private double GetOriginalOrSmoothBondSpread(HistSeriesInputPanelViewModel vm, BondSpreadResult bondSpreadResult)
{
return IsSmooth ? SmoothLiveBondSpread(vm, bondSpreadResult) : bondSpreadResult.BondSpread;
}
public void LiveChartUpdate(BondSpreadResult bondSpreadResult)
{
Logger.Info("live chart update", typeof(HistSeriesChartViewModel));
var vm = subscriptions[bondSpreadResult.Guid];
var hasLiveData = !(vm.SeriesData.LastDate < DateTime.Today);
var dataWithRange = vm.SeriesData;
if (!double.IsNaN(bondSpreadResult.BondSpread))
{
dataWithRange.SetValueOnDate(DateTime.Today, GetOriginalOrSmoothBondSpread(vm, bondSpreadResult));
//View.UpdateSeries(dataWithRange, vm.KnownStructure.ToString());
//if (!hasLiveData)
View.AddLivePoints(DateTime.Today, GetOriginalOrSmoothBondSpread(vm, bondSpreadResult), vm.KnownStructure.ToString());
//else
// View.RefreshLiveSeries(new DatedDataCollectionGen<double>(new[] { DateTime.Today }, new[] { GetOriginalOrSmoothBondSpread(vm, bondSpreadResult) }), "Live: " + vm.KnownStructure.ToString());
vm.SeriesData = dataWithRange;
}
}
private double SmoothLiveBondSpread(HistSeriesInputPanelViewModel vm, BondSpreadResult bondSpreadResult)
{
// firstly we compare if the contract has change
// if not change
double smooth;
if(vm.SeriesData.Dates.Last() == DateTime.Today)
smooth = vm.SeriesData.Data.SkipLast().Last() + (bondSpreadResult.BondSpread - vm.OriginalLastPoint);
else
smooth = vm.SeriesData.Data.Last() + (bondSpreadResult.BondSpread - vm.OriginalLastPoint);
// if change
// todo! to implement because we have no way to find out the live ctd yet
//var smooth = vm.SeriesData.Data.Last() + (bondSpreadResult.oBondSpread - vm.OriginalLastPoint);
return smooth;
}
protected bool Equals(BondSpreadResult other)
{
return string.Equals(Guid, other.Guid) && Equals(Components, other.Components) && Curve == other.Curve && Country == other.Country && BondSpread.Equals(other.BondSpread);
}
