src/Bundles/Portfolios/Controller/PortfolioCashflowForwardController.php line 1458

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  1. <?php
  3. namespace Bundles\Portfolios\Controller;
  5. use App\Entity\CurrencyHistory;
  6. use App\Models\systems\broker\Corpay;
  7. use Bundles\AiStudio\forms\PolicyType1;
  8. use Bundles\AiStudio\forms\PolicyType2;
  9. use Bundles\Instruments\CashflowForward\Entity\ResidualCash;
  10. use Bundles\RemoteSystems\Controller\CorpayController;
  11. use Symfony\Component\HttpFoundation\Request;
  12. use Psr\Log\LoggerInterface;
  13. use Bundles\Portfolios\Form\PortfolioType;
  14. use Bundles\Instruments\CashflowForward\Form\HedgingPoliticsType;
  15. use Bundles\Portfolios\Entity\Portfolio;
  16. use Bundles\Instruments\CashflowForward\Entity\HedgingPolitics;
  17. use Bundles\Instruments\CashflowForward\Entity\BudgetRates;
  18. use Bundles\Instruments\Base\Entity\CashFlows;
  19. use Bundles\Instruments\Base\Entity\Forward;
  20. use Bundles\Instruments\Base\Entity\ForwardOperations;
  21. use Bundles\Instruments\CashflowForward\Entity\PolicyGenerator;
  22. use Bundles\Instruments\CashflowForward\Form\BudgetRateType;
  23. use Bundles\Instruments\CashflowForward\Form\CashFlowType;
  24. use Bundles\Instruments\Base\Form\ForwardType;
  25. use Bundles\Instruments\CashflowForward\Model\HedgingPolicy;
  26. use Bundles\Instruments\CashflowForward\Form\PolicyGeneratorType;
  27. use App\Entity\CurrencyPair;
  28. use Bundles\Instruments\CashflowForward\Form\TradesOperationsType;
  29. use App\Models\ForwardPoints;
  30. use Symfony\Component\HttpFoundation\JsonResponse;
  31. use Bundles\Instruments\Base\Model\CalcsVaR;
  32. use App\Entity\Counterparty;
  33. use Bundles\Instruments\Base\Entity\ReportFilter;
  34. use Bundles\Instruments\Base\Form\ReportFilterType;
  35. use Bundles\Instruments\CashflowForward\Model\ImportValidator;
  36. use Doctrine\DBAL\Connection;
  37. use Psr\Cache\CacheItemPoolInterface;
  40. class PortfolioCashflowForwardController extends PortfolioController {
  42. protected $export = false;
  43. protected $url = '/portfolios/cashflow-forward?menuIndex=1';
  45. protected $importDataOverwrite = false;
  46. protected $importDataAsSpotTrades = false;
  47. protected $importCorpay = false;
  50. public function index(LoggerInterface $analyticsLogger, CacheItemPoolInterface $cache, Request $request, Connection $connection) {
  51. $this->init($analyticsLogger, $cache, $request, $connection);
  53. if (!empty($this->portfolioId)) {
  54. $this->session->set('portfolioId', $this->portfolioId);
  55. $userPortfolios = $this->getUser()->getUserPortfolios();
  56. if ($this->getUser()->isUser() && !$userPortfolios->isEmpty()) {
  57. $portfolio = $userPortfolios->filter(function ($portfolio) {
  58. return $portfolio->getId() == $this->portfolioId;
  59. });
  60. $portfolio = $portfolio[0] ?? null;
  61. } else {
  62. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  63. 'id' => $this->portfolioId,
  64. 'status' => 1,
  65. 'customer' => $this->getCustomer()->getId(),
  66. ]);
  67. }
  68. if (empty($portfolio) || $portfolio->getType() !== 'cashflow_forward') {
  69. $this->addFlash('warning', 'portfolio id '.$this->portfolioId.' not found or not allowed to access');
  71. return $this->redirect($this->url.'&step='.self::STEP_PORTFOLIO);
  72. }
  73. $this->data['portfolio'] = $portfolio;
  74. }
  76. $this->data['sumGroup'] = $this->sumGroup ?? 'month';
  77. $this->data['tradeFilter'] = $this->tradeFilter ?? '';
  78. $this->getPortfolios($request);
  80. if ($this->step > self::STEP_PORTFOLIO) {
  81. $this->getPolicies($request);
  82. if ($this->redirect) {
  83. return $this->redirect($this->url.'&step='.$this->step);
  84. }
  85. $this->getBudgetRates($request);
  86. $this->getCashFlows($request);
  87. $this->getTrades($request);
  88. $this->getTradesOperations($request);
  89. // $this->getResidualCash($request);
  90. $this->getAnalysis();
  91. $this->getReport($request);
  92. $this->notificationsAsSeen();
  93. }
  94. if (!empty($this->export)) {
  95. return $this->export;
  96. }
  97. if ($this->redirect) {
  98. return $this->redirect($this->url.'&step='.$this->step);
  99. }
  101. $this->data['summaryTotals'] = $this->getModel()->getSummaryTotals();
  102. $this->data['step'] = $this->step;
  103. $this->data['title'] = 'Portfolios';
  104. $this->data['action'] = 'portfolio';
  105. $this->data['edit'] = $this->edit;
  106. $this->data['url'] = $this->url;
  107. $this->data['show'] = $this->show;
  108. $this->data['operation'] = $this->tradeOperation ?? null;
  109. $this->data['tradeTypes'] = array_flip($this->tradeTypes);
  111. $instrument = '@cashflowForward';
  113. // dump($this->data);
  114. if (!empty($this->getCustomer()->isUseRemoteApi()) && !empty($this->getCustomer()->getRemoteUserCode()) && $this->getUser()->isAccessRemoteSystems()) {
  115. $this->data['remoteSystem'] = $this->getCustomer()->getRemoteSystem();
  116. }
  118. return $this->render($instrument.'/index.html.twig', $this->data);
  119. }
  122. protected function getPolicies($request) {
  123. if (empty($this->portfolioId) || $this->redirect) {
  124. return false;
  125. }
  126. $step = self::STEP_POLICY;
  127. $formGenerator = $this->getForm('policyGenerator');
  128. $formGenerator->handleRequest($request);
  129. if ($formGenerator->isSubmitted() && $formGenerator->isValid()) {
  130. $currencyPairSelected = $this->data['portfolio']->getCurrencyPair();
  131. $existsCurrency = $this->em->getRepository(HedgingPolitics::class)->findOneBy([
  132. 'Portfolio' => $this->portfolioId,
  133. 'CurrencyPair' => $currencyPairSelected,
  134. ]);
  135. if (!empty($existsCurrency) && $existsCurrency->getModel() != 'static_policy') {
  137. $this->addFlash('error', 'Selected currency pair '.$currencyPairSelected->getName().' is already in policy. Delete existing or add policy manually');
  139. } else {
  140. $policyGenerator = $formGenerator->getData();
  141. $policyGenerator->setCurrencyPair($currencyPairSelected);
  142. $policyGenerator->setExposureDirection($this->data['portfolio']->getDirection() == 'pay' ? 'Down' : 'Up');
  143. $policyRanges = $this->getModel()->generatePolicies($policyGenerator);
  144. if (!empty($policyRanges)) {
  145. if (!empty($existsCurrency)) {
  146. $this->actionsPolicies($policyGenerator, [], 'deleteAll'); //trinam sena
  147. }
  148. $this->actionsPolicies($policyGenerator, $policyRanges);
  149. }
  150. }
  151. }
  152. $this->data['formGeneratorPolicy'] = $formGenerator->createView();
  154. $form = $this->getForm($step);
  155. $form->handleRequest($request);
  156. if ($form->isSubmitted() && $form->isValid()) {
  157. $this->actionsPolicies($form);
  158. }
  160. if (!empty($this->policyId)) {
  161. $this->data['policy'] = $this->em->getRepository(HedgingPolitics::class)->find($this->policyId);
  162. }
  164. $policies = $this->em->getRepository(HedgingPolitics::class)->findBy(['Portfolio' => $this->portfolioId], ['boundaryLow' => 'ASC']);
  166. if (!empty($policies) && $policies[0]->getModel() == 'dynamic_policy') {
  167. $currentRate = $this->getModel()->getRate($this->data['portfolio']->getCurrencyPair());
  168. $needRegenerate = true;
  169. foreach ($policies as &$policy) {
  170. if ($currentRate >= (float)$policy->getBoundaryLow() && $currentRate < (float)$policy->getBoundaryUpper()) {
  171. $policy->setCurrentRate($currentRate);
  172. $this->currrentHedgingPolicy = $policy;
  173. $needRegenerate = false;
  174. break;
  175. }
  176. }
  178. if (!empty($request->get('regeneratePolicy'))) {
  179. $needRegenerate = true;// inicijuota naudotojo, forcinam perkurima
  180. }
  181. if ($needRegenerate) {
  182. $formGenerator = new PolicyGenerator();
  183. $formGenerator->setCurrencyPair($this->data['portfolio']->getCurrencyPair());
  184. $formGenerator->setExposureDirection($this->data['portfolio']->getDirection() == 'pay' ? 'Down' : 'Up');
  185. $formGenerator->setStepRange(1.5);
  186. $formGenerator->setNumberRanges(9);
  187. $policyRanges = $this->getModel()->generatePolicies($formGenerator);
  188. if (!empty($policyRanges)) {
  189. $this->actionsPolicies($formGenerator, [], 'deleteAll'); //trinam sena
  190. $this->actionsPolicies($formGenerator, $policyRanges); //kuriam nauja
  191. }
  192. }
  193. }
  194. // static policy turi kas menesi atsinaujinti schedule
  195. elseif (!empty($policies) && $policies[0]->getModel() == 'static_policy') {
  196. $policy = $policies[0];
  197. $schedule = $policy->getSchedule();
  198. if ($schedule[1]['executionDate'] < date_create()->format('Y-m-d')) {
  200. $formGenerator = $this->getForm('policyGenerator');
  201. $formGenerator->getData()->setMonths(count($policy->getSchedule()));
  202. $formGenerator->getData()->setModel($policy->getModel());
  203. $policy->setSchedule($this->getModel()->generatePolicies($formGenerator->getData()));
  204. $this->em->persist($policy);
  205. $this->em->flush();
  207. $this->addFlash('success', 'Static policy schedule is updated');
  208. }
  209. $policies = [$policy];
  210. }
  212. $this->data['policies'] = $policies;
  213. $this->data['policyModel'] = count($policies) == 1 ? 'static_policy' : 'dynamic_policy';
  214. $this->data['form'.$step] = $this->getForm($step, ($this->data['policy'] ?? null))->createView();
  216. $options = [
  217. 'customerPairs' => [$this->data['portfolio']->getCurrencyPair()->getId() ?? []],
  218. ];
  219. $this->data['policyForm2'] = $this->createForm(PolicyType2::class, null, $options)->createView();
  220. $this->data['symbol'] = $this->data['portfolio']->getCurrencyPair()->getCurrencyNameByNumber(2);
  221. }
  223. protected function getBudgetRates($request) {
  224. if (empty($this->portfolioId) || $this->redirect) {
  225. return false;
  226. }
  227. $step = self::STEP_BUDGET_RATES;
  229. $form = $this->getForm($step, null, ['portfolioId' => $this->portfolioId]);
  230. $form->handleRequest($request);
  231. if ($form->isSubmitted() && $form->isValid()) {
  232. $this->actionsBudgetRates($form);
  233. }
  235. if (!empty($this->budgetRateId)) {
  236. $this->data['budgetRate'] = $this->em->getRepository(BudgetRates::class)->find($this->budgetRateId);
  237. }
  239. $this->data['budgetRates'] = $this->em->getRepository(BudgetRates::class)->findByDates([
  240. 'Portfolio' => $this->portfolioId,
  241. // 'show' => $this->show,
  242. ]);
  243. $this->data['form'.$step] = $this->getForm($step, ($this->data['budgetRate'] ?? null))->createView();
  244. }
  246. protected function getCashFlowByTrade($trade) {
  247. return $this->em->getRepository(CashFlows::class)->findByFixedDates([
  248. 'Portfolio' => $trade->getPortfolio()->getId(),
  249. 'dateFrom' => date_create($trade->getDateDelivery())->format('Y-m-01'),
  250. 'dateTo' => date_create($trade->getDateDelivery())->format('Y-m-t'),
  251. ]);
  252. }
  254. protected function getCashFlows($request) {
  255. if (empty($this->portfolioId) || empty($this->data['portfolio']) || $this->redirect) {
  256. return false;
  257. }
  258. $step = self::STEP_CASH_FLOWS;
  260. $form = $this->getForm($step, null, ['portfolioId' => $this->portfolioId]);
  261. $form->handleRequest($request);
  262. $importDataCashFlow = $request->request->get('importDataCashFlow');
  263. $this->importDataOverwrite = $request->request->get('dataOverwriteCashFlow');
  265. if (($form->isSubmitted() && $form->isValid()) || !empty($importDataCashFlow)) {
  266. $this->actionsCashFlows($form, $importDataCashFlow);
  267. }
  269. if (!empty($this->cashFlowId)) {
  270. $cashFlow = $this->em->getRepository(CashFlows::class)->find($this->cashFlowId);
  271. $cashFlow->setRate($this->getRate($cashFlow->getCurrencyPair()));
  272. $this->data['cashFlow'] = $cashFlow;
  273. //dump($cashFlow);
  274. }
  275. $cashFlows = $this->em->getRepository(CashFlows::class)->findByDates([
  276. 'Portfolio' => $this->portfolioId,
  277. 'show' => $this->show,
  278. ]);
  280. $this->data['cashFlowSumAmount'] = $this->getModel()->getCashFlowSums($cashFlows, 'minor');
  281. $this->data['cashFlowSumAmountMajor'] = $this->getModel()->getCashFlowSums($cashFlows);
  283. $this->data['cashFlows'] = $this->getModel()->setCashFlowBudgetRates($cashFlows, $this->data['budgetRates']);
  285. $this->data['eventAlerts'] = $this->getEventAlertStatuses();
  286. $this->data['marginCalls'] = $this->marginCalls;
  287. $this->data['spot'] = $this->getRate($this->data['portfolio']->getCurrencyPair());
  289. $this->data['form'.$step] = $this->getForm($step, ($this->data['cashFlow'] ?? null))->createView();
  291. if ($form->isSubmitted()) {
  292. return $this->redirect($this->url.'&step='.$step);
  293. }
  294. }
  296. protected function getTrades($request) {
  297. if (empty($this->portfolioId) || empty($this->data['portfolio']) || $this->redirect) {
  298. return false;
  299. }
  300. $step = self::STEP_TRADES;
  301. $options = ['portfolioId' => $this->portfolioId, 'customer' => $this->getCustomer()->getId()];
  302. $form = $this->getForm($step, null, $options);
  303. $form->handleRequest($request);
  305. $importDataTrades = $request->request->get('importDataTrades');
  306. $this->importCorpay = $request->request->get('importCorpay');
  307. $this->importDataOverwrite = $request->request->get('dataOverwriteTrades');
  308. $this->importDataAsSpotTrades = $request->request->get('importSpotTrades') ?? false;
  310. if (($form->isSubmitted() && $form->isValid()) || !empty($importDataTrades)) {
  311. $this->actionsTrades($form, $importDataTrades);
  312. }
  315. if (!empty($this->tradeId)) {
  316. $this->data['trade'] = $this->em->getRepository(Forward::class)->find($this->tradeId);
  317. }
  319. $tradesOrigin = $this->em->getRepository(Forward::class)->findByDates([
  320. 'Portfolio' => $this->portfolioId,
  321. 'show' => $this->show,
  322. 'tradeFilter' => $this->tradeFilter,
  323. 'type' => 'forward',
  324. ]);
  325. $spotTrades = $this->em->getRepository(Forward::class)->findByDates([
  326. 'Portfolio' => $this->portfolioId,
  327. 'show' => $this->show,
  328. 'tradeFilter' => $this->tradeFilter,
  329. 'type' => 'spot',
  330. ]);
  332. $cashFlows = $this->em->getRepository(CashFlows::class)->findByDates([
  333. 'Portfolio' => $this->portfolioId,
  334. 'show' => $this->show,
  335. ]);
  337. /// rikia pasiaiskinti kas kviecia. Nezinau ar dar reikalingas!
  338. if (!empty($request->get('updatePolicy'))) {
  339. //pasiimam tradus
  340. $allTrades = $this->em->getRepository(Forward::class)->findBy([
  341. 'status' => true,
  342. 'show' => 'current',
  343. 'type' => 'forward',
  344. ]);
  345. $policies = $this->em->getRepository(HedgingPolitics::class)->findBy(['Portfolio' => $this->portfolioId], ['boundaryLow' => 'ASC']);
  346. if (empty($policies)) {
  347. return true;
  348. }
  349. foreach ($allTrades as $item) {
  350. $currentRate = $item->getRate();
  352. foreach ($policies as &$policy) {
  353. if ($currentRate >= (float)$policy->getBoundaryLow() && $currentRate < (float)$policy->getBoundaryUpper()) {
  354. $this->currrentHedgingPolicy = $policy;
  355. break;
  356. }
  357. }
  359. $dateExpire = date_create($item->getDateDelivery());
  360. $hedgePolicyRatio = $this->getHedgePolicy($this->currrentHedgingPolicy, $dateExpire->format('Y'), $dateExpire->format('W'));
  361. $item->setPolicyRatio($hedgePolicyRatio);
  362. $this->em->persist($item);
  363. }
  364. $this->em->flush();
  365. }
  368. $this->data['trades'] = $tradesOrigin;
  369. $this->data['spotTrades'] = $spotTrades;
  370. $this->data['tradeFilter'] = $this->tradeFilter;
  372. foreach ($tradesOrigin as $item) {
  373. $this->data['tradeList'][$item->getId()] = $item;
  374. }
  375. $this->data['portfolioOperations'] = $this->em->getRepository(ForwardOperations::class)->findAllByPortfolio($this->portfolioId, 'DESC');
  376. $this->data['valuation'] = $this->getModel()->tradeValuation($this->data['trades'], 0, [], $cashFlows, $this->sumGroup);
  377. $this->data['form'.$step] = $this->getForm($step, ($this->data['trade'] ?? null), $options)->createView();
  379. if ($form->isSubmitted()) {
  380. return $this->redirect($this->url.'&step='.$step);
  381. }
  382. }
  385. /**
  386. * @param PolicyGenerator $policyGenerator
  387. * @param $policyRanges
  388. * @return false|void
  389. * @throws \Doctrine\ORM\ORMException
  390. * @throws \Doctrine\ORM\OptimisticLockException
  391. */
  392. protected function actionsPolicies($form, $policyRanges = [], $action = '') {
  393. $formData = $form;
  395. if (empty($action) && !empty($form) && method_exists($form, 'getData')) {
  396. $formData = $form->getData();
  397. $action = $form->get('delete')->isClicked() ? 'delete' : 'add';
  398. if ($form->get('deleteAll')->isClicked()) {
  399. $action = 'deleteAll';
  400. }
  401. $policyId = $formData->getId();
  402. if (!empty($policyId)) {
  403. $policyRecord = $this->em->getRepository(HedgingPolitics::class)->find($policyId);
  404. }
  405. } elseif (!empty($policyRanges)) {
  406. $action = 'autoPolicy';
  407. }
  409. if ($action == 'delete') {
  410. if (empty($policyId)) {
  411. $this->addFlash('warning', 'No policys ID submited');
  413. return false;
  414. }
  415. if (empty($policyRecord)) {
  416. $this->addFlash('warning', 'No policy record was found');
  418. return false;
  419. }
  421. //todo: padaryti isjungima per status=0
  422. $this->em->remove($policyRecord);
  423. $this->em->flush();
  424. $this->addFlash('success', 'Hedging policy was deleted successfully');
  426. } elseif ($action == 'deleteAll') {
  428. $records = $this->em->getRepository(HedgingPolitics::class)->findBy([
  429. 'Portfolio' => $this->portfolioId,
  430. ]);
  431. foreach ($records as $record) {
  432. $this->em->remove($record);
  433. }
  434. $this->em->flush();
  435. // $this->addFlash('success', 'Hedging policies were deleted successfully for the currency pair '.$policyRecord->getCurrencyPair()->getName());
  437. } elseif ($action == 'autoPolicy' && !empty($formData->getModel())) { //generated policy
  438. if ($formData->getModel() == 'static_policy') {
  439. $policyRecord = new HedgingPolitics();
  440. $policyRecord->setCustomer($this->getCustomer());
  441. $policyRecord->setPortfolio($this->data['portfolio']);
  442. $policyRecord->setCurrencyPair($formData->getCurrencyPair());
  443. $policyRecord->setModel($formData->getModel());
  444. $policyRecord->setSchedule($policyRanges);
  445. $this->em->persist($policyRecord);
  447. } else {
  448. foreach ($policyRanges as $policy) {
  449. $policyRecord = new HedgingPolitics();
  450. $policyRecord->setCustomer($this->getCustomer());
  451. $policyRecord->setPortfolio($this->data['portfolio']);
  452. $policyRecord->setCurrencyPair($formData->getCurrencyPair());
  453. $policyRecord->setBoundaryLow($policy['low']);
  454. $policyRecord->setBoundaryUpper($policy['high']);
  455. $policyRecord->setd30($policy['30']);
  456. $policyRecord->setd60($policy['60']);
  457. $policyRecord->setd90($policy['90']);
  458. $policyRecord->setd120($policy['120']);
  459. $policyRecord->setd150($policy['150']);
  460. $policyRecord->setd180($policy['180']);
  461. $policyRecord->setModel($formData->getModel());
  462. $this->em->persist($policyRecord);
  463. }
  464. }
  465. $this->em->flush();
  466. $this->addFlash('success', 'Policy was created successfully');
  467. $this->redirect = true;
  469. } elseif ($formData->getModel() != 'static_policy') { //add/edit
  470. if (empty($this->portfolioId)) {
  471. $this->addFlash('warning', 'No Policy found');
  473. return false;
  474. }
  476. if (empty($policyRecord)) {
  477. $policyRecord = new HedgingPolitics();
  478. $policyRecord->setCustomer($this->getCustomer());
  479. $policyRecord->setPortfolio($this->data['portfolio']);
  480. }
  481. $policyRecord->setCurrencyPair($formData->getCurrencyPair());
  482. $policyRecord->setBoundaryLow($formData->getBoundaryLow());
  483. $policyRecord->setBoundaryUpper($formData->getBoundaryUpper());
  484. $policyRecord->setd30($formData->getd30());
  485. $policyRecord->setd60($formData->getd60());
  486. $policyRecord->setd90($formData->getd90());
  487. $policyRecord->setd120($formData->getd120());
  488. $policyRecord->setd150($formData->getd150());
  489. $policyRecord->setd180($formData->getd180());
  491. $this->em->persist($policyRecord);
  492. $this->em->flush();
  493. $this->addFlash('success', 'Policy was '.($policyId > 0 ? 'updated' : 'created').' successfully');
  494. $this->redirect = true;
  495. }
  497. }
  499. /**
  500. * @param $form
  501. * @return bool|void
  502. */
  503. protected function actionsBudgetRates($form) {
  504. $action = $form->get('delete')->isClicked() ? 'delete' : 'add';
  505. $formData = $form->getData();
  506. $budgetRateId = $formData->getId();
  507. if (!empty($budgetRateId)) {
  508. $budgetRateRecord = $this->em->getRepository(BudgetRates::class)->find($budgetRateId);
  509. }
  510. if ($action == 'delete') {
  511. if (empty($budgetRateId)) {
  512. $this->addFlash('warning', 'No budget rate ID submited');
  514. return false;
  515. }
  516. if (empty($budgetRateRecord)) {
  517. $this->addFlash('warning', 'No budget rate record was found');
  519. return false;
  520. }
  521. //todo: padaryti isjungima per status=0
  522. $this->em->remove($budgetRateRecord);
  523. $this->em->flush();
  524. $this->addFlash('success', 'Budget rate was deleted successfully');
  525. $this->redirect = true;
  527. } else { //add/edit
  528. if (empty($this->portfolioId)) {
  529. $this->addFlash('warning', 'No portfolio found');
  531. return false;
  532. }
  533. if (empty($budgetRateId)) {
  534. $budgetRateRecord = new BudgetRates();
  535. $budgetRateRecord->setPortfolio($this->data['portfolio']);
  536. }
  537. $budgetRateRecord->setCurrencyPair($formData->getCurrencyPair());
  538. $budgetRateRecord->setDateStart($formData->getDateStart());
  539. $budgetRateRecord->setDateEnd($formData->getDateEnd());
  540. $budgetRateRecord->setRate($formData->getRate());
  541. $budgetRateRecord->setStatus(true);
  543. $this->em->persist($budgetRateRecord);
  544. $this->em->flush();
  545. $this->addFlash('success', 'budget rate was '.($budgetRateId > 0 ? 'updated' : 'created').' successfully');
  546. $this->redirect = true;
  547. }
  549. }
  551. /**
  552. * @param $form
  553. * @return bool|void
  554. */
  555. protected function actionsCashFlows($form, $importData = '') {
  556. $this->portfolioId = $this->session->get('portfolioId');
  558. $action = $form->get('delete')->isClicked() ? 'delete' : 'add';
  559. $formData = $form->getData();
  560. $cashFlowId = $formData->getId();
  561. if (!empty($cashFlowId)) {
  562. $cashFlowRecord = $this->em->getRepository(CashFlows::class)->find($cashFlowId);
  563. }
  564. if ($action == 'delete') {
  565. if (empty($cashFlowId)) {
  566. $this->addFlash('warning', 'No cash flow ID submited');
  568. return false;
  569. }
  570. if (empty($cashFlowRecord)) {
  571. $this->addFlash('warning', 'No cash flow record was found');
  573. return false;
  574. }
  575. //todo: padaryti isjungima per status=0
  576. $this->em->remove($cashFlowRecord);
  577. $this->em->flush();
  578. $this->addFlash('success', 'Cash flow record was deleted successfully');
  579. $this->redirect = true;
  580. } elseif (empty($importData)) { //add/edit
  581. if (empty($this->portfolioId)) {
  582. $this->addFlash('warning', 'No portfolio found');
  584. return false;
  585. }
  586. if (empty($cashFlowId)) {
  587. $cashFlowRecord = new CashFlows();
  588. $cashFlowRecord->setPortfolio($this->data['portfolio']);
  589. }
  590. $cashFlowRecord->setCurrencyPair($formData->getCurrencyPair());
  591. $cashFlowRecord->setFlowDate($formData->getFlowDate());
  592. $cashFlowRecord->setCashAmountMinor($formData->getCashAmountMinor());
  593. $cashFlowRecord->setComment($formData->getComment());
  594. $cashFlowRecord->setStatus(true);
  596. $this->em->persist($cashFlowRecord);
  597. $this->em->flush();
  598. $this->addFlash('success', 'Cash flow was '.($cashFlowId > 0 ? 'updated' : 'created').' successfully');
  599. $this->redirect = true;
  600. } elseif (!empty($importData)) {
  601. try {
  602. $importDataList = json_decode($importData, true, 512, JSON_THROW_ON_ERROR);
  603. if (empty($importDataList)) {
  604. return false;
  605. }
  606. $recordNr = 0;
  607. $successSaved = [];
  608. $allErrors = [];
  609. $portfolioCurrency = $this->data['portfolio']->getCurrencyPair();
  610. foreach ($importDataList as $item) {
  611. $recordNr++;
  612. $errors = $this->getImportValidatorModel()->validImportDataCashFlow($item, $portfolioCurrency);
  613. if (!empty($errors)) {
  614. $allErrors[$recordNr] = $errors;
  615. continue;
  616. }
  617. $date = date_create($item[0])->format('Y-m-d');
  618. $cashFlowRecord = $this->em->getRepository(CashFlows::class)->findOneBy([
  619. 'flowDate' => $date,
  620. 'Portfolio' => $this->data['portfolio']->getId(),
  621. ]);
  622. if (empty($cashFlowRecord) || empty($this->importDataOverwrite)) {
  623. $cashFlowRecord = new CashFlows();
  624. }
  626. $cashFlowRecord->setPortfolio($this->data['portfolio']);
  627. $cashFlowRecord->setCurrencyPair($portfolioCurrency);
  628. $cashFlowRecord->setFlowDate($date);
  629. $amountMinor = (int)$item[2];
  630. if ($amountMinor < 0 && $cashFlowRecord->getCashAmountMinor() + $amountMinor < 0) {
  631. $allErrors[$recordNr][] = 'Incorrect amount value';
  632. continue;
  633. }
  634. if ($amountMinor < 0 && $cashFlowRecord->getCashAmountMinor() >= $amountMinor) { //jei ivesta neigiama, isminusuojam is esamo
  635. $amountMinor = (int)$cashFlowRecord->getCashAmountMinor() + $amountMinor;
  636. }
  637. $cashFlowRecord->setCashAmountMinor($amountMinor);
  638. $cashFlowRecord->setRate(1);
  639. $cashFlowRecord->setComment(trim(($item[4] ?? ''), '"'));
  640. $cashFlowRecord->setStatus(true);
  642. $this->em->persist($cashFlowRecord);
  644. $successSaved[] = $recordNr;
  645. }
  646. $this->em->flush();
  647. } catch (\Exception $e) {
  648. $this->addFlash('warning', 'Internal error, import data process stopped.'.$e->getMessage());
  649. }
  650. if (!empty($successSaved)) {
  651. $this->addFlash('success', 'Import data created successfully for '.count($successSaved).' records from '.count($importDataList));
  652. $this->redirect = true;
  653. }
  655. if (!empty($allErrors)) {
  656. $errorString = 'Errors found on these records:<br>';
  657. foreach ($allErrors as $id => $errors) {
  658. $errorString .= 'Record nr. '.$id.'<br>';
  659. foreach ($errors as $key => $error) {
  660. $errorString .= 'Column '.$key.': '.$error.'<br>';
  661. }
  662. $errorString .= '<hr>';
  663. }
  664. $this->addFlash('warning', $errorString);
  665. }
  666. }
  668. }
  671. /**
  672. * @param $form
  673. * @return bool|void
  674. */
  675. protected function actionsTrades($form, $importData = []) {
  677. $action = $form->get('delete')->isClicked() ? 'delete' : 'add';
  678. $formData = $form->getData();
  679. $tradeId = $formData->getId();
  680. if (!empty($tradeId)) {
  681. $tradeRecord = $this->em->getRepository(Forward::class)->find($tradeId);
  682. }
  683. if ($action == 'delete') {
  684. if (empty($tradeId)) {
  685. $this->addFlash('warning', 'No trade ID submited');
  687. return false;
  688. }
  689. if (empty($tradeRecord)) {
  690. $this->addFlash('warning', 'No trade record was found');
  692. return false;
  693. }
  694. //todo: padaryti isjungima per status=0
  695. $this->em->remove($tradeRecord);
  696. $this->em->flush();
  697. $this->addFlash('success', 'Trade record was deleted successfully');
  698. } elseif (empty($importData)) { //add/edit
  699. if (empty($this->portfolioId)) {
  700. $this->addFlash('warning', 'No portfolio found');
  702. return false;
  703. }
  704. if (empty($tradeId)) {
  705. $tradeRecord = $formData;
  706. $tradeRecord->setPortfolio($this->data['portfolio']);
  707. }
  709. $tradeRecord->setCurrencyPair($formData->getCurrencyPair());
  710. $tradeRecord->setAmount($formData->getAmount());
  711. $tradeRecord->setAmountMinor($formData->getAmountMinor());
  712. $tradeRecord->setDateExpire(date('Y-m-d'));
  713. $tradeRecord->setDateDelivery($formData->getDateDelivery());
  714. $tradeRecord->setExposureDirection($formData->getExposureDirection());
  715. $tradeRecord->setStatus(true);
  716. $tradeRecord->setStrike($formData->getStrike());
  717. $tradeRecord->setCounterparty($formData->getCounterparty());
  718. $tradeRecord->setComment($formData->getComment());
  719. $tradeRecord->setTradeNumber($formData->getTradeNumber());
  720. $tradeRecord->setType($formData->getType());
  722. $tradeRecord->setRate($this->getRate($tradeRecord->getCurrencyPair()));
  723. $hedgePolicyRatio = $this->getModel()->getHedgeRequired($tradeRecord->getDateDelivery(), $tradeRecord->getCurrencyPair(), $tradeRecord->getPortfolio());
  724. $tradeRecord->setPolicyRatio($hedgePolicyRatio / 100);
  727. $this->em->persist($tradeRecord);
  728. $this->em->flush();
  729. $this->addFlash('success', 'Trade was '.($tradeId > 0 ? 'updated' : 'created').' successfully');
  730. $this->redirect = true;
  731. } elseif (!empty($importData)) {
  733. $importData = str_replace('\r', '', $importData);
  734. try {
  736. $importDataList = json_decode($importData, true, 512, JSON_THROW_ON_ERROR);
  737. if (empty($importDataList)) {
  738. return false;
  739. }
  741. $recordNr = 0;
  742. $successSaved = [];
  743. $allErrors = [];
  744. $portfolioCurrency = $this->data['portfolio']->getCurrencyPair();
  745. $counterparties = $this->em->getRepository(Counterparty::class)->findBy(['Customer' => $this->getCustomer()]);
  746. $brokerForwardsData = $this->cache->getItem('broker_forwards_'.$this->getUser()->getId())->get() ?? [];
  747. foreach ($importDataList as $item) {
  748. $recordNr++;
  749. $errors = $this->getImportValidatorModel()->validImportDataTrades($item, $portfolioCurrency, $counterparties);
  752. if (!empty($errors)) {
  753. $allErrors[$recordNr] = $errors;
  754. // dump($counterparties);
  755. continue;
  756. }
  757. $date = date_create($item[0]);
  758. if (!is_object($date)) {
  759. $date = date_create(str_replace('/', '-', $item[0]));
  760. }
  761. $date = $date->format('Y-m-d');
  762. $tradeRecord = $this->em->getRepository(Forward::class)->findOneBy([
  763. 'tradeNumber' => $item[1],
  764. 'Portfolio' => $this->data['portfolio']->getId(),
  765. ]);
  766. if (empty($tradeRecord) || empty($this->importDataOverwrite)) {
  767. $tradeRecord = new Forward();
  768. }
  769. $tradeRecord->setPortfolio($this->data['portfolio']);
  770. $tradeRecord->setCurrencyPair($portfolioCurrency);
  772. $amountMinor = (int)$item[3];
  773. if ($amountMinor < 0 && $tradeRecord->getAmountMinor() + $amountMinor < 0) {
  774. $allErrors[$recordNr][] = 'Incorrect amount value';
  775. continue;
  776. }
  777. if ($amountMinor < 0 && $tradeRecord->getAmountMinor() >= $amountMinor) { //jei ivesta neigiama, isminusuojam is esamo
  778. $amountMinor = (int)$tradeRecord->getAmountMinor() + $amountMinor;
  779. }
  780. $hedgeRate = (float)str_replace(',', '.', $item[4]);
  781. $tradeRecord->setAmount($amountMinor / $hedgeRate);
  782. $tradeRecord->setAmountMinor($amountMinor);
  783. $tradeRecord->setDateExpire(date('Y-m-d'));
  784. $tradeRecord->setDateDelivery($date);
  785. $tradeRecord->setExposureDirection($this->data['portfolio']->getDirection());
  786. $tradeRecord->setStatus(true);
  787. $tradeRecord->setStrike($hedgeRate);
  788. $tradeRecord->setTradeNumber($item[1]);
  789. if (!empty($this->importCorpay)) {
  790. $tradeRecord->setType('spot');
  791. if (strpos($item[1], 'FD') !== false) { //OFD, EFD - forwardai
  792. $tradeRecord->setType('forward');
  793. }
  794. $tradeRecord->setUsedRemoteSystem(true);
  795. if (!empty($brokerForwardsData)) {
  796. foreach ($brokerForwardsData as $forward) {
  797. if ($forward['ordNum'] == $tradeRecord->getTradeNumber()) {
  798. $tradeRecord->setBrokerTradeData(json_encode($forward));
  799. break;
  800. }
  801. }
  802. }
  803. } else {
  804. $tradeRecord->setType($this->importDataAsSpotTrades ? 'spot' : 'forward');
  805. }
  807. $dateExpire = date_create($tradeRecord->getDateExpire());
  808. $tradeRecord->setRate($this->getRate($tradeRecord->getCurrencyPair(), $dateExpire->format('Y-m-d')));
  809. $hedgePolicyRatio = $this->getHedgePolicy($this->currrentHedgingPolicy, $dateExpire->format('Y'), $dateExpire->format('W'));
  810. $tradeRecord->setPolicyRatio($hedgePolicyRatio);
  812. $counterpartyName = trim($item[5] ?? 0, '"');
  813. $counterParty = $this->getModel()->findCounterParty($counterparties, $counterpartyName);
  814. if (!empty($counterParty)) {
  815. $tradeRecord->setCounterparty($counterParty);
  816. }
  817. $tradeRecord->setComment($item[6] ?? '');
  823. $this->em->persist($tradeRecord);
  824. $this->em->flush();
  825. $successSaved[] = $recordNr;
  827. }
  828. } catch (\Exception $e) {
  829. $this->addFlash('warning', 'Internal error, process stopped.'.$e->getMessage());
  830. }
  831. if (!empty($successSaved)) {
  832. $this->addFlash('success', 'Import data created successfully for '.count($successSaved).' records from '.count($importDataList));
  833. }
  834. if (!empty($allErrors)) {
  835. if (empty($successSaved)) {
  836. $errorString = '<p>Global errors are:</p>';
  837. // $this->addFlash('warning', $errorString);
  838. $globalErrors = '';
  839. $errorList = $allErrors[1] ?? [];
  840. if (!empty($errorList['counterparty'])) {
  841. $globalErrors .= '<li>'.$errorList['counterparty'].'</li>';
  842. }
  843. if (!empty($errorList['currencyPair'])) {
  844. $globalErrors .= '<li>'.$errorList['currencyPair'].'</li>';
  845. }
  846. if (!empty($globalErrors)) {
  847. $errorString .= $globalErrors;
  848. $this->addFlash('warning', $errorString);
  849. }
  851. } else {
  852. $errorString = 'Errors found on these records:<br>';
  853. $count = 0;
  854. foreach ($allErrors as $id => $errors) {
  855. $count++;
  856. $errorString .= 'Record nr. '.$id.'<br>';
  857. foreach ($errors as $key => $error) {
  858. $errorString .= 'Column '.$key.': '.$error.'<br>';
  859. }
  860. $errorString .= '<hr>';
  861. if ($count > 10) {
  862. $errorString .= '...<br>Too many errors, only first 10 shown';
  863. break;
  864. }
  865. }
  866. $this->addFlash('warning', $errorString);
  867. // dump($errorString);
  868. }
  869. } else {
  870. $this->redirect = true;
  871. }
  872. }
  874. }
  876. protected function getForm($step, $object = null, $options = []) {
  877. switch ($step) {
  878. case self::STEP_PORTFOLIO:
  879. if (empty($object)) {
  880. $object = new Portfolio();
  881. }
  882. $objetType = PortfolioType::class;
  883. break;
  884. case self::STEP_POLICY:
  885. if (empty($object)) {
  886. $object = new HedgingPolitics();
  887. }
  888. $objetType = HedgingPoliticsType::class;
  889. break;
  890. case self::STEP_BUDGET_RATES:
  891. if (empty($object)) {
  892. $object = new BudgetRates();
  893. }
  894. $objetType = BudgetRateType::class;
  895. break;
  896. case self::STEP_CASH_FLOWS:
  897. if (empty($object)) {
  898. $object = new CashFlows();
  899. }
  900. $objetType = CashFlowType::class;
  901. break;
  902. case self::STEP_TRADES:
  903. if (empty($object)) {
  904. $object = new Forward();
  905. }
  906. $objetType = ForwardType::class;
  908. break;
  909. case 'reportFilter':
  910. if (empty($object)) {
  911. $object = new ReportFilter();
  912. }
  913. $objetType = ReportFilterType::class;
  914. $step = self::STEP_REPORT;
  915. break;
  916. case 'policyGenerator':
  917. if (empty($object)) {
  918. $object = new PolicyGenerator();
  919. }
  920. $objetType = PolicyGeneratorType::class;
  921. $step = self::STEP_POLICY;
  922. break;
  923. case 'tradesOperations':
  924. if (empty($object)) {
  925. $object = new ForwardOperations();
  926. }
  927. $objetType = TradesOperationsType::class;
  928. $step = self::STEP_TRADES.'&tradeId='.$this->tradeId.'&operation='.$this->tradeOperation;
  929. break;
  930. }
  932. $options['portfolioId'] = $this->portfolioId;
  933. $options['url'] = $this->url.'&step='.$step;
  936. return $this->createForm($objetType, $object, $options);
  937. }
  939. protected function getResidualCash($request) {
  940. if (empty($this->portfolioId) || $this->redirect) {
  941. return false;
  942. }
  944. if (!empty($request->query->get('deleteYears'))) {
  945. $this->deleteYears = $request->query->get('deleteYears');
  946. }
  947. if (!empty($request->request->get('years')) || !empty($this->deleteYears)) {
  948. $this->actionsResidualCash($request->request);
  950. }
  951. $filter = [
  952. 'Portfolio' => $this->portfolioId,
  953. 'status' => true,
  954. ];
  956. $residualCashRecords = $this->em->getRepository(ResidualCash::class)->findBy($filter);
  957. $residualCash = [];
  958. if (!empty($residualCashRecords)) {
  959. /** @var ResidualCash $item */
  960. foreach ($residualCashRecords as $item) {
  961. $residualCash[$item->getYears()][$item->getWeek()] = [
  962. 'funcAmount' => round($item->getFuncAmount(), 3),
  963. 'nonFuncAmount' => round($item->getNonFuncAmount(), 3),
  964. 'amountsInMajorCurr' => $item->isAmountsInMajorCurr(),
  965. 'amountsInKilos' => $item->isAmountsInKilos(),
  966. 'total' => round((float)$item->getNonFuncAmount() + (float)$item->getFuncAmount(), 3),
  967. ];
  968. }
  969. }
  971. ksort($residualCash);
  972. if (!empty($request->query->get('years'))) {
  973. $this->data['years'] = $request->query->get('years');
  974. }
  976. $residualCash = $this->addHedgeInfo($residualCash);
  979. $chartData = [];
  980. foreach ($residualCash as $years => $weeks) {
  981. foreach ($weeks as $week => $item) {
  982. if (empty($item['funcAmount']) && empty($item['nonFuncAmount'])) {
  983. continue;
  984. }
  985. $chartData[$years]['funcAmount'][$week] = $item['funcAmountM'];
  986. $chartData[$years]['nonFuncAmount'][$week] = $item['nonFuncAmountM'];
  987. $chartData[$years]['amountToHedge'][$week] = $item['amountToHedgeM'];
  988. $chartData[$years]['hedgedAmount'][$week] = $item['hedgedAmount'];
  989. $chartData[$years]['funcAmountAfterHedge'][$week] = $item['funcAmountAfterHedgeM'];
  990. $chartData[$years]['nonFuncAmountAfterHedge'][$week] = $item['nonFuncAmountAfterHedgeM'];
  991. $chartData[$years]['totalAfterHedge'][$week] = $item['totalAfterHedgeM'];
  993. }
  994. }
  996. //isvesti grafikus pries trade ir po
  997. // dump($residualCash);
  998. // dump($chartData);
  999. if (!empty($this->data['years'])) {
  1000. $years = (int)$this->data['years'];
  1001. } else {
  1002. $years = date('Y');
  1003. }
  1005. $this->data['middleYearWeek'] = 27;
  1006. $this->data['afterMiddleYearWeek'] = 28;
  1007. $this->data['lastYearWeek'] = 54;
  1008. if (!empty($years)) {
  1009. $this->data['middleYearWeek'] = (int)date_create($years.'-06-31')->format('W');
  1010. $this->data['afterMiddleYearWeek'] = $this->data['middleYearWeek'] + 1;
  1011. $this->data['lastYearWeek'] = (int)date_create($years.'-12-25')->format('W');
  1012. }
  1013. $this->data['residualCash'] = $residualCash;
  1014. $this->data['charts'] = $chartData;
  1015. $this->data['residualFunctionalCurrency'] = $this->data['majorCurrency'];
  1016. $this->data['residualNonFunctionalCurrency'] = $this->data['minorCurrency'];
  1017. $customerFunctionalCurrency = $this->getCustomer()->getFunctionalCurrency();
  1018. if ($customerFunctionalCurrency != $this->data['majorCurrency']) {
  1019. $this->data['residualFunctionalCurrency'] = $this->data['minorCurrency'];
  1020. $this->data['residualNonFunctionalCurrency'] = $this->data['majorCurrency'];
  1021. }
  1022. }
  1025. protected function actionsResidualCash($formData) {
  1026. $years = (int)$formData->get('years');
  1027. $funCurr = $formData->get('funCurr'); //minor valiuta
  1028. $nonFunCurr = $formData->get('nonFunCurr');
  1029. $amountsInMajorCurr = !empty($formData->get('amountsInMajorCurr'));
  1030. $amountsInKilos = !empty($formData->get('amountsInKilos'));
  1032. //trynimas
  1033. if (!empty($this->deleteYears)) {
  1034. $residualCash = $this->em->getRepository(ResidualCash::class)->findBy([
  1035. 'status' => true,
  1036. 'Portfolio' => $this->data['portfolio']->getId(),
  1037. 'years' => $this->deleteYears,
  1038. ]);
  1039. foreach ($residualCash as $item) {
  1040. $item->setStatus(false);
  1041. $this->em->persist($item);
  1042. }
  1043. $this->em->flush();
  1045. // trinam visus susijusius cashFlows tiems metams tik tam portfeliui
  1046. $repository = $this->em->getRepository(CashFlows::class);
  1048. $query = $repository->createQueryBuilder('a')->where('a.status = 1')->andWhere('a.flowDate LIKE :years')->setParameter('years', '%'.$this->deleteYears.'%')->andWhere('a.Portfolio ='.$this->data['portfolio']->getId())->getQuery();
  1050. $results = $query->getResult();
  1052. foreach ($results as $item) {
  1053. $item->setStatus(false);
  1054. $this->em->persist($item);
  1055. }
  1056. $this->em->flush();
  1057. $this->addFlash('success', 'Residual cash data for '.$this->deleteYears.' years was deleted successfully');
  1059. $this->redirect = true; //reikia perkrauti, kad cashflowsai atsinaujintu
  1061. return true;
  1062. }
  1064. if (empty($years)) {
  1065. return false;
  1066. }
  1068. $this->cashFlowSorted = [];
  1069. $cashFlows = $this->em->getRepository(CashFlows::class)->findBy([
  1070. 'Portfolio' => $this->data['portfolio'],
  1071. ]);
  1073. if (!empty($cashFlows)) {
  1074. foreach ($cashFlows as $item) {
  1075. $date = date_create($item->getFlowDate());
  1076. $yy = $date->format('Y');
  1077. $ww = (int)$date->format('W');
  1078. $this->cashFlowSorted[$yy][$ww][] = $item;
  1079. }
  1080. }
  1082. $amounts = $funCurr;
  1083. //Jeigu poreikis yra Major valiutos, portfelis turi buti "receive" tipo.
  1084. //Amountai imami is Major valiutos eilutes
  1085. if ($this->data['portfolio']->getDirection() == 'receive') {
  1086. $amounts = $nonFunCurr;
  1087. }
  1089. //kurimas, atnaujinimas
  1090. foreach ($amounts as $week => $amount) {
  1091. $residualCash = $this->em->getRepository(ResidualCash::class)->findOneBy([
  1092. 'years' => $years,
  1093. 'week' => $week,
  1094. 'Portfolio' => $this->data['portfolio']->getId(),
  1095. ]);
  1096. if (empty($residualCash)) {
  1097. $residualCash = new ResidualCash();
  1098. $residualCash->setPortfolio($this->data['portfolio']);
  1099. $residualCash->setYears($years);
  1100. $residualCash->setWeek($week);
  1101. }
  1102. $amount = (float)$amount;
  1103. $residualCash->setStatus(true);
  1104. $residualCash->setFuncAmount((float)$funCurr[$week]);
  1105. $residualCash->setAmountsInMajorCurr($amountsInMajorCurr);
  1106. $residualCash->setAmountsInKilos($amountsInKilos);
  1107. $residualCash->setNonFuncAmount((float)$nonFunCurr[$week]);
  1108. $this->em->persist($residualCash);
  1109. if ($amount > 0) {
  1110. //jeigu reiksme > 0, reiskias CF kurti nereikia, bet reikia patikrinti, ar nebuvo seno,
  1111. // kuri reikia nutrinti, todel ji keiciam i 0 ir tkrinam, radus - trinam
  1112. $amount = 0;
  1113. }
  1114. if (!empty($amount) && $amountsInKilos) {
  1115. $amount = $amount * 1000;
  1116. }
  1117. $this->updateCashFlowByResidualCash($years, $week, abs($amount), $amountsInMajorCurr);
  1119. }
  1120. $this->data['editedYears'] = $years;
  1121. $this->addFlash('success', 'Residual cash data for '.$years.' years was updated successfully');
  1122. $this->em->flush();
  1123. $this->redirect = true; //reikia perkrauti, kad cashflowsai atsinaujintu
  1125. }
  1127. protected function updateCashFlowByResidualCash(int $years, int $week, int $amount, $amountsInMajorCurr = false) {
  1128. //surandam kiek procentu policy siulo hedginti
  1129. // $hedgePolicy = $this->getHedgePolicy($this->currrentHedgingPolicy, $years, $week);
  1130. // if (!empty($hedgePolicy)) {
  1131. // $amount = $amount * $hedgePolicy;
  1132. // }
  1133. // kuriam nauja cash flow, tik jeigu amountas > 0
  1134. if (empty($this->cashFlowSorted[$years][$week])) {
  1135. $date = $this->getDateFromWeekNumber($years, $week);
  1136. $yearByWeek = date_create($date)->format('Y');
  1137. // jei nera amounto, ar savaite jau lipa i kitus metus, skipinam
  1138. if (empty($amount) || $yearByWeek != $years) {
  1139. return false;
  1140. }
  1141. $cashFlowRecord = new CashFlows();
  1142. $cashFlowRecord->setPortfolio($this->data['portfolio']);
  1143. $cashFlowRecord->setCurrencyPair($this->data['portfolio']->getCurrencyPair());
  1144. $cashFlowRecord->setFlowDate($date);
  1146. $direction = $this->data['portfolio']->getDirection();
  1147. if ($amountsInMajorCurr) {
  1148. //jeigu amountas ivestas major valiuta ir portfolio direction == pay, reikia ji pakonvertuoti pagal kursa, nes sistemoje visada saugojame minor valiuta
  1149. if ($direction == 'pay') {
  1150. $rate = $this->getRate($this->data['portfolio']->getCurrencyPair());
  1151. $amount = (int)($amount * $rate);
  1152. }
  1153. //jeigu amountas yra minor valiuta ir portfolio direction == receive, konvertuoti nereikia, nes sistemoje visada saugojame minor valiuta
  1154. } else {
  1155. //jeigu amountas yra major valiuta ir portfolio direction == receive, konvertuoti reikia, nes sistemoje visada saugojame minor valiuta
  1156. if ($direction == 'receive') {
  1157. $rate = $this->getRate($this->data['portfolio']->getCurrencyPair());
  1158. $amount = (int)($amount * $rate);
  1159. }
  1160. }
  1161. $cashFlowRecord->setCashAmountMinor($amount);
  1162. $cashFlowRecord->setRate(1);
  1163. $cashFlowRecord->setComment('autogenerated from residual cash insert/update');
  1164. $cashFlowRecord->setStatus(true);
  1166. $this->em->persist($cashFlowRecord);
  1167. $this->em->flush();
  1169. return true;
  1170. } else {
  1171. // atnaujinam esancius. visus isjungiam, koreguojam tik pirmaji
  1172. $updateFirstFlag = false;
  1173. /** @var CashFlows $item */
  1174. foreach ($this->cashFlowSorted[$years][$week] as $item) {
  1175. if ($updateFirstFlag || $amount == 0) {
  1176. $item->setStatus(false);
  1177. } else {
  1178. $updateFirstFlag = true;
  1179. $direction = $this->data['portfolio']->getDirection();
  1180. if ($amountsInMajorCurr) {
  1181. //jeigu amountas ivestas major valiuta ir portfolio direction == pay, reikia ji pakonvertuoti pagal kursa, nes sistemoje visada saugojame minor valiuta
  1182. if ($direction == 'pay') {
  1183. $rate = $this->getRate($this->data['portfolio']->getCurrencyPair());
  1184. $amount = (int)($amount * $rate);
  1185. }
  1186. //jeigu amountas yra minor valiuta ir portfolio direction == receive, konvertuoti nereikia, nes sistemoje visada saugojame minor valiuta
  1187. } else {
  1188. //jeigu amountas yra major valiuta ir portfolio direction == receive, konvertuoti reikia, nes sistemoje visada saugojame minor valiuta
  1189. if ($direction == 'receive') {
  1190. $rate = $this->getRate($this->data['portfolio']->getCurrencyPair());
  1191. $amount = (int)($amount * $rate);
  1192. }
  1193. }
  1194. $item->setCashAmountMinor($amount);
  1195. $item->setStatus(true);
  1196. }
  1197. $this->em->persist($item);
  1198. }
  1199. $this->em->flush();
  1200. $this->addFlash('success', 'Cash flow info updated successfully');
  1201. }
  1203. }
  1205. protected function addHedgeInfo($residualCash) {
  1207. /** @var Forward[] $trades */
  1208. $trades = $this->em->getRepository(Forward::class)->findByDates([
  1209. 'Portfolio' => $this->data['portfolio'],
  1210. ]);
  1211. $tradesList = [];
  1212. if (!empty($trades)) {
  1213. /** @var Forward $item */
  1214. foreach ($trades as $item) {
  1215. $year = date_create($item->getDateDelivery())->format('Y');
  1216. $week = (int)date_create($item->getDateDelivery())->format('W');
  1218. $rate = 1;
  1219. // hedge amounta reikia konvertuoti atgal i mayor valiuta, jei residual yra nurodyta, kad poreikiai mayor valiuta
  1220. if (!empty($residualCash[$year][$week]['amountsInMajorCurr'])) {
  1221. $rate = $item->getStrike();
  1222. }
  1223. $amount = (int)($item->getAmountMinor() / $rate);
  1224. if (!empty($tradesList[$year][$week])) {
  1225. $tradesList[$year][$week] += $amount;
  1226. } else {
  1227. $tradesList[$year][$week] = $amount;
  1228. }
  1229. }
  1231. }
  1233. foreach ($residualCash as $years => $weeks) {
  1234. $totalHedged = 0;
  1235. foreach ($weeks as $week => $item) {
  1237. $item['funcAmountM'] = $item['funcAmount'];
  1238. $item['nonFuncAmountM'] = $item['nonFuncAmount'];
  1240. if ($item['amountsInKilos']) {
  1241. $multiple = 1000;
  1243. $item['funcAmountM'] = $item['funcAmount'] * $multiple;
  1244. $item['nonFuncAmountM'] = $item['nonFuncAmount'] * $multiple;
  1246. }
  1247. //naudojame aktualia, gal veliau reiks pakeisti i trado turima policy, nes reali galejo buti pasikeitus nuo tradinimo dienos
  1248. $item['hedgePolicy'] = $this->getHedgePolicy($this->currrentHedgingPolicy, $years, $week);
  1250. $item['amountToHedge'] = $item['funcAmount'] < 0 ? abs($item['funcAmount']) * $item['hedgePolicy'] : 0;
  1251. $item['amountToHedgeM'] = $item['funcAmountM'] < 0 ? abs($item['funcAmountM']) * $item['hedgePolicy'] : 0;
  1253. $portfolioDirection = $this->data['portfolio']->getDirection();
  1254. if ($portfolioDirection == 'receive') {
  1255. $item['amountToHedge'] = $item['nonFuncAmount'] < 0 ? abs($item['nonFuncAmount']) * $item['hedgePolicy'] : 0;
  1256. $item['amountToHedgeM'] = $item['nonFuncAmountM'] < 0 ? abs($item['nonFuncAmountM']) * $item['hedgePolicy'] : 0;
  1257. }
  1259. $item['hedgedAmount'] = $tradesList[$years][$week] ?? 0;
  1260. $totalHedged += $item['hedgedAmount'];
  1261. if ($item['funcAmount'] + $item['nonFuncAmount'] == 0) {
  1262. $totalHedged = 0;
  1263. }
  1264. $item['totalHedged'] = $totalHedged;
  1267. $item['funcAmountAfterHedge'] = $item['funcAmount'] + $item['hedgedAmount'];
  1268. $item['funcAmountAfterHedgeM'] = $item['funcAmountM'] + $item['hedgedAmount'];
  1270. $item['nonFuncAmountAfterHedge'] = $item['nonFuncAmount'] - $item['hedgedAmount'];
  1271. $item['nonFuncAmountAfterHedgeM'] = $item['nonFuncAmountM'] - $item['hedgedAmount'];
  1272. if ($portfolioDirection == 'receive') {
  1273. $item['funcAmountAfterHedge'] = $item['funcAmount'] - $item['hedgedAmount'];
  1274. $item['funcAmountAfterHedgeM'] = $item['funcAmountM'] - $item['hedgedAmount'];
  1275. $item['nonFuncAmountAfterHedge'] = $item['nonFuncAmount'] + $item['hedgedAmount'];
  1276. $item['nonFuncAmountAfterHedgeM'] = $item['nonFuncAmountM'] + $item['hedgedAmount'];
  1277. }
  1279. $item['totalAfterHedge'] = $item['funcAmountAfterHedge'] + $item['nonFuncAmountAfterHedge'];
  1280. $item['totalAfterHedgeM'] = $item['funcAmountAfterHedgeM'] + $item['nonFuncAmountAfterHedgeM'];
  1282. $residualCash[$years][$week] = $item;
  1284. }
  1285. }
  1287. return $residualCash;
  1288. }
  1290. protected function getHedgePolicy(HedgingPolitics $currentPolicy = null, $years, $week) {
  1291. if (empty($currentPolicy)) {
  1292. return 0;
  1293. }
  1294. $period = 30;
  1295. $diff = date_diff(date_create(), date_create($this->getDateFromWeekNumber($years, $week)))->days;
  1297. if ($diff >= 180) {
  1298. $period = 180;
  1299. } elseif ($diff >= 150) {
  1300. $period = 150;
  1301. } elseif ($diff >= 120) {
  1302. $period = 120;
  1303. } elseif ($diff >= 90) {
  1304. $period = 90;
  1305. } elseif ($diff >= 60) {
  1306. $period = 60;
  1307. }
  1308. $method = 'getD'.$period;
  1310. return $currentPolicy->$method() / 100;
  1311. }
  1313. protected function getAnalysis() {
  1314. if (empty($this->portfolioId) || $this->redirect) {
  1315. return false;
  1316. }
  1317. //pasiimam is naujo portfolio tradus, nes gali buti pakeisti valuationai
  1318. $this->data['trades'] = $this->em->getRepository(Forward::class)->findByDates([
  1319. 'Portfolio' => $this->portfolioId,
  1320. 'show' => $this->show,
  1321. 'tradeFilter' => $this->tradeFilter,
  1322. 'type' => 'forward',
  1323. ]);
  1324. $this->data['summary'] = $this->getModel()->totalPortfolioSummary($this->data, $this->sumGroup);
  1325. $this->data['summaryMonthly'] = $this->data['summary'];
  1326. if ($this->sumGroup != 'month') {
  1327. $this->getModel()->emptyTotals();
  1328. $this->data['summaryMonthly'] = $this->getModel()->totalPortfolioSummary($this->data, 'month');
  1329. }
  1331. $analysis = [];
  1333. if (empty($this->data['summary'])) {
  1334. return false;
  1335. }
  1337. /** @var CurrencyPair $portfolioCurrencyPair */
  1338. $portfolioCurrencyPair = $this->data['portfolio']->getCurrencyPair();
  1339. $analysis['majorCurrency'] = $portfolioCurrencyPair->getCurrencyNameByNumber(1);
  1340. $analysis['minorCurrency'] = $portfolioCurrencyPair->getCurrencyNameByNumber(2);
  1341. //todo: perdaryti ant cachiniu
  1342. $spot['bid'] = $this->getRate($this->data['portfolio']->getCurrencyPair());
  1343. $forwardPoints = [0 => $spot];
  1344. $forwardPointList = (new ForwardPoints($this->logger))->get($this->data['portfolio']->getCurrencyPair());
  1345. if (!empty($forwardPointList)) {
  1346. $forwardPoints += $forwardPointList;
  1347. } else {
  1348. //reikia siusti pranesima adminams - negavom kursu
  1349. }
  1350. $this->data['currentMarketRate'] = $spot['bid'] ?? 1; //nusistatom current spot rate
  1351. foreach ($forwardPoints as $days => $points) {
  1352. $period = date_create(' + '.$days.' days')->format('Y-m');
  1353. $analysis['forwards'][$period] = $points['bid'];
  1354. if (empty($analysis['budgetRates'][$period])) {
  1355. $analysis['budgetRates'][$period] = 'null';
  1356. $analysis['averageHedgedRate'][$period] = 'null';
  1357. }
  1358. $analysis['ratePeriods'][] = $period;
  1359. }
  1361. foreach ($this->data['summaryMonthly'] as $period => $item) {
  1362. if ($period < date('Y-m')) {
  1363. continue;
  1364. }
  1365. $analysis['periods'][] = $period;
  1366. $analysis['cashFlows'][] = isset($item['cashFlows']) ? number_format(($item['cashFlows']), 0, '', '') : 0;
  1367. $analysis['hedgeRequired'][] = !empty($item['hedgeRequiredAmount']) ? number_format($item['hedgeRequiredAmount'], 0, '', '') : 'null';
  1368. $analysis['trades'][] = isset($item['trades']) ? number_format($item['trades'], 0, '', '') : 0;
  1369. $analysis['averageHedgedRate'][$period] = $item['averageHedgedRate'] ?? 'null';
  1370. $analysis['budgetRates'][$period] = $item['budgetRate'] ?? 'null';
  1371. if (empty($this->data['currentBudgetRate']) && $analysis['budgetRates'][$period] != 'null') {
  1372. $this->data['currentBudgetRate'] = $analysis['budgetRates'][$period]; //nusistatom current budget rate
  1374. }
  1375. //jeigu reiksmiu daugiau nei metiniu forwardu, sulyginame su flowsu/tradu periodais, kad grafikas negriutu.
  1376. // Privaloma, kad butu tiek periodu, kiek yra flowsu/treidu periodu suvesta i ateiti
  1377. if (empty($analysis['forwards'][$period])) {
  1378. $analysis['forwards'][$period] = 'null';
  1379. $analysis['ratePeriods'][] = $period;
  1380. }
  1381. }
  1382. ksort($analysis['budgetRates']);
  1383. ksort($analysis['averageHedgedRate']);
  1384. $analysis['scaleMax'] = $this->getModel()->getMax($analysis['forwards'], $analysis['budgetRates'], $analysis['averageHedgedRate']);
  1385. $analysis['scaleMin'] = $this->getModel()->getMin($analysis['forwards'], $analysis['budgetRates'], $analysis['averageHedgedRate']);
  1386. $analysis['analysisMethod'] = $this->analysisMethod;
  1387. $analysis['cvarMethod'] = $this->cvarMethod;
  1388. if (!empty($this->sensitivity)) {
  1389. $this->data['sensitivity'] = $this->sensitivity;
  1390. $analysis['analysisTable'] = $this->getModel()->getAnalysisTable($spot, $this->data, $this->analysisMethod, $this->data['portfolio']->getDirection());
  1391. }
  1393. $calcVar = new CalcsVaR($this->em, $this->session);
  1394. $calcVar->calc($this->data['portfolio']->getCurrencyPair()->getId());
  1395. // $trades = $this->cvarMethod == 'full' ? [] : $analysis['trades'];
  1396. // $analysis['varChartData'] = $calcVar->calcLossAmounts($this->cvarMethod, $analysis['cashFlows'], $trades);
  1397. // $analysis['varChartDataMonthly'] = $calcVar->calcLossMonthly($analysis['periods'], $this->cvarMethod, $analysis['cashFlows'], $trades);
  1399. // if (empty($analysis['varChartDataMonthly'])) {
  1400. // $this->addFlash('No monthly currency data for this currencypair '.$this->data['portfolio']->getCurrencyPair()->getName(), 'warning');
  1401. // }
  1402. $this->data['analysis'] = $analysis;
  1403. }
  1405. protected function getReport(Request $request) {
  1406. if (empty($this->portfolioId) || $this->redirect) {
  1407. return false;
  1408. }
  1409. $reportFilter = $this->getForm('reportFilter');
  1410. $reportFilter->handleRequest($request);
  1411. if ($reportFilter->isSubmitted() && $reportFilter->isValid()) {
  1412. $reportData = $reportFilter->getData();
  1413. $this->export = $this->getReportModel()->getReport($reportData, $this->portfolioId);
  1414. if (empty($this->export)) {
  1415. $this->addFlash('warning', 'No data found. Try to change report type or period of data');
  1416. }
  1417. }
  1419. $this->data['reportForm'] = $reportFilter->createView();
  1421. }
  1424. public function tradeOperationAjax(?int $tradeId, $tradeOperation, Request $request) {
  1425. $this->initialize($request);
  1426. $trade = $this->em->getRepository(Forward::class)->find($tradeId);
  1427. if (empty($trade)) {
  1428. return new JsonResponse('trade not found', 400);
  1429. }
  1430. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  1431. 'id' => $trade->getPortfolio(),
  1432. 'customer' => $this->getCustomer()->getId(),
  1433. ]);
  1434. if (empty($portfolio)) {
  1435. return new JsonResponse('unauthorized access', 400);
  1436. }
  1437. $this->tradeId = $tradeId;
  1438. $this->tradeOperation = $tradeOperation;
  1439. $this->portfolioId = $portfolio->getId();
  1440. $object = new ForwardOperations();
  1441. $object->setRate($trade->getStrike());
  1442. $object->setAmount($trade->getAmountMinor());
  1443. $object->setTradeNumber($trade->getTradeNumber());
  1444. $object->setRate($trade->getStrike());
  1446. $form = $this->getForm('tradesOperations', $object);
  1448. $operationFormData = [
  1449. 'trade' => $trade,
  1450. 'operation' => $this->tradeOperation,
  1451. 'form' => $form->createView(),
  1452. ];
  1453. $operatinForm = $this->render('@instrumentsBase/operation_form.html.twig', $operationFormData)->getContent();
  1455. return new JsonResponse($operatinForm, 200);
  1456. }
  1458. public function cashflowAjax(?int $cashflowId, LoggerInterface $analyticsLogger, CacheItemPoolInterface $cache, Request $request, Connection $connection) {
  1459. $this->init($analyticsLogger, $cache, $request, $connection);
  1461. $cashflow = $this->em->getRepository(CashFlows::class)->find($cashflowId);
  1462. if (empty($cashflow)) {
  1463. return new JsonResponse('cashflow not found', 400);
  1464. }
  1465. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  1466. 'id' => $cashflow->getPortfolio(),
  1467. 'customer' => $this->getCustomer()->getId(),
  1468. ]);
  1469. if (empty($portfolio)) {
  1470. return new JsonResponse('unauthorized access', 400);
  1471. }
  1472. // $this->portfolioId = $portfolio->getId();
  1473. $pairId = $portfolio->getCurrencyPair()->getId();
  1475. //pasiimam jau paskaiciuota var data is sesijos
  1476. $varData = $this->session->get('var_result_pairId_'.$pairId);
  1477. $dailyVolatility = abs($varData['daily']['VaR'][95]);
  1478. $calcAll = $request->get('all') ?? 0; //jei yra get parametras, tai skaiciuojam visus aktyvius flowsus siam portfeliui
  1479. if (!empty($calcAll)) {
  1481. $qb = $this->em->createQueryBuilder();
  1482. $qb->select('c')->from(CashFlows::class, 'c')->where('c.Portfolio = :portfolio')->andWhere('c.flowDate >= :flowDate')->andWhere('c.status = 1')->setParameter('portfolio', $portfolio)->setParameter('flowDate', date_create()->format('Y-m-d'));
  1484. $cashflows = $qb->getQuery()->getResult();
  1486. } else {
  1487. $cashflows = [$cashflow];
  1488. }
  1490. // reikia surasti paskutine expire date.
  1491. $dateExpireNewest = $this->getModel()->getDateBy('new', $cashflows);
  1492. // $leftDays = $this->getModel()->getLeftDays($cashflows);
  1493. $leftDays = $request->get('spotHistory') ?? 60;
  1494. $now = date_create()->format('Y-m-d');
  1495. if ($dateExpireNewest < $now) {
  1496. $forecastDataPoints = 0;
  1497. $spot = $this->getRate($portfolio->getCurrencyPair(), $dateExpireNewest);
  1498. } else {
  1499. $forecastDataPoints = 2; //kiek dienu i ateiti prognozuosime
  1500. $spot = $this->getRate($portfolio->getCurrencyPair());
  1501. }
  1503. $result = $this->em->getRepository(CurrencyHistory::class)->getSpotsBy($pairId, $dateExpireNewest, $leftDays);
  1506. $spots = array_column($result, 'rate');
  1507. $dates = array_column($result, 'date');
  1508. if ($dateExpireNewest > $now) { //prediction idedam tik tada, jei dar nepasibaiges flowsas
  1509. $dates[] = date_create(' + 1 days')->format('Y-m-d');
  1510. $dates[] = date_create(' + 2 days')->format('Y-m-d');
  1511. }
  1513. $portfolioDirection = $portfolio->getDirection();
  1515. // skaiciuojam riskus
  1516. $riskData = $this->getModel()->getRiskCalcs($cashflows, $dailyVolatility, $portfolioDirection, $spot, $dates);
  1517. $averageHedgeRate = $riskData['averageHedgeRate'];
  1520. $serieData = [];
  1521. foreach ($dates as $key => $date) {
  1522. if (!isset($serie0)) {
  1523. $serie0 = [];
  1524. $serie1 = [];
  1525. $serie2 = [];
  1526. $serie3 = [];
  1527. }
  1529. // skaiciuojame spot rate range lyginant su praejusios dienos spot rate
  1530. $temKey = $key > 0 ? $key - 1 : 0;
  1531. $temSpot = $spots[$temKey] ?? $spot;
  1532. $spotMin = round($temSpot - ($temSpot * $dailyVolatility), 4);
  1533. $spotMax = round($temSpot + ($temSpot * $dailyVolatility), 4);
  1535. $serie0[] = ['x' => $date, 'y' => [$spotMin, $spotMax]];
  1536. $serie1[] = ['x' => $date, 'y' => $spots[$key] ?? $temSpot];
  1537. $serie2[] = ['x' => $date, 'y' => $riskData['budgetRates'][$date] ?? null];
  1538. if (!empty($averageHedgeRate)) {
  1539. $serie3[] = ['x' => $date, 'y' => $riskData['hedgeRates'][$date] ?? null];
  1540. }
  1542. if (!empty($spotMin) && $spotMin < $riskData['minRate']) {
  1543. $riskData['minRate'] = $spotMin;
  1544. }
  1545. if ($spotMax > $riskData['maxRate']) {
  1546. $riskData['maxRate'] = $spotMax;
  1547. }
  1549. }
  1550. $serieData[] = ['type' => 'rangeArea', 'name' => 'Spot range', 'data' => $serie0];
  1551. $serieData[] = ['type' => 'line', 'name' => 'Spot', 'data' => $serie1];
  1552. $serieData[] = ['type' => 'line', 'name' => 'Budget Rate', 'data' => $serie2];
  1553. if (!empty($averageHedgeRate)) {
  1554. $serieData[] = ['type' => 'line', 'name' => 'Hedge Rate', 'data' => $serie3];
  1555. }
  1557. if (empty($spots)) {
  1558. $spots = $serie1;
  1559. }
  1562. $calcs = [
  1563. 'dates' => $dates,
  1564. 'spotSeries' => $serieData,
  1565. 'forecastDataPoints' => $forecastDataPoints,
  1566. ];
  1567. $calcs = array_merge_recursive($calcs, $riskData);
  1569. $params = [
  1570. 'calcs' => $calcs ?? null,
  1571. 'minorCurrency' => $portfolio->getCurrencyPair()->getCurrencyNameByNumber(2),
  1572. 'spots' => $spots,
  1573. ];
  1574. $content = $this->render('@instrumentsBase/cashflow_details.html.twig', $params)->getContent();
  1575. $response = [
  1576. 'content' => $content,
  1577. 'calcs' => $calcs ?? [],
  1578. ];
  1580. return new JsonResponse($response, 200);
  1581. }
  1584. protected function getBudgetRateList($data = []) {
  1585. return $data['budgetRates'];
  1586. }
  1589. /**
  1590. * @return HedgingPolicy
  1591. */
  1592. protected function getModel($renew = false) {
  1593. if (empty($this->model) || $renew) {
  1594. $this->model = new HedgingPolicy($this->em, $this->logger);
  1595. }
  1597. return $this->model;
  1598. }
  1601. /**
  1602. * @param $renew
  1603. * @return ImportValidator
  1604. */
  1605. protected function getImportValidatorModel($renew = false) {
  1606. if (empty($this->importValidatorModel) || $renew) {
  1607. $this->importValidatorModel = new ImportValidator();
  1608. }
  1610. return $this->importValidatorModel;
  1611. }
  1613. protected function getDateFromWeekNumber($year, $weekNumber, $dayOfWeek = 1) {
  1614. $dayOfWeek = $dayOfWeek >= 1 && $dayOfWeek <= 7 ? $dayOfWeek : 1;
  1615. $date = date_create();
  1616. $date->setISODate($year, $weekNumber, $dayOfWeek);
  1617. if ($date->format('Y') != $year && $weekNumber == 1) {
  1618. $date = date_create($year.'-01-01');
  1619. }
  1621. return $date->format('Y-m-d');
  1622. }
  1624. protected function updateCashflows($oldTrade, $newTrade = null, $action = 'extension') {
  1626. //reikia pasitikrinti ar budget rate turime tam periodui, jei ne - reik sukurti
  1627. if ($action != 'drawdown') {
  1628. $this->checkBudgetRate($oldTrade, $newTrade);
  1629. }
  1631. //kazkada reiks padaryti ir rollbacka budget rate atstatyti
  1632. return;
  1633. }
  1635. /**
  1636. * @param Forward $forwardNew
  1637. * @param Forward $forwardOld
  1638. * @return void
  1639. */
  1640. protected function checkBudgetRate($forwardOld, $forwardNew = null) {
  1641. $budgetRateOld = $this->getModel()->getBudgetRateByDate($forwardOld->getPortfolio()->getId(), $forwardOld->getDateDelivery());
  1642. $budgetRate = $this->getModel()->getBudgetRateByDate($forwardNew->getPortfolio()->getId(), $forwardNew->getDateDelivery());
  1643. if (empty($budgetRate)) {
  1644. $bugdetRate = new BudgetRates();
  1645. $bugdetRate->setPortfolio($forwardNew->getPortfolio());
  1646. $bugdetRate->setRate($budgetRateOld ?? $forwardOld->getStrike());
  1647. $bugdetRate->setCurrencyPair($forwardOld->getCurrencyPair());
  1648. $bugdetRate->setDateStart($forwardNew->getDateDelivery());
  1649. $bugdetRate->setDateEnd(date_create($forwardNew->getDateDelivery())->modify('+1 day')->format('Y-m-d'));
  1650. $bugdetRate->setStatus(true);
  1651. $this->em->persist($bugdetRate);
  1652. $this->em->flush();
  1653. }
  1654. }
  1655. }