public PositionTransferPortfolio(IAccountTypeInternal account, DateTime positionDate, IPositionTransfer parentTransfer)
: this()
{
this.Account = account;
this.PositionDate = positionDate;
this.ParentTransfer = parentTransfer;
}
public PositionTransferReportPortfolio(IAccountTypeInternal account, DateTime positionDate,
IPositionTransfer parentTransfer, IPositionTransferPortfolio beforePortfolio,
IPositionTransferPortfolio afterPortfolio)
: this()
{
this.Account = account;
this.PositionDate = positionDate;
this.ParentTransfer = parentTransfer;
this.BeforePortfolio = beforePortfolio;
this.AfterPortfolio = afterPortfolio;
assembleReportPositions(parentTransfer);
}
public static DataSet PortfolioTransferReport(IAccountTypeInternal account, DateTime positionDate,
IPositionTransfer parentTransfer, IPositionTransferPortfolio beforePortfolio,
IPositionTransferPortfolio afterPortfolio)
{
DataSet ds = new DataSet();
IPositionTransferReportPortfolio returnValue = new PositionTransferReportPortfolio(account,
positionDate,
parentTransfer,
beforePortfolio,
afterPortfolio);
return ds;
}
private void assembleReportPositions(IPositionTransfer parentTransfer)
{
IPositionTransferPositionCollection afterPortfolio = AfterPortfolio != null ? AfterPortfolio.Positions : new PositionTransferPositionCollection();
if (BeforePortfolio != null && BeforePortfolio.Positions != null && BeforePortfolio.Positions.Count > 0)
{
var uniqueInstruments = BeforePortfolio.Positions.Select(p => new { Before = true, Position = p })
.Concat(afterPortfolio.Select(p => new { Before = false, Position = p }))
.GroupBy(i => i.Position.PositionSize.Underlying.Key)
.Select(g =>
new
{
Before = g.FirstOrDefault(p => p.Before),
After = g.FirstOrDefault(p => !p.Before),
g.First().Position.ActualPrice,
g.First().Position.ExchangeRate,
UnderLying = g.First().Position.PositionSize.Underlying
})
.ToArray();
foreach (var line in uniqueInstruments)
{
IPositionTransferReportPosition pos = new PositionTransferReportPosition();
pos.ExchangeRate = line.ExchangeRate;
pos.ActualPrice = line.ActualPrice;
pos.InstrumentOfPosition = line.UnderLying;
if (line.Before != null)
{
IPositionTransferPosition before = line.Before.Position;
pos.BeforePositionSize = before.Get(p => p.PositionSize);
pos.ValueinEuroBefore = before.Get(p => p.ValueinEuro);
pos.PercentageOfPortfolioBefore = before.GetV(p => p.PercentageOfPortfolio).HasValue ? before.GetV(p => p.PercentageOfPortfolio).Value : 0m;
}
else
{
pos.BeforePositionSize = new InstrumentSize(0m, line.UnderLying);
pos.ValueinEuroBefore = new Money(0m, getCurrencyFromInstrument(line.UnderLying));
pos.PercentageOfPortfolioBefore = 0m;
}
if (line.After != null)
{
IPositionTransferPosition after = line.After.Position;
pos.AfterPositionSize = after.Get(p => p.PositionSize);
pos.ValueinEuroAfter = after.Get(p => p.ValueinEuro);
pos.PercentageOfPortfolioAfter = after.GetV(p => p.PercentageOfPortfolio).HasValue ? after.GetV(p => p.PercentageOfPortfolio).Value : 0m;
}
else
{
pos.AfterPositionSize = new InstrumentSize(0m, line.UnderLying);
pos.ValueinEuroAfter = new Money(0m, getCurrencyFromInstrument(line.UnderLying));
pos.PercentageOfPortfolioAfter = 0m;
}
//IPositionTransferReportPosition pos = new PositionTransferReportPosition();
//pos.ExchangeRate = line.ExchangeRate;
//pos.TransferPrice = line.TransferPrice;
//IPositionTransferPosition before = BeforePortfolio.Positions.Where(b => b.PositionSize.Underlying.Key == line.Key).ToList().FirstOrDefault();
//IPositionTransferPosition after = AfterPortfolio.Positions.Where(b => b.PositionSize.Underlying.Key == line.Key).ToList().FirstOrDefault();
//if (before != null)
//{
// pos.BeforePositionSize = before.PositionSize;
// pos.ValueinEuroBefore = before.ValueinEuro;
// pos.PercentageOfPortfolioBefore = before.PercentageOfPortfolio;
//}
//else
//{
// //pos.BeforePositionSize = new InstrumentSize(0m, line.Underlying);
// //pos.ValueinEuroBefore = new Money(0m, getCurrencyFromInstrument(line.Underlying));
// //pos.PercentageOfPortfolioBefore = 0m;
//}
//if (after != null)
//{
// pos.AfterPositionSize = after.PositionSize;
// pos.ValueinEuroAfter = after.ValueinEuro;
// pos.PercentageOfPortfolioAfter = after.PercentageOfPortfolio;
//}
//else
//{
// //pos.AfterPositionSize = new InstrumentSize(0m, line.Underlying);
// //pos.ValueinEuroAfter = new Money(0m, getCurrencyFromInstrument(line.Underlying));
// pos.PercentageOfPortfolioAfter = 0m;
//}
this.Positions.AddPosition(pos);
}
}
}
public PositionTransferDetails(IPositionTransfer transfer)
{
this.AIsInternal = transfer.AIsInternal;
this.BIsInternal = transfer.BIsInternal;
if (transfer.AccountA != null) this.AccountAID = transfer.AccountA.Key;
if (transfer.AccountB != null) this.AccountBID = transfer.AccountB.Key;
this.TransferDate = transfer.TransferDate;
this.TypeOfTransfer = transfer.TypeOfTransfer;
this.TransferAmount = transfer.TransferAmount == null ? 0 : transfer.TransferAmount.Quantity;
this.Status = transfer.TransferStatus;
this.IsInitialised = transfer.IsInitialised;
this.IsEditable = transfer.IsEditable;
}
private static void executeFundTransfer(IDalSession session, IPositionTransferDetailCollection transferDetails, IPositionTransfer transfer)
{
var fundPositions = transferDetails.Where(p => p.IsFundPosition);
bool transferOut;
foreach (IPositionTransferDetail detail in fundPositions)
{
if (transfer.AIsInternal)
{
transferOut = (detail.TxDirection == TransferDirection.FromAtoB);
ITransactionNTM tradeOut = transferPosition(session, detail, transfer.AccountA, transferOut);
detail.Transactions.AddTransactionNTM(tradeOut);
}
if (transfer.BIsInternal)
{
transferOut = (detail.TxDirection == TransferDirection.FromBtoA);
ITransactionNTM tradeIn = transferPosition(session, detail, transfer.AccountB, transferOut);
detail.Transactions.AddTransactionNTM(tradeIn);
}
}
}
private static void createTransferDetails(IPositionTransferPortfolio currentPortfolio, TransferType typeOfTransfer, decimal transferAmount, IPositionTransfer parent)
{
foreach (IPositionTransferPosition pos in currentPortfolio.Positions)
{
IPositionTransferDetail newDetail = new PositionTransferDetail(pos, typeOfTransfer, transferAmount);
parent.TransferDetails.AddPosition(newDetail);
}
}
private static IPositionTransferPortfolio assemblePortfolio(IDalSession session, int accountId, DateTime positionDate, IPositionTransfer transfer)
{
IPortfolioHistorical portfolio = HistoricalPositionAdapter.GetHistoricalPortfolio(session, accountId, positionDate);
IList<HistoricalPositionRowView> portfolioRows = GetHistoricalPositions(session, portfolio);
IPositionTransferPortfolio transferPortfolio = new PositionTransferPortfolio(portfolio.ParentAccount, positionDate, transfer);
foreach (HistoricalPositionRowView row in portfolioRows)
{
IPositionTransferPosition newRow = new PositionTransferPosition();
newRow.PositionSize = row.PositionSize;
newRow.ActualPrice = row.Price;
newRow.ExchangeRate = row.ExchangeRate;
newRow.ValueinEuro = row.Value;
newRow.PercentageOfPortfolio = row.Percentage;
transferPortfolio.Positions.AddPosition(newRow);
}
return transferPortfolio;
}
