private static double couponRate(List<CashFlow> leg, CashFlow cf)
{
if (cf == null) return 0.0;
Date paymentDate = cf.date();
bool firstCouponFound = false;
double nominal = 0;
double accrualPeriod = 0;
DayCounter dc = null;
double result = 0.0;
foreach (CashFlow x in leg.Where(x => x.date() == paymentDate)) {
Coupon cp = x as Coupon;
if (cp != null) {
if (firstCouponFound) {
if (!(nominal == cp.nominal() && accrualPeriod == cp.accrualPeriod() && dc == cp.dayCounter()))
throw new ApplicationException("cannot aggregate two different coupons on " + paymentDate);
} else {
firstCouponFound = true;
nominal = cp.nominal();
accrualPeriod = cp.accrualPeriod();
dc = cp.dayCounter();
}
result += cp.rate();
}
}
if (!firstCouponFound) throw new ApplicationException("next cashflow (" + paymentDate + ") is not a coupon");
return result;
}
/// <summary>
/// Calculates the maximum drawdown from a cash flow over a series. </summary>
/// <param name="series"> the time series </param>
/// <param name="cashFlow"> the cash flow </param>
/// <returns> the maximum drawdown from a cash flow over a series </returns>
private Decimal CalculateMaximumDrawdown(TimeSeries series, CashFlow cashFlow)
{
var maximumDrawdown = Decimal.Zero;
var maxPeak = Decimal.Zero;
for (var i = series.Begin; i <= series.End; i++)
{
var value = cashFlow.GetValue(i);
if (value.IsGreaterThan(maxPeak))
{
maxPeak = value;
}
var drawdown = maxPeak.Minus(value).DividedBy(maxPeak);
if (drawdown.IsGreaterThan(maximumDrawdown))
{
maximumDrawdown = drawdown;
}
}
return(maximumDrawdown);
}
private static void AddOrNothingCashFlowByName(Database db, CashFlowGroup defautGroup, string cashFowName, string cashFlowDescription = null)
{
var sql = PetaPoco.Sql.Builder.Where("NAME = @0", cashFowName);
if (!string.IsNullOrWhiteSpace(cashFlowDescription))
{
sql.Append(" AND Description = @0", cashFlowDescription);
}
var cashFlow = db.FirstOrDefault <CashFlow>(sql);
if (cashFlow == null)
{
cashFlow = new CashFlow
{
Name = cashFowName,
Description = cashFlowDescription,
Group = defautGroup,
};
db.Save(cashFlow);
}
}
public void CashFlowValue()
{
TimeSeries sampleTimeSeries = GenerateTimeSeries.From(3d, 2d, 5d, 1000d, 5000d, 0.0001d, 4d, 7d, 6d, 7d, 8d, 5d, 6d);
var tradingRecord = new TradingRecord(Order.BuyAt(0), Order.SellAt(2), Order.BuyAt(6), Order.SellAt(8), Order.BuyAt(9), Order.SellAt(11));
var cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(0), 1);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(1), 2d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(2), 5d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(3), 5d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(4), 5d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(5), 5d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(6), 5d / 3);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(7), 5d / 3 * 7d / 4);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(8), 5d / 3 * 6d / 4);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(9), 5d / 3 * 6d / 4);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(10), 5d / 3 * 6d / 4 * 8d / 7);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(11), 5d / 3 * 6d / 4 * 5d / 7);
TaTestsUtils.AssertDecimalEquals(cashFlow.GetValue(12), 5d / 3 * 6d / 4 * 5d / 7);
}
public void _何も購入せずお金を排出する(Money inMoney, int inRepeat)
{
var role = new CoinMeckRole();
var received = new CashFlow();
var reserved = this.InitInfinityReservedChange();
for (var i = 0; i < inRepeat; ++i)
{
role.Receive(received, inMoney);
}
var changed = role.Eject(received, reserved)
.GroupBy(m => m)
.ToDictionary(g => g.Key, g => g)
;
Assert.That(received.RecevedMoney.Count, Is.EqualTo(0));
Assert.That(changed.Count, Is.EqualTo(1));
Assert.True(changed.ContainsKey(inMoney));
Assert.That(changed[inMoney].Count(), Is.EqualTo(inRepeat));
}
//-------------------------------------------------------------------------------------------
private void BindCashFlow()
{
string sums = @"
select code as 'Code',
'Jan' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 1 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Feb' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 2 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Mar' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 3 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Apr' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 4 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'May' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 5 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Jun' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 6 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Jul' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 7 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Aug' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 8 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Sep' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 9 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Oct' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 10 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Nov' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 11 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Dec' = (select sum(l.amount) from accounting_ledgeritems l where month(dbo.localizedt(l.postat)) = 12 and l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1 or l.LedgerType = @LedgerType2)),
'Tot' = (select sum(l.amount) from accounting_ledgeritems l where l.code = li.code and year(l.postat) = @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1)),
'TD' = (select sum(l.amount) from accounting_ledgeritems l where l.code = li.code and year(l.postat) <= @Year and l.organizationid = @OrganizationId and (l.LedgerType = @LedgerType1))
from accounting_ledgeritems li
where year(postat) = @Year
and li.LedgerType = @LedgerType1
and li.organizationid = @OrganizationId
group by code";
using (var connection = new SqlConnection(ConfigurationManager.ConnectionStrings["weavver"].ConnectionString))
{
SqlCommand command = new SqlCommand(sums, connection);
command.Parameters.AddWithValue("OrganizationId", LoggedInUser.OrganizationId);
command.Parameters.AddWithValue("Year", Int32.Parse(YearFilter.Text));
command.Parameters.AddWithValue("LedgerType1", LedgerType.Checking.ToString());
command.Parameters.AddWithValue("LedgerType2", LedgerType.Savings.ToString());
connection.Open();
SqlDataReader reader = command.ExecuteReader();
CashFlow.DataSource = reader;
CashFlow.DataBind();
reader.Close();
}
}
/// <summary>
/// Caculate overall savings for the given period
/// </summary>
/// <param name="start">The start.</param>
/// <param name="end">The end.</param>
/// <param name="tag">The tag.</param>
/// <returns></returns>
internal ISavingsPlanPeriodOverall CalculateOverallPeriod(DateTime start, DateTime end, string tag)
{
var query = new TransactionAllQuery()
.Register(new TransactionStartDateFilter(start))
.Register(new TransactionEndDateFilter(end))
.Register(new TransactionTagFilter(tag));
var transactions = _queryDispatcher.Execute(query).ToList();
var period = new SavingsPlanPeriod {
IsForecast = false
};
if (!transactions.Any())
{
return(period);
}
//Inpayments
period.SumInpayment = _transactionCalculationService.CalculateSumInpayments(query);
//Order costs
period.SumOrderCosts -= transactions.Sum(t => t.OrderCosts);
period.SumOrderCostsPercentage = decimal.Round((period.SumOrderCosts / (period.SumOrderCosts - period.SumInpayment) * 100), 2);
//Sum capital
period.SumCapital = _transactionCalculationService.CalculateSumCapital(query, end);
//Dividends
period.SumOverallDividends = _transactionCalculationService.CalculateSumDividends(query);
//PerformancePercentage
var cashFlowEnd = new CashFlow(period.SumCapital, end);
period.PerformanceOverallPeriodPercentage = _transactionCalculationService.CalculatePerformancePercentageIir(query, new CashFlow(0, start), cashFlowEnd);
return(period);
}
private static double aggregateRate(Leg leg,CashFlow cf)
{
if ( cf == null) return 0.0;
Date paymentDate = cf.date();
bool firstCouponFound = false;
double nominal = 0.0;
double accrualPeriod = 0.0;
DayCounter dc = null;
double result = 0.0;
foreach (CashFlow x in leg.Where(x => x.date() == paymentDate))
{
Coupon cp = x as Coupon;
if (cp != null)
{
if (firstCouponFound)
{
Utils.QL_REQUIRE(nominal == cp.nominal() &&
accrualPeriod == cp.accrualPeriod() &&
dc == cp.dayCounter(), () =>
"cannot aggregate two different coupons on "
+ paymentDate);
}
else
{
firstCouponFound = true;
nominal = cp.nominal();
accrualPeriod = cp.accrualPeriod();
dc = cp.dayCounter();
}
result += cp.rate();
}
}
Utils.QL_REQUIRE( firstCouponFound, () => "no coupon paid at cashflow date " + paymentDate );
return result;
}
void Start()
{
if (PlayerPrefs.GetInt("ActiveWeapon") == 1)
{
hasBow = true;
}
else
{
hasBow = false;
}
canShoot = true;
health = FindObjectOfType <Health>();
myCollider = GetComponent <CapsuleCollider2D>();
feet = GetComponent <BoxCollider2D>();
animator = GetComponent <Animator>();
myRigidBody = GetComponent <Rigidbody2D>();
weapon = FindObjectOfType <Weapon>();
gun = gameObject.transform.GetChild(0);
inventory = FindObjectOfType <Inventory>();
cashDisplay = FindObjectOfType <CashFlow>();
inventory.SetKeyUnAquired();
deathCanvas.SetActive(false);
}
public void GenerateChecksOneTimePaymentsDate()
{
var payments = new Mock <IPaymentsRepository>();
var payment = new Payment()
{
Amount = 2000,
Date = DateTime.Now.Date.AddDays(-10),
Frequency = PaymentFrequency.Once,
Name = "test"
};
payments.Setup(p => p.Get()).Returns(new Payment[] { payment });
var balance = new Balance()
{
Amount = 1000, Date = DateTime.Now.Date.AddDays(-1)
};
var generator = new CashFlowGenerator(payments.Object);
CashFlow cashFlow = generator.Generate(balance, DateTime.Now.Date.AddDays(10));
Assert.Equal(1, cashFlow.Items.Count());
}
public bool OpenBudget(SqlConnection conn,
int commandTimeout = 30,
bool includeActivePeriods = false,
bool includeOrderBook = false)
{
try
{
reportMode = ReportMode.Budget;
CashFlow.Activate(); CashFlow.Range["A1"].Select();
Budget.Unprotect();
ClearWorksheet(Budget);
dataContext = new DataContext(conn);
dataContext.CommandTimeout = commandTimeout;
dataContext.Open();
SetActivePeriod(Budget, Properties.Resources.BudgetStatementTitle);
InitialiseWorksheet(Budget);
InitialisePeriods(Budget);
LoadCategories(Budget, CashType.Trade, includeActivePeriods, includeOrderBook, false);
dataContext.Close();
Budget.Activate();
FreezeFrames();
Budget.Protect();
return(true);
}
catch (Exception err)
{
DataContext data = new DataContext(conn);
data.ErrorLog($"{ err.Source}.{ err.TargetSite.Name} {err.Message}");
return(false);
}
}
public void _商品購入後お金を排出する(
[ValueSource(typeof(_商品購入後お金を排出するParams), "Source")]
_商品購入後お金を排出するParams.Parameter inParameter)
{
var role = new CoinMeckRole();
var received = new CashFlow();
var reserved = this.InitInfinityReservedChange();
foreach (var m in inParameter.ReceivedMoney)
{
for (var i = 0; i < m.Item2; ++i)
{
role.Receive(received, m.Item1);
}
}
Assert.True(role.Purchase(received, 100));
var changed = role.Eject(received, reserved)
.GroupBy(m => m)
.ToDictionary(g => g.Key, g => g)
;
var lookup = inParameter.ChangedMoney.ToDictionary(m => m.Item1, m => m.Item2);
Assert.That(received.RecevedMoney.Count, Is.EqualTo(0));
Assert.That(received.UsedAmount, Is.EqualTo(100));
Assert.That(changed.Count, Is.EqualTo(lookup.Count), "count money type (id = {0})", inParameter.Id);
foreach (var pair in changed)
{
Assert.True(lookup.ContainsKey(pair.Key), "money ({0}) should be contained (id = {1})", pair.Key, inParameter.Id);
Assert.That(pair.Value.Count(), Is.EqualTo(lookup[pair.Key]), "money ({0}) count should be equaled (id = {1})", pair.Key, inParameter.Id);
}
}
public void AddNewCashFlowType()
{
using (var tx = Database.GetTransaction())
{
var cashFlow = new CashFlow
{
Name = NewName,
Description = NewDescription,
Group = NewCashFlowGroup,
};
Database.Save(cashFlow);
tx.Complete();
_cashFlows.Add(cashFlow);
}
CachedService.Clear();
NewName = string.Empty;
NewDescription = string.Empty;
NewCashFlowGroup = CashFlowGroups.First();
//LoadData();
IsNewNameFocused = false;
IsNewNameFocused = true;
NotifyOfPropertyChange(() => CashFlows);
}
public void Properties_Tests()
{
CashFlow cashFlow = new CashFlow()
{
Date = DateTime.MaxValue,
PositionOfTheDay = 100,
Total = 7080,
};
Assert.Null(cashFlow.Entries);
Assert.Null(cashFlow.Exits);
Assert.Null(cashFlow.Charges);
Assert.Equal(DateTime.MaxValue, cashFlow.Date);
Assert.Equal(100, cashFlow.PositionOfTheDay);
Assert.Equal(7080, cashFlow.Total);
cashFlow.Entries = new List <Entrie>();
cashFlow.Exits = new List <Exit>();
cashFlow.Charges = new List <Charge>();
Assert.NotNull(cashFlow.Entries);
Assert.NotNull(cashFlow.Exits);
Assert.NotNull(cashFlow.Charges);
}
private static string PrintCashFlow(CashFlow cashFlow)
{
string result = null;
switch (cashFlow)
{
case CashFlow.Input:
result = @"+";
break;
case CashFlow.Output:
result = @"-";
break;
case CashFlow.Invalid:
result = @"?";
break;
default:
result = null;
break;
}
return(result);
}
public CashFlow Get(int id)
{
try
{
Logger.LogInfo("Get: Cash flow by id process start");
CashFlow cashFlow = new CashFlow();
DataTable dtAppConfig = DataBase.DBService.ExecuteCommand(string.Format(SELECT_ID, id));
foreach (DataRow dr in dtAppConfig.Rows)
{
cashFlow = convertToCashFlow(dr);
}
Logger.LogInfo("Get: Cash flow by id process completed");
return(cashFlow);
}
catch (Exception ex)
{
StackTrace st = new StackTrace();
StackFrame sf = st.GetFrame(0);
MethodBase currentMethodName = sf.GetMethod();
LogDebug(currentMethodName.Name, ex);
return(null);
}
}
public void CalculateSuccessProbabilitiesOnSuccessReturnsCorrectResults()
{
//arrange
IList <double> simulations = new[] { 25D, 200D, 25D, 0 };
var node = new Mock <INode>();
node.Setup(n => n.InitialInvestment).Returns(100000);
node.Setup(n => n.InitialPrice).Returns(100);
node.Setup(n => n.IsPortfolioComponent).Returns(true);
node.Setup(n => n.Simulations).Returns(simulations);
node.Setup(n => n.PortfolioWeight).Returns(1);
IList <INode> nodes = new[] { node.Object };
var cashFlow0 = new CashFlow {
Cost = 0
};
var cashFlow1 = new CashFlow {
Cost = 50000
};
var cashFlow2 = new CashFlow {
Cost = 50000
};
var cashFlows = new[] { cashFlow0, cashFlow1, cashFlow2 };
var portfolioSimulator = new PortfolioSimulator();
//act
var result = portfolioSimulator.CalculateSuccessProbabilities(nodes, cashFlows);
//assert
Assert.AreEqual(1, result[0]);
Assert.AreEqual(.5, result[1]);
Assert.AreEqual(0, result[2]);
}
public void Delete(CashFlow cashFlow)
{
try
{
string clientName = DataBase.DBService.ExecuteCommandScalar(string.Format(SELECT_ID, cashFlow.Id));
DataBase.DBService.BeginTransaction();
DataBase.DBService.ExecuteCommandString(string.Format(DELETE_CASHFLOW,
cashFlow.Oid), true);
Activity.ActivitiesService.Add(ActivityType.DeleteCashFlow, EntryStatus.Success,
Source.Server, cashFlow.UpdatedByUserName, "CashFlow", cashFlow.MachineName);
DataBase.DBService.CommitTransaction();
}
catch (Exception ex)
{
DataBase.DBService.RollbackTransaction();
StackTrace st = new StackTrace();
StackFrame sf = st.GetFrame(0);
MethodBase currentMethodName = sf.GetMethod();
LogDebug(currentMethodName.Name, ex);
throw ex;
}
}
public void GenerateSortsItemsByDate()
{
var payments = new Mock <IPaymentsRepository>();
var payment1 = new Payment()
{
Amount = 2000,
Date = DateTime.Now.Date.AddDays(1),
Frequency = PaymentFrequency.Weekly,
Name = "test"
};
var payment2 = new Payment()
{
Amount = 300,
Date = DateTime.Now.Date.AddDays(2),
Frequency = PaymentFrequency.Weekly,
Name = "test1"
};
payments.Setup(p => p.Get()).Returns(new Payment[] { payment1, payment2 });
var balance = new Balance()
{
Amount = 1000, Date = DateTime.Now.Date.AddDays(-1)
};
var generator = new CashFlowGenerator(payments.Object);
CashFlow cashFlow = generator.Generate(balance, DateTime.Now.Date.AddDays(100));
CashFlowItem curItem = cashFlow.Items.First();
foreach (CashFlowItem item in cashFlow.Items)
{
Assert.True(curItem.Date <= item.Date);
curItem = item;
}
}
public async Task <IActionResult> Create(SaleReturn saleReturn, IEnumerable <SaleBillItem> SaleBillItem_List, IEnumerable <SaleTransaction> SaleTransactionList)
{
string CompId = User.Claims.Where(r => r.Type == "CompanyID").FirstOrDefault().Value;
int CompID = Convert.ToInt32(CompId);
int salReturnID = 0;
var SaleBillItem_List_1 = SaleBillItem_List.ToList();
SaleBillItem_List_1.RemoveAll(x => x.SaleBillExtraInt_2 == 0);
foreach (var item in SaleBillItem_List_1)
{
SaleReturn obj = new SaleReturn();
obj.CreatedBy = User.Identity.Name;
obj.CompanyID = CompID;
obj.SaleBillReturnDate = DateTime.Now;
obj.SaleBillID = saleReturn.SaleBillID;
obj.ItemID = item.ItemID;
obj.PartiesID = saleReturn.PartiesID;
obj.PartiesID = saleReturn.PartiesID;
obj.OldQuantity = item.Quantity;
obj.ReturnQuantity = item.SaleBillExtraInt_2;
obj.AmountToPay = item.SaleBillExtraDecimal_1;
obj.Remarks = saleReturn.Remarks;
_context.Add(obj);
await _context.SaveChangesAsync();
salReturnID = obj.SaleReturnID;
// Increasing Item Quantity from ITEM Table
Item itemObj = new Item();
decimal StockQuantity, final;
itemObj = _context.Item.Where(r => r.ItemID == item.ItemID).SingleOrDefault();
StockQuantity = itemObj.Quantity;
final = StockQuantity + item.SaleBillExtraInt_2;
itemObj.Quantity = final;
_context.Update(itemObj);
await _context.SaveChangesAsync();
// Increasing Item Quantity from ITEM Table
}
if (saleReturn.PartiesID == null)
{
CashFlow CF = new CashFlow();
CF.Debit = saleReturn.AmountToPay;
CF.SaleReturnID = salReturnID;
CF.CompanyID = CompID;
// Sale Return 04-0002-0001
int MainAccID = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "04").FirstOrDefault().MainAccountID;
int SubAccID = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
int TraAccID = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF.MainAccountID = MainAccID;
CF.SubAccountID = SubAccID;
CF.TransactionAccountID = TraAccID;
CF.VoucherType = "Sale Return Voucher";
CF.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF);
await _context.SaveChangesAsync();
CashFlow CF1 = new CashFlow();
CF1.Credit = saleReturn.AmountToPay;
CF1.SaleReturnID = salReturnID;
CF1.CompanyID = CompID;
// Cash In Hand 01-0001-0001 credit
int MainAccID_1 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_1 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_1).Where(r => r.SubAccountNumber == "0001").FirstOrDefault().SubAccountID;
int TraAccID_1 = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID_1).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF1.MainAccountID = MainAccID_1;
CF1.SubAccountID = SubAccID_1;
CF1.TransactionAccountID = TraAccID_1;
CF1.VoucherType = "Sale Return Voucher";
CF1.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF1);
await _context.SaveChangesAsync();
}
else
{
CashFlow CF2 = new CashFlow();
CF2.Credit = saleReturn.AmountToPay;
CF2.SaleReturnID = salReturnID;
CF2.CompanyID = CompID;
CF2.PartiesID = saleReturn.PartiesID;
//
int?PartyTransID = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == saleReturn.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc1 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc1 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF2.MainAccountID = PartMainAcc1;
CF2.SubAccountID = PartSubAcc1;
CF2.TransactionAccountID = (int)PartyTransID;
CF2.VoucherType = "Sale Return Voucher";
CF2.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF2);
await _context.SaveChangesAsync();
CashFlow CF3 = new CashFlow();
CF3.Debit = saleReturn.AmountToPay;
CF3.SaleReturnID = salReturnID;
CF3.CompanyID = CompID;
CF3.PartiesID = saleReturn.PartiesID;
// Sale Return 04-0002-0001
int MainAccID = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "04").FirstOrDefault().MainAccountID;
int SubAccID = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
int TraAccID = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF3.MainAccountID = MainAccID;
CF3.SubAccountID = SubAccID;
CF3.TransactionAccountID = TraAccID;
CF3.VoucherType = "Sale Return Voucher";
CF3.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF3);
await _context.SaveChangesAsync();
if (SaleTransactionList.FirstOrDefault().Paid == true)
{
CashFlow CF4 = new CashFlow();
CF4.Debit = SaleTransactionList.FirstOrDefault().Amount;
CF4.SaleReturnID = salReturnID;
CF4.CompanyID = CompID;
CF4.PartiesID = saleReturn.PartiesID;
int?PartyTransID_1 = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == saleReturn.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc1_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc1_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF4.MainAccountID = PartMainAcc1_2;
CF4.SubAccountID = PartSubAcc1_2;
CF4.TransactionAccountID = (int)PartyTransID_1;
CF4.VoucherType = "Sale Bill Voucher";
CF4.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF4);
await _context.SaveChangesAsync();
if (SaleTransactionList.FirstOrDefault().Mode == Models.PaymentMode.Cash) // Mode 0 Means ==> Cash
{
CashFlow CF5 = new CashFlow();
CF5.Credit = SaleTransactionList.FirstOrDefault().Amount;
CF5.SaleReturnID = salReturnID;
CF5.CompanyID = CompID;
CF5.PartiesID = saleReturn.PartiesID;
// Cash In Hand 01-0001-0001
int MainAccID_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_2).Where(r => r.SubAccountNumber == "0001").FirstOrDefault().SubAccountID;
int TraAccID_2 = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID_2).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF5.MainAccountID = MainAccID_2;
CF5.SubAccountID = SubAccID_2;
CF5.TransactionAccountID = TraAccID_2;
CF5.VoucherType = "Sale Return Voucher";
CF5.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF5);
await _context.SaveChangesAsync();
}
else if (SaleTransactionList.FirstOrDefault().Mode == Models.PaymentMode.Cheque) // Mode 0 Means ==> Cheque
{
CashFlow CF6 = new CashFlow();
CF6.Credit = SaleTransactionList.FirstOrDefault().Amount;
CF6.SaleReturnID = salReturnID;
CF6.CompanyID = CompID;
CF6.PartiesID = saleReturn.PartiesID;
int?bankID = SaleTransactionList.FirstOrDefault().BankID;
int transBankID = _context.Bank.Where(r => r.CompanyID == CompID).Where(r => r.BankID == bankID).FirstOrDefault().TransactionAccountID;
int MainAccID_3 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_3 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_3).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
CF6.MainAccountID = MainAccID_3;
CF6.SubAccountID = SubAccID_3;
CF6.TransactionAccountID = transBankID;
CF6.VoucherType = "Sale Return Voucher";
CF6.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF6);
await _context.SaveChangesAsync();
}
}
}
// Sale Transaction Entry
var TransactionList_Result = SaleTransactionList.ToList();
TransactionList_Result.RemoveAll(x => x.SaleTransactionID == 777777);
TransactionList_Result.ForEach(x => x.SaleTransactionID = 0);
foreach (var item in TransactionList_Result)
{
SaleReturnTransaction transaction = new SaleReturnTransaction();
transaction.CompanyID = CompID;
transaction.SaleReturnID = salReturnID;
transaction.Amount = item.Amount;
transaction.BankID = item.BankID;
transaction.Cheque = item.Cheque;
transaction.Date = item.Date;
transaction.Mode = item.Mode;
transaction.Paid = item.Paid;
transaction.SaleBillID = saleReturn.SaleBillID;
_context.SaleReturnTransaction.Add(transaction);
await _context.SaveChangesAsync();
}
// Party Payments table data insertion
return(RedirectToAction("Index", "Sale", new { area = "Sale" }));
}
public async Task <IActionResult> Edit([Bind("CashInBankID,Amount,AmountInWords,BankID,CompanyID,CreatedBy,CreationDate,CurrencyID,Date,DepositedBy,ExternalRef,Particulars,PartiesID")] CashInBank cashInBank)
{
string CompId = User.Claims.Where(r => r.Type == "CompanyID").FirstOrDefault().Value;
int CompID = Convert.ToInt32(CompId);
int CIB = cashInBank.CashInBankID;
cashInBank.CompanyID = CompID;
cashInBank.CreatedBy = User.Identity.Name;
cashInBank.CreationDate = DateTime.Now;
if (ModelState.IsValid)
{
try
{
_context.Update(cashInBank);
await _context.SaveChangesAsync();
// Cash Flow VOUCHER EDIT
_context.CashFlow.RemoveRange(_context.CashFlow.Where(x => x.CashInBankID == CIB));
_context.SaveChanges();
CashFlow CF2 = new CashFlow();
CF2.Credit = cashInBank.Amount;
CF2.CashInBankID = CIB;
CF2.CompanyID = CompID;
CF2.PartiesID = cashInBank.PartiesID;
// Party Credit
int?PartyTransID = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == cashInBank.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc1_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc1_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF2.MainAccountID = PartMainAcc1_2;
CF2.SubAccountID = PartSubAcc1_2;
CF2.TransactionAccountID = (int)PartyTransID;
CF2.VoucherType = "Cash In Bank Voucher";
CF2.DateCreation = DateTime.Now.Date;
// CF2.Narration =
_context.CashFlow.Add(CF2);
await _context.SaveChangesAsync();
CashFlow CF3 = new CashFlow();
CF3.Debit = cashInBank.Amount;
CF3.CashInBankID = CIB;
CF3.CompanyID = CompID;
CF3.PartiesID = cashInBank.PartiesID;
// Bank Debit
int?bankID = cashInBank.BankID;
int transBankID = _context.Bank.Where(r => r.CompanyID == CompID).Where(r => r.BankID == bankID).FirstOrDefault().TransactionAccountID;
int MainAccID_3 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_3 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_3).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
CF3.MainAccountID = MainAccID_3;
CF3.SubAccountID = SubAccID_3;
CF3.TransactionAccountID = transBankID;
CF3.VoucherType = "Cash In Bank Voucher";
CF3.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF3);
await _context.SaveChangesAsync();
}
catch (DbUpdateConcurrencyException)
{
if (!CashInBankExists(cashInBank.CashInBankID))
{
return(NotFound());
}
else
{
throw;
}
}
if (User.IsInRole("CompanyAdmin"))
{
return(RedirectToAction("Index"));
}
else
{
return(RedirectToAction("Index", "Home", new { area = "CompanyUser" }));
}
}
ViewData["BankID"] = new SelectList(_context.Bank.Where(r => r.CompanyID == CompID), "BankID", "BankName", cashInBank.BankID);
ViewData["CurrencyID"] = new SelectList(_context.Currency.Where(r => r.CompanyID == CompID), "CurrencyID", "CurrencyName", cashInBank.CurrencyID);
ViewData["PartiesID"] = new SelectList(_context.Parties.Where(r => r.CompanyID == CompID), "PartiesID", "PartyName", cashInBank.PartiesID);
return(View(cashInBank));
}
public async Task <IActionResult> Create([Bind("ChequeReceiptID,ChequeStatus,Amount,AmountInWords,BankID,ChequeNumber,CompanyID,CreatedBy,CreationDate,CurrencyID,CurrentStatus,Date,DateOfDeposite,DateOfMature,ExternalRef,InNameOf,Particulars,PartiesID")] ChequeReceipt chequeReceipt)
{
string CompId = User.Claims.Where(r => r.Type == "CompanyID").FirstOrDefault().Value;
int CompID = Convert.ToInt32(CompId);
chequeReceipt.CompanyID = CompID;
chequeReceipt.CreatedBy = User.Identity.Name;
chequeReceipt.CreationDate = DateTime.Now;
if (ModelState.IsValid)
{
_context.Add(chequeReceipt);
await _context.SaveChangesAsync();
int CIB = chequeReceipt.ChequeReceiptID;
if (chequeReceipt.ChequeStatus == Purchase.Models.ChequeStatus.Cleared)
{
CashFlow CF2 = new CashFlow();
CF2.Credit = chequeReceipt.Amount;
CF2.ChequeReceiptID = CIB;
CF2.CompanyID = CompID;
CF2.PartiesID = chequeReceipt.PartiesID;
// Party Credit
int?PartyTransID = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == chequeReceipt.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc1 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc1 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF2.MainAccountID = PartMainAcc1;
CF2.SubAccountID = PartSubAcc1;
CF2.TransactionAccountID = (int)PartyTransID;
CF2.VoucherType = "Cheque Receipt Voucher";
CF2.DateCreation = chequeReceipt.DateOfMature;
_context.CashFlow.Add(CF2);
await _context.SaveChangesAsync();
CashFlow CF3 = new CashFlow();
CF3.Debit = chequeReceipt.Amount;
CF3.ChequeReceiptID = CIB;
CF3.CompanyID = CompID;
CF3.PartiesID = chequeReceipt.PartiesID;
// Bank Debit
int?bankID = chequeReceipt.BankID;
int transBankID = _context.Bank.Where(r => r.CompanyID == CompID).Where(r => r.BankID == bankID).FirstOrDefault().TransactionAccountID;
int MainAccID_3 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_3 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_3).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
CF3.MainAccountID = MainAccID_3;
CF3.SubAccountID = SubAccID_3;
CF3.TransactionAccountID = transBankID;
CF3.VoucherType = "Cheque Receipt Voucher";
CF3.DateCreation = chequeReceipt.DateOfMature;
_context.CashFlow.Add(CF3);
await _context.SaveChangesAsync();
}
if (User.IsInRole("CompanyAdmin"))
{
return(RedirectToAction("Index"));
}
else
{
return(RedirectToAction("Index", "Home", new { area = "CompanyUser" }));
}
}
ViewData["BankID"] = new SelectList(_context.Bank.Where(r => r.CompanyID == CompID), "BankID", "BankName", chequeReceipt.BankID);
ViewData["CurrencyID"] = new SelectList(_context.Currency.Where(r => r.CompanyID == CompID), "CurrencyID", "CurrencyName", chequeReceipt.CurrencyID);
ViewData["PartiesID"] = new SelectList(_context.Parties.Where(r => r.CompanyID == CompID), "PartiesID", "PartyName", chequeReceipt.PartiesID);
return(View(chequeReceipt));
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CashFlow obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
//! NPV of a single cash flows
public static double npv(CashFlow cashflow, YieldTermStructure discountCurve, Date settlementDate = null, Date npvDate = null, int exDividendDays = 0)
{
double NPV = 0.0;
if (cashflow == null)
return 0.0;
if (settlementDate == null)
settlementDate = discountCurve.referenceDate();
if (!cashflow.hasOccurred(settlementDate + exDividendDays))
NPV = cashflow.amount() * discountCurve.discount(cashflow.Date);
if (npvDate == null)
return NPV;
else
return NPV / discountCurve.discount(npvDate);
}
public static FloatingRateCoupon as_floating_rate_coupon(CashFlow cf) {
FloatingRateCoupon ret = new FloatingRateCoupon(NQuantLibcPINVOKE.as_floating_rate_coupon(CashFlow.getCPtr(cf)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void Add(PortfolioPosition position, Enum enumeration, CashFlow cashFlow)
{
KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(position, enumeration);
_cashFlows.Add(key, cashFlow);
}
public async Task <IActionResult> Create([Bind("CashReceiptID,Amount,AmountInWords,CompanyID,CreatedBy,CreationDate,CurrencyID,Date,ExternalRef,PaidBy,Particulars,PartiesID")] CashReceipt cashReceipt)
{
string CompId = User.Claims.Where(r => r.Type == "CompanyID").FirstOrDefault().Value;
int CompID = Convert.ToInt32(CompId);
cashReceipt.CompanyID = CompID;
cashReceipt.CreatedBy = User.Identity.Name;
cashReceipt.CreationDate = DateTime.Now;
if (ModelState.IsValid)
{
_context.Add(cashReceipt);
await _context.SaveChangesAsync();
int CIB = cashReceipt.CashReceiptID;
CashFlow CF2 = new CashFlow();
CF2.Credit = cashReceipt.Amount;
CF2.CashReceiptID = CIB;
CF2.CompanyID = CompID;
CF2.PartiesID = cashReceipt.PartiesID;
// Party Credit
int?PartyTransID = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == cashReceipt.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc1_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc1_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF2.MainAccountID = PartMainAcc1_2;
CF2.SubAccountID = PartSubAcc1_2;
CF2.TransactionAccountID = (int)PartyTransID;
CF2.VoucherType = "Cash Receipt Voucher";
CF2.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF2);
await _context.SaveChangesAsync();
CashFlow CF3 = new CashFlow();
CF3.Debit = cashReceipt.Amount;
CF3.CashReceiptID = CIB;
CF3.CompanyID = CompID;
CF3.PartiesID = cashReceipt.PartiesID;
// Cash In Hand 01-0001-0001 Debit
int MainAccID_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_2).Where(r => r.SubAccountNumber == "0001").FirstOrDefault().SubAccountID;
int TraAccID_2 = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID_2).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF3.MainAccountID = MainAccID_2;
CF3.SubAccountID = SubAccID_2;
CF3.TransactionAccountID = TraAccID_2;
CF3.VoucherType = "Cash Receipt Voucher";
CF3.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF3);
await _context.SaveChangesAsync();
if (User.IsInRole("CompanyAdmin"))
{
return(RedirectToAction("Index"));
}
else
{
return(RedirectToAction("Index", "Home", new { area = "CompanyUser" }));
}
}
ViewData["CurrencyID"] = new SelectList(_context.Currency.Where(r => r.CompanyID == CompID), "CurrencyID", "CurrencyName", cashReceipt.CurrencyID);
ViewData["PartiesID"] = new SelectList(_context.Parties.Where(r => r.CompanyID == CompID), "PartiesID", "PartyName", cashReceipt.PartiesID);
return(View(cashReceipt));
}
//! NPV of a single cash flows
public static double npv(CashFlow cashflow, YieldTermStructure discountCurve,
Date settlementDate = null, Date npvDate = null, int exDividendDays = 0)
{
double NPV = 0.0;
if (cashflow == null)
return 0.0;
if (settlementDate == null)
settlementDate = Settings.evaluationDate();
if (npvDate == null)
npvDate = settlementDate;
if (!cashflow.hasOccurred(settlementDate + exDividendDays))
NPV = cashflow.amount() * discountCurve.discount(cashflow.date());
return NPV / discountCurve.discount(npvDate);
}
public bool SaveTransaction(CashFlow cashFlow)
{
throw new NotImplementedException();
}
public CashFlowSchedule GenerateSchedule()
{
var startDate = EffectiveDate;
var endDate = TerminationDate.Date(startDate, ResetRollType, ResetCalendar);
var f = new CashFlowSchedule();
var lf = new List <CashFlow>();
if (NotionalExchange == ExchangeType.FrontOnly || NotionalExchange == ExchangeType.Both)
{
lf.Add(new CashFlow
{
Notional = (double)Nominal * (Direction == SwapPayReceiveType.Payer ? -1.0 : 1.0),
Fv = (double)Nominal * (Direction == SwapPayReceiveType.Payer ? -1.0 : 1.0),
SettleDate = startDate,
NotionalByYearFraction = 1.0,
Dcf = 1.0,
FlowType = FlowType.FixedAmount
});
}
//need to handle stub types and roll day types
switch (StubType)
{
case StubType.ShortFront:
case StubType.LongFront:
{
var nQ = 0;
var currentReset = GetNextResetDate(endDate, false);
while (GetNextResetDate(currentReset, false) >= startDate)
{
var q = new CashFlow()
{
ResetDateStart = currentReset,
AccrualPeriodStart = currentReset,
FixingDateStart = currentReset.SubtractPeriod(FixingRollType, FixingCalendar, FixingOffset),
AccrualPeriodEnd = currentReset.AddPeriod(ResetRollType, ResetCalendar, ResetFrequency)
};
q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
q.NotionalByYearFraction = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
q.AccrualPeriodStart.CalculateYearFraction(q.AccrualPeriodEnd, AccrualDCB) :
1.0;
q.Dcf = q.NotionalByYearFraction;
q.Fv = (LegType == SwapLegType.Fixed) ?
(double)Nominal * q.NotionalByYearFraction * (double)FixedRateOrMargin :
0;
q.FixedRateOrMargin = (double)FixedRateOrMargin;
q.FlowType = (LegType == SwapLegType.Fixed) ? FlowType.FixedRate : FlowType.FloatRate;
q.Notional = (double)Nominal;
lf.Add(q);
nQ++;
currentReset = GetNextResetDate(currentReset, false);
}
if (lf.Count == 0 || lf.Last().AccrualPeriodStart != startDate)
{
if (StubType == StubType.LongFront)
{
var Q = lf.Last();
Q.ResetDateStart = startDate;
Q.AccrualPeriodStart = startDate;
Q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
Q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
Q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
Q.Dcf = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
Q.AccrualPeriodStart.CalculateYearFraction(Q.AccrualPeriodEnd, AccrualDCB) :
1.0;
}
else
{
var q = new CashFlow()
{
AccrualPeriodStart = startDate,
FixingDateStart = startDate.SubtractPeriod(FixingRollType, FixingCalendar, FixingOffset),
AccrualPeriodEnd = (lf.Count > 0 && lf.Last().AccrualPeriodEnd != DateTime.MinValue)? lf.Last().AccrualPeriodStart : endDate
};
q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
//Q.Currency = CCY;
q.NotionalByYearFraction = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
q.AccrualPeriodStart.CalculateYearFraction(q.AccrualPeriodEnd, AccrualDCB) :
1.0;
q.Dcf = q.NotionalByYearFraction;
q.Fv = (LegType == SwapLegType.Fixed) ?
(double)Nominal * q.NotionalByYearFraction * (double)FixedRateOrMargin :
0;
q.FixedRateOrMargin = (double)FixedRateOrMargin;
q.FlowType = (LegType == SwapLegType.Fixed) ? FlowType.FixedRate : FlowType.FloatRate;
q.Notional = (double)Nominal;
lf.Add(q);
nQ++;
}
}
break;
}
case StubType.ShortBack:
case StubType.LongBack:
{
var nQ = 0;
var currentReset = startDate;
while (GetNextResetDate(currentReset, true) <= endDate)
{
var Q = new CashFlow()
{
AccrualPeriodStart = currentReset,
FixingDateStart = currentReset.SubtractPeriod(FixingRollType, FixingCalendar, FixingOffset),
AccrualPeriodEnd = currentReset.AddPeriod(ResetRollType, ResetCalendar, ResetFrequency)
};
Q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
Q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
Q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
//Q.Currency = CCY;
Q.NotionalByYearFraction = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
Q.AccrualPeriodStart.CalculateYearFraction(Q.AccrualPeriodEnd, AccrualDCB) :
1.0;
Q.Dcf = Q.NotionalByYearFraction;
Q.Notional = (double)Nominal;
Q.Fv = (LegType == SwapLegType.Fixed) ?
(double)Nominal * Q.NotionalByYearFraction * (double)FixedRateOrMargin :
0;
Q.FixedRateOrMargin = (double)FixedRateOrMargin;
Q.FlowType = (LegType == SwapLegType.Fixed) ? FlowType.FixedRate : FlowType.FloatRate;
lf.Add(Q);
nQ++;
currentReset = GetNextResetDate(currentReset, false);
}
if (lf.Last().AccrualPeriodEnd != endDate)
{
if (StubType == StubType.LongBack)
{
var Q = lf.Last();
Q.AccrualPeriodEnd = endDate;
Q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
Q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
Q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
Q.Dcf = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
Q.AccrualPeriodStart.CalculateYearFraction(Q.AccrualPeriodEnd, AccrualDCB) :
1.0;
}
else
{
var Q = new CashFlow()
{
AccrualPeriodStart = lf.Last().AccrualPeriodEnd,
FixingDateStart = startDate.SubtractPeriod(FixingRollType, FixingCalendar, FixingOffset),
AccrualPeriodEnd = endDate
};
Q.SettleDate = (PaymentOffsetRelativeTo == OffsetRelativeToType.PeriodEnd) ?
Q.AccrualPeriodEnd.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset) :
Q.AccrualPeriodStart.AddPeriod(PaymentRollType, PaymentCalendar, PaymentOffset);
//Q.Currency = CCY;
Q.NotionalByYearFraction = (LegType != SwapLegType.FixedNoAccrual && LegType != SwapLegType.FloatNoAccrual) ?
Q.AccrualPeriodStart.CalculateYearFraction(Q.AccrualPeriodEnd, AccrualDCB) :
1.0; Q.Notional = (double)Nominal;
Q.Dcf = Q.NotionalByYearFraction;
Q.Fv = (LegType == SwapLegType.Fixed) ?
(double)Nominal * Q.NotionalByYearFraction * (double)FixedRateOrMargin :
0;
Q.FixedRateOrMargin = (double)FixedRateOrMargin;
Q.FlowType = (LegType == SwapLegType.Fixed) ? FlowType.FixedRate : FlowType.FloatRate;
Q.Notional = (double)Nominal;
lf.Add(Q);
nQ++;
}
}
break;
}
case StubType.LongBoth:
case StubType.ShortBoth:
throw new NotImplementedException("Schedules with Both type stubs cannot be generated");
}
if (NotionalExchange == ExchangeType.BackOnly || NotionalExchange == ExchangeType.Both)
{
lf.Add(new CashFlow
{
Notional = (double)Nominal * (Direction == SwapPayReceiveType.Receiver ? -1.0 : 1.0),
Fv = (double)Nominal * (Direction == SwapPayReceiveType.Receiver ? -1.0 : 1.0),
SettleDate = endDate,
NotionalByYearFraction = 1.0,
Dcf = 1.0,
FlowType = FlowType.FixedAmount
});
}
f.Flows = lf.OrderBy(x => x.AccrualPeriodStart).ToList();
return(f);
}
public CashFlow redemption() {
CashFlow ret = new CashFlow(NQuantLibcPINVOKE.Bond_redemption(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void PutCashFlow(CashFlow cashflow)
{
throw new NotImplementedException();
}
public void CalculateOnSuccessRunsCalculations()
{
//arrange
var cashFlow = new CashFlow()
{
Id = 3
};
var cashFlows = new[] { cashFlow };
var isNotPortfolioNodeId = 1;
var isNotPortfolioNode = new Mock <INode>();
isNotPortfolioNode.SetupAllProperties();
isNotPortfolioNode.Setup(p => p.Id).Returns(isNotPortfolioNodeId);
isNotPortfolioNode.Setup(p => p.IsPortfolioComponent).Returns(false);
var IsPortfolioNodeId = 2;
var isPortfolioNode = new Mock <INode>();
isPortfolioNode.SetupAllProperties();
isPortfolioNode.Setup(c => c.Id).Returns(IsPortfolioNodeId);
isPortfolioNode.Setup(p => p.IsPortfolioComponent).Returns(true);
var nodeDictionary = new Dictionary <int, INode> {
{ isNotPortfolioNodeId, isNotPortfolioNode.Object },
{ IsPortfolioNodeId, isPortfolioNode.Object }
};
var isNotPortfolioSimulation = 4D;
var isPortfolioSimulation = 5D;
var nodeSimulations = new Dictionary <int, IList <double> > {
{ isNotPortfolioNodeId, new List <double> {
isNotPortfolioSimulation
} },
{ IsPortfolioNodeId, new List <double> {
isPortfolioSimulation
} }
};
var nodeSimulator = new Mock <INodeSimulator>();
nodeSimulator.Setup(s => s.SimulateNodes(
It.Is <IDictionary <int, INode> >(dict => dict == nodeDictionary)))
.Returns(nodeSimulations);
var portfolio = new Mock <IPortfolio>();
portfolio.Setup(p => p.Init(
It.Is <IList <INode> >(list => list[0].Id == IsPortfolioNodeId && list.Count == 1),
It.Is <IList <CashFlow> >(cf => cf[0].Id == cashFlows[0].Id)));
var network = new Network(portfolio.Object, nodeSimulator.Object);
network.CashFlows = cashFlows;
network.Nodes = nodeDictionary;
//act
network.Calculate();
//assert
Assert.AreEqual(portfolio.Object, network.Portfolio);
portfolio.Verify(p => p.Init(
It.Is <IList <INode> >(list => list[0].Id == IsPortfolioNodeId && list.Count == 1),
It.Is <IList <CashFlow> >(cf => cf[0].Id == cashFlows[0].Id)));
Assert.AreEqual(cashFlow.Id, network.CashFlows.First().Id);
Assert.AreEqual(IsPortfolioNodeId, network.Nodes.Values.Last().Id);
isPortfolioNode.VerifySet(n => n.Portfolio = portfolio.Object);
Assert.AreEqual(isPortfolioSimulation, isPortfolioNode.Object.Simulations[0]);
Assert.AreEqual(isNotPortfolioNodeId, network.Nodes.Values.First().Id);
isNotPortfolioNode.VerifySet(n => n.Portfolio = It.IsAny <IPortfolio>(), Times.Never);
Assert.AreEqual(isNotPortfolioSimulation, isNotPortfolioNode.Object.Simulations[0]);
}
/// <summary>
/// Calculates the performance with the internal rate of interest
/// </summary>
/// <param name="query">The query.</param>
/// <param name="beginPeriod">The begin period.</param>
/// <param name="endPeriod">The end period.</param>
/// <returns> Performance in % </returns>
public decimal CalculatePerformancePercentageIir(IQuery <IEnumerable <ITransaction> > query, CashFlow beginPeriod, CashFlow endPeriod)
{
var transactions = _queryDispatcher.Execute(query);
var cashflows = new List <CashFlow>();
if (beginPeriod != null)
{
cashflows.Add(beginPeriod);
}
foreach (var tr in transactions.OrderBy(t => t.OrderDate))
{
if (tr is IBuyingTransaction)
{
cashflows.Add(new CashFlow((tr.PositionSize + tr.OrderCosts) * -1, tr.OrderDate));
}
else if (tr is ISellingTransaction)
{
cashflows.Add(new CashFlow(tr.PositionSize - tr.OrderCosts - ((ISellingTransaction)tr).Taxes, tr.OrderDate));
}
else if (tr is IDividendTransaction)
{
cashflows.Add(new CashFlow(tr.PositionSize - tr.OrderCosts - ((IDividendTransaction)tr).Taxes, tr.OrderDate));
}
}
cashflows.Add(endPeriod);
var val = _iirCalculatorService.Calculate(cashflows);
return(decimal.Round(Convert.ToDecimal(val) * 100, 2));
}
public async Task <IActionResult> Create(PurchaseReturn purchaseReturn, IEnumerable <PurchaseBillItem> PurchaseBillItem_List, IEnumerable <Transaction> TransactionList)
{
string CompId = User.Claims.Where(r => r.Type == "CompanyID").FirstOrDefault().Value;
int CompID = Convert.ToInt32(CompId);
int purReturnID = 0;
var PurchaseBillItem_List_1 = PurchaseBillItem_List.ToList();
PurchaseBillItem_List_1.RemoveAll(x => x.PurchaseBillExtraInt_2 == 0);
foreach (var item in PurchaseBillItem_List_1)
{
PurchaseReturn obj = new PurchaseReturn();
obj.PR_B_1 = purchaseReturn.PR_B_1;
obj.CreatedBy = User.Identity.Name;
obj.CompanyID = CompID;
obj.PurBillReturnDate = DateTime.Now;
obj.PurchaseBillID = purchaseReturn.PurchaseBillID;
obj.ItemID = item.ItemID;
if (purchaseReturn.PartiesID == 0)
{
obj.PartiesID = null;
}
else
{
obj.PartiesID = purchaseReturn.PartiesID;
}
obj.OldQuantity = item.Quantity;
obj.ReturnQuantity = item.PurchaseBillExtraInt_2;
obj.AmountToReceive = item.PurchaseBillExtraDecimal_1;
obj.Remarks = purchaseReturn.Remarks;
_context.Add(obj);
await _context.SaveChangesAsync();
purReturnID = obj.PurchaseReturnID;
// Decreasing Item Quantity from ITEM Table
Item itemObj = new Item();
decimal StockQuantity, final;
itemObj = _context.Item.Where(r => r.ItemID == item.ItemID).SingleOrDefault();
StockQuantity = itemObj.Quantity;
final = StockQuantity - item.PurchaseBillExtraInt_2;
itemObj.Quantity = final;
_context.Update(itemObj);
await _context.SaveChangesAsync();
// Decreasing Item Quantity from ITEM Table
}
if (purchaseReturn.PartiesID == null)
{
CashFlow CF = new CashFlow();
CF.Credit = purchaseReturn.AmountToReceive;
CF.PurchaseReturnID = purReturnID;
CF.CompanyID = CompID;
// Purchase Return 03-0002-0001
int MainAccID = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "03").FirstOrDefault().MainAccountID;
int SubAccID = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
int TraAccID = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF.MainAccountID = MainAccID;
CF.SubAccountID = SubAccID;
CF.TransactionAccountID = TraAccID;
if (purchaseReturn.PR_B_1 == false)
{
CF.VoucherType = "Purchase Return Voucher";
}
else
{
CF.VoucherType = "Import Return Voucher";
}
CF.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF);
await _context.SaveChangesAsync();
CashFlow CF1 = new CashFlow();
CF1.Debit = purchaseReturn.AmountToReceive;
CF1.PurchaseReturnID = purReturnID;
CF1.CompanyID = CompID;
// Cash In Hand 01-0001-0001
int MainAccID_1 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_1 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_1).Where(r => r.SubAccountNumber == "0001").FirstOrDefault().SubAccountID;
int TraAccID_1 = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID_1).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF1.MainAccountID = MainAccID_1;
CF1.SubAccountID = SubAccID_1;
CF1.TransactionAccountID = TraAccID_1;
if (purchaseReturn.PR_B_1 == false)
{
CF1.VoucherType = "Purchase Return Voucher";
}
else
{
CF1.VoucherType = "Import Return Voucher";
}
CF1.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF1);
await _context.SaveChangesAsync();
}
else
{
CashFlow CF2 = new CashFlow();
CF2.Debit = purchaseReturn.AmountToReceive;
CF2.PurchaseReturnID = purReturnID;
CF2.CompanyID = CompID;
CF2.PartiesID = purchaseReturn.PartiesID;
int?PartyTransID = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == purchaseReturn.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF2.MainAccountID = PartMainAcc;
CF2.SubAccountID = PartSubAcc;
CF2.TransactionAccountID = (int)PartyTransID;
if (purchaseReturn.PR_B_1 == false)
{
CF2.VoucherType = "Purchase Return Voucher";
}
else
{
CF2.VoucherType = "Import Return Voucher";
}
CF2.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF2);
await _context.SaveChangesAsync();
CashFlow CF3 = new CashFlow();
CF3.Credit = purchaseReturn.AmountToReceive;
CF3.PurchaseReturnID = purReturnID;
CF3.CompanyID = CompID;
CF3.PartiesID = purchaseReturn.PartiesID;
// Purchase Return 03-0002-0001
int MainAccID = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "03").FirstOrDefault().MainAccountID;
int SubAccID = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
int TraAccID = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF3.MainAccountID = MainAccID;
CF3.SubAccountID = SubAccID;
CF3.TransactionAccountID = TraAccID;
if (purchaseReturn.PR_B_1 == false)
{
CF3.VoucherType = "Purchase Return Voucher";
}
else
{
CF3.VoucherType = "Import Return Voucher";
}
CF3.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF3);
await _context.SaveChangesAsync();
if (TransactionList.FirstOrDefault().Paid == true)
{
CashFlow CF4 = new CashFlow();
CF4.Credit = TransactionList.FirstOrDefault().Amount;
CF4.PurchaseReturnID = purReturnID;
CF4.CompanyID = CompID;
CF4.PartiesID = purchaseReturn.PartiesID;
int?PartyTransID_1 = _context.Parties.Where(r => r.CompanyID == CompID).Where(r => r.PartiesID == purchaseReturn.PartiesID).FirstOrDefault().TransactionAccountID;
int PartMainAcc_a = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "00").FirstOrDefault().MainAccountID;
int PartSubAcc_a = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountNumber == "0000").FirstOrDefault().SubAccountID;
CF4.MainAccountID = PartMainAcc_a;
CF4.SubAccountID = PartSubAcc_a;
CF4.TransactionAccountID = (int)PartyTransID_1;
if (purchaseReturn.PR_B_1 == false)
{
CF4.VoucherType = "Purchase Return Voucher";
}
else
{
CF4.VoucherType = "Import Return Voucher";
}
CF4.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF4);
await _context.SaveChangesAsync();
if (TransactionList.FirstOrDefault().Mode == PaymentMode.Cash) // Mode 0 Means ==> Cash
{
CashFlow CF5 = new CashFlow();
CF5.Debit = TransactionList.FirstOrDefault().Amount;
CF5.PurchaseReturnID = purReturnID;
CF5.CompanyID = CompID;
CF5.PartiesID = purchaseReturn.PartiesID;
// Cash In Hand 01-0001-0001
int MainAccID_2 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_2 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_2).Where(r => r.SubAccountNumber == "0001").FirstOrDefault().SubAccountID;
int TraAccID_2 = _context.TransactionAccount.Where(r => r.CompanyID == CompID).Where(r => r.SubAccountID == SubAccID_2).Where(r => r.TransactionAccountNumber == "0001").FirstOrDefault().TransactionAccountID;
CF5.SubAccountID = SubAccID_2;
CF5.MainAccountID = MainAccID_2;
CF5.TransactionAccountID = TraAccID_2;
if (purchaseReturn.PR_B_1 == false)
{
CF5.VoucherType = "Purchase Return Voucher";
}
else
{
CF5.VoucherType = "Import Return Voucher";
}
CF5.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF5);
await _context.SaveChangesAsync();
}
else if (TransactionList.FirstOrDefault().Mode == PaymentMode.Cheque) // Mode 0 Means ==> Cheque
{
CashFlow CF6 = new CashFlow();
CF6.Debit = TransactionList.FirstOrDefault().Amount;
CF6.PurchaseReturnID = purReturnID;
CF6.CompanyID = CompID;
CF6.PartiesID = purchaseReturn.PartiesID;
int?bankID = TransactionList.FirstOrDefault().BankID;
int transBankID = _context.Bank.Where(r => r.CompanyID == CompID).Where(r => r.BankID == bankID).FirstOrDefault().TransactionAccountID;
int MainAccID_3 = _context.MainAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountNumber == "01").FirstOrDefault().MainAccountID;
int SubAccID_3 = _context.SubAccount.Where(r => r.CompanyID == CompID).Where(r => r.MainAccountID == MainAccID_3).Where(r => r.SubAccountNumber == "0002").FirstOrDefault().SubAccountID;
CF6.MainAccountID = MainAccID_3;
CF6.SubAccountID = SubAccID_3;
CF6.TransactionAccountID = transBankID;
if (purchaseReturn.PR_B_1 == false)
{
CF6.VoucherType = "Purchase Return Voucher";
}
else
{
CF6.VoucherType = "Import Return Voucher";
}
CF6.DateCreation = DateTime.Now.Date;
_context.CashFlow.Add(CF6);
await _context.SaveChangesAsync();
}
}
}
var TransactionList_Result = TransactionList.ToList();
TransactionList_Result.RemoveAll(x => x.TransactionID == 777777);
TransactionList_Result.ForEach(x => x.TransactionID = 0);
foreach (var item in TransactionList_Result)
{
PurchaseReturnTransaction transaction = new PurchaseReturnTransaction();
transaction.CompanyID = CompID;
transaction.PurchaseReturnID = purReturnID;
transaction.Amount = item.Amount;
transaction.BankID = item.BankID;
transaction.Cheque = item.Cheque;
transaction.Date = item.Date;
transaction.Mode = item.Mode;
transaction.Paid = item.Paid;
transaction.PurchaseBillID = purchaseReturn.PurchaseBillID;
_context.PurchaseReturnTransaction.Add(transaction);
await _context.SaveChangesAsync();
}
if (User.IsInRole("CompanyAdmin"))
{
return(RedirectToAction("Index", "Home", new { area = "CompanyAdmin" }));
}
else
{
return(RedirectToAction("Index", "Home", new { area = "CompanyUser" }));
}
}
public void visit(CashFlow cf)
{
nonSensNPV_ += cf.amount() * discountCurve_.discount(cf.date());
}
public void MapEntityToViewModelOnSuccessMapsProperties()
{
//arrange
var url = "url";
var name = "name";
var network = new Mock <INetwork>();
network.Setup(n => n.Url).Returns(url);
network.Setup(n => n.Name).Returns(name);
var nodeId = 1;
var node = new Mock <INode>();
node.Setup(n => n.Id).Returns(nodeId);
IDictionary <int, INode> nodes = new Dictionary <int, INode> {
{ nodeId, node.Object }
};
network.Setup(n => n.Nodes).Returns(nodes);
var initialValue = 100D;
var portfolio = new Mock <IPortfolio>();
portfolio.Setup(p => p.InitialValue).Returns(initialValue);
network.Setup(n => n.Portfolio).Returns(portfolio.Object);
var cashFlowId = 3;
var cashFlow = new CashFlow {
Id = cashFlowId
};
IList <CashFlow> cashFlows = new[] { cashFlow };
network.Setup(n => n.CashFlows).Returns(cashFlows);
var nodeViewModel = new NodeViewModel {
Id = nodeId
};
IDictionary <int, NodeViewModel> nodeViewModels = new Dictionary <int, NodeViewModel> {
{ nodeId, nodeViewModel }
};
var nodeMapper = new Mock <INodeMapper>();
nodeMapper.Setup(m => m.MapNodesToViewModels(
It.Is <IDictionary <int, INode> >(dict => dict[nodeId].Id == nodeId)))
.Returns(nodeViewModels);
var successProbability = .5D;
var successProbabilities = new[] { successProbability };
var portfolioViewModel = new PortfolioViewModel
{
SuccessProbabilities = successProbabilities
};
var portfolioMapper = new Mock <IPortfolioMapper>();
portfolioMapper.Setup(m => m.MapPortfolioToViewModel(
It.Is <IPortfolio>(p => p.InitialValue == initialValue)))
.Returns(portfolioViewModel);
var networkMapper = new NetworkMapper(nodeMapper.Object, portfolioMapper.Object, null);
//act
var result = networkMapper.MapNetworkToViewModel(network.Object);
//assert
Assert.AreEqual(url, result.Url);
Assert.AreEqual(name, result.Name);
Assert.AreEqual(nodeId, result.Nodes[nodeId].Id);
Assert.AreEqual(successProbability, result.Portfolio.SuccessProbabilities[0]);
Assert.AreEqual(cashFlowId, result.CashFlows[0].Id);
}
public void visit(CashFlow c)
{
// nothing to do
}
public void InitOnSuccessReturnsCorrectProbabilities()
{
//arrange
int expectedPortfolioSimulation = 10; // int avoids floating point errors
var simulation = 110D;
var simulations = new[] { simulation };
var nodeInitialInvestment = 1000D;
var nodeInitialPrice = 100D;
var node = new Mock <INode>();
node.Setup(n => n.InitialInvestment).Returns(nodeInitialInvestment);
node.Setup(n => n.InitialPrice).Returns(nodeInitialPrice);
node.Setup(n => n.Simulations).Returns(simulations);
node.Setup(n => n.PortfolioWeight).Returns(1);
var nodes = new[] { node.Object };
var cashFlowId = 1;
var cashFlow = new CashFlow {
Id = cashFlowId
};
var cashFlows = new[] { cashFlow };
var successProbability = .5D;
var successProbabilities = new[] { successProbability };
var portfolioSimulator = new Mock <IPortfolioSimulator>();
portfolioSimulator.Setup(ps => ps.CalculateSuccessProbabilities(
It.Is <IList <INode> >(n => n[0].InitialInvestment == nodeInitialInvestment),
It.Is <IList <CashFlow> >(cf => cf[0].Id == cashFlowId)))
.Returns(successProbabilities);
var statistics = new Mock <IStatistic>();
var interval = 3D;
var histogramDatum = new HistogramDatum {
Interval = interval
};
var histogramData = new[] { histogramDatum };
var histogram = new Mock <IHistogram>();
histogram.Setup(h => h.GetHistogramData(
It.Is <HistogramContext>(
ctx => (int)ctx.Simulations[0] == expectedPortfolioSimulation &&
(int)ctx.GlobalXMin == expectedPortfolioSimulation &&
(int)ctx.GlobalXMax == expectedPortfolioSimulation),
It.IsAny <int>()))
.Returns(histogramData);
var portfolio = new Portfolio(statistics.Object, histogram.Object, portfolioSimulator.Object);
//act
portfolio.Init(nodes, cashFlows);
var initialValueResult = portfolio.InitialValue;
var statisticsResult = portfolio.Statistics;
var histogramResult = portfolio.Histogram;
var successProbabilitiesResult = portfolio.SuccessProbabilities;
//assert
Assert.AreEqual(nodeInitialInvestment, initialValueResult);
Assert.AreSame(statistics.Object, statisticsResult);
statistics.Verify(s => s.Init(
It.Is <IList <double> >(sim => (int)sim[0] == expectedPortfolioSimulation)
));
Assert.AreEqual(interval, histogramResult[0].Interval);
Assert.AreEqual(successProbability, successProbabilitiesResult[0]);
}
