public function findById($id)
 {
     $sql = "SELECT rq.*, ra.job_id FROM " . self::TABLE_REBALANCER_QUEUE . " rq\n                  LEFT JOIN " . self::TABLE_REBALANCER_ACTION . " ra On ra.id = rq.rebalancer_action_id\n                  WHERE rq.id = :id\n                  ";
     $result = $this->db->queryOne($sql, array('id' => $id));
     if (empty($result)) {
         return null;
     }
     /** @var QueueItem $item */
     $item = $this->bindObject($result);
     if (isset($result['security_id'])) {
         $security = new Security();
         $security->setId($result['security_id']);
         $item->setSecurity($security);
     }
     if (isset($result['system_client_account_id'])) {
         $account = new Account();
         $account->setId($result['system_client_account_id']);
         $item->setAccount($account);
     }
     if (isset($result['lot_id'])) {
         $lot = new Lot();
         $lot->setId($result['lot_id']);
         $item->setLot($lot);
     }
     return $item;
 }
Пример #2
0
 protected function bindCollection(array $data)
 {
     $collection = new SecurityCollection();
     foreach ($data as $values) {
         $element = new Security();
         $element->loadFromArray($values);
         $collection->add($element);
     }
     return $collection;
 }
 /**
  * @param Portfolio $portfolio
  * @param Security $security
  * @return SecurityTransaction
  */
 public function findOneByPortfolioAndSecurity(Portfolio $portfolio, Security $security)
 {
     $sql = "\n            SELECT st.* FROM {$this->table} st\n              LEFT JOIN " . self::TABLE_SECURITY_ASSIGNMENT . " sa ON st.security_assignment_id =  sa.id\n              INNER JOIN ce_models cem ON (cem.parent_id = sa.model_id AND cem.id = :model_id)\n            WHERE sa.security_id = :security_id\n        ";
     $params = array('security_id' => $security->getId(), 'model_id' => $portfolio->getId());
     $result = $this->db->queryOne($sql, $params);
     if (!$result) {
         return null;
     }
     return $this->bindObject($result);
 }
Пример #4
0
 public function testSetSecurities()
 {
     $securityCollection = new SecurityCollection();
     $security = new Security();
     $security->setId(96);
     $securityCollection->add($security);
     $this->portfolio->setSecurities($securityCollection);
     $securities = $this->portfolio->getSecurities();
     $this->assertCount(1, $securities);
     $this->assertEquals(96, $securities->get(96)->getId());
 }
Пример #5
0
 public function testIsCanBeSold()
 {
     $this->assertFalse($this->security->isCanBeSold(false, false));
     $this->assertFalse($this->security->isCanBeSold(false, 1));
     $this->assertFalse($this->security->isCanBeSold(1, false));
     $this->assertFalse($this->security->isCanBeSold(-1, 1));
     $this->assertFalse($this->security->isCanBeSold(1, -1));
     $this->assertFalse($this->security->isCanBeSold(-1, -1));
     $this->assertFalse($this->security->isCanBeSold(11, 206));
     $this->assertFalse($this->security->isCanBeSold(11, 1));
     $this->assertFalse($this->security->isCanBeSold(1, 206));
     $this->assertTrue($this->security->isCanBeSold(1, 1));
 }
Пример #6
0
 /**
  * Buy security
  *
  * @param Security $security
  * @param Account $account
  * @param $amount
  * @param bool $dryRun
  * @return float|int
  * @throws \Exception
  */
 public function buySecurity(Security $security, Account $account, $amount, $dryRun = false)
 {
     $price = $security->getPrice();
     $buyQuantity = $price > 0 ? floor($amount / $price) : 0;
     $buyAmount = $buyQuantity * $price;
     if (!$security->isCanBePurchased($buyQuantity, $buyAmount)) {
         $exception = new \Exception(sprintf('Buying security error: cannot buy security with id: %s, qty: %s, amount: %s.', $security->getId(), $buyQuantity, $buyAmount));
         $this->logger->logError($exception);
         throw $exception;
     }
     if (!$this->checkTransaction($account, $amount, $security, 'buy')) {
         $exception = new \Exception("Cannot buy: {$security->getId()} . Transaction check fails. (Amount:{$amount})");
         $this->logger->logError($exception);
         throw $exception;
     }
     if (!$dryRun) {
         $this->logger->logInfo("Buy security {$security->getId()} qty: {$buyQuantity}; amount: {$buyAmount}");
         $security->buy($buyQuantity, $buyAmount);
         $queueItem = new QueueItem();
         $queueItem->setRebalancerActionId($this->getRebalancerAction()->getId());
         $queueItem->setSecurity($security);
         $queueItem->setAccount($account);
         $queueItem->setQuantity($buyQuantity);
         $queueItem->setAmount($buyAmount);
         $queueItem->setStatus(QueueItem::STATUS_BUY);
         $this->getRebalancerQueue()->addItem($queueItem);
     }
     return $buyAmount;
 }
Пример #7
0
 public function getPositionsByPortfolio(Portfolio $portfolio, Account $account = null, Security $security = null)
 {
     $sql = "SELECT pos.client_system_account_id, sa.security_id as security_id, sm.id as muni_id\n                FROM " . self::TABLE_SUBCLASS . " subc\n                    INNER JOIN " . self::TABLE_CE_MODEL_ENTITY . " ceme ON ceme.subclass_id = subc.id\n                    INNER JOIN " . self::TABLE_SECURITY_ASSIGNMENT . " sa ON sa.id = ceme.security_assignment_id\n                    INNER JOIN " . self::TABLE_POSITION . " pos ON pos.security_id = sa.security_id\n                    LEFT JOIN " . self::TABLE_SECURITY_ASSIGNMENT . " sam ON sam.id = ceme.muni_substitution_id\n                    LEFT JOIN " . self::TABLE_SECURITY . " sm ON sam.security_id = sm.id\n                WHERE ceme.model_id = :portfolioId\n        ";
     $parameters = array('portfolioId' => $portfolio->getId());
     if (null !== $account) {
         $sql .= " AND pos.client_system_account_id = :accountId";
         $parameters['accountId'] = $account->getId();
     }
     if (null !== $security) {
         $sql .= " AND (pos.security_id = :securityId OR sm.id = :securityId)";
         $parameters['securityId'] = $security->getId();
     }
     $sql .= " GROUP BY pos.client_system_account_id, pos.security_id";
     return $this->db->query($sql, $parameters);
 }
Пример #8
0
 protected function bindSubclassCollection(array $data, SecurityCollection $securityCollection)
 {
     $subclassCollection = new SubclassCollection();
     foreach ($data as $values) {
         $subclass = new Subclass();
         $subclass->loadFromArray($values);
         /** @var Security $security */
         $security = $securityCollection->get($values['security_id']);
         $security->setSubclass($subclass);
         $subclass->setSecurity($security);
         if (isset($values['muni_substitution_id']) && $values['muni_substitution_id']) {
             $sql = "SELECT sp.price FROM " . self::TABLE_SECURITY_PRICE . " sp\n                        WHERE sp.is_current = true AND sp.security_id = :security_id\n                          ORDER BY sp.datetime DESC\n                          LIMIT 1\n                        ";
             $parameters = array('security_id' => $values['muni_substitution_id']);
             $securityPriceData = $this->db->query($sql, $parameters);
             $muni = new Security();
             $muni->setId($values['muni_substitution_id']);
             $muni->setSubclass($subclass);
             $muni->setIsPreferredBuy(true);
             $muni->setName($values['muni_name']);
             $muni->setSymbol($values['muni_symbol']);
             $muni->setPrice($securityPriceData[0]['price']);
             $subclass->setMuniSecurity($muni);
         }
         $subclassCollection->add($subclass);
     }
     return $subclassCollection;
 }
Пример #9
0
 public function testSellAllSecurities()
 {
     $security1 = new Security();
     $security1->setId(15);
     $security1->setQty(200);
     $security2 = new Security();
     $security2->setId(20);
     $security2->setQty(400);
     $securityCollection = new SecurityCollection();
     $securityCollection->add($security1);
     $securityCollection->add($security2);
     $this->account->setSecurities($securityCollection);
     $this->account->sellAllSecurities();
     $qty = 0;
     foreach ($this->account->getSecurities() as $security) {
         $qty += $security->getQty();
     }
     $this->assertEquals(0, $qty);
 }
Пример #10
0
 public function testGetTotalAmount()
 {
     $this->assertEquals(1500, $this->subclass->getTotalAmount());
     /** @var Subclass $emptySubclass */
     $emptySubclass = $this->getMock('Model\\WealthbotRebalancer\\Subclass', null);
     $this->assertEquals(0, $emptySubclass->getTotalAmount());
     /** @var Subclass $subclassWithSecurity */
     $subclassWithSecurity = $this->getMock('Model\\WealthbotRebalancer\\Subclass', null);
     $security = new Security();
     $security->setAmount(200);
     $subclassWithSecurity->setSecurity($security);
     $this->assertEquals(200, $subclassWithSecurity->getTotalAmount());
     /** @var Subclass $subclassWithMuni */
     $subclassWithMuni = $this->getMock('Model\\WealthbotRebalancer\\Subclass', null);
     $muni = new Security();
     $muni->setAmount(722);
     $subclassWithMuni->setMuniSecurity($muni);
     $this->assertEquals(722, $subclassWithMuni->getTotalAmount());
 }