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external/duckdb/third_party/tpce-tool/include/main/TradeGen.h

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+/*
+ * Legal Notice
+ *
+ * This document and associated source code (the "Work") is a part of a
+ * benchmark specification maintained by the TPC.
+ *
+ * The TPC reserves all right, title, and interest to the Work as provided
+ * under U.S. and international laws, including without limitation all patent
+ * and trademark rights therein.
+ *
+ * No Warranty
+ *
+ * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
+ *     CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
+ *     AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
+ *     WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
+ *     INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
+ *     DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
+ *     PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
+ *     WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
+ *     ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
+ *     QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
+ *     WITH REGARD TO THE WORK.
+ * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
+ *     ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
+ *     COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
+ *     OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
+ *     INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
+ *     OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
+ *     RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
+ *     ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
+ *
+ * Contributors
+ * - Sergey Vasilevskiy
+ * - Doug Johnson
+ */
+
+/*
+ *   Class that generates trades and holdings for a given set
+ *   of customers. It maintains the proper holding information
+ *   for every customer while the trades are being generated.
+ *
+ *   TRADE, TRADE_HISTORY, CASH_TRANSACTION, SETTLEMENT,
+ *   HOLDING, HOLDING_HISTORY rows are generated by this class.
+ *
+ */
+
+#ifndef TRADE_GEN_H
+#define TRADE_GEN_H
+
+#include <queue>
+#include "utilities/EGenStandardTypes.h"
+#include "utilities/Money.h"
+#include "MEESecurity.h"
+#include "CustomerAccountsAndPermissionsTable.h"
+#include "AddressTable.h"
+#include "CustomerTable.h"
+#include "CustomerTaxRateTable.h"
+#include "CustomerSelection.h"
+#include "HoldingsAndTradesTable.h"
+#include "Brokers.h"
+#include "SecurityTable.h"
+#include "Person.h"
+#include "input/DataFileManager.h"
+#include "StatusTypeIDs.h"
+
+using namespace std;
+
+namespace TPCE {
+
+// Maximum number of HOLDING_HISTORY rows that can be output
+// for one completed trade.
+// Determined by the maximum number of holdings that a trade
+// can modify. The maximum number would be a trade with
+// the biggest possible quantity modifying holdings each having
+// the smallest possible quantity.
+//
+const int iMaxHoldingHistoryRowsPerTrade = 800 / 100;
+
+// Incomplete trade information generated
+// at Trade Order time.
+//
+typedef struct TTradeInfo {
+	TTrade iTradeId;
+	eTradeTypeID eTradeType;     // integer representation of the TRADE row T_TT_ID
+	eStatusTypeID eTradeStatus;  // integer representation of the TRADE row T_ST_ID
+	double PendingTime;          // seconds from StartTime; only for limit orders
+	double SubmissionTime;       // seconds from StartTime
+	double CompletionTime;       // seconds from StartTime
+	TIdent iSymbolIndex;         // stock symbol index in the input flat file
+	UINT iSymbolIndexInAccount;  // stock symbol index in the account basket
+	int iTradeQty;               // number of shares in the trade
+	CMoney fBidPrice;            // bid price for market orders or limit price for limit ones
+	CMoney fTradePrice;          // price that the trade completed at
+	TIdent iCustomer;            // customer executing this trade
+	eCustomerTier iCustomerTier; // customer tier for the customer executing this trade
+	TIdent iCustomerAccount;     // customer account in which the trade executes
+	bool bIsLifo;                // needed to update holdings
+} * PTradeInfo;
+
+// Information about completed trade that is generated once
+// for performance
+typedef struct TAdditionalTradeInfo {
+	//  Current value of trade's positions that are being closed
+	//
+	CMoney fBuyValue;
+	//  Value of trade's positions when they were opened
+	//
+	CMoney fSellValue;
+
+	//  Broker id of the account for the current completed trade
+	//
+	TIdent iCurrentBrokerId;
+
+	eTaxStatus eAccountTaxStatus;
+
+	// These fields are needed for correcteness (pricing consistency).
+	// They need to be kept in CMoney and only converted to double
+	// before copying them into table row structures.
+	//
+	CMoney Commission;
+	CMoney Charge;
+	CMoney Tax;
+	CMoney SettlementAmount;
+} * PAdditionalTradeInfo;
+
+// Customer holding information
+// to be able to generate HOLDING table after all trades
+// have been generated.
+//
+typedef struct THoldingInfo {
+	TTrade iTradeId;
+	int iTradeQty;
+	CMoney fTradePrice;
+	CDateTime BuyDTS;
+	TIdent iSymbolIndex; // stock symbol index in the input flat file - stored
+	                     // for performance
+} * PHoldingInfo;
+
+// Trade-related table rows.
+// HOLDING row is ommitted because it is contained in
+// a separate variable.
+//
+typedef struct TTradeRow {
+	TRADE_ROW m_Trade;                      // for the Trade table
+	TRADE_REQUEST_ROW m_TradeRequest;       // for the Trade Requests table
+	TRADE_HISTORY_ROW m_TradeHistory[3];    // for the Trade History table
+	SETTLEMENT_ROW m_Settlement;            // for the Settlement table
+	CASH_TRANSACTION_ROW m_CashTransaction; // for the Cash Transaction table
+	HOLDING_HISTORY_ROW m_HoldingHistory[iMaxHoldingHistoryRowsPerTrade];
+} * PTradeRow;
+
+// Container to store holdings
+//
+typedef list<THoldingInfo> THoldingList;
+typedef THoldingList TCustomerHoldingArray[iMaxSecuritiesPerAccount];
+
+class CTradeGen {
+	//  RNG class for generation of row data
+	//
+	CRandom m_rnd;
+
+	// Class used to get address information for a customer
+	// to properly calculate tax on a trade
+	//
+	CAddressTable m_AddressTable;
+
+	//  Class used to select a random customer for whom to perform a trade.
+	//
+	CCustomerSelection m_CustomerSelection;
+
+	//  Class used to get CUSTOMER table information for a specific customer
+	//
+	CCustomerTable m_CustomerTable;
+
+	// Class used to calculate T_TAX for the TRADE table
+	//
+	CCustomerTaxRateTable m_CustTaxrateTable;
+
+	// Class used to get customer account information.
+	//
+	CCustomerAccountsAndPermissionsTable m_CustomerAccountTable;
+
+	// Class used in determining the basket of securities for an account
+	//
+	CHoldingsAndTradesTable m_HoldingTable;
+
+	// Class used to generate BROKER table (with consistent YTD columns)
+	//
+	CBrokersTable m_BrokerTable;
+
+	// Class used to get S_NAME for cash transaction descriptions
+	//
+	CSecurityTable m_SecurityTable;
+
+	// Class to get the first and last names of a customer
+	//
+	CPerson m_Person;
+
+	//  Input files for character data generation.
+	//
+	const CCompanyFile &m_CompanyFile;
+	const CSecurityFile &m_SecurityFile;
+	const ChargeDataFile_t &m_ChargeFile;                 // CHARGE table from the flat file
+	const CommissionRateDataFile_t &m_CommissionRateFile; // COMMISSION_RATE table from the flat file
+	const StatusTypeDataFile_t &m_StatusTypeFile;         // STATUS_TYPE table from the flat file
+	const TradeTypeDataFile_t &m_TradeTypeFile;           // TRADE_TYPE table from the flat file
+	const ExchangeDataFile_t &m_ExchangeFile;             // EXCHANGE table from the flat file
+
+	//  The first customer to generate for this class instance
+	//
+	TIdent m_iStartFromCustomer;
+	//  First account of the StartFromCustomer
+	//
+	TIdent m_iStartFromAccount;
+	// Number of customers for this class instance
+	//
+	TIdent m_iCustomerCount;
+	// Total number of customers in the database
+	//
+	TIdent m_iTotalCustomers;
+	//  Number of customers in one load unit
+	//
+	int m_iLoadUnitSize;
+	//  Number of accounts for customers in one load unit
+	//
+	int m_iLoadUnitAccountCount;
+	//  Number of customers for 1 tpsE
+	//
+	int m_iScaleFactor;
+	//  Number of hours of initial trades to generate
+	//
+	int m_iHoursOfInitialTrades;
+
+	//  Average number of seconds between two consecutive trades
+	//
+	double m_fMeanTimeBetweenTrades;
+
+	// Mean delay between Pending and Submission times
+	// for an immediatelly triggered (in-the-money) limit order.
+	//
+	double m_fMeanInTheMoneySubmissionDelay;
+
+	// Time at which to start trade timestamps (time 0 or StartTime).
+	// Not changed during the class lifetime.
+	//
+	// This is the submission (or pending) time of the first trade.
+	//
+	CDateTime m_StartTime;
+
+	// Current Trade Order time in the simulated
+	// time sequence (seconds from StartTime).
+
+	// When this time is further than
+	// the priority queue's front, incomplete trades
+	// are removed from the priority queue and completed.
+	//
+	// If this time is before the priority queue front
+	// time, new incomplete trades are placed on the queue
+	// and this time is incremented.
+	//
+	double m_CurrentSimulatedTime;
+
+	// Priority queue that contains incomplete trades
+	// ordered by their completion time. The queue's
+	// front contains trade with the earliest completion
+	// time.
+	//
+	// Template default is to return the biggest value,
+	// but we need the smallest (earliest) one. This is
+	// why we specify greater<> for the template comparison
+	// parameter instead of the default less<>
+	priority_queue<TTradeInfo, vector<TTradeInfo>, greater<TTradeInfo>> m_CurrentTrades;
+
+	// Number of trades completed up to now.
+	// Does not include aborted trades.
+	//
+	TTrade m_iCurrentCompletedTrades;
+
+	// Number of total trades needed to generate.
+	// Does not include aborted trades.
+	//
+	TTrade m_iTotalTrades;
+
+	// Number of trades initiated up to now. Includes aborted
+	// trades.
+	// Needed to calculate when to abort a trade at Trade Order time.
+	//
+	TTrade m_iCurrentInitiatedTrades;
+
+	// Number of trades in an 8-hour workday.
+	// Needed to know when to move trading time to the next day.
+	//
+	int m_iTradesPerWorkDay;
+
+	// 3-dimensional array of double-linked lists each containing
+	// one customer holding information.
+	//
+	// The array is indexed as follows:
+	// [AccountId][SecurityIndexWithinAccount]
+	//
+	// There is no need to index on customer id since the account
+	// id is unique across the universe of all customers
+	//
+	TCustomerHoldingArray *m_pCustomerHoldings;
+
+	// Structure to contain incomplete, but essential
+	// trade information generated at Trade Order time.
+	//
+	TTradeInfo m_NewTrade;
+
+	// Structure to contain trade non-essential information
+	// frequently used at Trade Result time.
+	//
+	TAdditionalTradeInfo m_CompletedTradeInfo;
+
+	// Structure to contain current trade and holding
+	// table rows.
+	// Filled in GenerateNextTrade() for trade-related
+	// tables and in GenerateNextHolding for
+	// holding-related tables.
+	//
+	TTradeRow m_TradeRow;
+	HOLDING_ROW m_HoldingRow;
+
+	// Structure to contain HOLDING_SUMMARY rows.
+	// Filled in GenerateNextHoldingSummaryRow.
+	HOLDING_SUMMARY_ROW m_HoldingSummaryRow;
+
+	// Number of Trade History rows for the current trade in m_TradeRow.
+	//
+	int m_iTradeHistoryRowCount;
+
+	// Number of Cash Transaction rows for the current trade in m_TradeRow.
+	//
+	int m_iCashTransactionRowCount;
+
+	// Number of Settlement rows for the current trade in m_TradeRow.
+	//
+	int m_iSettlementRowCount;
+
+	// Number of Holding History rows. May be more than one
+	// if the trade modifies more than one holding.
+	//
+	int m_iHoldingHistoryRowCount;
+
+	// Security price emulation
+	CMEESecurity m_MEESecurity;
+
+	//  Account, security index, and security holding
+	//  to use in GenerateNextHolding() to return the next holding.
+	//
+	int m_iCurrentAccountForHolding;
+	int m_iCurrentSecurityForHolding; // index within the account (not input
+	                                  // file)
+	list<THoldingInfo>::iterator m_pCurrentSecurityHolding;
+
+	//  Account index and security index,
+	//  used in GenerateNextHoldingSummaryRecord().
+	//
+	int m_iCurrentAccountForHoldingSummary;  // index
+	int m_iCurrentSecurityForHoldingSummary; // index
+
+	//  Trade ID for the last generated trade.
+	//  Positioned at the correct trade id at start.
+	//
+	TTrade m_iCurrentTradeId;
+
+	//  Current load unit number
+	//
+	int m_iCurrentLoadUnit;
+
+	///////////////////////////////////////////////////
+	// Functions
+	///////////////////////////////////////////////////
+
+	// Generate enough trade information to put into
+	// the priority queue.
+	//
+	void GenerateNewTrade();
+
+	// Take the incoplete trade information and
+	// generate all the trade-related rows in internal
+	// row structures.
+	//
+	void GenerateCompleteTrade();
+
+	// Generate a random delay (in seconds) between
+	// two consecutive trades.
+	//
+	inline double GenerateDelayBetweenTrades();
+
+	//  Return the list of holdings to modify
+	//  by the most recently generated complete trade
+	//
+	inline THoldingList *GetHoldingListForCurrentTrade();
+
+	//  Return position before the first or the last element
+	//  in the holding list (depending on IsLifo flag)
+	//
+	list<THoldingInfo>::iterator PositionAtHoldingList(THoldingList *pHoldingList, int IsLifo);
+	// Update holding information for the customer and trade
+	// contained in the internal trade row structure.
+	// Set internal buy and sell values.
+	//
+	void UpdateHoldings();
+
+	// Position internal iterator at the next non-empty holding.
+	// Update internal customer/account/security counters as required.
+	//
+	// Return whether a non-empty holding exists.
+	//
+	bool FindNextHolding();
+
+	// Position internal indexes to next non-empty list of holdings
+	// Return whether non-empty holding list exists.
+	//
+	bool FindNextHoldingList();
+
+	// Generate a new trade id
+	//
+	TTrade GenerateNextTradeId();
+
+	// Generate a random trade type
+	//
+	eTradeTypeID GenerateTradeType();
+
+	// Generate some common fields for the completed trade.
+	// Those fields are used more than once so they are stored
+	// in a separate structure.
+	//
+	void GenerateCompletedTradeInfo();
+
+	// Generate TRADE row
+	//
+	void GenerateTradeRow();
+
+	void GenerateTradeCharge();
+
+	void GenerateTradeCommission();
+
+	void GenerateTradeTax();
+
+	// Generate settlement amount for SE_AMT and CT_AMT
+	//
+	void GenerateSettlementAmount();
+
+	// Generate TRADE_HISTORY rows
+	//
+	void GenerateTradeHistoryRow();
+
+	// Generate CASH_TRANSACTION row
+	//
+	void GenerateCashTransactionRow();
+
+	// Generate SETTLEMENT row
+	//
+	void GenerateSettlementRow();
+
+	// Generate HOLDING_HISTORY row
+	//
+	void GenerateHoldingHistoryRow(TTrade iHoldingTradeID, // trade id of the original trade
+	                               TTrade iTradeTradeID,   // trade id of the modifying trade
+	                               int iBeforeQty,         // holding qty now
+	                               int iAfterQty);         // holding qty after modification
+
+	// Helper function to get the current customer id
+	TIdent GetCurrentCustID() {
+		return m_NewTrade.iCustomer;
+	}
+	// Helper function to get the current customer tier
+	int GetCurrentCustTier() {
+		return m_NewTrade.iCustomerTier;
+	}
+	// Helper function to get the current account id
+	TIdent GetCurrentAccID() {
+		return m_NewTrade.iCustomerAccount;
+	}
+	// Helper function to get the current trade id
+	TTrade GetCurrentTradeID() {
+		return m_NewTrade.iTradeId;
+	}
+	// Helper function to get the current trade bid price
+	CMoney GetCurrentBidPrice() {
+		return m_NewTrade.fBidPrice;
+	}
+	// Helper function to get the current trade execution price
+	CMoney GetCurrentTradePrice() {
+		return m_NewTrade.fTradePrice;
+	}
+	// Helper function to get the current trade quantity
+	int GetCurrentTradeQty() {
+		return m_NewTrade.iTradeQty;
+	}
+	// Helper function to get the current trade type
+	eTradeTypeID GetCurrentTradeType() {
+		return m_NewTrade.eTradeType;
+	}
+	// Helper function to get the current trade status
+	eStatusTypeID GetCurrentTradeStatus() {
+		return m_NewTrade.eTradeStatus;
+	}
+	// Helper function to get whether the current trade is cash
+	int GetCurrentTradeIsCash() {
+		return m_TradeRow.m_Trade.T_IS_CASH;
+	}
+	// Helper function to get the current security symbol index
+	TIdent GetCurrentSecurityIndex() {
+		return m_NewTrade.iSymbolIndex;
+	}
+	// Helper function to get the current security index in the account's basket
+	// (1-25)
+	UINT GetCurrentSecurityAccountIndex() {
+		return m_NewTrade.iSymbolIndexInAccount;
+	}
+	// Helper function to get the current trade pending time
+	CDateTime GetCurrentTradePendingTime() {
+		CDateTime ReturnTime = m_StartTime;
+		int iDays, iMs;
+
+		// submit days separately to avoid int32 overflow in ms after 25 days
+
+		iDays = (int)(m_NewTrade.PendingTime / SecondsPerDay);
+		iMs = (int)((m_NewTrade.PendingTime - iDays * SecondsPerDay) * MsPerSecond);
+		ReturnTime.Add(iDays, iMs,
+		               true); // add days and msec and adjust for weekend
+
+		return ReturnTime;
+	}
+	// Helper function to get the current trade submission time
+	CDateTime GetCurrentTradeSubmissionTime() {
+		CDateTime ReturnTime = m_StartTime;
+		int iDays, iMs;
+
+		// submit days separately to avoid int32 overflow in ms after 25 days
+
+		iDays = (int)(m_NewTrade.SubmissionTime / SecondsPerDay);
+		iMs = (int)((m_NewTrade.SubmissionTime - iDays * SecondsPerDay) * MsPerSecond);
+		ReturnTime.Add(iDays, iMs,
+		               true); // add days and msec and adjust for weekend
+
+		return ReturnTime;
+	}
+	// Helper function to get the current trade completion time
+	CDateTime GetCurrentTradeCompletionTime() {
+		CDateTime ReturnTime = m_StartTime;
+
+		int iDays, iMs;
+
+		// submit days separately to avoid int32 overflow in ms after 25 days
+
+		iDays = (int)(m_NewTrade.CompletionTime / SecondsPerDay);
+		iMs = (int)((m_NewTrade.CompletionTime - iDays * SecondsPerDay) * MsPerSecond);
+		ReturnTime.Add(iDays, iMs,
+		               true); // add days and msec and adjust for weekend
+
+		return ReturnTime;
+	}
+	// Helper function to get the current trade's is_lifo flag
+	bool GetCurrentTradeIsLifo() {
+		return m_NewTrade.bIsLifo;
+	}
+	// Helper function to get the current trade's sell value
+	CMoney GetCurrentTradeSellValue() {
+		return m_CompletedTradeInfo.fSellValue;
+	}
+	// Helper function to get the current trade's buy value
+	CMoney GetCurrentTradeBuyValue() {
+		return m_CompletedTradeInfo.fBuyValue;
+	}
+	// Helper function to get the current account broker id
+	TIdent GetCurrentBrokerId() {
+		return m_CompletedTradeInfo.iCurrentBrokerId;
+	}
+	// Helper function to get the current account tax status
+	eTaxStatus GetCurrentTaxStatus() {
+		return m_CompletedTradeInfo.eAccountTaxStatus;
+	}
+	// Helper function to get the current trade's charge amount
+	CMoney GetCurrentTradeCharge() {
+		return m_CompletedTradeInfo.Charge;
+	}
+	// Helper function to get the current trade's commission amount
+	CMoney GetCurrentTradeCommission() {
+		return m_CompletedTradeInfo.Commission;
+	}
+	// Helper function to get the current trade's tax amount
+	CMoney GetCurrentTradeTax() {
+		return m_CompletedTradeInfo.Tax;
+	}
+	// Helper function to get the current trade's settlement amount
+	CMoney GetCurrentSettlementAmount() {
+		return m_CompletedTradeInfo.SettlementAmount;
+	}
+
+public:
+	// Constructor
+	//
+	CTradeGen(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer, TIdent iTotalCustomers,
+	          UINT iLoadUnitSize, UINT iScaleFactor, UINT iHoursOfInitialTrades, bool bCacheEnabled = false);
+
+	// Destructor
+	//
+	~CTradeGen();
+
+	// Generate one Trade Result and return the
+	// resulting trade. This function will generate
+	// a new incomplete trade (Trade Order) if needed
+	// and put it onto the priority queue.
+	// It will also update the holding information
+	// as needed.
+	//
+	// Returns whether there is another trade to return.
+	//
+	bool GenerateNextTrade();
+
+	// Generate next HOLDING_SUMMARY record.
+	// Returns whether there is another HOLDING_SUMMARY record to return.
+	//
+	bool GenerateNextHoldingSummaryRow();
+
+	// Generate next holding row.
+	// This function will check internal state and
+	// throw an exception if not all trades
+	// have been generated.
+	//
+	// Returns whether there is another HOLDING row to return.
+	//
+	bool GenerateNextHolding();
+
+	//  Initialize next load unit and prepare it for
+	//  GenerateNextTrade/GenerateNextHolding calls.
+	//  The first load unit doesn't have to be initialized.
+	//
+	//  Return whether the next load unit exists
+	//
+	bool InitNextLoadUnit();
+
+	// Accessors for internal row structures.
+	//
+	const TRADE_ROW &GetTradeRow() {
+		return m_TradeRow.m_Trade;
+	}
+	int GetTradeHistoryRowCount() {
+		return m_iTradeHistoryRowCount;
+	}
+	const TRADE_HISTORY_ROW &GetTradeHistoryRow(int i) {
+		return m_TradeRow.m_TradeHistory[i];
+	}
+	int GetSettlementRowCount() {
+		return m_iSettlementRowCount;
+	}
+	const SETTLEMENT_ROW &GetSettlementRow() {
+		return m_TradeRow.m_Settlement;
+	}
+	int GetCashTransactionRowCount() {
+		return m_iCashTransactionRowCount;
+	}
+	const CASH_TRANSACTION_ROW &GetCashTransactionRow() {
+		return m_TradeRow.m_CashTransaction;
+	}
+	const HOLDING_ROW &GetHoldingRow() {
+		return m_HoldingRow;
+	}
+	int GetHoldingHistoryRowCount() {
+		return m_iHoldingHistoryRowCount;
+	}
+	const HOLDING_HISTORY_ROW &GetHoldingHistoryRow(int i) {
+		return m_TradeRow.m_HoldingHistory[i];
+	}
+	const HOLDING_SUMMARY_ROW &GetHoldingSummaryRow() {
+		return m_HoldingSummaryRow;
+	}
+
+	bool GenerateNextBrokerRecord() {
+		return m_BrokerTable.GenerateNextRecord();
+	}
+	const BROKER_ROW &GetBrokerRow() {
+		return m_BrokerTable.GetRow();
+	}
+};
+
+} // namespace TPCE
+
+#endif // TRADE_GEN_H