public void PerformSpeculativeFlagging(List <EQSpeculativeVo> eqSpeculativeVoList)
{
EQSpeculativeVo eqSpeculativeVo = new EQSpeculativeVo();
EQTransactionVo eqTransactionVo = new EQTransactionVo();
List <EQTransactionVo> eqTransactionVoList = new List <EQTransactionVo>();
int speculativeGroupCount = eqSpeculativeVoList.Count;
int speculativeTransactionCount = 0;
float buyQuantity = 0;
float sellQuantity = 0;
float cummBuyQuantity = 0;
float cummSellQuantity = 0;
int i = 0;
int j = 0;
for (i = 0; i < speculativeGroupCount; i++)
{
eqTransactionVoList = new List <EQTransactionVo>();
speculativeTransactionCount = eqSpeculativeVoList[i].EQTransactionVoList.Count;
for (j = 0; j < speculativeTransactionCount; j++)
{
if (eqSpeculativeVoList[i].EQTransactionVoList[j].BuySell == "B")
{
buyQuantity = buyQuantity + eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
}
else
{
sellQuantity = sellQuantity + eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
}
}
if (buyQuantity == sellQuantity)
{
for (j = 0; j < speculativeTransactionCount; j++)
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 1;
}
}
else if ((buyQuantity > 0 && sellQuantity == 0) || (sellQuantity > 0 && buyQuantity == 0))
{
for (j = 0; j < speculativeTransactionCount; j++)
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 0;
}
}
else if (buyQuantity > sellQuantity)
{
cummSellQuantity = sellQuantity;
cummBuyQuantity = 0;
for (j = 0; j < speculativeTransactionCount; j++)
{
if (eqSpeculativeVoList[i].EQTransactionVoList[j].BuySell == "S")
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 1;
}
else
{
cummBuyQuantity = cummBuyQuantity + eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
if (cummBuyQuantity <= sellQuantity)
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 1;
cummSellQuantity = cummSellQuantity - eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
}
else if (cummBuyQuantity > sellQuantity && cummSellQuantity > 0)
{
eqTransactionVo = new EQTransactionVo();
eqTransactionVo = (eqSpeculativeVoList[i].EQTransactionVoList[j]).Clone();
eqTransactionVo.IsSpeculative = 1;
eqTransactionVo.IsSplit = 1;
eqTransactionVo.Quantity = cummSellQuantity;
eqTransactionVo.SplitTransactionId = eqTransactionVo.TransactionId;
eqTransactionVoList.Add(eqTransactionVo);
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 0;
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSplit = 1;
eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity = eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity - cummSellQuantity;
cummSellQuantity = 0;
}
else
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 0;
}
}
}
}
else
{
cummBuyQuantity = buyQuantity;
cummSellQuantity = 0;
for (j = 0; j < speculativeTransactionCount; j++)
{
if (eqSpeculativeVoList[i].EQTransactionVoList[j].BuySell == "B")
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 1;
}
else
{
cummSellQuantity = cummSellQuantity + eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
if (cummSellQuantity <= buyQuantity)
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 1;
cummBuyQuantity = cummBuyQuantity - eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity;
}
else if (cummSellQuantity > buyQuantity && cummBuyQuantity > 0)
{
eqTransactionVo = new EQTransactionVo();
eqTransactionVo = (eqSpeculativeVoList[i].EQTransactionVoList[j]).Clone();
eqTransactionVo.IsSpeculative = 1;
eqTransactionVo.IsSplit = 1;
eqTransactionVo.Quantity = cummBuyQuantity;
eqTransactionVo.SplitTransactionId = eqTransactionVo.TransactionId;
eqTransactionVoList.Add(eqTransactionVo);
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 0;
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSplit = 1;
eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity = eqSpeculativeVoList[i].EQTransactionVoList[j].Quantity - cummBuyQuantity;
cummBuyQuantity = 0;
}
else
{
eqSpeculativeVoList[i].EQTransactionVoList[j].IsSpeculative = 0;
}
}
}
}
UpdateSpeculativeTrades(eqSpeculativeVoList[i].EQTransactionVoList);
AddEquityTransaction(eqTransactionVoList, 1665);
}
}
public List <EQSpeculativeVo> GetEquitySpeculativeTradeGroups(DateTime tradeDate)
{
List <EQSpeculativeVo> eqSpeculativeVoList = new List <EQSpeculativeVo>();
EQSpeculativeVo eqSpeculativeVo = new EQSpeculativeVo();
Database db;
DbCommand getEquitySpeculativeTradeGroupsCmd;
DataSet dsEquitySpeculativeTradeGroups;
DataTable dtEquitySpeculativeTradeGroups;
try
{
db = DatabaseFactory.CreateDatabase("wealtherp");
getEquitySpeculativeTradeGroupsCmd = db.GetStoredProcCommand("SP_GetEquityTradeGroups");
db.AddInParameter(getEquitySpeculativeTradeGroupsCmd, "@Trade_Date", DbType.String, tradeDate);
dsEquitySpeculativeTradeGroups = db.ExecuteDataSet(getEquitySpeculativeTradeGroupsCmd);
dtEquitySpeculativeTradeGroups = dsEquitySpeculativeTradeGroups.Tables[0];
eqSpeculativeVoList = new List <EQSpeculativeVo>();
foreach (DataRow dr in dtEquitySpeculativeTradeGroups.Rows)
{
eqSpeculativeVo = new EQSpeculativeVo();
if (dr["C_CustomerId"].ToString() != null && dr["C_CustomerId"].ToString() != string.Empty)
{
eqSpeculativeVo.CustomerId = int.Parse(dr["C_CustomerId"].ToString());
}
if (dr["PEM_ScripCode"].ToString() != null && dr["PEM_ScripCode"].ToString() != string.Empty)
{
eqSpeculativeVo.ScripCode = int.Parse(dr["PEM_ScripCode"].ToString());
}
if (dr["TradeDate"].ToString() != null && dr["TradeDate"].ToString() != string.Empty)
{
eqSpeculativeVo.Date = dr["TradeDate"].ToString();
}
if (dr["CETA_AccountId"].ToString() != null && dr["CETA_AccountId"].ToString() != string.Empty)
{
eqSpeculativeVo.AccountId = int.Parse(dr["CETA_AccountId"].ToString());
}
eqSpeculativeVo.BrokerCode = dr["XB_BrokerCode"].ToString();
eqSpeculativeVo.Exchange = dr["XE_ExchangeCode"].ToString();
eqSpeculativeVo.EQTransactionVoList = GetEquityTransactionsForSpeculativeFlagging(eqSpeculativeVo.CustomerId, eqSpeculativeVo.AccountId, eqSpeculativeVo.ScripCode, eqSpeculativeVo.BrokerCode, eqSpeculativeVo.Date, eqSpeculativeVo.Exchange);
eqSpeculativeVoList.Add(eqSpeculativeVo);
}
}
catch (BaseApplicationException Ex)
{
throw Ex;
}
catch (Exception Ex)
{
BaseApplicationException exBase = new BaseApplicationException(Ex.Message, Ex);
NameValueCollection FunctionInfo = new NameValueCollection();
FunctionInfo.Add("Method", "EQSpeculativeDao.cs:GetEquitySpeculativeTradeGroups()");
object[] objects = new object[2];
objects[0] = eqSpeculativeVoList;
FunctionInfo = exBase.AddObject(FunctionInfo, objects);
exBase.AdditionalInformation = FunctionInfo;
ExceptionManager.Publish(exBase);
throw exBase;
}
return(eqSpeculativeVoList);
}
