/*
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 *
 * 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,
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 *     ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
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 *     WITH REGARD TO THE WORK.
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 *     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
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 *
 * Contributors
 * - Sergey Vasilevskiy
 * - Doug Johnson
 */

#include "main/EGenTables_stdafx.h"
#include "main/ExchangeIDs.h"

using namespace TPCE;

// Price change function period in seconds
//
const int iSecPricePeriod = 15 * SecondsPerMinute; // set to 15 minutes, in seconds

// Number of RNG calls for one simulated trade
const int iRNGSkipOneTrade = 11; // average count for v3.5: 6.5

// Operator for priority queue
//
namespace TPCE {

// Need const reference left argument for greater<TTradeInfo> comparison
// function
bool operator>(const TTradeInfo &l, const TTradeInfo &r) {
	return l.CompletionTime > r.CompletionTime;
}

} // namespace TPCE

/*
 *   Constructor.
 *   Creates priority queue.
 *
 */
CTradeGen::CTradeGen(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer,
                     TIdent iTotalCustomers, UINT iLoadUnitSize, UINT iScaleFactor, UINT iHoursOfInitialTrades,
                     bool bCacheEnabled)
    : m_rnd(RNGSeedTradeGen), m_AddressTable(dfm, iCustomerCount, iStartFromCustomer, true,
                                             bCacheEnabled) // only customer addresses
      ,
      m_CustomerSelection(&m_rnd, 0, 0, 100, iStartFromCustomer,
                          iLoadUnitSize) // only generate customer within partition
      ,
      m_CustomerTable(dfm, iCustomerCount, iStartFromCustomer),
      m_CustTaxrateTable(dfm, iCustomerCount, iStartFromCustomer, bCacheEnabled),
      m_CustomerAccountTable(dfm, iLoadUnitSize, iCustomerCount, iStartFromCustomer, bCacheEnabled),
      m_HoldingTable(dfm, iLoadUnitSize, iCustomerCount, iStartFromCustomer, bCacheEnabled),
      m_BrokerTable(dfm, iCustomerCount, iStartFromCustomer), m_SecurityTable(dfm, iCustomerCount, iStartFromCustomer),
      m_Person(dfm, iStartFromCustomer, bCacheEnabled), m_CompanyFile(dfm.CompanyFile()),
      m_SecurityFile(dfm.SecurityFile()), m_ChargeFile(dfm.ChargeDataFile()),
      m_CommissionRateFile(dfm.CommissionRateDataFile()), m_StatusTypeFile(dfm.StatusTypeDataFile()),
      m_TradeTypeFile(dfm.TradeTypeDataFile()), m_ExchangeFile(dfm.ExchangeDataFile()),
      m_iStartFromCustomer(iStartFromCustomer + iTIdentShift), m_iCustomerCount(iCustomerCount),
      m_iTotalCustomers(iTotalCustomers), m_iLoadUnitSize(iLoadUnitSize),
      m_iLoadUnitAccountCount(iLoadUnitSize * iMaxAccountsPerCust), m_iScaleFactor(iScaleFactor),
      m_iHoursOfInitialTrades(iHoursOfInitialTrades),
      m_fMeanTimeBetweenTrades(100.0 / iAbortTrade * (double)iScaleFactor / iLoadUnitSize),
      m_fMeanInTheMoneySubmissionDelay(1.0), m_CurrentSimulatedTime(0), m_iCurrentCompletedTrades(0),
      m_iTotalTrades((TTrade)iHoursOfInitialTrades * SecondsPerHour * iLoadUnitSize / iScaleFactor),
      m_iCurrentInitiatedTrades(0),
      m_iTradesPerWorkDay(HoursPerWorkDay * SecondsPerHour * iLoadUnitSize / iScaleFactor * iAbortTrade / 100),
      m_MEESecurity(), m_iCurrentAccountForHolding(0), m_iCurrentSecurityForHolding(0), m_pCurrentSecurityHolding(),
      m_iCurrentAccountForHoldingSummary(0),
      m_iCurrentSecurityForHoldingSummary(-1) // incremented in FindNextHoldingList()
      ,
      m_iCurrentLoadUnit(0) {
	RNGSEED RNGSkipCount;

	//  Set the start time (time 0) to the base time
	m_StartTime.Set(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth, InitialTradePopulationBaseDay,
	                InitialTradePopulationBaseHour, InitialTradePopulationBaseMinute, InitialTradePopulationBaseSecond,
	                InitialTradePopulationBaseFraction);

	//  Get the first account number
	//
	m_iStartFromAccount = m_CustomerAccountTable.GetStartingCA_ID(m_iStartFromCustomer);

	// Create an array of customer holding lists
	//
	m_pCustomerHoldings = new THoldingList[m_iLoadUnitAccountCount][iMaxSecuritiesPerAccount];

	// Clear row structures
	//
	memset(&m_NewTrade, 0, sizeof(m_NewTrade));
	memset(&m_TradeRow, 0, sizeof(m_TradeRow));
	memset(&m_HoldingRow, 0, sizeof(m_HoldingRow));
	memset(&m_HoldingSummaryRow, 0, sizeof(m_HoldingSummaryRow));

	// Position trade id at the proper start of the sequence
	//
	m_iCurrentTradeId = (TTrade)m_iHoursOfInitialTrades * SecondsPerHour *
	                        (iStartFromCustomer - iDefaultStartFromCustomer) /
	                        m_iScaleFactor // divide after multiplication to
	                                       // avoid integer truncation
	                        * iAbortTrade / 100 +
	                    iTTradeShift;

	// Initialize BROKER table
	//
	m_BrokerTable.InitForGen(iLoadUnitSize, m_iStartFromCustomer - iTIdentShift);

	RNGSkipCount = (RNGSEED)(m_iStartFromCustomer / m_iLoadUnitSize * m_iTotalTrades);

	m_rnd.SetSeed(m_rnd.RndNthElement(RNGSeedTradeGen, RNGSkipCount * iRNGSkipOneTrade));

	m_HoldingTable.InitNextLoadUnit(RNGSkipCount, m_iStartFromAccount);

	// Initialize security price emulation
	m_MEESecurity.Init(0, NULL, NULL, m_fMeanInTheMoneySubmissionDelay);
}

/*
 *   Destructor.
 *   Frees any memory allocated in the constructor.
 */
CTradeGen::~CTradeGen() {
	if (m_pCustomerHoldings != NULL) {
		delete[] m_pCustomerHoldings;
	}
}

/*
 *   Initialize next load unit for a series of
 *   GenerateNextTrade/GenerateNextHolding calls.
 *
 *   The first load unit doesn't have to be initalized.
 *
 *   RETURNS:
 *           true    - if a new load unit could be found
 *           false   - if all load units have been processed
 */
bool CTradeGen::InitNextLoadUnit() {
	RNGSEED RNGSkipCount;

	++m_iCurrentLoadUnit;

	m_iCurrentCompletedTrades = 0;

	//  No need to empty holdings as they were emptied by
	//  GenerateNextHolding calls.
	//
	delete[] m_pCustomerHoldings;
	// Create an array of customer holding lists
	//
	m_pCustomerHoldings = new THoldingList[m_iLoadUnitAccountCount][iMaxSecuritiesPerAccount];
	m_iCurrentAccountForHolding = 0;
	m_iCurrentSecurityForHolding = 0;

	m_iCurrentAccountForHoldingSummary = 0;
	m_iCurrentSecurityForHoldingSummary = -1;

	m_iStartFromCustomer += m_iLoadUnitSize;

	m_iStartFromAccount = m_CustomerAccountTable.GetStartingCA_ID(m_iStartFromCustomer);

	m_CurrentSimulatedTime = 0;

	m_iCurrentInitiatedTrades = 0;

	m_BrokerTable.InitForGen(m_iLoadUnitSize, m_iStartFromCustomer - iTIdentShift);

	RNGSkipCount = (RNGSEED)(m_iStartFromCustomer / m_iLoadUnitSize * m_iTotalTrades);

	m_rnd.SetSeed(m_rnd.RndNthElement(RNGSeedTradeGen, RNGSkipCount * iRNGSkipOneTrade));

	// Move customer range for the next load unit.
	//
	m_CustomerSelection.SetPartitionRange(m_iStartFromCustomer, m_iLoadUnitSize);

	m_HoldingTable.InitNextLoadUnit(RNGSkipCount, m_iStartFromAccount);

	m_Person.InitNextLoadUnit();

	m_AddressTable.InitNextLoadUnit();

	m_CustomerAccountTable.InitNextLoadUnit();

	m_MEESecurity.Init(0, NULL, NULL, m_fMeanInTheMoneySubmissionDelay);

	// Clear row structures.
	//
	memset(&m_TradeRow, 0, sizeof(m_TradeRow));
	memset(&m_HoldingRow, 0, sizeof(m_HoldingRow));
	memset(&m_HoldingSummaryRow, 0, sizeof(m_HoldingSummaryRow));

	return m_iCurrentLoadUnit < (m_iCustomerCount / m_iLoadUnitSize);
}

/*
 *   Generate a new trade and all trade-related rows (except holdings).
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               true    - if there are more trades
 *               false   - if there are no more trades to generate
 *
 */
bool CTradeGen::GenerateNextTrade() {
	bool bMoreTrades;

	if (m_iCurrentCompletedTrades < m_iTotalTrades) {
		// While the earliest completion time is before the current
		// simulated ('Trade Order') time, keep creating new
		// incomplete trades putting them on the queue and
		// incrementing the current simulated time.
		//
		while ((m_iCurrentCompletedTrades + (int)m_CurrentTrades.size() < m_iTotalTrades) &&
		       (m_CurrentTrades.empty() || (m_CurrentSimulatedTime < m_CurrentTrades.top().CompletionTime))) {
			m_CurrentSimulatedTime = (m_iCurrentInitiatedTrades / m_iTradesPerWorkDay) // number of days
			                             * SecondsPerDay                               // number of seconds in a day
			                         // now add the offset in the day
			                         + (m_iCurrentInitiatedTrades % m_iTradesPerWorkDay) * m_fMeanTimeBetweenTrades +
			                         GenerateDelayBetweenTrades();

			// Generate new Trade Order; CMEESecurity
			// is used by this function.
			//
			GenerateNewTrade();

			if (m_HoldingTable.IsAbortedTrade(m_iCurrentInitiatedTrades)) {
				//  Abort trade and not put it into the queue.
				//  Generate a new trade instead.
				//
				continue;
			}

			m_CurrentTrades.push(m_NewTrade);
		}

		// Get the earliest trade from the
		// front of the queue.
		//
		m_NewTrade = m_CurrentTrades.top();

		// Remove the top element.
		//
		m_CurrentTrades.pop();

		// Update HOLDING row for the customer
		//
		// Must be called before generating the complete trade
		// to calculate buy and sell values for T_TAX.
		//
		UpdateHoldings();

		// Generate all the remaining trade data.
		//
		GenerateCompleteTrade();

		bMoreTrades = m_iCurrentCompletedTrades < m_iTotalTrades;

	} else {
		bMoreTrades = false;
	}

	if (bMoreTrades) {
		return true;
	} else {
		// Before returning need to position
		// holding iterator for GenerateNextHolding()
		//
		m_pCurrentSecurityHolding =
		    m_pCustomerHoldings[m_iCurrentAccountForHolding][m_iCurrentSecurityForHolding].begin();
		FindNextHolding();

		// Set up for GenerateNextHoldingSummary
		FindNextHoldingList();

		size_t iSize = m_CurrentTrades.size(); // info for debugging

		assert(iSize == 0);

		return false;
	}
}

/*
 *   Generate a random delay in Submission (or Pending for limit trades)
 *   time between two trades.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               seconds of delay before simulated time for the next trade
 *
 */
inline double CTradeGen::GenerateDelayBetweenTrades() {
	//  Return a random number between 0 and 1ms less than the mean.
	//
	return m_rnd.RndDoubleIncrRange(0.0, m_fMeanTimeBetweenTrades - 0.001, 0.001);
}

/*
 *   Helper function to get the list of holdings
 *   to modify after the last completed trade
 *
 *   RETURNS:
 *           reference to the list of holdings
 */
inline THoldingList *CTradeGen::GetHoldingListForCurrentTrade() {
	return &m_pCustomerHoldings[GetCurrentAccID() - m_iStartFromAccount][GetCurrentSecurityAccountIndex() - 1];
}

/*
 *   Helper function to get either the front or the end
 *   of the holding list
 *
 *   RETURNS:
 *           iterator positined at the first element or at the last element
 */
list<THoldingInfo>::iterator CTradeGen::PositionAtHoldingList(THoldingList *pHoldingList, int IsLifo) {
	if (pHoldingList->empty()) {
		return pHoldingList->end(); // iterator positioned after the last element
	} else {

		if (IsLifo) {
			return --(pHoldingList->end()); // position before the last element
		} else {
			return pHoldingList->begin();
		}
	}
}

/*
 *   Update holding information based on the trade row
 *   internal structures.
 *   In other words, update holdings for the last trade
 *   that was generated (by GenerateCompleteTrade()).
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::UpdateHoldings() {
	THoldingList *pHoldingList;
	list<THoldingInfo>::iterator pHolding; // start of the holding list
	int iNeededQty = GetCurrentTradeQty();
	int iHoldQty;

	m_CompletedTradeInfo.fBuyValue = 0;
	m_CompletedTradeInfo.fSellValue = 0;

	// Start new series of HOLDING_HISTORY rows
	//
	m_iHoldingHistoryRowCount = 0;

	pHoldingList = GetHoldingListForCurrentTrade();

	pHolding = PositionAtHoldingList(pHoldingList, GetCurrentTradeIsLifo());

	if (GetCurrentTradeType() == eMarketBuy || GetCurrentTradeType() == eLimitBuy) {
		// Buy trade

		// Liquidate negative (short) holdings
		//
		while (!pHoldingList->empty() && pHolding->iTradeQty < 0 && iNeededQty > 0) {
			iHoldQty = pHolding->iTradeQty;

			pHolding->iTradeQty += iNeededQty;

			if (pHolding->iTradeQty > 0) {
				//  Need to zero the qty for correct history row later
				//
				pHolding->iTradeQty = 0; // holding fully closed

				m_CompletedTradeInfo.fSellValue += -iHoldQty * pHolding->fTradePrice;
				m_CompletedTradeInfo.fBuyValue += -iHoldQty * GetCurrentTradePrice();
			} else {
				m_CompletedTradeInfo.fSellValue += iNeededQty * pHolding->fTradePrice;
				m_CompletedTradeInfo.fBuyValue += iNeededQty * GetCurrentTradePrice();
			}

			GenerateHoldingHistoryRow(pHolding->iTradeId, GetCurrentTradeID(), iHoldQty, pHolding->iTradeQty);

			if (pHolding->iTradeQty == 0) {
				// There was enough new quantity to fully close the old holding
				//
				pHolding = pHoldingList->erase(pHolding); // erase the old and return next holding
			}

			//  Reposition at proper end
			//
			pHolding = PositionAtHoldingList(pHoldingList, GetCurrentTradeIsLifo());

			iNeededQty += iHoldQty;
		}

		if (iNeededQty > 0) {
			// Still shares left after closing positions => create a new holding
			//
			THoldingInfo NewHolding = {GetCurrentTradeID(), iNeededQty, GetCurrentTradePrice(),
			                           GetCurrentTradeCompletionTime(), GetCurrentSecurityIndex()};

			//  Note: insert should be at the same end all the time
			//  provided delete (PositionAtHoldingList()) is different
			//  depending on IsLifo.
			//  Vice versa also works - delete is at the
			//  same end and insert depends on IsLifo. However, TradeResult
			//  inserts at the end, so let loader insert in the same end.
			//
			pHoldingList->push_back(NewHolding);

			GenerateHoldingHistoryRow(GetCurrentTradeID(), GetCurrentTradeID(), 0, iNeededQty);
		}
	} else {
		// Sell trade

		// iNeededQty *= (-1);   // make trade qty negative for convenience

		// Liquidate positive (long) holdings
		//
		while (!pHoldingList->empty() && pHolding->iTradeQty > 0 && iNeededQty > 0) {
			iHoldQty = pHolding->iTradeQty;

			pHolding->iTradeQty -= iNeededQty;

			if (pHolding->iTradeQty < 0) {
				//  Need to zero the qty for correct history row later
				//
				pHolding->iTradeQty = 0; // holding fully closed

				m_CompletedTradeInfo.fSellValue += iHoldQty * GetCurrentTradePrice();
				m_CompletedTradeInfo.fBuyValue += iHoldQty * pHolding->fTradePrice;
			} else {
				m_CompletedTradeInfo.fSellValue += iNeededQty * GetCurrentTradePrice();
				m_CompletedTradeInfo.fBuyValue += iNeededQty * pHolding->fTradePrice;
			}

			GenerateHoldingHistoryRow(pHolding->iTradeId, GetCurrentTradeID(), iHoldQty, pHolding->iTradeQty);

			if (pHolding->iTradeQty == 0) {
				// There was enough new quantity to fully close the old holding
				//
				pHolding = pHoldingList->erase(pHolding); // erase the old and return next holding
			}

			//  Reposition at proper end
			//
			pHolding = PositionAtHoldingList(pHoldingList, GetCurrentTradeIsLifo());

			iNeededQty -= iHoldQty;
		}

		if (iNeededQty > 0) {
			// Still shares left after closing positions => create a new holding
			//
			THoldingInfo NewHolding = {GetCurrentTradeID(), -iNeededQty, GetCurrentTradePrice(),
			                           GetCurrentTradeCompletionTime(), GetCurrentSecurityIndex()};

			//  Note: insert should be at the same end all the time
			//  provided delete (PositionAtHoldingList()) is different
			//  depending on IsLifo.
			//  Vice versa also works - delete is at the
			//  same end and insert depends on IsLifo. However, TradeResult
			//  inserts at the end, so let loader insert in the same end.
			//
			pHoldingList->push_back(NewHolding);

			GenerateHoldingHistoryRow(GetCurrentTradeID(), GetCurrentTradeID(), 0, -iNeededQty);
		}
	}
}

/*
 *   Find next non-empty holding list.
 *
 *   RETURNS:
 *           whether a non-empty holding list exists
 */
bool CTradeGen::FindNextHoldingList() {
	THoldingList *pHoldingList;

	//  Find the next non-empty holding list
	//
	do {
		m_iCurrentSecurityForHoldingSummary++;
		if (m_iCurrentSecurityForHoldingSummary == iMaxSecuritiesPerAccount) {
			// no more securities for the current account
			// so move on to next account.
			//
			m_iCurrentAccountForHoldingSummary++;
			m_iCurrentSecurityForHoldingSummary = 0;

			if (m_iCurrentAccountForHoldingSummary == m_iLoadUnitAccountCount) {
				// no more customers left, all holding lists have been processed
				//
				return false;
			}
		}

		//  Set list pointer
		//
		pHoldingList = &m_pCustomerHoldings[m_iCurrentAccountForHoldingSummary][m_iCurrentSecurityForHoldingSummary];
	} while (pHoldingList->empty()); // test for empty HoldingList

	return true;
}

/*
 *   Find non-empty holding and position internal
 *   iterator at it.
 *
 *   RETURNS:
 *           whether a non-empty holding exists
 */
bool CTradeGen::FindNextHolding() {
	THoldingList *pHoldingList;

	pHoldingList = &m_pCustomerHoldings[m_iCurrentAccountForHolding][m_iCurrentSecurityForHolding];

	//  Make sure the holding iterator points to a valid holding
	//
	do {
		if (m_pCurrentSecurityHolding == pHoldingList->end()) {
			// no more holding for the security => have to move to the next
			// security
			//
			++m_iCurrentSecurityForHolding;

			if (m_iCurrentSecurityForHolding == iMaxSecuritiesPerAccount) {

				// no more holding for the account => have to move to the next
				// account
				//
				++m_iCurrentAccountForHolding;

				m_iCurrentSecurityForHolding = 0;

				if (m_iCurrentAccountForHolding == m_iLoadUnitAccountCount) {
					// no more customers left => all holdings have been returned
					//
					return false;
				}
			}

			//  Holding list has changed => reinitialize
			//
			pHoldingList = &m_pCustomerHoldings[m_iCurrentAccountForHolding][m_iCurrentSecurityForHolding];
			//  Select the first holding in the new list
			//
			m_pCurrentSecurityHolding = pHoldingList->begin();
		}
	} while (m_pCurrentSecurityHolding == pHoldingList->end()); // test for empty HoldingList

	return true;
}

/*
 *   Generate a new HOLDING_SUMMARY row.
 *   This function uses the lists of holdings generated
 *   during simulated trade generation and returns the
 *   row for the current account/security pair.
 *
 *   PARAMETERS:
 *               none
 *   RETURNS:
 *               true    - if there are more holding lists
 *               false   - if there are no more holding lists
 */
bool CTradeGen::GenerateNextHoldingSummaryRow() {
	TIdent iSecurityFlatFileIndex; // index of the security in the input flat file

	if (m_iCurrentAccountForHoldingSummary < m_iLoadUnitAccountCount) {
		// There is always a valid holding list when this function
		// is called. The holding list to process is identified by
		// m_iCurrentAccountForHoldingSummary and
		// m_iCurrentSecurityForHoldingSummary.
		//
		m_HoldingSummaryRow.HS_CA_ID = m_iCurrentAccountForHoldingSummary + m_iStartFromAccount;
		iSecurityFlatFileIndex = m_HoldingTable.GetSecurityFlatFileIndex(
		    m_iCurrentAccountForHoldingSummary + m_iStartFromAccount, (UINT)(m_iCurrentSecurityForHoldingSummary + 1));

		m_SecurityFile.CreateSymbol(iSecurityFlatFileIndex, m_HoldingSummaryRow.HS_S_SYMB,
		                            static_cast<int>(sizeof(m_HoldingSummaryRow.HS_S_SYMB)));

		// Sum up the quantities for the holding list
		THoldingList *pHoldingList;
		list<THoldingInfo>::iterator pHolding;

		pHoldingList = &m_pCustomerHoldings[m_iCurrentAccountForHoldingSummary][m_iCurrentSecurityForHoldingSummary];
		pHolding = pHoldingList->begin();
		m_HoldingSummaryRow.HS_QTY = 0;

		while (pHolding != pHoldingList->end()) {
			m_HoldingSummaryRow.HS_QTY += pHolding->iTradeQty;
			pHolding++;
		}

		return FindNextHoldingList();
	} else {
		return false;
	}
}

/*
 *   Generate a new HOLDING_HISTORY row and update HOLDING_HISTORY row count.
 *
 *   RETURNS:
 *               none
 */
void CTradeGen::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
{
	if (m_iHoldingHistoryRowCount < iMaxHoldingHistoryRowsPerTrade) {
		m_TradeRow.m_HoldingHistory[m_iHoldingHistoryRowCount].HH_H_T_ID = iHoldingTradeID;
		m_TradeRow.m_HoldingHistory[m_iHoldingHistoryRowCount].HH_T_ID = iTradeTradeID;
		m_TradeRow.m_HoldingHistory[m_iHoldingHistoryRowCount].HH_BEFORE_QTY = iBeforeQty;
		m_TradeRow.m_HoldingHistory[m_iHoldingHistoryRowCount].HH_AFTER_QTY = iAfterQty;

		++m_iHoldingHistoryRowCount;
	}
}

/*
 *   Generate a new holding row.
 *   This function uses already prepared holding list structure
 *   and returns the next holding for the current customer.
 *
 *   The returned holding is deleted from the holding list
 *   to clear the list for the next load unit.
 *
 *   It moves to the next customer if the current one doesn't
 *   have any more holdings.
 *
 *   PARAMETERS:
 *               none
 *   RETURNS:
 *               true    - if there are more holdings
 *               false   - if there are no more holdings to return
 */
bool CTradeGen::GenerateNextHolding() {
	TIdent iSecurityFlatFileIndex; // index of the security in the input flat file

	if (m_iCurrentAccountForHolding < m_iLoadUnitAccountCount) {
		// There is always a valid holding when this function
		// is called. The holding to put into the HOLDING row
		// is pointed to by m_pCurrentSecurityHolding.
		//
		m_HoldingRow.H_CA_ID = m_iCurrentAccountForHolding + m_iStartFromAccount;
		// iSecurityFlatFileIndex = m_HoldingTable.GetSecurityFlatFileIndex(
		//                                          m_iCurrentAccountForHolding
		//                                          + m_iStartFromAccount,
		//                                          m_iCurrentSecurityForHolding
		//                                          + 1);

		iSecurityFlatFileIndex = m_pCurrentSecurityHolding->iSymbolIndex;

		m_SecurityFile.CreateSymbol(iSecurityFlatFileIndex, m_HoldingRow.H_S_SYMB,
		                            static_cast<int>(sizeof(m_HoldingRow.H_S_SYMB)));

		m_HoldingRow.H_T_ID = m_pCurrentSecurityHolding->iTradeId;
		m_HoldingRow.H_QTY = m_pCurrentSecurityHolding->iTradeQty;
		m_HoldingRow.H_PRICE = m_pCurrentSecurityHolding->fTradePrice.DollarAmount();
		m_HoldingRow.H_DTS = m_pCurrentSecurityHolding->BuyDTS;

		// Delete the holding and move to the next one in the account
		/*m_pCurrentSecurityHolding =
		m_pCustomerHoldings[m_iCurrentAccountForHolding]
		[m_iCurrentSecurityForHolding].erase(m_pCurrentSecurityHolding);*/

		++m_pCurrentSecurityHolding;

		// Move to the next valid holding for the next call.
		//
		return FindNextHolding();
	} else {
		return false;
	}
}

/*
 *   Generate a trade id for the next trade.
 *
 *   PARAMETERS:
 *               none
 *   RETURNS:
 *               a new unique trade id
 */
TTrade CTradeGen::GenerateNextTradeId() {
	return ++m_iCurrentTradeId;
}

/*
 *   Generates a random trade type according to a certain distribution
 *
 *   PARAMETERS:
 *               none
 *   RETURNS:
 *               trade type id
 */
eTradeTypeID CTradeGen::GenerateTradeType() {
	eTradeTypeID eTradeType;
	// Generate Trade Type
	// NOTE:    The order of these "if" tests is significant!!
	//          Do not alter it unless you know what you are doing.
	//          :-)
	//
	int iLoadTradeTypePct = m_rnd.RndGenerateIntegerPercentage();

	if (iLoadTradeTypePct <= cMarketBuyLoadThreshold) //  1% - 30%
	{
		eTradeType = eMarketBuy;
	} else if (iLoadTradeTypePct <= cMarketSellLoadThreshold) // 31% - 60%
	{
		eTradeType = eMarketSell;
	} else if (iLoadTradeTypePct <= cLimitBuyLoadThreshold) // 61% - 80%
	{
		eTradeType = eLimitBuy;
	} else if (iLoadTradeTypePct <= cLimitSellLoadThreshold) // 81% - 90%
	{
		eTradeType = eLimitSell;
	} else if (iLoadTradeTypePct <= cStopLossLoadThreshold) // 91% - 100%
	{
		eTradeType = eStopLoss;
	} else {
		assert(false); // this should never happen
	}

	return eTradeType;
}

/*
 *   Generate new incomplete trade (happens at Trade Order time)
 *   with enough information to later generate a complete one.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 */
void CTradeGen::GenerateNewTrade() {
	m_NewTrade.iTradeId = GenerateNextTradeId();

	// Select random customer
	//
	m_CustomerSelection.GenerateRandomCustomer(m_NewTrade.iCustomer, m_NewTrade.iCustomerTier);

	// Select random customer, account, and security within the account
	//
	m_HoldingTable.GenerateRandomAccountSecurity(m_NewTrade.iCustomer, m_NewTrade.iCustomerTier,
	                                             &m_NewTrade.iCustomerAccount, &m_NewTrade.iSymbolIndex,
	                                             &m_NewTrade.iSymbolIndexInAccount);

	m_NewTrade.eTradeType = GenerateTradeType();

	// Status is always 'Completed' for initial trades
	//
	m_NewTrade.eTradeStatus = eCompleted;

	m_NewTrade.fBidPrice = m_rnd.RndDoubleIncrRange(fMinSecPrice, fMaxSecPrice, 0.01);

	m_NewTrade.iTradeQty = cTRADE_QTY_SIZES[m_rnd.RndIntRange(0, cNUM_TRADE_QTY_SIZES - 1)];

	if (m_NewTrade.eTradeType == eMarketBuy || m_NewTrade.eTradeType == eMarketSell) { // A Market order
		//
		m_NewTrade.SubmissionTime = m_CurrentSimulatedTime;

		// Update the bid price to the current market price (like runtime)
		//
		m_NewTrade.fBidPrice = m_MEESecurity.CalculatePrice(m_NewTrade.iSymbolIndex, m_CurrentSimulatedTime);
	} else { // a Limit Order => need to calculate the Submission time
		//
		m_NewTrade.PendingTime = m_CurrentSimulatedTime;

		m_NewTrade.SubmissionTime = m_MEESecurity.GetSubmissionTime(m_NewTrade.iSymbolIndex, m_NewTrade.PendingTime,
		                                                            m_NewTrade.fBidPrice, m_NewTrade.eTradeType);

		// Move orders that would submit after market close (5pm)
		// to the beginning of the next day.
		//
		// Submission time here is kept from the beginning of the day, even
		// though it is later output to the database starting from 9am. So time
		// 0h corresponds to 9am, time 8hours corresponds to 5pm.
		//
		if ((((INT32)(m_NewTrade.SubmissionTime / SecondsPerHour)) % HoursPerDay == HoursPerWorkDay) && // >=5pm
		    ((m_NewTrade.SubmissionTime / SecondsPerHour) - ((INT32)(m_NewTrade.SubmissionTime / SecondsPerHour)) >
		     0 // fractional seconds exist, e.g. not 5:00pm
		     )) {
			m_NewTrade.SubmissionTime += 16 * SecondsPerHour; // add 16 hours to move to 9am next day
		}
	}

	// Calculate Completion time and price
	//
	m_NewTrade.CompletionTime =
	    m_MEESecurity.GetCompletionTime(m_NewTrade.iSymbolIndex, m_NewTrade.SubmissionTime, &m_NewTrade.fTradePrice);

	// Make sure the trade has the right price based on the type of trade.
	if ((m_NewTrade.eTradeType == eLimitBuy && m_NewTrade.fBidPrice < m_NewTrade.fTradePrice) ||
	    (m_NewTrade.eTradeType == eLimitSell && m_NewTrade.fBidPrice > m_NewTrade.fTradePrice)) {
		m_NewTrade.fTradePrice = m_NewTrade.fBidPrice;
	}

	if (m_rnd.RndPercent(iPercentTradeIsLIFO)) {
		m_NewTrade.bIsLifo = true;
	} else {
		m_NewTrade.bIsLifo = false;
	}

	++m_iCurrentInitiatedTrades;
}

/*
 *   Generate a complete trade information
 *   and fill all the internal row structures.
 *
 *   A valid incomplete trade must exist in m_NewTrade.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none.
 *
 */
void CTradeGen::GenerateCompleteTrade() {
	GenerateCompletedTradeInfo();

	GenerateTradeRow(); // TRADE row must be generated before all the others
	GenerateTradeHistoryRow();
	GenerateCashTransactionRow();
	GenerateSettlementRow();

	m_BrokerTable.UpdateTradeAndCommissionYTD(GetCurrentBrokerId(), 1, m_TradeRow.m_Trade.T_COMM);

	++m_iCurrentCompletedTrades;
}

/*
 *   Generate frequently used fields for the completed trade.
 *   This function must be called before generating individual
 *   table rows.
 *
 *   A valid incomplete trade must exist in m_NewTrade.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none.
 *
 */
void CTradeGen::GenerateCompletedTradeInfo() {
	m_CompletedTradeInfo.eAccountTaxStatus = m_CustomerAccountTable.GetAccountTaxStatus(GetCurrentAccID());

	m_CompletedTradeInfo.iCurrentBrokerId = // not needed anymore?
	    m_CustomerAccountTable.GenerateBrokerIdForAccount(GetCurrentAccID());

	GenerateTradeCharge(); // generate charge

	GenerateTradeCommission(); // generate commission

	GenerateTradeTax();

	GenerateSettlementAmount();
}

/*
 *   Generate complete TRADE row information.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateTradeRow() {
	m_TradeRow.m_Trade.T_ID = GetCurrentTradeID();

	m_TradeRow.m_Trade.T_CA_ID = GetCurrentAccID();

	strncpy(m_TradeRow.m_Trade.T_TT_ID, m_TradeTypeFile[GetCurrentTradeType()].TT_ID_CSTR(),
	        sizeof(m_TradeRow.m_Trade.T_TT_ID));

	strncpy(m_TradeRow.m_Trade.T_ST_ID, m_StatusTypeFile[GetCurrentTradeStatus()].ST_ID_CSTR(),
	        sizeof(m_TradeRow.m_Trade.T_ST_ID));

	// Generate whether the trade is cash trade. All sells are cash. 84% of buys
	// are cash.
	//
	m_TradeRow.m_Trade.T_IS_CASH = 1; // changed later if needed

	if (((GetCurrentTradeType() == eMarketBuy) || (GetCurrentTradeType() == eLimitBuy)) &&
	    m_rnd.RndPercent(iPercentBuysOnMargin)) {
		m_TradeRow.m_Trade.T_IS_CASH = 0;
	}

	snprintf(m_TradeRow.m_Trade.T_EXEC_NAME, sizeof(m_TradeRow.m_Trade.T_EXEC_NAME), "%s %s",
	         m_Person.GetFirstName(GetCurrentCustID()).c_str(), m_Person.GetLastName(GetCurrentCustID()).c_str());

	m_SecurityFile.CreateSymbol(GetCurrentSecurityIndex(), m_TradeRow.m_Trade.T_S_SYMB,
	                            static_cast<int>(sizeof(m_TradeRow.m_Trade.T_S_SYMB)));

	m_TradeRow.m_Trade.T_BID_PRICE = GetCurrentBidPrice().DollarAmount();

	m_TradeRow.m_Trade.T_TRADE_PRICE = GetCurrentTradePrice().DollarAmount();

	m_TradeRow.m_Trade.T_QTY = GetCurrentTradeQty();

	m_TradeRow.m_Trade.T_CHRG = m_CompletedTradeInfo.Charge.DollarAmount(); // get charge

	m_TradeRow.m_Trade.T_COMM = m_CompletedTradeInfo.Commission.DollarAmount(); // get commission

	// Get the tax amount. The check for positive capital gain is
	// in GenerateTradeTax(). If there is no capital gain, tax amount
	// will be set to zero by this time.
	//
	switch (GetCurrentTaxStatus()) {
	case eNonTaxable: // no taxes
		m_TradeRow.m_Trade.T_TAX = 0;
		break;
	case eTaxableAndWithhold: // calculate and withhold
		m_TradeRow.m_Trade.T_TAX = GetCurrentTradeTax().DollarAmount();
		break;
	case eTaxableAndDontWithhold: // calculate and do not withhold
		m_TradeRow.m_Trade.T_TAX = GetCurrentTradeTax().DollarAmount();
		break;
	default: // should never happen
		assert(false);
	}

	// T_DTS contains trade completion time.
	//
	m_TradeRow.m_Trade.T_DTS = GetCurrentTradeCompletionTime();

	m_TradeRow.m_Trade.T_LIFO = GetCurrentTradeIsLifo();
}

/*
 *   Select charge for the TRADE table from the input file.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateTradeCharge() {
	unsigned int i;

	// just scan sequentially for now
	for (i = 0; i < m_ChargeFile.size(); ++i) {
		const ChargeDataFileRecord &chargeRow = m_ChargeFile[i];
		// search for the customer tier
		if (GetCurrentCustTier() == chargeRow.CH_C_TIER()) {
			const TradeTypeDataFileRecord &tradeTypeRow = m_TradeTypeFile[GetCurrentTradeType()];
			// search for the trade type
			// if (!strcmp(tradeTypeRow.TT_ID_CSTR(),
			// chargeRow.CH_TT_ID_CSTR()))
			if (0 == tradeTypeRow.TT_ID().compare(chargeRow.CH_TT_ID())) {
				// found the correct charge
				m_CompletedTradeInfo.Charge = chargeRow.CH_CHRG();

				return;
			}
		}
	}
	// should never reach here
	assert(false);
}

/*
 *   Select commission for the TRADE table from the input file.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateTradeCommission() {
	int iCustTier = GetCurrentCustTier();
	int iTradeQty = GetCurrentTradeQty();
	eTradeTypeID eTradeType = GetCurrentTradeType();
	eExchangeID eExchange = m_SecurityFile.GetExchangeIndex(GetCurrentSecurityIndex());
	const TradeTypeDataFileRecord &tradeTypeRow = m_TradeTypeFile[eTradeType];
	const SecurityDataFileRecord &securityRow = m_SecurityFile.GetRecord(GetCurrentSecurityIndex());

	// Some extra logic to reduce looping in the CommissionRate file.
	// It is organized by tier, then trade type, then exchange.
	// Consider this extra knowledge to calculate the bounds of the search.
	//
	// Number of rows in the CommissionRate file with the same customer tier.
	//
	UINT iCustomerTierRecords = m_CommissionRateFile.size() / 3;

	// Number of rows in the CommissionRate file with the same customer tier
	// AND trade type.
	//
	UINT iTradeTypeRecords = iCustomerTierRecords / m_TradeTypeFile.size();

	// Number of rows in the CommissionRate file with the same customer tier
	// AND trade type AND exchange.
	//
	UINT iExchangeRecords = iTradeTypeRecords / m_ExchangeFile.size();

	// Compute starting and ending bounds of scan
	UINT iStartIndex = ((iCustTier - 1) * iCustomerTierRecords) + ((int)eTradeType * iTradeTypeRecords) +
	                   ((int)eExchange * iExchangeRecords);
	UINT iEndIndex = iStartIndex + iExchangeRecords;

	// Scan for the proper commission rate
	for (UINT i = iStartIndex; i < iEndIndex; i++) {
		const CommissionRateDataFileRecord &commissionRow = m_CommissionRateFile[i];

		// sanity checking: tier, trade-type and exchange must match
		// otherwise; abort loop and fail
		if ((iCustTier != commissionRow.CR_C_TIER()) || (tradeTypeRow.TT_ID().compare(commissionRow.CR_TT_ID())) ||
		    (securityRow.S_EX_ID().compare(commissionRow.CR_EX_ID()))) {
			break;
		}

		// check for proper quantity
		if (iTradeQty >= commissionRow.CR_FROM_QTY() && iTradeQty <= commissionRow.CR_TO_QTY()) {
			// found the correct commission rate
			m_CompletedTradeInfo.Commission = (iTradeQty * GetCurrentTradePrice()) * commissionRow.CR_RATE() / 100.0;
			return;
		}
	}

	// should never reach here
	assert(false);
}

/*
 *   Generate tax based on the account tax status and the tax rates for the
 * customer that owns the account.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateTradeTax() {
	TIdent CustomerAD_ID;
	UINT iDivCode, iCtryCode;
	CMoney fProceeds;
	double fCtryRate, fDivRate;

	// Check whether no capital gain exists and don't bother with calculations
	//
	if (GetCurrentTradeSellValue() <= GetCurrentTradeBuyValue()) {
		m_CompletedTradeInfo.Tax = 0;
		return;
	}

	CustomerAD_ID = m_AddressTable.GetAD_IDForCustomer(GetCurrentCustID());

	m_AddressTable.GetDivisionAndCountryCodesForAddress(CustomerAD_ID, iDivCode, iCtryCode);

	fProceeds = GetCurrentTradeSellValue() - GetCurrentTradeBuyValue();

	fCtryRate = m_CustTaxrateTable.GetCountryTaxRow(GetCurrentCustID(), iCtryCode).TX_RATE();
	fDivRate = m_CustTaxrateTable.GetDivisionTaxRow(GetCurrentCustID(), iDivCode).TX_RATE();

	// Do a trick for proper rounding of resulting tax amount.
	// Txn rates (fCtryRate and fDivRate) have 4 digits after a floating point
	// so the existing CMoney class is not suitable to round them (because
	// CMoney only keeps 2 digits after the point). Therefore need to do the
	// manual trick of multiplying tax rates by 10000.0 (not 100.0), adding 0.5,
	// and truncating to int to get the proper rounding.
	//
	// This is all to match the database calculation of T_TAX done by runtime
	// transactions.
	//
	m_CompletedTradeInfo.Tax = fProceeds * ((double)((int)(10000.0 * (fCtryRate + fDivRate) + 0.5)) / 10000.0);
}

/*
 *   Generate complete TRADE_HISTORY row(s) information.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateTradeHistoryRow() {
	if (GetCurrentTradeType() == eStopLoss || GetCurrentTradeType() == eLimitSell ||
	    GetCurrentTradeType() == eLimitBuy) {
		m_iTradeHistoryRowCount = 3; // insert 3 rows

		// insert Pending record
		m_TradeRow.m_TradeHistory[0].TH_T_ID = GetCurrentTradeID();
		strncpy(m_TradeRow.m_TradeHistory[0].TH_ST_ID, m_StatusTypeFile[ePending].ST_ID_CSTR(),
		        sizeof(m_TradeRow.m_TradeHistory[0].TH_ST_ID));
		m_TradeRow.m_TradeHistory[0].TH_DTS = GetCurrentTradePendingTime();

		// insert Submitted record
		m_TradeRow.m_TradeHistory[1].TH_T_ID = GetCurrentTradeID();
		strncpy(m_TradeRow.m_TradeHistory[1].TH_ST_ID, m_StatusTypeFile[eSubmitted].ST_ID_CSTR(),
		        sizeof(m_TradeRow.m_TradeHistory[1].TH_ST_ID));
		m_TradeRow.m_TradeHistory[1].TH_DTS = GetCurrentTradeSubmissionTime();

		// insert Completed record
		m_TradeRow.m_TradeHistory[2].TH_T_ID = GetCurrentTradeID();
		strncpy(m_TradeRow.m_TradeHistory[2].TH_ST_ID, m_StatusTypeFile[eCompleted].ST_ID_CSTR(),
		        sizeof(m_TradeRow.m_TradeHistory[2].TH_ST_ID));
		m_TradeRow.m_TradeHistory[2].TH_DTS = GetCurrentTradeCompletionTime();
	} else {
		m_iTradeHistoryRowCount = 2; // insert 2 rows

		// insert Submitted record
		m_TradeRow.m_TradeHistory[0].TH_T_ID = GetCurrentTradeID();
		strncpy(m_TradeRow.m_TradeHistory[0].TH_ST_ID, m_StatusTypeFile[eSubmitted].ST_ID_CSTR(),
		        sizeof(m_TradeRow.m_TradeHistory[0].TH_ST_ID));
		m_TradeRow.m_TradeHistory[0].TH_DTS = GetCurrentTradeSubmissionTime();

		// insert Completed record
		m_TradeRow.m_TradeHistory[1].TH_T_ID = GetCurrentTradeID();
		strncpy(m_TradeRow.m_TradeHistory[1].TH_ST_ID, m_StatusTypeFile[eCompleted].ST_ID_CSTR(),
		        sizeof(m_TradeRow.m_TradeHistory[1].TH_ST_ID));
		m_TradeRow.m_TradeHistory[1].TH_DTS = GetCurrentTradeCompletionTime();
	}
}

/*
 *   Generate settlement amount for the current trade (value to use for SE_AMT
 * and CT_AMT).
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateSettlementAmount() {
	//  Settlement amount calculation matching Trade Result Frame 6.
	//
	if (m_TradeTypeFile[GetCurrentTradeType()].TT_IS_SELL()) {
		m_CompletedTradeInfo.SettlementAmount = GetCurrentTradeQty() * GetCurrentTradePrice() -
		                                        m_CompletedTradeInfo.Charge - m_CompletedTradeInfo.Commission;
	} else {
		m_CompletedTradeInfo.SettlementAmount = -1 * (GetCurrentTradeQty() * GetCurrentTradePrice() +
		                                              m_CompletedTradeInfo.Charge + m_CompletedTradeInfo.Commission);
	}

	switch (GetCurrentTaxStatus()) {
	case eNonTaxable: // no taxes
		break;
	case eTaxableAndWithhold: // calculate and withhold
		m_CompletedTradeInfo.SettlementAmount -= m_CompletedTradeInfo.Tax;
		break;
	case eTaxableAndDontWithhold: // calculate and do not withhold
		break;
	default: // should never happen
		assert(false);
	}
}

/*
 *   Generate complete CASH_TRANSACTION row information.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateCashTransactionRow() {
	char S_NAME[cS_NAME_len + 1];

	if (GetCurrentTradeIsCash()) {
		m_iCashTransactionRowCount = 1;

		m_TradeRow.m_CashTransaction.CT_DTS = GetCurrentTradeCompletionTime();
		m_TradeRow.m_CashTransaction.CT_T_ID = GetCurrentTradeID();
		m_TradeRow.m_CashTransaction.CT_AMT = GetCurrentSettlementAmount().DollarAmount();

		m_SecurityTable.CreateName(GetCurrentSecurityIndex(), S_NAME, static_cast<int>(sizeof(S_NAME)));

		snprintf(m_TradeRow.m_CashTransaction.CT_NAME, sizeof(m_TradeRow.m_CashTransaction.CT_NAME),
		         "%s %d shares of %s", m_TradeTypeFile[GetCurrentTradeType()].TT_NAME_CSTR(), GetCurrentTradeQty(),
		         S_NAME);
	} else {
		m_iCashTransactionRowCount = 0; // no rows to insert
	}
}

/*
 *   Generate complete SETTLEMENT row information.
 *
 *   PARAMETERS:
 *               none
 *
 *   RETURNS:
 *               none
 *
 */
void CTradeGen::GenerateSettlementRow() {
	m_iSettlementRowCount = 1;

	m_TradeRow.m_Settlement.SE_T_ID = GetCurrentTradeID();

	if (GetCurrentTradeIsCash()) {
		strncpy(m_TradeRow.m_Settlement.SE_CASH_TYPE, "Cash Account", sizeof(m_TradeRow.m_Settlement.SE_CASH_TYPE));
	} else {
		strncpy(m_TradeRow.m_Settlement.SE_CASH_TYPE, "Margin", sizeof(m_TradeRow.m_Settlement.SE_CASH_TYPE));
	}

	m_TradeRow.m_Settlement.SE_CASH_DUE_DATE = GetCurrentTradeCompletionTime();
	m_TradeRow.m_Settlement.SE_CASH_DUE_DATE.Add(2, 0); // add two days
	m_TradeRow.m_Settlement.SE_CASH_DUE_DATE.Set(0, 0, 0,
	                                             0); // zero out time portion
	m_TradeRow.m_Settlement.SE_AMT = GetCurrentSettlementAmount().DollarAmount();
}