public void InitDefaultValues()
{
TranDate = DateTime.Now.Date;
var setOfBooks = SetOfBooks.GetInstance(Session);
if (setOfBooks != null)
{
CounterCcy = setOfBooks.FunctionalCurrency;
}
var bsDefs = BankStmtDefaults.GetInstance(Session);
if (bsDefs != null)
{
TranCode = bsDefs.TranCode;
}
var cfDefs = CashFlowDefaults.GetInstance(Session);
if (cfDefs != null)
{
Counterparty = cfDefs.Counterparty;
Account = cfDefs.Account;
Activity = cfDefs.Activity;
}
}
public override void OnSetup()
{
CashDiscipline.Module.DatabaseUpdate.Updater.CreateCurrencies(ObjectSpace);
SetOfBooks.GetInstance(ObjectSpace);
CashDiscipline.Module.DatabaseUpdate.Updater.InitSetOfBooks(ObjectSpace);
CashDiscipline.Module.DatabaseUpdate.Updater.CreateDbObjects(ObjectSpace);
}
public override void OnSetup()
{
CashDisciplineTestHelper.RegisterCustomFunctions();
CashDiscipline.Module.DatabaseUpdate.Updater.CreateDbObjects(ObjectSpace);
CashDiscipline.Module.DatabaseUpdate.Updater.CreateCurrencies(ObjectSpace);
SetOfBooks.GetInstance(ObjectSpace);
CashDiscipline.Module.DatabaseUpdate.Updater.InitSetOfBooks(ObjectSpace);
}
public void AutoreconcileTransfers(System.Collections.IEnumerable bankStmts, bool commit)
{
// get session from first BankStmt. This assumes the same sessions are being used.
Session session = null;
foreach (BankStmt bs in bankStmts)
{
session = bs.Session;
break;
}
var snapshot = SetOfBooks.GetInstance(session).CurrentCashFlowSnapshot;
if (session == null)
{
return;
}
var transferActivity = session.GetObjectByKey <Activity>(
SetOfBooks.CachedInstance.ForexSettleActivity.Oid);
foreach (BankStmt bsi in bankStmts)
{
//Debug.Print(string.Format("Autoreconcile Activity {0} with {1}", bsi.Activity.Name, transferActivity.Name));
if (bsi.Activity != null && bsi.Activity.Oid == transferActivity.Oid)
{
// reconcile transfer
var cf = session.FindObject <CashFlow>(CriteriaOperator.Parse(
"TranDate = ? And Activity = ? And AccountCcyAmt = ? And Snapshot = ?",
bsi.TranDate, transferActivity, bsi.TranAmount, snapshot));
if (cf == null)
{
break;
}
BankStmtCashFlowForecast bsCff = ReconcileForecast(session, bsi, cf);
ChangeBankStmtToCashFlowForecast(bsCff.BankStmt, bsCff.CashFlow);
}
else
{
// reconcile anything else with matching date and amount
var cf = session.FindObject <CashFlow>(CriteriaOperator.Parse(
"TranDate = ? And AccountCcyAmt = ? And Snapshot = ?",
bsi.TranDate, bsi.TranAmount, snapshot));
if (cf == null)
{
break;
}
BankStmtCashFlowForecast bsCff = ReconcileForecast(session, bsi, cf);
ChangeBankStmtToCashFlowForecast(bsCff.BankStmt, bsCff.CashFlow);
}
}
if (commit)
{
session.CommitTransaction();
}
}
public static void InitSetOfBooks(IObjectSpace objSpace)
{
var setOfBooks = SetOfBooks.GetInstance(objSpace);
if (setOfBooks.ForexSettleActivity == null)
{
var activity = objSpace.FindObject <Activity>(CriteriaOperator.Parse("Name = ?", "Transfer"));
if (activity == null)
{
activity = objSpace.CreateObject <Activity>();
activity.Name = "Transfer";
activity.Save();
}
setOfBooks.ForexSettleActivity = activity;
}
// requires CreateCurrencies
setOfBooks.FunctionalCurrency = objSpace.FindObject <Currency>(
CriteriaOperator.Parse(Currency.FieldNames.Name + " = ?", "AUD"));
if (setOfBooks.ForexSettleCashFlowSource == null)
{
var source = objSpace.FindObject <CashFlowSource>(CriteriaOperator.Parse("Name = ?", "Fx Trade"));
if (source == null)
{
source = objSpace.CreateObject <CashFlowSource>();
source.Name = "Fx Trade";
source.Save();
}
setOfBooks.ForexSettleCashFlowSource = source;
}
if (setOfBooks.BankStmtCashFlowSource == null)
{
var source = objSpace.FindObject <CashFlowSource>(CriteriaOperator.Parse("Name = ?", "Stmt"));
if (source == null)
{
source = objSpace.CreateObject <CashFlowSource>();
source.Name = "Stmt";
source.Save();
}
setOfBooks.BankStmtCashFlowSource = source;
}
if (setOfBooks.CurrentCashFlowSnapshot == null)
{
var snapshot = objSpace.CreateObject <CashFlowSnapshot>();
snapshot.Name = "Current";
snapshot.Save();
setOfBooks.CurrentCashFlowSnapshot = snapshot;
}
objSpace.CommitChanges();
}
public FixCashFlowsAlgorithm(XPObjectSpace objSpace, CashFlowFixParam paramObj, CashFlowFixMapper mapper)
{
this.objSpace = objSpace;
this.paramObj = paramObj;
if (paramObj.Snapshot == null)
{
currentSnapshot = GetCurrentSnapshot(objSpace.Session);
}
else
{
currentSnapshot = paramObj.Snapshot;
}
if (paramObj.ApReclassActivity != null)
{
paramApReclassActivity = objSpace.GetObjectByKey <Activity>(objSpace.GetKeyValue(paramObj.ApReclassActivity));
}
defaultCounterparty = objSpace.FindObject <Counterparty>(
CriteriaOperator.Parse("Name LIKE ?", CashDiscipline.Common.Constants.DefaultFixCounterparty));
var query = new XPQuery <CashForecastFixTag>(objSpace.Session);
reversalFixTag = query
.Where(x => x.Name == CashDiscipline.Common.Constants.ReversalFixTag).FirstOrDefault();
revRecFixTag = query
.Where(x => x.Name == CashDiscipline.Common.Constants.RevRecFixTag).FirstOrDefault();
resRevRecFixTag = query
.Where(x => x.Name == CashDiscipline.Common.Constants.ResRevRecFixTag).FirstOrDefault();
payrollFixTag = query
.Where(x => x.Name == CashDiscipline.Common.Constants.PayrollFixTag).FirstOrDefault();
autoFixTag = query
.Where(x => x.Name == CashDiscipline.Common.Constants.AutoFixTag).FirstOrDefault();
setOfBooks = SetOfBooks.GetInstance(objSpace);
this.mapper = mapper;
this.sqlDeclareClauses = CreateSqlDeclareClauses();
var sqlStringUtil = new SqlStringUtil();
this.parameterCommandText = sqlStringUtil.CreateCommandText(sqlDeclareClauses);
}
public IList <CashFlow> GetSourceObjects(IEnumerable <Activity> activitiesToMap, IEnumerable <Account> accountsToMap)
{
var paramObj = this.paramObj;
var session = paramObj.Session;
var excludeSource = SetOfBooks.GetInstance(objSpace).BankStmtCashFlowSource;
var currentSnapshot = SetOfBooks.GetInstance(objSpace).CurrentCashFlowSnapshot;
var cop = CriteriaOperator.Parse(
string.Format("{0} Between(?, ?) And {1} <> ? And {2} = ?",
CashFlow.Fields.TranDate.PropertyName,
CashFlow.Fields.Source.PropertyName,
CashFlow.Fields.Snapshot.PropertyName),
paramObj.FromDate, paramObj.ToDate, excludeSource, currentSnapshot);
cop = GroupOperator.And(cop, new InOperator("Activity", activitiesToMap));
cop = GroupOperator.And(cop, new InOperator("Account", accountsToMap));
return(new XPCollection <CashFlow>(session, cop));
}
public void CalculateCounterCcyAmt(Currency fromCcy, decimal fromAmt)
{
var toCcy = SetOfBooks.GetInstance(fromCcy.Session).FunctionalCurrency;
if (fromCcy.Session != toCcy.Session)
{
throw new InvalidOperationException("Both currencies must be in the same session.");
}
var rateObj = GetForexRateObject(fromCcy, toCcy, ValueDate);
if (rateObj != null)
{
var usedRate = rateObj.ConversionRate;
SetPropertyValue("Rate", ref _Rate, usedRate);
SetPropertyValue("PrimaryCcyAmt", ref _PrimaryCcyAmt, Math.Round(fromAmt * usedRate, 2));
}
}
public void UpdateRate()
{
var fromAmt = CounterCcyAmt;
var fromCcy = CounterCcy;
if (this.PrimaryCcyAmt != 0.00M && this.CounterCcyAmt != 0.00M)
{
this.SetPropertyValue("Rate", ref this._Rate, Math.Round(this.CounterCcyAmt / this.PrimaryCcyAmt, 5));
}
else if (this.ValueDate != default(DateTime))
{
var toCcy = SetOfBooks.GetInstance(fromCcy.Session).FunctionalCurrency;
var ratethis = GetForexRateObject(fromCcy, toCcy, this.ValueDate);
if (ratethis != null)
{
var value = Math.Round(fromAmt * (decimal)ratethis.ConversionRate, 2);
this.SetPropertyValue("PrimaryCcyAmt", ref this._PrimaryCcyAmt, value);
}
}
}
public static void UpdateFunctionalCcyAmt(BankStmt obj, decimal fromAmt, Currency fromCcy)
{
var session = obj.Session;
if (fromCcy == null)
{
return;
}
if (SetOfBooks.CachedInstance.FunctionalCurrency.Oid == fromCcy.Oid)
{
obj.FunctionalCcyAmt = fromAmt;
}
else if (obj.TranDate != default(DateTime))
{
var rateObj = GetForexRateObject(session, fromCcy, SetOfBooks.GetInstance(obj.Session).FunctionalCurrency, (DateTime)obj.TranDate);
if (rateObj != null)
{
// TODO: do not assume that Functional Currency is 'AUD'
var value = fromAmt * (decimal)rateObj.ConversionRate;
obj.SetPropertyValue("FunctionalCcyAmt", ref obj._FunctionalCcyAmt, Math.Round(value, 2));
}
}
}
public static void UpdateFunctionalCcyAmt(CashFlow obj, decimal fromAmt, Currency fromCcy)
{
if (obj == null || fromCcy == null)
{
return;
}
var session = obj.Session;
var funcCcy = SetOfBooks.GetInstance(session).FunctionalCurrency;
if (SetOfBooks.CachedInstance.FunctionalCurrency.Oid == fromCcy.Oid)
{
obj.FunctionalCcyAmt = fromAmt;
}
else if (obj.TranDate != default(DateTime))
{
var rateObj = GetForexRateObject(session, fromCcy, funcCcy, (DateTime)obj.TranDate);
if (rateObj != null)
{
var value = fromAmt * (decimal)rateObj.ConversionRate;
obj.FunctionalCcyAmt = value;
}
}
}
public void GetSetOfBooksInstance()
{
#region Arrange
ObjectSpace.Session.Delete(new XPCollection(ObjectSpace.Session, typeof(SetOfBooks)));
ObjectSpace.CommitChanges();
var setOfBooks = SetOfBooks.GetInstance(ObjectSpace.Session);
ObjectSpace.CommitChanges();
var os = (XPObjectSpace)Application.CreateObjectSpace();
#endregion
#region Assert that SetOfBooks is not null
var setOfBooks1 = ObjectSpace.GetObjects <SetOfBooks>();
Assert.AreEqual(1, setOfBooks1.Count);
var setOfBooks2 = os.Session.FindObject <SetOfBooks>(PersistentCriteriaEvaluationBehavior.InTransaction, null);
Assert.NotNull(setOfBooks2);
#endregion
}
protected override void InitializeItems()
{
base.InitializeItems();
SetOfBooks.GetInstance(Application);
}
public void ReconcileBankStmtToCashFlowSnapshot()
{
#region Arrange Forex objects
// Currencies
var ccyAUD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "AUD"));
var ccyUSD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "USD"));
// Forex Rates
var rate = ObjectSpace.CreateObject <ForexRate>();
rate.ConversionDate = new DateTime(2013, 11, 01);
rate.FromCurrency = ccyAUD;
rate.ToCurrency = ccyUSD;
rate.ConversionRate = 0.9M;
rate.Save();
ObjectSpace.CommitChanges();
// Constants
decimal rate1 = 0.95M;
#endregion
#region Arrange Lookup Objects
var priAccount = ObjectSpace.CreateObject <Account>();
priAccount.Name = "VHA ANZ 70086";
priAccount.Currency = ccyAUD;
var couAccount = ObjectSpace.CreateObject <Account>();
couAccount.Name = "VHA ANZ USD";
couAccount.Currency = ccyUSD;
var forexActivity = SetOfBooks.GetInstance(ObjectSpace).ForexSettleActivity;
var outActivity = ObjectSpace.CreateObject <Activity>();
outActivity.Name = "AP Pymt";
var outCounterparty = ObjectSpace.CreateObject <Counterparty>();
outCounterparty.Name = "UNDEFINED";
var inCounterparty = ObjectSpace.CreateObject <Counterparty>();
inCounterparty.Name = "ANZ";
var forexCounterparty = ObjectSpace.CreateObject <ForexCounterparty>();
forexCounterparty.Name = "ANZ";
forexCounterparty.CashFlowCounterparty = inCounterparty;
var snapshot1 = ObjectSpace.CreateObject <CashFlowSnapshot>();
snapshot1.Name = "Snapshot 1";
#endregion
#region Create Cash Flow Forex Trade Objects
var cfCouForex1 = ObjectSpace.CreateObject <CashFlow>();
cfCouForex1.CalculateEnabled = false;
cfCouForex1.TranDate = new DateTime(2013, 11, 16);
cfCouForex1.Account = couAccount;
cfCouForex1.Activity = forexActivity;
cfCouForex1.Counterparty = inCounterparty;
cfCouForex1.AccountCcyAmt = 100;
cfCouForex1.FunctionalCcyAmt = 100 / rate1;
cfCouForex1.CounterCcyAmt = 100;
cfCouForex1.CounterCcy = ccyUSD;
cfCouForex1.ForexSettleType = CashFlowForexSettleType.In;
cfCouForex1.Description = "cfCouForex1";
cfCouForex1.Save();
var cfPriForex1 = ObjectSpace.CreateObject <CashFlow>();
cfPriForex1.CalculateEnabled = false;
cfPriForex1.TranDate = new DateTime(2013, 11, 16);
cfPriForex1.Account = priAccount;
cfPriForex1.Activity = forexActivity;
cfPriForex1.Counterparty = inCounterparty;
cfPriForex1.AccountCcyAmt = -100 / rate1;
cfPriForex1.FunctionalCcyAmt = -100 / rate1;
cfPriForex1.CounterCcyAmt = 100;
cfPriForex1.CounterCcy = ccyUSD;
cfPriForex1.ForexSettleType = CashFlowForexSettleType.In;
cfPriForex1.Description = "cfPriForex1";
cfPriForex1.Save();
var cfCouForex1a = ObjectSpace.CreateObject <CashFlow>();
cfCouForex1a.CalculateEnabled = false;
cfCouForex1a.TranDate = new DateTime(2013, 11, 16);
cfCouForex1a.Account = couAccount;
cfCouForex1a.Activity = forexActivity;
cfCouForex1a.Counterparty = inCounterparty;
cfCouForex1a.AccountCcyAmt = 100;
cfCouForex1a.FunctionalCcyAmt = 100 / rate1;
cfCouForex1a.CounterCcyAmt = 100;
cfCouForex1a.CounterCcy = ccyUSD;
cfCouForex1a.ForexSettleType = CashFlowForexSettleType.In;
cfCouForex1a.Description = "cfCouForex1a";
cfCouForex1a.Snapshot = snapshot1;
cfCouForex1a.Save();
var cfPriForex1a = ObjectSpace.CreateObject <CashFlow>();
cfPriForex1a.CalculateEnabled = false;
cfPriForex1a.TranDate = new DateTime(2013, 11, 16);
cfPriForex1a.Account = priAccount;
cfPriForex1a.Activity = forexActivity;
cfPriForex1a.Counterparty = inCounterparty;
cfPriForex1a.AccountCcyAmt = -100 / rate1;
cfPriForex1a.FunctionalCcyAmt = -100 / rate1;
cfPriForex1a.CounterCcyAmt = 100;
cfPriForex1a.CounterCcy = ccyUSD;
cfPriForex1a.ForexSettleType = CashFlowForexSettleType.In;
cfPriForex1a.Description = "cfPriForex1a";
cfPriForex1a.Snapshot = snapshot1;
cfPriForex1a.Save();
#endregion
#region Arrange Bank Stmt Forex Trade objects
var bsCouForex1 = ObjectSpace.CreateObject <BankStmt>();
bsCouForex1.TranDate = new DateTime(2013, 11, 16);
bsCouForex1.Account = couAccount;
bsCouForex1.Activity = forexActivity;
bsCouForex1.Counterparty = outCounterparty;
bsCouForex1.TranAmount = 100;
bsCouForex1.ForexSettleType = CashFlowForexSettleType.In;
bsCouForex1.SummaryDescription = "bsCouForex1";
bsCouForex1.Save();
var bsPriForex1 = ObjectSpace.CreateObject <BankStmt>();
bsPriForex1.TranDate = new DateTime(2013, 11, 16);
bsPriForex1.Account = priAccount;
bsPriForex1.Activity = forexActivity;
bsPriForex1.Counterparty = outCounterparty;
bsPriForex1.TranAmount = -100 / rate1;
bsPriForex1.ForexSettleType = CashFlowForexSettleType.In;
bsPriForex1.SummaryDescription = "bsPriForex1";
bsPriForex1.Save();
#endregion
#region Reconcile Bank Stmt
ObjectSpace.CommitChanges();
var bankStmts = ObjectSpace.GetObjects <BankStmt>();
var reconciler = new BankStmtForecastReconciler((XPObjectSpace)ObjectSpace);
BankStmtCashFlowForecast bsCff = reconciler.ReconcileItem(bsCouForex1, cfCouForex1a);
ObjectSpace.CommitChanges();
#endregion
#region Assert
Assert.AreEqual("cfCouForex1a", bsCouForex1.SummaryDescription);
#endregion
}
public static CashFlowSnapshot GetCurrentSnapshot(Session session)
{
var setOfBooks = SetOfBooks.GetInstance(session);
return(session.GetObjectByKey <CashFlowSnapshot>(setOfBooks.CurrentCashFlowSnapshot.Oid));
}
public void RevalueForeignCurrencyAccounts()
{
#region Arrange
var ccyAUD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "AUD"));
var ccyUSD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "USD"));
var ccyEUR = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "EUR"));
var unrealActivity = ObjectSpace.CreateObject <Activity>();
unrealActivity.Name = "Unreal Fx Gain";
var usdAccount = ObjectSpace.CreateObject <Account>();
usdAccount.Name = "VHA ANZ USD";
usdAccount.Currency = ccyUSD;
var eurAccount = ObjectSpace.CreateObject <Account>();
eurAccount.Name = "VHA ANZ EUR";
eurAccount.Currency = ccyEUR;
var revalSource = ObjectSpace.CreateObject <CashFlowSource>();
revalSource.Name = "UnrealFx";
var sob = SetOfBooks.GetInstance(ObjectSpace);
sob.FcaRevalCashFlowSource = revalSource;
sob.UnrealFxActivity = unrealActivity;
var usdRate1 = ObjectSpace.CreateObject <ForexRate>();
usdRate1.FromCurrency = ccyAUD;
usdRate1.ToCurrency = ccyUSD;
usdRate1.ConversionDate = new DateTime(2016, 6, 10);
usdRate1.ConversionRate = 0.8M;
ObjectSpace.CommitChanges();
var usdRate2 = ObjectSpace.CreateObject <ForexRate>();
usdRate2.FromCurrency = ccyAUD;
usdRate2.ToCurrency = ccyUSD;
usdRate2.ConversionDate = new DateTime(2016, 6, 25);
usdRate2.ConversionRate = 0.75M;
ObjectSpace.CommitChanges();
var usdRate3 = ObjectSpace.CreateObject <ForexRate>();
usdRate3.FromCurrency = ccyAUD;
usdRate3.ToCurrency = ccyUSD;
usdRate3.ConversionDate = new DateTime(2016, 6, 29);
usdRate3.ConversionRate = 0.70M;
ObjectSpace.CommitChanges();
var eurRate1 = ObjectSpace.CreateObject <ForexRate>();
eurRate1.FromCurrency = ccyAUD;
eurRate1.ToCurrency = ccyEUR;
eurRate1.ConversionDate = new DateTime(2016, 6, 10);
eurRate1.ConversionRate = 0.69M;
ObjectSpace.CommitChanges();
var eurRate2 = ObjectSpace.CreateObject <ForexRate>();
eurRate2.FromCurrency = ccyAUD;
eurRate2.ToCurrency = ccyEUR;
eurRate2.ConversionDate = new DateTime(2016, 6, 25);
eurRate2.ConversionRate = 0.65M;
ObjectSpace.CommitChanges();
var eurRate3 = ObjectSpace.CreateObject <ForexRate>();
eurRate3.FromCurrency = ccyAUD;
eurRate3.ToCurrency = ccyEUR;
eurRate3.ConversionDate = new DateTime(2016, 6, 29);
eurRate3.ConversionRate = 0.6M;
ObjectSpace.CommitChanges();
#endregion
#region Act
var usdCf1 = ObjectSpace.CreateObject <CashFlow>();
usdCf1.TranDate = new DateTime(2016, 6, 11);
usdCf1.Account = usdAccount;
usdCf1.AccountCcyAmt = 1000;
ObjectSpace.CommitChanges();
var usdCf2 = ObjectSpace.CreateObject <CashFlow>();
usdCf2.TranDate = new DateTime(2016, 6, 13);
usdCf2.Account = usdAccount;
usdCf2.AccountCcyAmt = 500;
ObjectSpace.CommitChanges();
var eurCf1 = ObjectSpace.CreateObject <CashFlow>();
eurCf1.TranDate = new DateTime(2016, 6, 11);
eurCf1.Account = eurAccount;
eurCf1.AccountCcyAmt = 600;
ObjectSpace.CommitChanges();
var eurCf2 = ObjectSpace.CreateObject <CashFlow>();
eurCf2.TranDate = new DateTime(2016, 6, 13);
eurCf2.Account = eurAccount;
eurCf2.AccountCcyAmt = 200;
ObjectSpace.CommitChanges();
var eurCf3 = ObjectSpace.CreateObject <CashFlow>();
eurCf3.TranDate = new DateTime(2016, 6, 30);
eurCf3.Account = eurAccount;
eurCf3.AccountCcyAmt = 1;
ObjectSpace.CommitChanges();
var paramObj = ObjectSpace.CreateObject <CashFlowFixParam>();
paramObj.FromDate = new DateTime(2016, 05, 01);
paramObj.ToDate = new DateTime(2016, 12, 31);
ObjectSpace.CommitChanges();
var revaluer = new RevalueAccounts(ObjectSpace, paramObj);
revaluer.Process();
#endregion
#region Assert
ObjectSpace.CommitChanges();
ObjectSpace.Refresh();
var cashFlows = ObjectSpace.GetObjects <CashFlow>();
Assert.AreEqual(Math.Round(1500.00 / 0.7, 0),
Math.Round(cashFlows.Where(x => x.Account.Oid == usdAccount.Oid).Sum(c => c.FunctionalCcyAmt), 0));
Assert.AreEqual(Math.Round(801 / 0.6, 0),
Math.Round(cashFlows.Where(x => x.Account.Oid == eurAccount.Oid).Sum(c => c.FunctionalCcyAmt), 0));
Assert.AreEqual(Math.Round(usdCf1.AccountCcyAmt / usdRate1.ConversionRate, 2),
Math.Round(usdCf1.FunctionalCcyAmt, 2));
#endregion
}