215 lines
6.9 KiB
C++
215 lines
6.9 KiB
C++
/*
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* Legal Notice
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*
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* This document and associated source code (the "Work") is a part of a
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* benchmark specification maintained by the TPC.
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*
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* The TPC reserves all right, title, and interest to the Work as provided
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* under U.S. and international laws, including without limitation all patent
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* and trademark rights therein.
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*
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* No Warranty
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*
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* 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
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* CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
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* AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
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* WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
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* INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
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* DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
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* PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
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* WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
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* ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
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* QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
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* WITH REGARD TO THE WORK.
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* 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
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* ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
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* COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
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* OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
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* INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
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* OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
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* RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
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* ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
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*
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* Contributors
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* - Sergey Vasilevskiy
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*/
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/*
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* Trade Result transaction class.
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*
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*/
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#ifndef TXN_HARNESS_TRADE_RESULT_H
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#define TXN_HARNESS_TRADE_RESULT_H
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#include "TxnHarnessDBInterface.h"
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namespace TPCE {
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class CTradeResult {
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CTradeResultDBInterface *m_db;
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public:
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CTradeResult(CTradeResultDBInterface *pDB) : m_db(pDB){};
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void DoTxn(PTradeResultTxnInput pTxnInput, PTradeResultTxnOutput pTxnOutput) {
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// Initialization
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TTradeResultFrame1Input Frame1Input;
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TTradeResultFrame1Output Frame1Output;
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TTradeResultFrame2Input Frame2Input;
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TTradeResultFrame2Output Frame2Output;
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TTradeResultFrame3Input Frame3Input;
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TTradeResultFrame3Output Frame3Output;
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TTradeResultFrame4Input Frame4Input;
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TTradeResultFrame4Output Frame4Output;
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TTradeResultFrame5Input Frame5Input;
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TTradeResultFrame6Input Frame6Input;
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TTradeResultFrame6Output Frame6Output;
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TXN_HARNESS_SET_STATUS_SUCCESS;
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//
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// FRAME 1
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//
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// Copy Frame 1 Input
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Frame1Input.trade_id = pTxnInput->trade_id;
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// Execute Frame 1
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m_db->DoTradeResultFrame1(&Frame1Input, &Frame1Output);
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// Validate Frame 1 Output
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if (Frame1Output.num_found != 1) {
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TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TRF1_ERROR1);
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}
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TXN_HARNESS_EARLY_EXIT_ON_ERROR;
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//
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// FRAME 2
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//
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// Copy Frame 2 Input
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Frame2Input.acct_id = Frame1Output.acct_id;
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Frame2Input.hs_qty = Frame1Output.hs_qty;
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Frame2Input.is_lifo = Frame1Output.is_lifo;
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strncpy(Frame2Input.symbol, Frame1Output.symbol, sizeof(Frame2Input.symbol));
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Frame2Input.trade_id = pTxnInput->trade_id;
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Frame2Input.trade_price = pTxnInput->trade_price;
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Frame2Input.trade_qty = Frame1Output.trade_qty;
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Frame2Input.type_is_sell = Frame1Output.type_is_sell;
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// Execute Frame 2
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m_db->DoTradeResultFrame2(&Frame2Input, &Frame2Output);
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TXN_HARNESS_EARLY_EXIT_ON_ERROR;
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//
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// FRAME 3
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//
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Frame3Output.tax_amount = 0.0;
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if ((Frame2Output.tax_status == 1 || Frame2Output.tax_status == 2) &&
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(Frame2Output.sell_value > Frame2Output.buy_value)) {
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// Copy Frame 3 Input
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Frame3Input.buy_value = Frame2Output.buy_value;
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Frame3Input.cust_id = Frame2Output.cust_id;
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Frame3Input.sell_value = Frame2Output.sell_value;
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Frame3Input.trade_id = pTxnInput->trade_id;
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// Execute Frame 3
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m_db->DoTradeResultFrame3(&Frame3Input, &Frame3Output);
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// Validate Frame 3 Output
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if (Frame3Output.tax_amount <= 0.00) {
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TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TRF3_ERROR1);
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}
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}
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TXN_HARNESS_EARLY_EXIT_ON_ERROR;
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//
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// FRAME 4
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//
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// Copy Frame 4 Input
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Frame4Input.cust_id = Frame2Output.cust_id;
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strncpy(Frame4Input.symbol, Frame1Output.symbol, sizeof(Frame4Input.symbol));
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Frame4Input.trade_qty = Frame1Output.trade_qty;
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strncpy(Frame4Input.type_id, Frame1Output.type_id, sizeof(Frame4Input.type_id));
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// Execute Frame 4
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m_db->DoTradeResultFrame4(&Frame4Input, &Frame4Output);
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// Validate Frame 4 Output
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if (Frame4Output.comm_rate <= 0.0000) {
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TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TRF4_ERROR1);
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}
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TXN_HARNESS_EARLY_EXIT_ON_ERROR;
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//
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// FRAME 5
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//
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// Copy Frame 5 Input
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Frame5Input.broker_id = Frame2Output.broker_id;
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Frame5Input.comm_amount = (Frame4Output.comm_rate / 100.00) * (Frame1Output.trade_qty * pTxnInput->trade_price);
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// round up for correct precision (cents only)
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Frame5Input.comm_amount = (double)((int)(100.00 * Frame5Input.comm_amount + 0.5)) / 100.00;
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// ToDo: Need to get completed ID from constant struct!!
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strncpy(Frame5Input.st_completed_id, "CMPT", sizeof(Frame5Input.st_completed_id));
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Frame5Input.trade_dts = Frame2Output.trade_dts;
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Frame5Input.trade_id = pTxnInput->trade_id;
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Frame5Input.trade_price = pTxnInput->trade_price;
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// Execute Frame 5
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m_db->DoTradeResultFrame5(&Frame5Input);
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TXN_HARNESS_EARLY_EXIT_ON_ERROR;
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//
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// FRAME 6
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//
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// Compute Frame 6 Input
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CDateTime due_date_time(&Frame2Output.trade_dts);
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due_date_time.Add(2, 0); // add 2 days
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due_date_time.Set(0, 0, 0, 0); // zero out time portion
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if (Frame1Output.type_is_sell) {
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Frame6Input.se_amount =
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Frame1Output.trade_qty * pTxnInput->trade_price - Frame1Output.charge - Frame5Input.comm_amount;
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} else {
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Frame6Input.se_amount =
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-1 * (Frame1Output.trade_qty * pTxnInput->trade_price + Frame1Output.charge + Frame5Input.comm_amount);
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}
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// withhold tax only for certain account tax status
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if (Frame2Output.tax_status == 1) {
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Frame6Input.se_amount -= Frame3Output.tax_amount;
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}
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// Copy Frame 6 Input
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Frame6Input.acct_id = Frame1Output.acct_id;
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due_date_time.GetTimeStamp(&Frame6Input.due_date);
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strncpy(Frame6Input.s_name, Frame4Output.s_name, sizeof(Frame6Input.s_name));
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Frame6Input.trade_dts = Frame2Output.trade_dts;
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Frame6Input.trade_id = pTxnInput->trade_id;
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Frame6Input.trade_is_cash = Frame1Output.trade_is_cash;
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Frame6Input.trade_qty = Frame1Output.trade_qty;
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strncpy(Frame6Input.type_name, Frame1Output.type_name, sizeof(Frame6Input.type_name));
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// Execute Frame 6
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m_db->DoTradeResultFrame6(&Frame6Input, &Frame6Output);
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// Copy Frame 6 Output
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pTxnOutput->acct_id = Frame1Output.acct_id;
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pTxnOutput->acct_bal = Frame6Output.acct_bal;
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pTxnOutput->load_unit = (INT32)((Frame2Output.cust_id - iTIdentShift - 1) / iDefaultLoadUnitSize) + 1;
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}
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};
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} // namespace TPCE
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#endif // TXN_HARNESS_TRADE_RESULT_H
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