/// <summary>
/// Builds a new specification from the data in this builder.
/// </summary>
/// <returns> a specification instance built from the data in this builder </returns>
public EtdContractSpec build()
{
if (id_Renamed == null)
{
id_Renamed = EtdIdUtils.contractSpecId(type_Renamed, exchangeId_Renamed, contractCode_Renamed);
}
return(new EtdContractSpec(id_Renamed, type_Renamed, exchangeId_Renamed, contractCode_Renamed, description_Renamed, priceInfo_Renamed, attributes));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from a contract specification, expiry year-month and variant.
/// <para>
/// The security identifier will be automatically created using <seealso cref="EtdIdUtils"/>.
/// The specification must be for a future.
///
/// </para>
/// </summary>
/// <param name="spec"> the future contract specification </param>
/// <param name="expiry"> the expiry year-month of the future </param>
/// <param name="variant"> the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex' </param>
/// <returns> a future security based on this contract specification </returns>
/// <exception cref="IllegalStateException"> if the product type of the contract specification is not {@code FUTURE} </exception>
public static EtdFutureSecurity of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant)
{
if (spec.Type != EtdType.FUTURE)
{
throw new System.InvalidOperationException(Messages.format("Cannot create an EtdFutureSecurity from a contract specification of type '{}'", spec.Type));
}
SecurityId securityId = EtdIdUtils.futureId(spec.ExchangeId, spec.ContractCode, expiry, variant);
return(EtdFutureSecurity.builder().info(SecurityInfo.of(securityId, spec.PriceInfo)).contractSpecId(spec.Id).expiry(expiry).variant(variant).build());
}
/// <summary>
/// Obtains an instance from a contract specification, expiry year-month, variant,
/// version, put/call, strike price and underlying expiry.
/// <para>
/// The security identifier will be automatically created using <seealso cref="EtdIdUtils"/>.
/// The specification must be for an option.
///
/// </para>
/// </summary>
/// <param name="spec"> the option contract specification </param>
/// <param name="expiry"> the expiry year-month of the option </param>
/// <param name="variant"> the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex' </param>
/// <param name="version"> the non-negative version, zero if versioning does not apply </param>
/// <param name="putCall"> whether the option is a put or call </param>
/// <param name="strikePrice"> the strike price of the option </param>
/// <param name="underlyingExpiryMonth"> the expiry of the underlying instrument, such as a future, may be null </param>
/// <returns> an option security based on this contract specification </returns>
/// <exception cref="IllegalStateException"> if the product type of the contract specification is not {@code OPTION} </exception>
public static EtdOptionSecurity of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)
{
if (spec.Type != EtdType.OPTION)
{
throw new System.InvalidOperationException(Messages.format("Cannot create an EtdOptionSecurity from a contract specification of type '{}'", spec.Type));
}
SecurityId securityId = EtdIdUtils.optionId(spec.ExchangeId, spec.ContractCode, expiry, variant, version, putCall, strikePrice, underlyingExpiryMonth);
return(EtdOptionSecurity.builder().info(SecurityInfo.of(securityId, spec.PriceInfo)).contractSpecId(spec.Id).expiry(expiry).variant(variant).version(version).putCall(putCall).strikePrice(strikePrice).underlyingExpiryMonth(underlyingExpiryMonth).build());
}
public virtual void test_optionId_daily21_version()
{
SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34"));
}
public virtual void test_optionId_weekly()
{
SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofWeekly(3), 0, PutCall.CALL, -1.45);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-201706W3-CM1.45"));
}
//-------------------------------------------------------------------------
public virtual void test_optionId_monthly()
{
SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), MONTHLY, 0, PutCall.PUT, 12.34);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-201706-P12.34"));
}
public virtual void test_futureId_flex()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(26, EtdSettlementType.DERIVATIVE));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170626D"));
}
public virtual void test_futureId_daily()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(2));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-20170602"));
}
//-------------------------------------------------------------------------
public virtual void test_futureId_monthly()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), MONTHLY);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-201706"));
}
public virtual void test_contractSpecId_option()
{
EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.OPTION, ExchangeIds.ECAG, OGBS);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-OGBS"));
}
public virtual void test_contractSpecId_future()
{
EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.FUTURE, ExchangeIds.ECAG, FGBS);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS"));
}
public virtual void test_optionIdUnderlying_daily9_version()
{
SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34, YearMonth.of(2017, 9));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34-U201709"));
}
