//
//
//
/// <summary>
/// This function is the inverse of the above.
/// It will convert U4 to Sep14 like this.
/// </summary>
/// <param name="monthCodeYear"></param>
/// <param name="MMMYY"></param>
/// <returns></returns>
public static bool TryParseMonthCodeToMMMYY(string monthCodeYear, out string MMMYY)
{
bool isSuccess = false;
MMMYY = null;
if (monthCodeYear.Length == 2)
{
string monthCode = monthCodeYear.Substring(0, 1);
string year = monthCodeYear.Substring(1, 1);
int yearNumber;
if (int.TryParse(year, out yearNumber))
{
double years = (DateTime.Now.Year - 2000) / 10;
yearNumber += 10 * (int)Math.Floor(years);
int monthNumber = BaseQTMath.GetMonthNumberFromCode(monthCode);
string monthName;
if (BaseQTMath.TryGetMonthName(monthNumber, out monthName))
{
MMMYY = string.Format("{0}{1}", monthName, yearNumber);
isSuccess = true;
}
}
}
return(isSuccess);
}
//
//
//
/// <summary>
/// Convert instrument name to instrument data base name.
/// </summary>
/// <param name="instrumentName"></param>
/// <param name="instrumentNameDatabase"></param>
/// <returns></returns>
public static bool TryConvertInstrumentNameToInstrumentNameDatabase(InstrumentName instrumentName, LogHub log, out string instrumentNameDatabase)
{
bool isSuccess = false;
instrumentNameDatabase = null;
string productName = instrumentName.Product.ProductName;
string seriesName = instrumentName.SeriesName;
ProductTypes productTypes = instrumentName.Product.Type;
string monthYearCode;
switch (productTypes)
{
case ProductTypes.Future:
if (BaseQTMath.TryConvertMonthYearToCodeY(seriesName, out monthYearCode))
{
instrumentNameDatabase = string.Format("1x{0}_{1}", productName, monthYearCode);
isSuccess = true;
}
else
{
log.NewEntry(LogLevel.Error, "Parse month year code wrong for string {0}.", seriesName);
return(isSuccess);
}
break;
case ProductTypes.Spread:
// Target: Calendar: 1xGE Sep14:-1xDec14
List <string> matchedResults = new List <string>();
if (seriesName.Contains("Calendar") || seriesName.Contains("Butterfly") || seriesName.Contains("Double Butterfly"))
{
string pattern = @"-?\d+x[^:]+(?=(:?))";
MatchCollection matchCollection = Regex.Matches(seriesName, pattern);
foreach (Match match in matchCollection)
{
string matchedValue = match.Value;
matchedResults.Add(matchedValue);
}
StringBuilder instrumentDatabaseNameBuilder = new StringBuilder();
bool isFirst = true;
foreach (string matchedString in matchedResults)
{
char seperator = 'x';
string[] parts = matchedString.Split(new char[] { seperator }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length == 2)
{
string weightString = parts[0];
int weight;
if (int.TryParse(weightString, out weight))
{
string monthYear = parts[1];
pattern = @"(?!x)[a-zA-Z]{3}[0-9]{2}\z";
matchCollection = Regex.Matches(monthYear, pattern);
string matchedValue = null;
foreach (Match match in matchCollection)
{
if (match.Success)
{
matchedValue = match.Value;
break;
}
}
if (!string.IsNullOrEmpty(matchedValue))
{
if (BaseQTMath.TryConvertMonthYearToCodeY(matchedValue, out monthYearCode))
{
if (!isFirst)
{
instrumentDatabaseNameBuilder.Append(".");
}
else
{
isFirst = false;
}
instrumentDatabaseNameBuilder.AppendFormat("{0}x{1}_{2}", weight, productName, monthYearCode);
}
else
{
log.NewEntry(LogLevel.Error, "month year parsed wrong for {0}.", matchedValue);
return(isSuccess);
}
}
else
{
log.NewEntry(LogLevel.Error, "month year matched wrong for {0}.", monthYear);
return(isSuccess);
}
}
else
{
log.NewEntry(LogLevel.Error, "weight parsed wrong for {0}.", weightString);
return(isSuccess);
}
}
else
{
log.NewEntry(LogLevel.Error, "string {0} does not contain weight and month year.", matchedString);
return(isSuccess);
}
}
instrumentNameDatabase = instrumentDatabaseNameBuilder.ToString();
isSuccess = true;
}
else
{
log.NewEntry(LogLevel.Error, "Unhandled product type for string {0}.", seriesName);
return(isSuccess);
}
break;
default:
break;
}
return(isSuccess);
}
