.RolloverRefliefApplies, resultingStocks);
}
else
{
result = ServiceResult.Error("Unkown Corporate Action type");
}
_Repository.Update(stock);
return(ServiceResult.Ok());
}
public ActionResult Edit(CorporateAction corporateaction)
{
GetViewDropDownData();
if (ModelState.IsValid)
{
try
{
db.Entry(corporateaction).State = System.Data.Entity.EntityState.Modified;
db.SaveChanges();
TempData["Message"] = "Corporate Action was Successfully Edited.";
return(RedirectToAction("Index", new { Symbols = corporateaction.InstrumentCode }));
}
catch (Exception exp)
{
ViewData["Message"] = "Error Editing Corporate Actions";
ModelState.AddModelError("Error", "An error has occured please contact Administrator");
return(View(corporateaction));
}
}
return(View(corporateaction));
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.runtimeCrossExit.OnCorporateAction(instrument, corporateAction);
this.runtimeCrossEntry.OnCorporateAction(instrument, corporateAction);
this.marketManager.OnCorporateAction(instrument, corporateAction);
this.exposureManager.OnCorporateAction(instrument, corporateAction);
/*---------------------------------------*/
Exit exit = this.exits[instrument];
if (exit != null)
{
exit.OnCorporateAction(corporateAction);
}
Entry entry = this.entries[instrument];
if (entry != null)
{
entry.OnCorporateAction(corporateAction);
}
MoneyManager moneyManager = this.moneyManagers[instrument];
if (moneyManager != null)
{
moneyManager.OnCorporateAction(corporateAction);
}
RiskManager riskManager = this.riskManagers[instrument];
if (riskManager != null)
{
riskManager.OnCorporateAction(corporateAction);
}
/*---------------------------------------*/
/*this.exits[instrument].OnCorporateAction(corporateAction);
* this.entries[instrument].OnCorporateAction(corporateAction);
* this.moneyManagers[instrument].OnCorporateAction(corporateAction);
* this.riskManagers[instrument].OnCorporateAction(corporateAction);*/
}
public virtual void OnCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
}
public static void Add(Instrument instrument, string suffix, CorporateAction corporateAction)
{
DataManager.Add(instrument.Symbol + SERIES_SEPARATOR + suffix, corporateAction);
}
static void Main(string[] args)
{
string text = System.IO.File.ReadAllText("tip_20150730_all.log");
string[] tipMessages = text.Split('\n');
for (int i = 0; i < tipMessages.Length; i++)
{
string[] messagefields = tipMessages[i].Split(';');
if (messagefields[0] == "BDBu")
{
BasicDataBusinessDate bdbu = new BasicDataBusinessDate(tipMessages[i]);
Console.WriteLine(bdbu.ToString());
}
else if (messagefields[0] == "BDSr")
{
BasicDataSource bdsr = new BasicDataSource(tipMessages[i]);
}
else if (messagefields[0] == "BDTe")
{
BasicDataTableEntry bdte = new BasicDataTableEntry(tipMessages[i]);
}
else if (messagefields[0] == "BDTs")
{
BasicDataTickSizeTable bdts = new BasicDataTickSizeTable(tipMessages[i]);
}
else if (messagefields[0] == "BDTz")
{
BasicDataTickSizeEntry bdtz = new BasicDataTickSizeEntry(tipMessages[i]);
}
else if (messagefields[0] == "BDp")
{
BasicDataParticipant bdp = new BasicDataParticipant(tipMessages[i]);
}
else if (messagefields[0] == "BDCv")
{
BasicDataClearingVenue bdcv = new BasicDataClearingVenue(tipMessages[i]);
}
else if (messagefields[0] == "BDx")
{
BasicDataExchange bdx = new BasicDataExchange(tipMessages[i]);
}
else if (messagefields[0] == "BDm")
{
BasicDataMarket bdm = new BasicDataMarket(tipMessages[i]);
}
else if (messagefields[0] == "BDTd")
{
BasicDataNonTradingDays bdtd = new BasicDataNonTradingDays(tipMessages[i]);
}
else if (messagefields[0] == "BDTm")
{
BasicDataTradingScheme bdtm = new BasicDataTradingScheme(tipMessages[i]);
}
else if (messagefields[0] == "BDLi")
{
BasicDataList bdli = new BasicDataList(tipMessages[i]);
}
else if (messagefields[0] == "BDs")
{
BasicDataSector bds = new BasicDataSector(tipMessages[i]);
}
else if (messagefields[0] == "BDIs")
{
BasicDataIssuer bdis = new BasicDataIssuer(tipMessages[i]);
}
else if (messagefields[0] == "BDt")
{
BasicDataTradable bdt = new BasicDataTradable(tipMessages[i]);
}
else if (messagefields[0] == "BDTr")
{
BasicDataTradableSupplementary bdtr = new BasicDataTradableSupplementary(tipMessages[i]);
}
else if (messagefields[0] == "BDSh")
{
BasicDataShare bdsh = new BasicDataShare(tipMessages[i]);
}
else if (messagefields[0] == "BDDe")
{
BasicDataDerivative bdde = new BasicDataDerivative(tipMessages[i]);
}
else if (messagefields[0] == "BDEt")
{
BasicDataFund bdet = new BasicDataFund(tipMessages[i]);
}
else if (messagefields[0] == "BDRi")
{
BasicDataRight bdri = new BasicDataRight(tipMessages[i]);
}
else if (messagefields[0] == "BDUi")
{
BasicDataUnderlyingInfo bdui = new BasicDataUnderlyingInfo(tipMessages[i]);
}
else if (messagefields[0] == "m")
{
OrderbookSummary m = new OrderbookSummary(tipMessages[i]);
}
else if (messagefields[0] == "BDLm")
{
BasicDataListMember bdlm = new BasicDataListMember(tipMessages[i]);
}
else if (messagefields[0] == "BDSm")
{
BasicDataSectorMember bdsm = new BasicDataSectorMember(tipMessages[i]);
}
else if (messagefields[0] == "EOBd")
{
EndOfBasicData eobd = new EndOfBasicData(tipMessages[i]);
}
else if (messagefields[0] == "BDIn")
{
BasicDataIndex bdin = new BasicDataIndex(tipMessages[i]);
}
else if (messagefields[0] == "BDIp")
{
BasicDataIndexSupplementary bdip = new BasicDataIndexSupplementary(tipMessages[i]);
}
else if (messagefields[0] == "BDIm")
{
BasicDataIndexMember bdim = new BasicDataIndexMember(tipMessages[i]);
}
else if (messagefields[0] == "Is")
{
IndexSummary indexsum = new IndexSummary(tipMessages[i]);
}
else if (messagefields[0] == "Iw")
{
IndexWeight indexw = new IndexWeight(tipMessages[i]);
}
else if (messagefields[0] == "TRh")
{
CorporateAction trh = new CorporateAction(tipMessages[i]);
}
else if (messagefields[0] == "s")
{
StateChange s = new StateChange(tipMessages[i]);
}
else if (messagefields[0] == "r")
{
OrderbookReferencePrice r = new OrderbookReferencePrice(tipMessages[i]);
}
else if (messagefields[0] == "o")
{
Orderbook1 o = new Orderbook1(tipMessages[i]);
}
else if (messagefields[0] == "p")
{
Orderbook2 p = new Orderbook2(tipMessages[i]);
}
else if (messagefields[0] == "z")
{
Orderbook3 z = new Orderbook3(tipMessages[i]);
}
else if (messagefields[0] == "u")
{
TradeStatistics1 u = new TradeStatistics1(tipMessages[i]);
}
else if (messagefields[0] == "v")
{
TradeStatistics2 v = new TradeStatistics2(tipMessages[i]);
}
else if (messagefields[0] == "w")
{
TradeStatistics3 w = new TradeStatistics3(tipMessages[i]);
}
else if (messagefields[0] == "c")
{
CallInformation1 c = new CallInformation1(tipMessages[i]);
}
else if (messagefields[0] == "Cl")
{
CallInformation2 cl = new CallInformation2(tipMessages[i]);
}
else if (messagefields[0] == "k")
{
MBPOrderSnapshot k = new MBPOrderSnapshot(tipMessages[i]);
}
else if (messagefields[0] == "t")
{
Trade t = new Trade(tipMessages[i]);
}
else if (messagefields[0] == "l")
{
TurnoverListUpdate l = new TurnoverListUpdate(tipMessages[i]);
}
else if (messagefields[0] == "i")
{
IndexUpdate i1 = new IndexUpdate(tipMessages[i]);
}
else if (messagefields[0] == "q")
{
MarketMakerQuote1 q = new MarketMakerQuote1(tipMessages[i]);
}
else if (messagefields[0] == "y")
{
MarketMakerQuote2 y = new MarketMakerQuote2(tipMessages[i]);
}
else if (messagefields[0] == "n")
{
News n = new News(tipMessages[i]);
}
else
{
throw new Exception("Unknown TIP Message = " + tipMessages[i]);
}
}
}
public async Task Add(Guid stockId, CorporateAction corporateAction)
{
await _MessageHandler.PostAsync <CorporateAction>("stocks/" + stockId + "/corporateactions", corporateAction);
}
public static void Add(string series, CorporateAction corporateAction)
{
DataManager.server.Add(series, corporateAction);
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.metaRiskManager.OnCorporateAction(instrument, corporateAction);
this.metaExposureManager.OnCorporateAction(instrument, corporateAction);
}
public ActionResult AddCorporateAction([FromRoute] Guid stockId, [FromBody] CorporateAction corporateAction)
{
var result = _Service.AddCorporateAction(stockId, corporateAction);
return(result.ToActionResult());
}
public static void Add(Instrument instrument, CorporateAction corporateAction)
{
DataManager.Add(instrument, SUFFIX_CORPORATE_ACTION, corporateAction);
}
public virtual void OnNewCorporateAction(CorporateAction corporateAction)
{
}
public CorporateActionEventArgs(CorporateAction corporateAction, IFIXInstrument instrument, IMarketDataProvider provider)
: base(instrument, provider)
{
this.CorporateAction = corporateAction;
}
protected override void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
this.kXJRQmVtwY.OnCorporateAction(instrument, corporateAction);
this.k7bROYTXtn.OnCorporateAction(instrument, corporateAction);
}
protected virtual void OnNewCorporateAction(Instrument instrument, CorporateAction corporateAction)
{
}
