// ************************************************************
// METHODS -- INSERT
// ************************************************************
#region
/// <summary>
/// Insert data into a table. Data is passed as a line.
/// The DB line type must (i) be a subclass of GenericDatabaseLine and (ii) match the given table columns.
/// </summary>
/// <param name="argLineToInsert"></param>
public void Insert_OLD <T>(IDtoken id, List <T> argLineToInsert) where T : GenericDatabaseLine
{
if (argLineToInsert.Count() > 0)
{
// Identify table to be addressed
string table = argLineToInsert.FirstOrDefault().GetTable();
// Build SQL command string
//DateTime dt = (argLineToInsert as T).GetDate();
string insert_table = "INSERT into " + table;
string insert_fields = "(" + joinString(argLineToInsert.FirstOrDefault().GetAllFields(), " ,", false) + ")";
string insert_values = "values (" + joinStringWithDate(argLineToInsert.FirstOrDefault().GetAllFields(), " ,", true) + ")";
string InsertUndlDataEOD = joinString(new List <string>()
{
insert_table, insert_fields, insert_values
}, " ", false);
// Execute SQL command
using (var connection = new MySqlConnection(connectionString))
{
connection.Execute(InsertUndlDataEOD, argLineToInsert);
}
}
}
private void SetData_myDB_Bond(IDtoken idTok, myFrame data)
{
myDB_Connector myConnect = new myDB_Connector();
List <Bond_Line> dataToInsert = data.ToList <Bond_Line>(idTok.DBID);
myConnect.Insert <Bond_Line>(idTok, dataToInsert);
}
private void SetData_myDB(IDtoken idTok, string Table, myFrame Data)
{
switch (Table)
{
case "InterestRate":
SetData_myDB_InterestRate(idTok, Data);
break;
case "Equity":
SetData_myDB_Equity(idTok, Data);
break;
case "EquityVolatility":
SetData_myDB_EquityVolatility(idTok, Data);
break;
case "Bond":
SetData_myDB_Bond(idTok, Data);
break;
default:
{ throw new System.ArgumentException("CH_MappingException", "Connector Helper unable to map the database."); }
}
}
// Constructor 2 : Identified only from DBID (int)
public EquityIndex(int argDBID)
: base()
{
IDtoken myDBID = TokenFactory.New(argDBID);
this.DBID = myDBID;
}
// Constructor 2 : Identified only from DBID
public EquityIndexOption(string argDBID)
: base()
{
IDtoken myDBID = TokenFactory.New(argDBID);
this.DBID = myDBID;
}
private void SetData_myDB_EquityVolatility(IDtoken idTok, myFrame data)
{
myDB_Connector myConnect = new myDB_Connector();
List <EquityVolatility_Line> dataToInsert = data.ToList <EquityVolatility_Line>(idTok.DBID);
myConnect.Insert <EquityVolatility_Line>(idTok, dataToInsert);
}
// Constructor 4 : Identified only from DBID (int) & Date
public EquityIndex(int argDBID, DateTime pricingDate)
: base()
{
IDtoken myDBID = TokenFactory.New(argDBID);
this.pricingDate = pricingDate;
this.DBID = myDBID;
}
private void MapLocalID(IDtoken CompleteID)
{
if (CompleteID.DBID == 0)
{
throw new System.ArgumentException("FetcherHelperSourceException", "Fetcher Helper: reference line does not contain DBID.");
}
this.dbid = new DBID(CompleteID.DBID);
}
private void MapExternalID(string source, IDtoken CompleteID)
{
if (CompleteID[source] == null)
{
throw new System.ArgumentException("FetcherHelperExtIDException", "Fetcher Helper: Unable to get the external ID from the reference line.");
}
this.externalID = (string)CompleteID[source];
}
protected void MapSource(IDtoken CompleteID)
{
if (CompleteID.Source1 == null)
{
throw new System.ArgumentException("FetcherHelperSourceException", "Fetcher Helper unable to map the source from reference table.");
}
source = CompleteID.Source1;
}
// ************************************************************
// METHODS -- INSERT DATA
// ************************************************************
#region Insert data
public void SetData(IDtoken idTok, string Database, string Table, myFrame Data)
{
switch (Database)
{
case "myDB":
SetData_myDB(idTok, Table, Data);
break;
default:
{ throw new System.ArgumentException("CH_MappingException", "Connector Helper unable to map the database."); }
}
}
protected myFrame EndOfDay(IDtoken referenceToken, DateTime startDate = new DateTime(), DateTime endDate = new DateTime())
{
if (startDate == DateTime.MinValue)
{
startDate = _historyStartDate;
}
if (endDate == DateTime.MinValue)
{
endDate = _historyEndDate;
}
HistoricalDataRequest myRequest = new HistoricalDataRequest(referenceToken, startDate, endDate);
return(_localDatabase.GetEODPrices(myRequest));
}
private myFrame EndOfDay(IDtoken referenceToken, DateTime startDate = new DateTime(), DateTime endDate = new DateTime())
{
if (startDate == DateTime.MinValue)
{
startDate = optionTradeDates().LastOrDefault().ToDateTime();
}
if (endDate == DateTime.MinValue)
{
endDate = optionTradeDates().FirstOrDefault().ToDateTime();
}
HistoricalDataRequest myRequest = new HistoricalDataRequest(referenceToken, startDate, endDate);
return(_localDatabase.GetEODPrices(myRequest));
}
private Dictionary <string, string> MapExtIDs(IDtoken Idtoken)
{
Dictionary <string, string> output = new Dictionary <string, string>();
string[] availableSources = Enum.GetNames(typeof(ExternalSources));
foreach (string key in availableSources)
{
if (!(Idtoken[(string)key] == ""))
{
output[key] = (string)Idtoken[key];
}
}
return(output);
}
// Constructor 2 : Full fledged
public myDepositRate(DateTime PricingDate_,
Period DepoPeriod_,
IDtoken argDBID_,
int DepoFixingDays_,
BusinessDayConvention DepoBusDayConv_,
DayCounter DepoDayCounter_,
string DepoCurrency_)
: base(PricingDate_: PricingDate_, Currency_: DepoCurrency_, _IdToken: argDBID_)
{
//this.PricingDate = PricingDate_; // moved up to base class (myRate)
this.DepoPeriod = DepoPeriod_;
//this.DBID = argDBID_; // moved up to base class (myRate)
this.DepoFixingDays = DepoFixingDays_;
this.DepoBusDayConv = DepoBusDayConv_;
this.DepoDayCounter = DepoDayCounter_;
//this.DepoCurrency = DepoCurrency_; // moved up to base class (myRate)
}
// Constructor 2 : Full fledged
public myDepositRateEUR(DateTime PricingDate_,
Period Period_,
IDtoken argDBID_,
int FixingDays_,
BusinessDayConvention BDC_,
DayCounter DayCounter_)
: base(
PricingDate_: PricingDate_,
DepoPeriod_: Period_,
argDBID_: argDBID_,
DepoFixingDays_: FixingDays_,
DepoBusDayConv_: BDC_,
DepoDayCounter_: DayCounter_,
DepoCurrency_: "EUR"
)
{
}
// Constructor 2 : Normal usage
/*
* public mySwapRate(DateTime PricingDate, string Currency, IDtoken argDBID)
* {
* this.PricingDate = PricingDate;
* this.Currency = Currency;
* this._DBID = argDBID;
* }
*
*/
// Constructor 3 : Full fledged
public mySwapRate(DateTime PricingDate_,
Frequency Frequency_,
Period Period_,
IDtoken argDBID_,
Period ForwardStart_,
BusinessDayConvention SwapFixedLegBDC_,
DayCounter SwapFixedLegDayCounter_,
IborIndex SwapFloatingLegIndex_,
string SwapCurrency_) : base(PricingDate_: PricingDate_, Currency_: SwapCurrency_, _IdToken: argDBID_)
{
//this.PricingDate = PricingDate_; // moved up to base class (myRate)
this.SwapFixedLegFrequency = Frequency_;
//this.DBID = argDBID_; // moved up to base class (myRate)
this.ForwardStart = ForwardStart_;
this.SwapFixedLegBDC = SwapFixedLegBDC_;
this.SwapFixedLegDayCount = SwapFixedLegDayCounter_;
this.SwapFloatingLegIndex = SwapFloatingLegIndex_;
//this.SwapCurrency = SwapCurrency_; // moved up to base class (myRate)
this.SwapPeriod = Period_;
}
// Constructor 2 : Normal usage
public mySwapRateEUR(DateTime PricingDate_,
Frequency Frequency_,
Period Period_,
IDtoken argDBID_,
Period ForwardStart_,
BusinessDayConvention SwapFixedLegBDC_,
DayCounter SwapFixedLegDayCounter_,
IborIndex SwapFloatingLegIndex_)
: base(
PricingDate_: PricingDate_,
Frequency_: Frequency_,
Period_: Period_,
argDBID_: argDBID_,
ForwardStart_: ForwardStart_,
SwapFixedLegBDC_: SwapFixedLegBDC_,
SwapFixedLegDayCounter_: SwapFixedLegDayCounter_,
SwapFloatingLegIndex_: SwapFloatingLegIndex_,
SwapCurrency_: "EUR"
)
{
}
private Dictionary <string, string> MapSources(IDtoken Idtoken)
{
List <string> fields = new List <string>()
{
"Source1", "Source2", "Source3", "Source4", "Source5"
};
Dictionary <string, string> output = new Dictionary <string, string>()
{
{ "Source1", "" }, { "Source2", "" }, { "Source3", "" }, { "Source4", "" }, { "Source5", "" }
};
foreach (string key in fields)
{
if (!(Idtoken[(string)key] == ""))
{
output[key] = (string)Idtoken[key];
}
}
return(output);
}
// Constructor 2 : Common usage
public myRate(DateTime PricingDate_, string Currency_, IDtoken _IdToken)
{
this.PricingDate = PricingDate_;
this.DBID = _IdToken;
this.DepoCurrency = Currency_;
}
// Constructor 3 : Identified only from IDToken
public EquityIndex(IDtoken idToken)
: base()
{
this.DBID = idToken;
}
// Constructor 5 : Identified only from IDToken & Date
public EquityIndex(IDtoken idToken, DateTime pricingDate)
: base()
{
this.pricingDate = pricingDate;
this.DBID = idToken;
}
// Accès aux données de la base via le helper
protected myFrame EndOfDay(int referenceDBID, DateTime startDate = new DateTime(), DateTime endDate = new DateTime())
{
IDtoken thisToken = GetToken(referenceDBID);
return(EndOfDay(thisToken, startDate, endDate));
}