public Option GetOption(Symbol symbol, Equity underlying, NodaTime.DateTimeZone tz)
{
var option = new Option(
SecurityExchangeHours.AlwaysOpen(tz),
new SubscriptionDataConfig(typeof(TradeBar), symbol, Resolution.Minute, tz, tz, true, false, false),
new Cash(Currencies.USD, 0, 1m),
new OptionSymbolProperties(SymbolProperties.GetDefault(Currencies.USD)),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
option.Underlying = underlying;
return(option);
}
/// <summary>
/// Convert IANA timezone to a UTC offset.
/// </summary>
/// <param name="IanaTimezone">eg "America/Vancouver"</param>
/// <returns>The offset eg -7</returns>
public static Int16 GetUtcOffset(String IanaTimezone)
{
Int16 utcOffset = 0;
try {
NodaTime.IDateTimeZoneProvider tzProvider = NodaTime.DateTimeZoneProviders.Tzdb;
if (!tzProvider.Ids.Contains(IanaTimezone))
{
log.Warn("Could not map IANA timezone '" + IanaTimezone + "' to UTC offset.");
}
else
{
NodaTime.DateTimeZone tz = tzProvider[IanaTimezone];
NodaTime.Offset offset = tz.GetUtcOffset(new NodaTime.Instant());
utcOffset = Convert.ToInt16(offset.Seconds / 3600);
}
} catch (System.Exception ex) {
OGCSexception.Analyse("Not able to convert IANA timezone '" + IanaTimezone + "' to UTC offset.", ex);
}
return(utcOffset);
}
public TaskItemWrapper Map2To1(ITodo source, TaskItemWrapper target, IEntityMappingLogger logger)
{
target.Inner.Subject = source.Summary;
target.Inner.Body = _configuration.MapBody ? source.Description : string.Empty;
NodaTime.DateTimeZone localZone = NodaTime.DateTimeZoneProviders.Bcl.GetSystemDefault();
if (source.Start != null)
{
if (source.Start.IsUniversalTime)
{
target.Inner.StartDate = NodaTime.Instant.FromDateTimeUtc(source.Start.Value).InZone(localZone).ToDateTimeUnspecified().Date;
}
else
{
target.Inner.StartDate = source.Start.Date;
}
}
if (source.Due != null)
{
if (source.Start == null || source.Start.Value <= source.Due.Value)
{
if (source.Due.IsUniversalTime)
{
target.Inner.DueDate = NodaTime.Instant.FromDateTimeUtc(source.Due.Value).InZone(localZone).ToDateTimeUnspecified().Date;
}
else
{
target.Inner.DueDate = source.Due.Date;
}
}
}
if (source.Completed != null)
{
if (source.Completed.IsUniversalTime)
{
target.Inner.DateCompleted = NodaTime.Instant.FromDateTimeUtc(source.Completed.Value).InZone(localZone).ToDateTimeUnspecified().Date;
}
else
{
target.Inner.DateCompleted = source.Completed.Date;
}
target.Inner.Complete = true;
}
else
{
target.Inner.Complete = false;
}
target.Inner.PercentComplete = source.PercentComplete;
if (_configuration.MapPriority)
{
target.Inner.Importance = CommonEntityMapper.MapPriority2To1(source.Priority);
}
target.Inner.Sensitivity = CommonEntityMapper.MapPrivacy2To1(source.Class, false);
target.Inner.Status = MapStatus2To1(source.Status);
MapCategories2To1(source, target);
MapReminder2To1(source, target, logger);
if (_configuration.MapRecurringTasks)
{
MapRecurrance2To1(source, target, logger);
}
return(target);
}
protected override bool AreEqual(TaskEntityMatchData atypeEntity, IICalendar btypeEntity)
{
var task = btypeEntity.Todos[0];
if (atypeEntity.Subject == task.Summary)
{
NodaTime.DateTimeZone localZone = NodaTime.DateTimeZoneProviders.Bcl.GetSystemDefault();
DateTime dateNull = new DateTime(4501, 1, 1, 0, 0, 0);
if (task.Start != null)
{
if (task.Start.IsUniversalTime)
{
if (atypeEntity.StartDate == NodaTime.Instant.FromDateTimeUtc(task.Start.Value).InZone(localZone).ToDateTimeUnspecified().Date)
{
if (task.Due != null)
{
if (task.Due.IsUniversalTime)
{
return(atypeEntity.DueDate == NodaTime.Instant.FromDateTimeUtc(task.Due.Value).InZone(localZone).ToDateTimeUnspecified().Date);
}
else
{
return(atypeEntity.DueDate == task.Due.Date);
}
}
return(atypeEntity.DueDate == dateNull);
}
else
{
return(false);
}
}
else
{
if (atypeEntity.StartDate == task.Start.Date)
{
if (task.Due != null)
{
if (task.Due.IsUniversalTime)
{
return(atypeEntity.DueDate == NodaTime.Instant.FromDateTimeUtc(task.Due.Value).InZone(localZone).ToDateTimeUnspecified().Date);
}
else
{
return(atypeEntity.DueDate == task.Due.Date);
}
}
return(atypeEntity.DueDate == dateNull);
}
else
{
return(false);
}
}
}
else if (task.Due != null)
{
if (task.Due.IsUniversalTime)
{
return(atypeEntity.StartDate == dateNull && atypeEntity.DueDate == NodaTime.Instant.FromDateTimeUtc(task.Due.Value).InZone(localZone).ToDateTimeUnspecified().Date);
}
else
{
return(atypeEntity.StartDate == dateNull && atypeEntity.DueDate == task.Due.Date);
}
}
else
{
return(atypeEntity.StartDate == dateNull && atypeEntity.DueDate == dateNull);
}
}
return(false);
}
private Equity GetEquity(Symbol symbol, decimal underlyingPrice, decimal underlyingVol, NodaTime.DateTimeZone tz)
{
var equity = new Equity(
SecurityExchangeHours.AlwaysOpen(tz),
new SubscriptionDataConfig(typeof(TradeBar), symbol, Resolution.Minute, tz, tz, true, false, false),
new Cash(Currencies.USD, 0, 1m),
SymbolProperties.GetDefault(Currencies.USD),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
equity.SetMarketPrice(new Tick {
Value = underlyingPrice
});
equity.VolatilityModel = new DummyVolatilityModel(underlyingVol);
return(equity);
}
