public static bool UpdateInvoiceSpreads(InvoiceSpreadCollection coll_)
{
var startDate = coll_.Lines == null || coll_.Lines.Count == 0
? new DateTime(2010, 6, 1)
: MyCalendar.NextWeekDay(coll_.Lines.Last().Date);
bool updated = false;
if (startDate >= DateTime.Today)
return updated;
var curve = (Symmetry.Data.Enums.KnownCurve)Enum.Parse(typeof(Symmetry.Data.Enums.KnownCurve), coll_.Curve);
var contractList = GetList(futureStart_: coll_.Contract);
while (startDate < DateTime.Today)
{
Logger.Info(
string.Format("Generating {0}.{1} invoice spreads on {2}", coll_.Curve, coll_.Contract,
startDate.ToString("dd-MMM-yyyy")), typeof(Generator));
var subList = contractList.Where(x => x.LastTrade >= startDate).ToArray();
if (subList.Length == 0)
{
Logger.Error(string.Format("No contract found for date={0}", startDate.ToString("dd-MMM-yyyy")),
typeof(Generator));
continue;
}
Logger.DebugFormat(typeof(Generator), "Generating line for {0} over {1} on {2}", coll_.Contract, coll_.Curve,
startDate.ToString("dd-MMM-yyyy"));
var item = new InvoiceSpreadLine(
date_: startDate,
contractBondSpecifics: subList[coll_.Series],
curve_: curve);
coll_.Lines.Add(item);
updated = true;
startDate = MyCalendar.NextWeekDay(startDate);
}
return updated;
}
public static void UpdateInvoiceSpreads()
{
var dateToRegenerateFrom = DateTime.Today.AddYears(1); // don't want to regenerate
foreach (var t in invoiceSpreadConfigs())
{
var coll = getInvoiceSpreadsCollectionFromMongo(t);
Logger.Info(string.Format("Updating Invoice spreads for config : {0}.{1}", t.Curve, t.Future),
typeof(Generator));
if (coll == null) coll = new Strategy.CTDs.InvoiceSpreadCollection(t);
while (coll.Lines.Count > 0 && coll.Lines.Last().Date >= dateToRegenerateFrom)
coll.Lines.RemoveAt(coll.Lines.Count - 1);
var updated = UpdateInvoiceSpreads(coll);
if (!updated)
continue;
// save to mongo
SI.DB.MongoDB.UpsertInCollection(INVOICE_SPREADS_MONGO_SVR_REFERENCE, INVOICE_SPREADS_MONGO_DB,
INVOICE_SPREADS_MONGO_COLLECTION, coll, x => x.Id == coll.Id);
}
Symmetry.Interop.Carbon.OT.CarbonDataSource.ClearUp();
}
