/// <summary>
/// The set missing market data judgement.
/// </summary>
/// <param name="orderUnderAnalysis">
/// The order under analysis.
/// </param>
private void SetMissingMarketDataJudgement(Order orderUnderAnalysis)
{
var noTradesParameters = JsonConvert.SerializeObject(this.EquitiesParameters);
var noTradesJudgement = new HighProfitJudgement(
this.RuleContext.RuleParameterId(),
this.RuleContext.CorrelationId(),
orderUnderAnalysis?.ReddeerOrderId?.ToString(),
orderUnderAnalysis?.OrderId,
null,
null,
null,
noTradesParameters,
true,
false);
this.JudgementService.Judgement(new HighProfitJudgementContext(noTradesJudgement, false));
}
/// <summary>
/// The no revenue or cost judgement.
/// </summary>
/// <param name="orderUnderAnalysis">
/// The order under analysis.
/// </param>
private void NoRevenueOrCostJudgement(Order orderUnderAnalysis)
{
var noRevenueJsonParameters = JsonConvert.SerializeObject(this.EquitiesParameters);
var noRevenueJudgement = new HighProfitJudgement(
this.RuleContext.RuleParameterId(),
this.RuleContext.CorrelationId(),
orderUnderAnalysis?.ReddeerOrderId?.ToString(),
orderUnderAnalysis?.OrderId,
null,
null,
null,
noRevenueJsonParameters,
false,
false);
this.JudgementService.Judgement(new HighProfitJudgementContext(noRevenueJudgement, false));
}
/// <summary>
/// The set judgement for full analysis.
/// </summary>
/// <param name="absoluteProfit">
/// The absolute profit.
/// </param>
/// <param name="profitRatio">
/// The profit ratio.
/// </param>
/// <param name="hasHighProfitAbsolute">
/// The has high profit absolute.
/// </param>
/// <param name="hasHighProfitPercentage">
/// The has high profit percentage.
/// </param>
/// <param name="exchangeRateProfits">
/// The exchange rate profits.
/// </param>
/// <param name="ruleBreachContext">
/// The rule breach context.
/// </param>
/// <param name="orderUnderAnalysis">
/// The order under analysis.
/// </param>
private void SetJudgementForFullAnalysis(
Money absoluteProfit,
decimal profitRatio,
bool hasHighProfitAbsolute,
bool hasHighProfitPercentage,
IExchangeRateProfitBreakdown exchangeRateProfits,
RuleBreachContext ruleBreachContext,
Order orderUnderAnalysis)
{
var absoluteHighProfit = hasHighProfitAbsolute ? absoluteProfit.Value : (decimal?)null;
var absoluteHighProfitCurrency = hasHighProfitAbsolute ? absoluteProfit.Currency.Code : null;
var percentageHighProfit = hasHighProfitPercentage ? profitRatio : (decimal?)null;
var jsonParameters = JsonConvert.SerializeObject(this.EquitiesParameters);
var judgement = new HighProfitJudgement(
this.RuleContext.RuleParameterId(),
this.RuleContext.CorrelationId(),
orderUnderAnalysis?.ReddeerOrderId?.ToString(),
orderUnderAnalysis?.OrderId,
absoluteHighProfit,
absoluteHighProfitCurrency,
percentageHighProfit,
jsonParameters,
false,
false);
this.JudgementService.Judgement(
new HighProfitJudgementContext(
judgement,
hasHighProfitAbsolute || hasHighProfitPercentage,
ruleBreachContext,
this.EquitiesParameters,
absoluteProfit,
absoluteProfit.Currency.Symbol,
profitRatio,
hasHighProfitAbsolute,
hasHighProfitPercentage,
exchangeRateProfits));
}
public async Task SaveHighProfit_SavesHighProfit_ToDb()
{
var connectionStringFactory = new ConnectionStringFactory(this._configuration);
var repo = new JudgementRepository(connectionStringFactory, this._logger);
var hpJudgement = new HighProfitJudgement(
"rule-1",
"rule-correlation-1",
"order100",
"ABCD-100",
100,
"EUR",
92,
"some params",
false,
false);
await repo.SaveAsync(hpJudgement);
Assert.IsTrue(true);
}
public HighProfitJudgementContext(
HighProfitJudgement judgement,
bool projectToAlert,
IRuleBreachContext ruleBreachContext,
IHighProfitsRuleEquitiesParameters equitiesParameters,
Money?absoluteProfits,
string absoluteProfitCurrency,
decimal?relativeProfits,
bool hasAbsoluteProfitBreach,
bool hasRelativeProfitBreach,
IExchangeRateProfitBreakdown profitBreakdown)
{
this.Judgement = judgement;
this.RaiseRuleViolation = projectToAlert;
this.RuleBreachContext = ruleBreachContext;
this.EquitiesParameters = equitiesParameters;
this.AbsoluteProfits = absoluteProfits;
this.AbsoluteProfitCurrency = absoluteProfitCurrency;
this.RelativeProfits = relativeProfits;
this.HasAbsoluteProfitBreach = hasAbsoluteProfitBreach;
this.HasRelativeProfitBreach = hasRelativeProfitBreach;
this.ExchangeRateProfits = profitBreakdown;
}
public HighProfitJudgementContext(HighProfitJudgement judgement, bool projectToAlert)
{
this.Judgement = judgement;
this.RaiseRuleViolation = projectToAlert;
}