src/Bundles/Portfolios/Controller/PortfolioController.php line 623

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  1. <?php
  3. namespace Bundles\Portfolios\Controller;
  5. use App\Entity\CurrencyHistory;
  6. use Bundles\Instruments\CashflowForward\Entity\HedgingPolitics;
  7. use Bundles\Portfolios\Repository\PortfolioRepository;
  8. use Bundles\RemoteSystems\Controller\CorpayController;
  9. use Doctrine\Persistence\ManagerRegistry;
  10. use Symfony\Component\HttpFoundation\Request;
  11. use Psr\Log\LoggerInterface;
  12. use Symfony\Component\Cache\Adapter\AdapterInterface;
  13. use App\Controller\ParentController;
  14. use Bundles\Portfolios\Entity\Portfolio;
  15. use Bundles\Portfolios\Form\PortfolioType;
  16. use Bundles\Instruments\Base\Entity\Forward;
  17. use Bundles\Instruments\Base\Entity\ForwardOperations;
  18. use Bundles\Instruments\Base\Entity\CashFlows;
  19. use App\Entity\Customer;
  20. use Bundles\Instruments\Base\Model\Report;
  21. use Bundles\Instruments\Swap\Entity\Swap;
  22. use Doctrine\DBAL\Connection;
  23. use Symfony\Component\HttpFoundation\JsonResponse;
  24. use App\Entity\CurrencyPair;
  25. use Bundles\Instruments\CashflowForward\Entity\BudgetRates;
  26. use Bundles\Messenger\Model\Actions;
  27. use Bundles\Messenger\Entity\Event;
  28. use Bundles\Messenger\Entity\Notification;
  29. use Psr\Cache\CacheItemPoolInterface;
  32. class PortfolioController extends ParentController {
  34. const STEP_PORTFOLIO = 2;
  35. const STEP_POLICY = 3;
  36. const STEP_BUDGET_RATES = 4;
  37. const STEP_CASH_FLOWS = 5;
  38. const STEP_TRADES = 6;
  39. const STEP_SUMMARY = 7;
  40. const STEP_ANALYSIS = 8;
  41. const STEP_REPORT = 9;
  43. protected $importValidatorModel;
  44. protected $currrentHedgingPolicy = null;
  46. protected $tradeTypes = [
  47. 'Cashflow committed' => 'committed_forward',
  48. 'Cashflow forecast' => 'cashflow_forward',
  49. 'Swap' => 'swap',
  50. 'Option' => 'option',
  51. ];
  53. protected $customerId = 0;
  54. protected $url = '/portfolios?action=list&menuIndex=1';
  55. protected $request;
  56. private ForwardOperations $tradeOperationRecord;
  58. protected bool $needFlush = false;
  60. private CorpayController $corpayController;
  62. public function __construct(CorpayController $corpayController) {
  63. $this->corpayController = $corpayController;
  64. }
  66. public function init(LoggerInterface $analyticsLogger, CacheItemPoolInterface $cache, Request $request, Connection $connection) {
  67. parent::initialize($request);
  68. $this->session = $this->get('session');
  69. $this->cache = $cache;
  70. $this->redirect = false;
  71. $this->connection = $connection;
  72. $this->step = $request->get('step') ?? self::STEP_PORTFOLIO;
  73. $this->show = $request->get('show') ?? ($this->session->get('show') ?? 'current');
  74. $this->sumGroup = $request->get('group');
  75. $this->tradeOperation = $request->get('operation');
  76. $this->tradeOperationId = $request->get('operationId');
  77. $this->analysisMethod = $request->get('analysisMethod');
  78. $this->cvarMethod = $request->get('cvarMethod');
  79. $this->edit = $request->get('edit') ?? '';
  80. $this->tradeFilter = [
  81. 'from' => ($request->get('customPeriodFrom') ?? ''),
  82. 'to' => ($request->get('customPeriodTo') ?? ''),
  83. ];
  85. $this->request = $request;
  86. $this->logger = $analyticsLogger;
  88. $this->portfolioId = $request->get('portfolioId') ?? 0;
  89. $oldPortfolioId = $this->session->get('portfolioId');
  91. if (!empty($this->portfolioId) && $this->portfolioId != $oldPortfolioId) {
  92. $this->session->set('portfolioId', $this->portfolioId);
  93. } elseif (!empty($oldPortfolioId) && empty($this->portfolioId)) {
  94. $this->portfolioId = $oldPortfolioId;
  95. }
  98. //licence restrictions
  99. $licence = $this->getCustomer()->getLicence();
  102. if ($this->step == self::STEP_PORTFOLIO) {
  103. $this->portfolioId = 0;
  104. $this->session->set('portfolioId', $this->portfolioId);
  105. $this->session->remove('analysisMethod');
  106. $this->session->remove('cvarMethod');
  107. $this->session->remove('sumGroup');
  108. $this->session->remove('sensitivity');
  109. $this->session->remove('show');
  110. $this->session->remove('tradeFilter');
  111. }
  113. if (!empty($this->analysisMethod)) {
  114. $this->session->set('analysisMethod', $this->analysisMethod);
  115. } else {
  116. $this->analysisMethod = $this->session->get('analysisMethod');
  117. }
  119. if (!empty($this->cvarMethod)) {
  120. $this->session->set('cvarMethod', $this->analysisMethod);
  121. } else {
  122. $this->cvarMethod = $this->session->get('cvarMethod') ?? 'full';
  123. }
  124. if (!empty($this->sumGroup)) {
  125. $this->session->set('sumGroup', $this->sumGroup);
  126. } else {
  127. $this->sumGroup = $this->session->get('sumGroup');
  128. }
  129. if (empty($this->sumGroup)) {
  130. $this->sumGroup = 'month';
  131. }
  133. $this->sensitivity = $request->get('sensitivity') ?? '';
  134. if (!empty($this->sensitivity)) {
  135. $this->session->set('sensitivity', $this->sensitivity);
  136. } else {
  137. $this->sensitivity = $this->session->get('sensitivity');
  138. }
  140. if (!empty($this->show)) {
  141. $this->session->set('show', $this->show);
  142. if ($this->show == 'custom' && (!empty($this->tradeFilter['from']) || !empty($this->tradeFilter['to']))) {
  143. $this->session->set('tradeFilter', $this->tradeFilter);
  144. }
  145. }
  146. $this->show = $this->session->get('show');
  147. $this->tradeFilter = $this->session->get('tradeFilter');
  149. $this->policyId = $request->get('policyId') ?? 0;
  150. $this->budgetRateId = $request->get('budgetRateId') ?? 0;
  151. $this->cashFlowId = $request->get('cashFlowId') ?? 0;
  152. $this->tradeId = $request->get('tradeId') ?? 0;
  154. }
  156. public function index(LoggerInterface $analyticsLogger, CacheItemPoolInterface $cache, Request $request, Connection $connection) {
  157. $this->init($analyticsLogger, $cache, $request, $connection);
  159. $this->portfolioId = $request->get('portfolioId') ?? (int)$this->session->get('portfolioId');
  161. if (!empty($this->portfolioId)) {
  162. $this->session->set('portfolioId', $this->portfolioId);
  163. $portfolio = $this->em->getRepository(Portfolio::class)->find($this->portfolioId);
  164. if (!empty($portfolio->getType()) && empty($this->edit)) {
  165. return $this->redirectToRoute('portfolio_'.$portfolio->getType(), [
  166. 'step' => $this->step,
  167. 'portfolioId' => $this->portfolioId,
  168. ]);
  169. }
  171. $this->data['portfolio'] = $portfolio;
  172. }
  174. $this->getPortfolios($request);
  176. $instrument = '@cashflowForward';
  179. $this->data['title'] = 'Portfolios';
  180. $this->data['url'] = $this->url;
  181. $this->data['show'] = 'current';
  182. $this->data['operation'] = $this->tradeOperation ?? null;
  183. $this->data['sumGroup'] = 'month';
  184. $this->data['edit'] = $this->edit;
  185. $this->data['tradeTypes'] = array_flip($this->tradeTypes);
  186. $this->data['portfolioId'] = $this->portfolioId;
  187. $this->data['functionalCurrency'] = $this->session->get('functionalCurr') ?? $this->getCustomer()->getFunctionalCurrency();
  189. // dump($this->data);
  190. return $this->render($instrument.'/index.html.twig', $this->data);
  191. }
  194. protected function getPortfolios($request) {
  195. $customer = $this->getCustomer();
  196. $this->customerId = $customer->getId();
  198. $customerPairs = $this->em->getRepository(Customer::class)->getCurrencyPairsByCustomer($this->customerId);
  200. $step = self::STEP_PORTFOLIO;
  201. $options = [
  202. 'tradeTypes' => $this->tradeTypes,
  203. 'customerPairs' => $customerPairs,
  204. 'licence' => $this->getCustomer()->getLicence(),
  205. ];
  206. $form = $this->getForm($step, null, $options);
  207. $form->handleRequest($request);
  208. if ($form->isSubmitted()) {
  209. $this->actionsPortfolio($form);
  210. }
  212. //Jeigu reikia patikrinti, ar useris yra prileidziamas prie visu portfelių
  213. $userPortfolios = $this->getUser()->getUserPortfolios();
  214. // dump($userPortfolios);
  215. if ($this->getUser()->isUser() && !$userPortfolios->isEmpty()) {
  216. $filtered = $userPortfolios->filter(function ($portfolio) {
  217. return $portfolio->getStatus() == 1;
  218. });
  220. // Rūšiuojam kolekciją, bet reikia konvertuoti į masyvą, kad galėtume naudoti usort
  221. $portfolios = $filtered->toArray();
  223. usort($portfolios, function ($a, $b) {
  224. return $b->getId() <=> $a->getId();
  225. });
  227. } else {
  228. $portfolios = $this->em->getRepository(Portfolio::class)->findBy([
  229. 'status' => 1,
  230. 'customer' => $this->customerId,
  231. ], ['id' => 'DESC']);
  232. }
  234. $this->data['portfolios'] = $portfolios;
  237. $this->data['portfolioValues'] = $this->getModel()->getPortfolioValues($this->data['portfolios'], $customer->getFunctionalCurrency());
  238. $this->data['form2'] = $this->getForm($step, ($this->data['portfolio'] ?? null), $options)->createView();
  239. $this->data['portfolioId'] = $this->session->get('portfolioId');
  240. $this->functionalCurrencyRate = $this->getModel()->getFunctionalCurrencyRate($customer->getFunctionalCurrency());
  241. if (!empty($this->data['portfolio'])) {
  242. $this->data['pair'] = $this->data['portfolio']->getCurrencyPair();
  243. $rateRecord = $this->em->getRepository(CurrencyHistory::class)->findLastRecord($this->data['pair']->getId());
  244. if (!empty($rateRecord)) {
  245. $this->data['rate'] = $rateRecord->getRate();
  246. $this->data['rateLastUpdate'] = $rateRecord->getUpdated();
  247. }
  248. $this->data['majorCurrency'] = $this->data['portfolio']->getCurrencyPair()->getCurrencyNameByNumber(1);
  249. $this->data['minorCurrency'] = $this->data['portfolio']->getCurrencyPair()->getCurrencyNameByNumber(2);
  250. $this->data['functionalCurrency'] = $this->data['majorCurrency'];
  252. $this->data['major'] = substr($this->data['majorCurrency'], 0, 2);
  253. $this->data['minor'] = substr($this->data['minorCurrency'], 0, 2);
  254. }
  255. }
  258. protected function actionsPortfolio($form = null) {
  259. $action = $form->get('delete')->isClicked() ? 'delete' : 'add';
  260. $formData = $form->getData();
  261. if ($action == 'delete') {
  262. if (empty($this->portfolioId)) {
  263. $this->addFlash('warning', 'No portfolio found');
  265. return false;
  266. }
  267. if (!empty($this->portfolioId)) {
  268. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  269. 'status' => 1,
  270. 'id' => $this->portfolioId,
  271. 'customer' => $this->customerId,
  272. ]);
  273. }
  274. if (empty($this->portfolioId)) {
  275. $this->addFlash('warning', 'No portfolio found');
  277. return false;
  278. }
  279. $portfolio->setStatus(false);
  280. $this->em->persist($portfolio);
  281. $this->em->flush();
  282. $this->addFlash('success', 'Portfolio was deleted successfully');
  283. $this->portfolioId = 0;
  284. $this->redirect = true;
  285. } elseif ($action == 'add') {
  286. if (empty($this->portfolioId) || empty($formData->getId())) {
  287. $portfolio = new Portfolio();
  288. $portfolio->setCustomer($this->getCustomer());
  289. $portfolio->setStatus(true);
  291. } else {
  292. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  293. 'status' => 1,
  294. 'id' => $this->portfolioId,
  295. 'customer' => $this->customerId,
  296. ]);
  297. }
  298. $currPair = $formData->getCurrencyPair();
  299. if (empty($currPair)) {
  300. $currPair = $this->em->getRepository(CurrencyPair::class)->find(1);
  301. }
  302. $portfolio->setCurrencyPair($currPair);
  303. $portfolio->setName($formData->getName());
  304. $portfolio->setDescription($formData->getDescription());
  305. $portfolio->setDirection($formData->getDirection());
  306. $portfolio->setType($formData->getType());
  308. $this->em->persist($portfolio);
  309. $this->em->flush();
  310. $this->session->set('portfolioId', $portfolio->getId());
  311. $this->addFlash('success', 'new portfolio was created/updated successfully');
  312. $this->redirect = true;
  313. }
  315. }
  317. protected function getForm($step, $object = null, $options = []) {
  318. switch ($step) {
  319. case self::STEP_PORTFOLIO:
  320. if (empty($object)) {
  321. $object = new Portfolio();
  322. }
  323. $objetType = PortfolioType::class;
  324. break;
  325. }
  327. $options['portfolioId'] = $this->portfolioId;
  328. $options['url'] = $this->url.'&step='.$step;
  330. return $this->createForm($objetType, $object, $options);
  331. }
  333. protected function getTradesOperations($request) {
  334. if (empty($this->data['trade'])) {
  335. return false;
  336. }
  337. $step = self::STEP_TRADES;
  339. /** @var Forward $trade */
  340. $trade = $this->data['trade'];
  341. $object = new ForwardOperations();
  342. $object->setRate($trade->getStrike());
  343. // $object->setDateMaturity($trade->getDateDelivery());
  344. $object->setAmount($trade->getAmountMinor());
  345. $object->setTradeNumber($trade->getTradeNumber());
  346. $object->setRate($trade->getStrike());
  347. $form = $this->getForm('tradesOperations', $object);
  348. $form->handleRequest($request);
  349. if ($form->isSubmitted() && $form->isValid()) {
  351. $this->actionsTradesOperations($form);
  352. }
  353. $this->data['tradeOperations'] = $this->em->getRepository(ForwardOperations::class)->findBy(['Trade' => $this->tradeId]);
  355. $this->data['formTradesOperations'] = $form->createView();
  357. if ($form->isSubmitted()) {
  358. return $this->redirect($this->url.'&step='.$step);
  359. }
  360. if (!empty($this->tradeOperationId) && $this->edit == 'delete') {
  361. //todo: ideti tikrinama ar turi teise useris
  362. /** @var ForwardOperations $operationRecord */
  364. $operationRecord = $this->em->getRepository(ForwardOperations::class)->find($this->tradeOperationId);
  365. if (empty($operationRecord)) {
  366. $this->addFlash('warning', 'No trade operation record was found');
  368. return false;
  369. }
  371. $tradeInfo = json_decode($operationRecord->getTradeOldData(), true);
  372. if (!empty($tradeInfo)) {
  373. //atstatome trado info
  374. /** @var Forward $tradeRecord */
  375. $tradeRecord = $this->em->getRepository(Forward::class)->find($operationRecord->getTrade());
  376. if (empty($tradeRecord)) {
  377. $this->addFlash('warning', 'No trade was found');
  379. return false;
  380. }
  381. $tradeRecord->setDateDelivery($tradeInfo['dateDelivery']);
  382. $tradeRecord->setAmount($tradeInfo['amount']);
  383. $tradeRecord->setAmountMinor($tradeInfo['amountMinor']);
  384. $this->em->persist($tradeRecord);
  385. }
  386. $cashflowInfo = json_decode($operationRecord->getCashflowOldData(), true);
  387. if (!empty($cashflowInfo)) {
  388. //atstatome cashflow info
  389. /** @var CashFlows $cashflowRecord */
  390. $cashflowRecord = $this->em->getRepository(CashFlows::class)->find($cashflowInfo['id']);
  391. if (empty($cashflowRecord)) {
  392. $this->addFlash('warning', 'No cashflow was found');
  394. return false;
  395. }
  396. $cashflowRecord->setCashAmount($cashflowInfo['cashAmount']);
  397. $cashflowRecord->setCashAmountMinor($cashflowInfo['cashAmountMinor']);
  398. $this->em->persist($cashflowRecord);
  399. }
  400. if ($operationRecord->getAction() == 'extension' && !empty($operationRecord->getExtensionTradeId())) {
  401. $forwardId = $operationRecord->getExtensionTradeId();
  402. $extensionTradeRecord = $this->em->getRepository(Forward::class)->find($forwardId);
  403. if (!empty($extensionTradeRecord)) {
  404. $swapRecord = $this->em->getRepository(Swap::class)->findOneBy(['Forward' => $forwardId]);
  405. if (!empty($swapRecord)) {
  406. $this->em->remove($swapRecord);
  407. }
  409. if (!empty($extensionTradeRecord->getCommittedCashflows())) {
  410. foreach ($extensionTradeRecord->getCommittedCashflows() as $cashflow) {
  411. $this->em->remove($cashflow);
  412. }
  413. }
  414. $this->em->remove($extensionTradeRecord);
  415. }
  416. }
  418. $this->em->remove($operationRecord);
  419. $this->em->flush();
  421. $this->addFlash('success', 'Trade operation was deleted and trade info was restored successfully ');
  422. $this->redirect = true;
  423. }
  424. }
  426. /**
  427. * @param $form
  428. * @return false|void
  429. * @throws \Doctrine\ORM\ORMException
  430. * @throws \Doctrine\ORM\OptimisticLockException
  431. */
  432. protected function actionsTradesOperations($form) {
  433. if (empty($this->tradeId)) {
  434. return false;
  435. }
  436. $formData = $form->getData();
  437. $trade = $this->data['trade'];
  439. $this->fillTradeOperationRecord($formData, $trade);
  441. /** @var Forward $tradeParent */
  442. $tradeParent = $this->data['trade'];
  443. $amount = $tradeParent->getAmountMinor() - $formData->getAmount();
  444. $newDate = $formData->getDateMaturity();
  445. if ($this->tradeOperation == 'extension') {
  447. if ($amount < 0) {
  448. $this->addFlash('warning', 'Amount cannot be greater than the original trade amount');
  450. return false;
  451. }
  452. if ($newDate < $tradeParent->getDateDelivery()) {
  453. $this->addFlash('warning', 'New date cannot be earlier than the original trade date');
  455. return false;
  456. }
  458. if ($amount == 0) { //koreguojam tik trade ir flowso datas
  460. $newTrade = new Forward();
  461. $newTrade->setPortfolio($this->data['portfolio']);
  462. $newTrade->setAmountMinor($formData->getAmount());
  463. $newTrade->setDateDelivery($formData->getDateMaturity());
  464. //reik sukurti ir cashflowsa nauja siai sumai
  465. $this->updateCashflows($tradeParent, $newTrade, $action = 'update');
  466. $tradeParent->setDateDelivery($newDate);
  467. $this->em->persist($tradeParent);
  468. $this->em->flush();
  470. return;
  471. }
  473. if ($amount > 0) {
  474. //mazinam seno trado amounta ir sukurti nauja trade
  475. //mazinam senam flowsui amounta ir sukurti nauja flowsa pagal nauja data ir amounta
  476. $newTrade = $this->createTradeExtension($tradeParent, $this->tradeOperationRecord);
  477. $this->updateCashflows($tradeParent, $newTrade, $action = 'extension');
  478. }
  480. } elseif ($this->tradeOperation == 'drawdown') {
  481. //koreguojam seno trade suma
  482. //dump($formData);
  484. $tradeParent->setStrike($formData->getRate());
  485. $tradeParent->setAmountMinor($amount);
  486. $tradeParent->setAmount($amount / $tradeParent->getStrike());
  487. //dump($tradeParent);
  488. $this->em->persist($tradeParent);
  489. $this->em->flush();
  491. // mazinam cashflowso amount
  492. $this->updateCashflows($tradeParent, null, $this->tradeOperation);
  494. $this->em->flush();
  495. }
  497. if (!empty($newTrade)) {
  498. $this->tradeOperationRecord->setExtensionTradeId($newTrade->getId());
  499. }
  500. $this->em->persist($this->tradeOperationRecord);
  501. $this->em->flush();
  503. $this->addFlash('success', 'Trade operation was created successfully');
  505. $this->redirect = true;
  506. }
  508. /**
  509. * @param Forward $trade
  510. * @param $cashflows
  511. * @return mixed
  512. */
  513. protected function setRelatedCashFlows($trade) {
  514. if (empty($trade->getCommittedCashflows())) {
  515. return null;
  516. }
  517. $relatedCashFlows = [];
  518. foreach ($trade->getCommittedCashflows() as $item) {
  519. $relatedCashFlows[] = $item->getId();
  520. }
  522. return $relatedCashFlows;
  523. }
  525. protected function fillTradeOperationRecord($formData, $trade) {
  526. $this->tradeOperationRecord = new ForwardOperations();
  529. $this->tradeOperationRecord->setAmount($formData->getAmount());
  530. $this->tradeOperationRecord->setDateMaturity($formData->getDateMaturity());
  531. $this->tradeOperationRecord->setRate($formData->getRate());
  532. $this->tradeOperationRecord->setComment($formData->getComment());
  533. $this->tradeOperationRecord->setTradeNumber($formData->getTradeNumber());
  534. $this->tradeOperationRecord->setAction($this->tradeOperation);
  536. $this->tradeOperationRecord->setTrade($trade);
  537. $tradeOldData = [
  538. 'tradeNumber' => $trade->getTradeNumber(),
  539. 'dateDelivery' => $trade->getDateDelivery(),
  540. 'amount' => (int)$trade->getAmount(),
  541. 'amountMinor' => (int)$trade->getAmountMinor(),
  542. 'strike' => $trade->getStrike(),
  543. 'policyRatio' => $trade->getPolicyRatio(),
  544. 'relatedCashFlows' => $this->setRelatedCashFlows($trade),
  545. ];
  546. $this->tradeOperationRecord->setTradeOldData(json_encode($tradeOldData));
  548. $this->em->persist($this->tradeOperationRecord);
  550. }
  553. /**
  554. * @param CashFlows $cashflow
  555. * @return void
  556. */
  557. protected function collectOldDataForRestore($cashflow) {
  558. $cashflowOldData = [
  559. 'id' => $cashflow->getId(),
  560. 'cashAmount' => (int)$cashflow->getCashAmount(),
  561. 'cashAmountMinor' => (int)$cashflow->getCashAmountMinor(),
  562. 'flowDate' => (int)$cashflow->getFlowDate(),
  563. ];
  564. $this->setTradeOperationByParam('cashflowOldData', json_encode($cashflowOldData));
  565. }
  567. protected function setTradeOperationByParam($param, $value) {
  568. $methodName = 'set'.ucfirst($param);
  569. if (method_exists($this->tradeOperationRecord, $methodName)) {
  570. $this->tradeOperationRecord->$methodName($value);
  571. }
  572. $this->em->persist($this->tradeOperationRecord);
  573. }
  575. protected function createTradeExtension($tradeParent, $formData) {
  576. /** @var Forward $tradeParent */
  577. $tradeParent = $this->data['trade'];
  578. /// naujas trade
  579. $tradeRecord = new Forward();
  580. $tradeRecord->setPortfolio($this->data['portfolio']);
  581. $tradeRecord->setParentId($tradeParent->getId());
  582. $tradeRecord->setCurrencyPair($tradeParent->getCurrencyPair());
  583. $tradeRecord->setAmount($formData->getAmount() / $formData->getRate());
  584. $tradeRecord->setAmountMinor($formData->getAmount());
  585. $tradeRecord->setDateExpire($tradeParent->getDateExpire());
  586. $tradeRecord->setDateDelivery($formData->getDateMaturity());
  587. $tradeRecord->setExposureDirection($tradeParent->getExposureDirection());
  588. $tradeRecord->setStatus(true);
  589. $tradeRecord->setStrike($formData->getRate());
  590. $tradeRecord->setCounterparty($tradeParent->getCounterparty());
  591. $tradeRecord->setComment($formData->getComment());
  592. $tradeRecord->setTradeNumber($formData->getTradeNumber());
  594. $dateExpire = date_create($tradeRecord->getDateExpire());
  595. $tradeRecord->setRate($this->getRate($tradeRecord->getCurrencyPair(), $dateExpire->format('Y-m-d')));
  596. $hedgePolicyRatio = $this->getHedgePolicy($this->currrentHedgingPolicy, $dateExpire->format('Y'), $dateExpire->format('W'));
  597. $tradeRecord->setPolicyRatio($hedgePolicyRatio);
  599. if (!empty($tradeParent->getCommittedCashflows())) {
  600. foreach ($tradeParent->getCommittedCashflows() as $cashflow) {
  601. $tradeRecord->addCommittedCashflows($cashflow);
  602. }
  603. }
  605. $this->em->persist($tradeRecord);
  606. $this->em->flush();
  608. //$tradeOperationRecord->setExtensionTradeId($tradeRecord->getId());
  609. return $tradeRecord;
  611. }
  613. protected function updateCashflows($tradeParent, $newTrade, $action) {
  614. return; //specifika priklauso pagal tipa, ziureti child klases
  615. }
  617. /**
  618. * naudoja ajax route /analysis/{portfolioId}/{rate}
  619. * @param $portfolioId
  620. * @param $rate
  621. * @return JsonResponse
  622. */
  623. public function analysisAjax(CacheItemPoolInterface $cache, Request $request, Connection $connection) {
  624. parent::initialize($request);
  625. $this->cache = $cache;
  626. $this->connection = $connection;
  627. $this->session = $this->container->get('session');
  628. $portfolioId = $request->get('portfolioId') ?? '';
  629. $this->portfolioId = $portfolioId;
  630. $rate = $request->get('rate') ?? '';
  631. $method = $request->get('analysisMethod') ?? '';
  632. if (empty((int)$portfolioId) || empty((float)$rate)) {
  633. return new JsonResponse('error data', 400);
  634. }
  635. $portfolio = $this->em->getRepository(Portfolio::class)->findOneBy([
  636. 'id' => $portfolioId,
  637. 'customer' => $this->getCustomer()->getId(),
  638. ], ['id' => 'DESC']);
  639. if (empty($portfolio)) {
  640. return new JsonResponse('unauthorized access', 400);
  641. }
  643. $trades = $this->em->getRepository(Forward::class)->findByDates([
  644. 'Portfolio' => (int)$portfolioId,
  645. 'show' => 'current',
  646. 'type_not' => 'spot',
  647. ]);
  649. $cashflows = $this->em->getRepository(CashFlows::class)->findByDates([
  650. 'Portfolio' => (int)$portfolioId,
  651. 'show' => 'current',
  652. ]);
  655. $budgetRates = $this->em->getRepository(BudgetRates::class)->findByDates(['Portfolio' => (int)$this->portfolioId]);
  657. $data = [
  658. 'cashFlows' => $cashflows,
  659. 'trades' => $trades,
  660. 'budgetRates' => $budgetRates,
  661. ];
  664. $budgetRates = $method == 'budget' ? $this->getBudgetRateList($data) : [];
  666. $this->getModel()->getFunctionalCurrencyRate($this->getFunctionalCurrency());
  668. $analysis['trades'] = $this->getModel()->tradeValuation($trades, (float)$rate, $budgetRates, $cashflows);
  670. $forwardPoints = [0 => ['bid' => $rate]];
  671. $forwardPointsByPair = $this->getForwardPoints($portfolio->getCurrencyPair()->getName());
  672. if (!empty($forwardPointsByPair)) {
  673. $forwardPoints += $forwardPointsByPair;
  674. }
  675. $analysis['totalValuation'] = 0;
  676. $periods = [];
  677. if (!empty($analysis['trades']['diffByMonth'])) {
  678. $analysis['totalValuation'] = round(array_sum($analysis['trades']['diffByMonth']));
  679. $periods = array_keys($analysis['trades']['diffByMonth']);
  680. }
  683. //vykdomas vertinimas trade ir cashflows
  684. $analysis['cashflows']['diffByMonth'] = [];
  685. $portfolioDirection = $portfolio->getDirection();
  687. try {
  688. $analysis['cashflows'] = $this->getModel()->cashflowValuation($cashflows, $budgetRates, $portfolioDirection, (float)$rate, $analysis['trades'] ?? []);
  689. } catch (\Exception $e) {
  690. return new JsonResponse('error on cashflows valuation calcs', 200);
  691. }
  692. if ($method == 'budget') {
  693. if (!empty($analysis['cashflows']['diffByMonth'])) {
  694. $analysis['totalValuation'] += round(array_sum($analysis['cashflows']['diffByMonth']));
  695. }
  696. }
  698. // $spot = $this->getRate($portfolio->getCurrencyPair());
  699. foreach ($forwardPoints as $days => $points) {
  700. $period = date_create(' + '.$days.' days')->format('Y-m');
  701. // $pointDiff = (float)$points['bid'] - $spot;
  702. // $pointDiff = 1 + $pointDiff / $spot;
  703. // $analysis['forwards'][$period] = round((float)$rate * $pointDiff, 5);
  704. if (empty($days)) {
  705. $analysis['forwards'][$period] = (float)$rate;
  706. }
  707. if (!empty($analysis['cashflows']) && empty($analysis['cashflows']['diffByMonth'][$period])) {
  708. $analysis['cashflows']['diffByMonth'][$period] = 0;
  709. ksort($analysis['cashflows']['diffByMonth']);
  710. }
  711. if (!empty($analysis['trades']) && empty($analysis['trades']['diffByMonth'][$period])) {
  712. $analysis['trades']['diffByMonth'][$period] = 0;
  713. ksort($analysis['trades']['diffByMonth']);
  714. }
  715. }
  716. foreach ($periods as $period) {
  717. if (empty($analysis['forwards'][$period])) {
  718. $analysis['forwards'][$period] = 'null';
  719. }
  720. }
  723. $analysis['minValue'][1] = $this->getModel()->getMin($analysis['trades']['hedgeRates'] ?? [], $analysis['cashflows']['budgetRateByMonth'] ?? []);
  724. $analysis['maxValue'][1] = $this->getModel()->getMax($analysis['trades']['hedgeRates'] ?? [], $analysis['cashflows']['budgetRateByMonth'] ?? []);
  726. return new JsonResponse($analysis, 200);
  727. }
  729. /**
  730. * @return Report
  731. */
  732. protected function getReportModel($renew = false) {
  733. if (empty($this->reportModel) || $renew) {
  734. $excel = $this->get('Excel');
  735. $this->reportModel = new Report($this->em, $excel);
  736. }
  738. return $this->reportModel;
  739. }
  741. protected function getEventAlertStatuses() {
  742. $this->marginCalls = []; //pagal gauta final kursa, patikrinama, ar spotas nevirsyja budget Rate
  743. $statuses = [];
  744. $actionModel = new Actions($this->connection, $this->data['cashFlows']);
  745. foreach ($this->data['cashFlows'] as $item) {
  746. $flowId = $item->getId();
  747. $finalRate = $actionModel->getFinalPointsCashflow($item);
  748. $this->marginCalls[$flowId] = $finalRate != '-' ? round($finalRate, 5) : $finalRate;
  749. $statuses[$flowId] = $actionModel::ALERT_STATUS_DISABLED;
  750. if (!empty($finalRate) && $finalRate !== '-') {
  751. $statuses[$flowId] = $actionModel::ALERT_STATUS_READY;
  752. if ($this->hasAlert($flowId)) {
  753. $statuses[$flowId] = $actionModel::ALERT_STATUS_ACTIVE;
  754. }
  755. }
  756. }
  758. return $statuses;
  759. }
  761. protected function hasAlert($flowId) {
  762. if (empty($this->eventAlerts)) {
  763. $eventAlerts = $this->em->getRepository(Event::class)->findBy([
  764. 'User' => $this->getUser(),
  765. 'objectType' => 'flow',
  766. 'active' => true,
  767. ]);
  768. foreach ($eventAlerts as $item) {
  769. $this->eventAlerts[$item->getFlowId()] = $item;
  770. }
  771. }
  773. return !empty($this->eventAlerts[$flowId]);
  774. }
  776. protected function notificationsAsSeen() {
  777. $user = $this->getUser();
  778. $portfolioId = $this->portfolioId;
  779. $seenMessages = $this->em->getRepository(Notification::class)->unseenMessagesBy($user, $portfolioId);
  780. if (empty($seenMessages)) {
  781. return true;
  782. }
  783. foreach ($seenMessages as $item) {
  784. $item->setSeen(true);
  785. $this->em->persist($item);
  786. $this->em->flush();
  787. }
  789. return true;
  790. }
  792. protected function getHedgePolicy(HedgingPolitics $currentPolicy = null, $years, $week) {
  793. return 1;
  794. }
  796. /**
  797. * @param $flowId
  798. * @param $type
  799. * @return \Symfony\Component\HttpFoundation\Response
  800. */
  801. protected function callAlert($flowId, $type) {
  802. return $this->forward('Bundles\Messenger\Controller\EventController::index', [
  803. 'flowId' => $flowId,
  804. 'type' => $type,
  805. ]);
  806. }
  809. public function getPortfoliosByCompany($companyId, PortfolioRepository $portfolioRepository): JsonResponse {
  810. if (empty($companyId)) {
  811. return new JsonResponse(['error' => 'Company ID is required'], 400);
  812. }
  813. $portfolios = $portfolioRepository->findBy(['status' => 1, 'customer' => $companyId]);
  815. $data = array_map(function ($p) {
  816. return ['id' => $p->getId(), 'name' => $p->getName()];
  817. }, $portfolios);
  819. return new JsonResponse($data);
  820. }
  821. }