public TimeSeriesCollection<InterestRate> GetInterestRateData(string currencyName)
{
if (!_currencyNameInterestRateTable.Keys.Contains(currencyName))
{
TimeSeriesCollection<InterestRate> inRateCollection = new TimeSeriesCollection<InterestRate>();
inRateCollection.AddTimeSeriesData(
_inRateAdapter.GetInterestRates(currencyName)
.Select(c => new InterestRate()
{
CurrencyName = currencyName,
Time = c.Date,
Value = c.Value
})
);
_currencyNameInterestRateTable[currencyName] = inRateCollection;
}
return _currencyNameInterestRateTable[currencyName];
}
public CurrencyPairData GetCurrencyPairData(string baseCurrencyName, string variableCurrencyName)
{
if (!_currencyPairDataTable.Keys.Contains(new Tuple<string, string>(baseCurrencyName, variableCurrencyName)))
{
CurrencyPairData currencyData = new CurrencyPairData(baseCurrencyName, variableCurrencyName);
TimeSeriesCollection<ExchangeRateBid> exRateCollection = new TimeSeriesCollection<ExchangeRateBid>();
exRateCollection.AddTimeSeriesData(
_exRateAdapter.GetExchangeRates(baseCurrencyName, variableCurrencyName).
Select(a => new ExchangeRateBid()
{
BaseCurrencyName = baseCurrencyName,
VariableCurrencyName = variableCurrencyName,
Time = a.Date,
Value = a.BidPrice
}));
currencyData.ExchangeRates = exRateCollection;
TimeSeriesCollection<ExchangeRateAsk> exAskRateCollection = new TimeSeriesCollection<ExchangeRateAsk>();
exAskRateCollection.AddTimeSeriesData(
_exRateAdapter.GetExchangeRates(baseCurrencyName, variableCurrencyName).
Select(a => new ExchangeRateAsk()
{
BaseCurrencyName = baseCurrencyName,
VariableCurrencyName = variableCurrencyName,
Time = a.Date,
Value = a.AskPrice
}));
currencyData.AskExchangeRates = exAskRateCollection;
currencyData.VariableCurrencyInterestRates = GetInterestRateData(variableCurrencyName);
currencyData.BaseCurrencyInterestRates = GetInterestRateData(baseCurrencyName);
//_currencyDataTable[variableCurrencyName] = currencyData;
_currencyPairDataTable[new Tuple<string, string>(baseCurrencyName, variableCurrencyName)] = currencyData;
}
return _currencyPairDataTable[new Tuple<string, string>(baseCurrencyName, variableCurrencyName)];
}
public CurrencyData GetCurrencyData(Currency variableCurrency)
{
if (!_currencyDataTable.Keys.Contains(variableCurrency))
{
CurrencyAdapter currrencyAdapter = null;// = new CurrencyAdapter();
var currencyList = currrencyAdapter.GetCurrencies();
CurrencyData currencyData = new CurrencyData(_baseCurrency,variableCurrency);
//TimeSeriesCollection<InterestRate> baseInRateCollection = new TimeSeriesCollection<InterestRate>();
//baseInRateCollection.AddTimeSeriesData(
// inRateAdapter.GetInterestRates(BaseCurrency.Name)
// .Select(c => new InterestRate()
// {
// Currency = BaseCurrency,
// Time = c.Date,
// Value = c.Value
// })
// );
currencyData.BaseCurrencyInterestRates = _baseInRateCollection;
TimeSeriesCollection<ExchangeRate> exRateCollection = new TimeSeriesCollection<ExchangeRate>();
exRateCollection.AddTimeSeriesData(
_exRateAdapter.GetExchangeRates(BaseCurrency.Name, variableCurrency.Name).
Select(a => new ExchangeRate()
{
BaseCurrency = BaseCurrency,
VariableCurrency = variableCurrency,
Time = a.Date,
Value = a.AskPrice // TODO
}));
currencyData.ExchangeRates = exRateCollection;
TimeSeriesCollection<InterestRate> varInRateCollection = new TimeSeriesCollection<InterestRate>();
varInRateCollection.AddTimeSeriesData(
_inRateAdapter.GetInterestRates(variableCurrency.Name)
.Select(c => new InterestRate()
{
Currency = variableCurrency,
Time = c.Date,
Value = c.Value
})
);
currencyData.VariableCurrencyInterestRates = varInRateCollection;
_currencyDataTable[variableCurrency] = currencyData;
return currencyData;
}
else
{
return _currencyDataTable[variableCurrency];
}
}