/// <summary>
/// Initializes a new instance of the <see cref="T:B4F.TotalGiro.PortfolioComparer.PortfolioComparer">PortfolioComparer</see> class.
/// </summary>
/// <param name="setting">The settings used in the portfolio comparer</param>
/// <param name="feeFactory">An instance of the <see cref="T:B4F.TotalGiro.Fees.FeeFactory">FeeFactory</see> class</param>
public PortfolioComparer(PortfolioCompareSetting setting, IFeeFactory feeFactory)
{
if (setting == null)
throw new ApplicationException("Can not do a Portfolio check without an initialized PortfolioCompareSetting object");
if (setting.Instruction == null || setting.Instruction.Account == null)
throw new ApplicationException(string.Format("Not possible to instantiate a comparer class when account is null."));
this.setting = setting;
this.feeFactory = feeFactory;
if (Account.ModelPortfolio == null)
throw new ApplicationException(string.Format("Not possible to compare to model for account {0}: Model is null", Account.DisplayNumberWithName));
}
public void PerformAction(InstructionEngineActions action, IInstruction instruction)
{
RebalanceResults result;
PortfolioCompareAction pfAction;
string instructionMessage = "";
string tempMessage = "";
switch (action)
{
case InstructionEngineActions.PlaceSizeBaseCloseOrders:
pfAction = PortfolioCompareAction.CloseOrders;
break;
case InstructionEngineActions.RunRebalance:
pfAction = PortfolioCompareAction.Rebalance;
break;
case InstructionEngineActions.BuyModel:
pfAction = PortfolioCompareAction.BuyModel;
break;
case InstructionEngineActions.PlaceCashFundOrders:
pfAction = PortfolioCompareAction.CashFundOrders;
break;
case InstructionEngineActions.PlaceFreeUpCashFundOrder:
placeCashFundOrder((ICashWithdrawalInstruction)instruction);
return;
case InstructionEngineActions.CreateFreeUpCashRebalanceInstruction:
createRebalanceInstruction((ICashWithdrawalInstruction)instruction);
return;
case InstructionEngineActions.CreateMoneyTransferOrder:
createMoneyTransferOrder((ICashWithdrawalInstruction)instruction);
return;
case InstructionEngineActions.LiquidatePortfolio:
liquidatePortfolio((IClientDepartureInstruction)instruction);
return;
case InstructionEngineActions.SettleAccount:
settleAccount((IClientDepartureInstruction)instruction);
return;
case InstructionEngineActions.TransferAllCash:
transferAllCash((IClientDepartureInstruction)instruction);
return;
case InstructionEngineActions.TerminateAccount:
terminateAccount((IClientDepartureInstruction)instruction);
return;
default:
throw new ApplicationException("Unknown action");
}
PortfolioCompareSetting setting = new PortfolioCompareSetting(pfAction, instruction, this.engineParams);
PortfolioComparer.PortfolioComparer comparer = new PortfolioComparer.PortfolioComparer(setting, getFeeFactory(FeeFactoryInstanceTypes.Commission));
IList updateableOrders = comparer.CompareToModel(out result);
instruction.SetInstructionMessage((int)result);
if (updateableOrders != null && updateableOrders.Count > 0)
{
switch (action)
{
case InstructionEngineActions.PlaceSizeBaseCloseOrders:
instructionMessage = string.Format("{0} sizebased orders were created for instruments that are not in the modelportfolio.", updateableOrders.Count.ToString());
break;
case InstructionEngineActions.RunRebalance:
case InstructionEngineActions.BuyModel:
tempMessage = getNumberofMonetaryOrders(updateableOrders, true);
if (tempMessage != "0")
tempMessage = string.Format(" and {0} monetary order(s)", tempMessage);
else
tempMessage = string.Empty;
instructionMessage = string.Format("{0} amountbased orders {1} are created during rebalance", getNumberofMonetaryOrders(updateableOrders, false), tempMessage);
break;
case InstructionEngineActions.PlaceCashFundOrders:
instructionMessage = string.Format("{0} cash management fund order(s) were created.", updateableOrders.Count.ToString());
break;
}
instruction.UpdateableOrders = updateableOrders;
instruction.Message = instructionMessage;
}
}
private bool checkSizeBasedCloseOrders(IInstruction instruction)
{
if (instruction.InstructionType == InstructionTypes.BuyModel)
return false;
// Check whether instruments exist in the portfolio that do not exist in the modelportfolio
PortfolioCompareSetting setting = new PortfolioCompareSetting(PortfolioCompareAction.CloseOrders, instruction, this.engineParams);
PortfolioComparer.PortfolioComparer comparer = new PortfolioComparer.PortfolioComparer(setting, null);
return comparer.CheckInstrumentsNotInModel();
}