public void ParseWorks()
{
foreach (var identifier in ExpectedOrder)
{
Assert.Equal(identifier, ExternalId.Parse(identifier.ToString()));
}
}
public static InterpolatedYieldCurveSpecification FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
var curveDate = ffc.GetValue <DateTimeOffset>("curveDate");
string name = ffc.GetString("name");
var currency = ffc.GetValue <Currency>("currency");
var region = ExternalId.Parse(ffc.GetString("region"));
var resolvedStripFields = ffc.GetAllByName("resolvedStrips");
var resolvedStrips = resolvedStripFields.Select(deserializer.FromField <FixedIncomeStripWithIdentifier>)
.ToList();
return(new InterpolatedYieldCurveSpecification(curveDate, name, currency, resolvedStrips, region));
}
public override ITrade DeserializeImpl(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
//TODO: the rest of this
var uniqueIdentifier = UniqueId.Parse(ffc.GetString("uniqueId"));
var tradeDate = ffc.GetValue <DateTimeOffset>("tradeDate");
var securityKey = deserializer.FromField <ExternalIdBundle>(ffc.GetByName("securityKey"));
var counterPartyIdentifier = ExternalId.Parse(ffc.GetString("counterpartyKey") ?? ffc.GetString("counterparty")); //NOTE: this is a hack because we don't use proto yet
var quant = ffc.GetValue <string>("quantity");
return(new SimpleTrade(uniqueIdentifier, tradeDate, securityKey, new CounterpartyImpl(counterPartyIdentifier), decimal.Parse(quant)));
}
public static FixedIncomeStripWithSecurity FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
var originalstrip = deserializer.FromField <FixedIncomeStrip>(ffc.GetByName("strip"));
var resolvedTenor = new Tenor(ffc.GetString("resolvedTenor"));
DateTimeOffset maturity = GetDateTime(ffc.GetByName("maturity"));
ExternalId securityIdentifier = ExternalId.Parse(ffc.GetString("identifier"));
var security = deserializer.FromField <ISecurity>(ffc.GetByName("security"));
return(new FixedIncomeStripWithSecurity(originalstrip,
resolvedTenor,
maturity,
securityIdentifier,
security
));
}
public static YieldCurveDefinition FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
Currency currency = null;
string name = null;
string interpolatorName = null;
var strips = new List <FixedIncomeStrip>();
ExternalId region = null;
foreach (var fudgeField in ffc)
{
switch (fudgeField.Name)
{
case "currency":
currency = Currency.Create((string)fudgeField.Value);
break;
case "name":
name = (string)fudgeField.Value;
break;
case "interpolatorName":
interpolatorName = (string)fudgeField.Value;
break;
case "region":
region = ExternalId.Parse((string)fudgeField.Value);
break;
case "strip":
strips.Add(deserializer.FromField <FixedIncomeStrip>(fudgeField));
break;
}
}
var yieldCurveDefinition = new YieldCurveDefinition(currency, name, interpolatorName);
yieldCurveDefinition.Region = region;
yieldCurveDefinition.AddStrip(strips.ToArray());
return(yieldCurveDefinition);
}
public override TMatrix DeserializeImpl(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
string labelsTitle = ffc.GetString("labelsTitle");
string valuesTitle = ffc.GetString("valuesTitle");
var msg = ffc.GetMessage(MatrixField);
var labelTypes = new Queue <string>();
var labelValues = new Queue <IFudgeField>();
IList <TKey> keys = new List <TKey>();
IList <object> labels = new List <object>();
IList <double> values = new List <double>();
foreach (IFudgeField field in msg)
{
switch (field.Ordinal)
{
case LabelTypeOrdinal:
labelTypes.Enqueue((string)field.Value);
break;
case KeyOrdinal:
TKey key = GetKey(field);
keys.Add(key);
break;
case LabelOrdinal:
labelValues.Enqueue(field);
break;
case ValueOrdinal:
values.Add((double)field.Value);
break;
}
if (labelTypes.Count != 0 && labelValues.Count != 0)
{
// Have a type and a value, which can be consumed
string labelTypeName = labelTypes.Dequeue();
IFudgeField labelValue = labelValues.Dequeue();
switch (labelTypeName)
{
case "java.lang.String":
var value = (string)labelValue.Value;
labels.Add(value);
break;
case "com.opengamma.util.time.Tenor":
//TODO DOTNET-14 this is serialized as a string here
string period = (string)labelValue.Value;
labels.Add(new Tenor(period));
break;
case "com.opengamma.util.money.Currency":
string iso = (string)labelValue.Value;
labels.Add(Currency.Create(iso));
break;
case "com.opengamma.id.ExternalId":
string str = (string)labelValue.Value;
labels.Add(ExternalId.Parse(str));
break;
default:
//TODO work out whether this is right (and fast enough) in the general case
var typeMapper =
(IFudgeTypeMappingStrategy)
Context.GetProperty(ContextProperties.TypeMappingStrategyProperty);
Type labelType = typeMapper.GetType(labelTypeName);
object label = deserializer.FromField(labelValue, labelType);
labels.Add(label);
break;
}
}
}
var constructorInfo = typeof(TMatrix).GetConstructor(new[]
{
typeof(IList <TKey>),
typeof(IList <object>), //TODO type up this (if the java side does)
typeof(IList <double>),
typeof(string),
typeof(string),
});
return((TMatrix)constructorInfo.Invoke(new object[] { keys, labels, values, labelsTitle, valuesTitle }));
}
public static FixedIncomeStripWithIdentifier FromFudgeMsg(IFudgeFieldContainer ffc, IFudgeDeserializer deserializer)
{
return(new FixedIncomeStripWithIdentifier(ExternalId.Parse(ffc.GetString("identifier")), deserializer.FromField <FixedIncomeStrip>(ffc.GetByName("strip"))));
}
public void WrongNumberOfSeparatorsFails(string uid)
{
Assert.Throws <ArgumentException>(() => ExternalId.Parse(uid));
}
