public void TestForReference2()
{
List <BloombergDataInstrument> bbdis = new List <BloombergDataInstrument>();
BloombergDataInstrument bbdi = new BloombergDataInstrument();
bbdi.RequestType = BloombergDataInstrument.eRequestType.Reference;
bbdi.ID = 0;
// bbdi.Ticker = "IT0004840788 Govt";
bbdi.Ticker = "VOD LN Equity";
//bbdi.Ticker = "BBG002626686 BUID";
//bbdi.SecurityType = "Equity";
bbdi.Type = BloombergDataInstrumentType.Security;
bbdi.BBFields = new Dictionary <string, BloombergDataInstrumentField>();
bbdi.BBFields.Add("PX_LAST", new BloombergDataInstrumentField("PX_LAST"));
bbdi.BBFields.Add("NAME", new BloombergDataInstrumentField("NAME"));
bbdis.Add(bbdi);
new BloombergApiController(new BergController()).GetBbgData(bbdis);
foreach (var item in bbdis)
{
foreach (var field in item.BBFields.Values)
{
Console.WriteLine(field.Name + ": " + field.Value);
}
}
}
public void TestForHistory()
{
List <BloombergDataInstrument> bbdis = new List <BloombergDataInstrument>();
BloombergDataInstrument bbdi = new BloombergDataInstrument();
bbdi.RequestType = BloombergDataInstrument.eRequestType.Historic;
bbdi.ID = 0;
bbdi.Ticker = "VOD LN Equity";
bbdi.SecurityType = "Equity";
bbdi.Type = BloombergDataInstrumentType.Security;
bbdi.BBFields = new Dictionary <string, BloombergDataInstrumentField>();
bbdi.BBFields.Add("PX_LAST", new BloombergDataInstrumentField("PX_LAST"));
bbdi.DateFrom = DateTime.Today.AddDays(-12);
bbdi.DateTo = DateTime.Today.AddDays(-5);
bbdis.Add(bbdi);
BloombergData bbd = new BloombergData(new StringCollection(), "*****@*****.**", "testing Bloomberg v3 api", ";");
bbd.InstrumentCompleteChanged += bbd_InstrumentCompleteChanged;
bbd.PercentCompleteChanged += bbd_PercentCompleteChanged;
bbd.ProcessCompleted += bbd_ProcessCompleted;
bbd.StatusChanged += bbd_StatusChanged;
bbd.GetBloombergData(bbdis);
}
private void AddBBfield(BloombergDataInstrument bdi, RequestItemField Field, int id)
{
// Ignore duplicate field names
if (!bdi.BBFields.ContainsKey(Field.Key))
{
BloombergDataInstrumentField field = new BloombergDataInstrumentField(Field.Key);
field.ID = id;
foreach (OverrideField oField in Field.OverrideFields)
{
field.FieldOverrides.Add(oField.Name, oField.Value);
}
bdi.BBFields.Add(Field.Key, field);
}
}
public void TestForReference()
{
List <BloombergDataInstrument> bbdis = new List <BloombergDataInstrument>();
BloombergDataInstrument bbdi = new BloombergDataInstrument();
bbdi.RequestType = BloombergDataInstrument.eRequestType.Reference;
bbdi.ID = 0;
bbdi.Ticker = "VOD LN Equity";
//bbdi.Ticker = "BBG002626686 BUID";
//bbdi.SecurityType = "Equity";
bbdi.Type = BloombergDataInstrumentType.Security;
bbdi.BBFields = new Dictionary <string, BloombergDataInstrumentField>();
bbdi.BBFields.Add("PX_LAST", new BloombergDataInstrumentField("PX_LAST"));
bbdis.Add(bbdi);
/*
* bbdi.ID = 0;
* bbdi.Ticker = "US0200021014 EQUITY";
* bbdi.SecurityType = "EQUITY";
* bbdi.Type = BloombergDataInstrumentType.Security;
* bbdi.BBFields = new Dictionary<string, object>();
* bbdi.BBFields.Add("ID_ISIN", null);
* bbdi.BBFields.Add("BID", null);
* bbdi.BBFields.Add("ASK", null);
* bbdi.BBFields.Add("PX_CLOSE_DT", null);
* bbdis.Add(bbdi);
*
* bbdi = new BloombergDataInstrument();
* bbdi.ID = 1;
* bbdi.Ticker = "RBS LN EQUITY";
* bbdi.SecurityType = "EQUITY";
* bbdi.Type = BloombergDataInstrumentType.Security;
* bbdi.BBFields = new Dictionary<string, object>();
* bbdi.BBFields.Add("ID_GAVIN", null);
* bbdi.BBFields.Add("PX_LAST", null);
* bbdis.Add(bbdi);
*/
// BloombergData bbd = new BloombergData(new System.Collections.Specialized.StringCollection(), "*****@*****.**", "testing Bloomberg v3 api", ";");
// OR
BloombergData bbd = new BloombergData();
bbd.InstrumentCompleteChanged += bbd_InstrumentCompleteChanged;
bbd.PercentCompleteChanged += bbd_PercentCompleteChanged;
bbd.ProcessCompleted += bbd_ProcessCompleted;
bbd.StatusChanged += bbd_StatusChanged;
bbd.GetBloombergData(bbdis);
}
/// <summary>
/// unpack the dataset into a list of Tickers/fields
/// </summary>
/// <param name="PriceDate"></param>
/// <param name="ds"></param>
/// <returns></returns>
internal static List <BloombergDataInstrument> GetTickers(DateTime PriceDate, DataSet ds)
{
Dictionary <string, BloombergDataInstrument> ticker_map = new Dictionary <string, BloombergDataInstrument>();
List <BloombergDataInstrument> tickers = new List <BloombergDataInstrument>();
if (ds.Tables.Count > 0 && ds.Tables[0].Rows.Count > 0)
{
string ticker;
string field;
int i = 0;
BloombergDataInstrument ins;
foreach (DataRow dr in ds.Tables[0].Rows)
{
ticker = dr["BBTicker"].ToString();
field = dr["BBField"].ToString();
//add if we do not have already
if (!ticker_map.ContainsKey(ticker))
{
ins = new BloombergDataInstrument()
{
ID = i++,
Ticker = ticker,
BBFields = new Dictionary <string, BloombergDataInstrumentField>(),
//DataFrom = PriceDate, //this means that we only get a single point corresponding to pricedate when making historical requests
//DataTo = PriceDate
};
ticker_map.Add(ticker, ins);
tickers.Add(ins);
}
else
{
ins = ticker_map[ticker];
}
//add the field
ins.BBFields.Add(field, null);
}
}
return(tickers);
}
private static void bbd_InstrumentCompleteChanged(BloombergDataInstrument instr)
{
string ticker = instr.Ticker;
string value = string.Empty;
string error = string.Empty;
Console.WriteLine("BloombergDataInstrument completed " + ticker);
foreach (string key in instr.BBFields.Keys)
{
if (instr.BBFields[key].Value == null)
{
value = "[NULL]";
}
else
{
value = instr.BBFields[key].Value.ToString();
}
error = instr.BBFields[key].Error;
Console.WriteLine("Ticker - {0} : Key - {1} : Value - {2} : Error - {3}", ticker, key, value, error);
}
}
private void AddResultsToRequestItems(List <BloombergDataInstrument> instruments)
{
// Now for all requests, find the data
foreach (RequestItem ri in _requestItems)
{
if (!ri.SendToBloomberg)
{
continue;
}
ri.Errors = "";
BloombergDataInstrument source = null;
source = instruments.FirstOrDefault(x =>
(ri.RequestType == BloombergDataInstrument.eRequestType.Reference && x.Ticker.ToUpper() == ri.BBTicker.ToUpper()) ||
(ri.RequestType != BloombergDataInstrument.eRequestType.Reference && x.ID == ri.ID));
if (source != null)
{
if (source.ResponseError != "")
{
ri.Errors = source.ResponseError;
}
else
{
if (source.IsSecurityValid)
{
// If we have dates coming back from Bloomberg, create an entry for each date returned
// otherwise time stamp with Now
if (source.BBFields.ContainsKey("date"))
{
List <object> list = (List <object>)source.BBFields["date"].Value;
if (list != null)
{
foreach (object val in list)
{
DateTime timeStamp;
if (DateTime.TryParse(val.ToString(), out timeStamp))
{
ri.Data.Add(timeStamp, new string[source.BBFields.Count - 1]);
}
else
{
throw new Exception("Expected date not found in AddResultsToRequestItems");
}
}
}
}
else if (source.BBFields.ContainsKey("time"))
{
List <object> list = (List <object>)source.BBFields["time"].Value;
if (list != null)
{
foreach (object val in list)
{
DateTime timeStamp;
if (DateTime.TryParse(val.ToString(), out timeStamp))
{
ri.Data.Add(timeStamp, new string[source.BBFields.Count - 1]);
}
else
{
throw new Exception("Expected time not found in AddResultsToRequestItems");
}
}
}
}
else
{
ri.Data.Add(DateTime.Now, new string[source.BBFields.Count]);
}
// As we need to get a list of values from a list of fields and add it to a dictionary,
// it is easier to do using numbers and arrays
List <string[]> array = new List <string[]>();
foreach (string[] sa in ri.Data.Values)
{
array.Add(sa);
}
// Loop through each field and find the values
int fieldPos = 0;
foreach (RequestItemField field in ri.riFields.Values)
{
BloombergDataInstrumentField fld = source.BBFields[field.Key];
if (fld.Name != "date" && fld.Name != "time")
{ // handled earlier and is the key in the ri.Data dictionary
if (fld.Value != null)
{
if (fld.Value.GetType().Name == "List`1")
{
List <object> list = (List <object>)fld.Value;
for (int timeLine = 0; timeLine < list.Count; timeLine++)
{
array[timeLine][fieldPos] = GetStringValue(list[timeLine]);
}
}
else
{
array[0][fieldPos] = GetStringValue(fld.Value);
}
}
else
{
string err = fld.Error;
// Sometimes no error is returned even when the Value is null
if (err == null)
{
err = "N.A.";
}
ri.Errors += string.Format("[{0}|{1}]", fld.Name, err);
}
fieldPos++;
}
}
}
else
{
// Invalid security
ri.Errors = source.SecurityErrors;
}
}
NLogger.Instance.Info("at end");
}
else
{
// No data returned
ri.Errors = "No data returned from BB";
}
}
}
public List <BloombergDataInstrument> ComposeBBobjects(List <RequestItem> requestItems)
{
List <BloombergDataInstrument> tickerList = new List <BloombergDataInstrument>();
int lastId = 0;
string lastTicker = "";
BloombergDataInstrument.eRequestType lastRequestType = BloombergDataInstrument.eRequestType.NotSet;
BloombergDataInstrument bdi = null;
foreach (RequestItem ri in requestItems)
{
if (ri.SendToBloomberg)
{
bool newBdi = false;
// For reference types, we can place the fields into the same bdi for speed
if (lastRequestType == ri.RequestType &&
ri.RequestType == BloombergDataInstrument.eRequestType.Reference)
{
if (string.Compare(lastTicker, ri.BBTicker, true) != 0)
{
newBdi = true;
}
}
else
{
if (lastId != ri.ID)
{
newBdi = true;
}
}
lastRequestType = ri.RequestType;
lastTicker = ri.BBTicker;
lastId = ri.ID;
if (newBdi)
{
// Next instrument class
bdi = new BloombergDataInstrument();
bdi.ResponseError = "";
bdi.RequestType = ri.RequestType;
bdi.ID = ri.ID;
bdi.EventType = ri.EventType == null ? null : ri.EventType.ToUpper();
bdi.Ticker = ri.BBTicker;
if (ri.DateFrom > DateTime.MinValue)
{
bdi.DateFrom = ri.DateFrom;
}
if (ri.DateTo > DateTime.MinValue)
{
bdi.DateTo = ri.DateTo;
}
else
{
// Just one day
bdi.DateTo = bdi.DateFrom;
}
bdi.Periodicity = ri.Periodicity;
}
foreach (RequestItemField field in ri.riFields.Values)
{
AddBBfield(bdi, field, ri.ID);
}
if (newBdi)
{
tickerList.Add(bdi);
}
}
}
return(tickerList);
}
