/// <summary> /// Creates an Equity Element for an Appriasal Document. /// </summary> /// <param name="appraisalDocument">The parent Xml Document.</param> /// <param name="equityRow">An equity record from the data model.</param> /// <param name="PositionTypeCode">Whether a short or long position.</param> public EquityElement(AppraisalDocument appraisalDocument, ClientMarketData.EquityRow equityRow, AppraisalSet.PositionRow positionRow) : base("Equity", appraisalDocument) { // These records are used to access information held in the ancestors. ClientMarketData.SecurityRow securityRow = equityRow.SecurityRowByFKSecurityEquityEquityId; ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow; // Add the essential attributes for this element. AddAttribute("SecurityId", equityRow.EquityId.ToString()); AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString()); AddAttribute("Name", objectRow.Name.ToString()); AddAttribute("PriceFactor", securityRow.PriceFactor.ToString()); AddAttribute("QuantityFactor", securityRow.QuantityFactor.ToString()); // Find the price based on the default currency found in the equity record. If the security master doesn't // have a price for this security, provide dummy values to insure a market value can be calculated. Zero is a // perfectly reasonable interpretation of a missing price. ClientMarketData.PriceRow securityPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId( securityRow.SecurityId, equityRow.SettlementId); if (securityPrice == null) { AddAttribute("Price", "0.0"); } else { if (ClientPreferences.Pricing == Pricing.Close) { AddAttribute("Price", securityPrice.ClosePrice.ToString()); } if (ClientPreferences.Pricing == Pricing.Last) { AddAttribute("Price", securityPrice.LastPrice.ToString()); } } // Find the crossing price. This is used to convert any local price into the account's base currency. Provide // defaults if the crossing price can be found. While this will lead to wrong values, they will be obvious on // the appraisal. ClientMarketData.PriceRow currencyPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId( equityRow.SettlementId, appraisalDocument.AccountRow.CurrencyRow.CurrencyId); if (currencyPrice == null) { AddAttribute("CloseCrossPrice", "0.0"); AddAttribute("LastCrossPrice", "0.0"); } else { AddAttribute("CloseCrossPrice", currencyPrice.ClosePrice.ToString()); AddAttribute("LastCrossPrice", currencyPrice.LastPrice.ToString()); } // Add a target percentage if one is associated with this security. ClientMarketData.PositionTargetRow positionTargetRow = ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode( appraisalDocument.ModelRow.ModelId, equityRow.EquityId, positionRow.PositionTypeCode); if (positionTargetRow != null) { AddAttribute("ModelPercent", positionTargetRow.Percent.ToString()); } // If there is a position record associated with this, er.. position, then add the externally supplied data // to the record. Since the tax lots are always aggregated as we need them into a position, there's no static // table that keeps position data. This information is generally from an outside system that is related to // the position, such as risk metrics or quantitative calculations. ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode( appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode); if (position != null) { if (!position.IsUserData0Null()) { AddAttribute("UserData0", position.UserData0.ToString()); } if (!position.IsUserData1Null()) { AddAttribute("UserData1", position.UserData1.ToString()); } if (!position.IsUserData2Null()) { AddAttribute("UserData2", position.UserData2.ToString()); } if (!position.IsUserData3Null()) { AddAttribute("UserData3", position.UserData3.ToString()); } if (!position.IsUserData4Null()) { AddAttribute("UserData4", position.UserData4.ToString()); } if (!position.IsUserData5Null()) { AddAttribute("UserData5", position.UserData5.ToString()); } if (!position.IsUserData6Null()) { AddAttribute("UserData6", position.UserData6.ToString()); } if (!position.IsUserData7Null()) { AddAttribute("UserData7", position.UserData7.ToString()); } } // Add the account level aggregates for this security/position type pair. foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows()) { this.AppendChild(new AccountElement(appraisalDocument, accountRow)); } }
/// <summary> /// Opens the document for the given object and it's argument. /// </summary> /// <param name="matchId">The primary identifier of the object to open.</param> /// <param name="argument">Options that can be used to further specify the document's properties.</param> public void OpenMatchCommand(object parameter) { // Extract the command argument. int matchId = (int)parameter; // This will force an empty placement and placement document to appear until we get some data. It's the same // as forcing a drawing of the headers only. this.matchId = matchId; try { // Lock the tables System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked); ClientMarketData.EquityLock.AcquireReaderLock(CommonTimeout.LockWait); ClientMarketData.MatchLock.AcquireReaderLock(CommonTimeout.LockWait); ClientMarketData.ObjectLock.AcquireReaderLock(CommonTimeout.LockWait); ClientMarketData.PriceLock.AcquireReaderLock(CommonTimeout.LockWait); ClientMarketData.SecurityLock.AcquireReaderLock(CommonTimeout.LockWait); ClientMarketData.WorkingOrderLock.AcquireReaderLock(CommonTimeout.LockWait); // Install the event handlers. The ClientMarketData component will advise us when the data has changed. ClientMarketData.MatchRow matchRow = ClientMarketData.Match.FindByMatchId(matchId); if (matchRow == null) { return; } ClientMarketData.SecurityRow securityRow = matchRow.WorkingOrderRow.SecurityRowBySecurityWorkingOrderSecurityId; ClientMarketData.EquityRow equityRow = ClientMarketData.Equity.FindByEquityId(securityRow.SecurityId); if (equityRow == null) { return; } string securityName = securityRow.ObjectRow.Name; ClientMarketData.PriceRow priceRow = ClientMarketData.Price.FindBySecurityId(securityRow.SecurityId); decimal price = priceRow.LastPrice; Invoke(displayDelegate, new object[] { securityName, price }); } finally { if (ClientMarketData.EquityLock.IsReaderLockHeld) { ClientMarketData.EquityLock.ReleaseReaderLock(); } if (ClientMarketData.MatchLock.IsReaderLockHeld) { ClientMarketData.MatchLock.ReleaseReaderLock(); } if (ClientMarketData.ObjectLock.IsReaderLockHeld) { ClientMarketData.ObjectLock.ReleaseReaderLock(); } if (ClientMarketData.PriceLock.IsReaderLockHeld) { ClientMarketData.PriceLock.ReleaseReaderLock(); } if (ClientMarketData.SecurityLock.IsReaderLockHeld) { ClientMarketData.SecurityLock.ReleaseReaderLock(); } if (ClientMarketData.WorkingOrderLock.IsReaderLockHeld) { ClientMarketData.WorkingOrderLock.ReleaseReaderLock(); } System.Diagnostics.Debug.Assert(!ClientMarketData.IsLocked); } }