private static void ListAllQuotesOfType(QuoteType quoteType)
{
Console.WriteLine();
List <Quote> quotes = new List <Quote>();
using (var context = new SamuraiContext())
{
context.Samurais.SelectMany(s => s.Quotes).Where(q => q.Type == quoteType).ToList().ForEach(q => quotes.Add(q));
}
if (quotes.Count == 0)
{
Console.WriteLine($"There are no quotes of type {quoteType.ToString()}.");
}
else
{
foreach (var quote in quotes)
{
Console.WriteLine($"\"{quote.Text}\" is a {quote.Type.ToString().ToLower()} quote said by {FindSamurai(quote.SamuraiId).Name}.");
}
}
Console.WriteLine();
}
private bool UpdateIndices(HugoDataSet.IndexWeightsRow[] rows)
{
try
{
List <HugoDataSet.IndicesRow> subscribeList = new List <HugoDataSet.IndicesRow>();
lock (m_portfolioLock)
{
m_indexWeights = rows;
foreach (HugoDataSet.IndexWeightsRow indexWeightsRow in rows)
{
HugoDataSet.IndicesRow indicesRow = m_indices.Rows.Find(new string[] { indexWeightsRow.AcctName, indexWeightsRow.Symbol }) as HugoDataSet.IndicesRow;
if (indicesRow == null)
{
indicesRow = m_indices.NewIndicesRow();
indicesRow.AcctName = indexWeightsRow.AcctName;
indicesRow.Symbol = indexWeightsRow.Symbol;
m_indices.Rows.Add(indicesRow);
}
indicesRow.Weight = indexWeightsRow.Weight;
indicesRow.IndexFlag = indexWeightsRow.IndexFlag;
if (IsSubscribed && (indicesRow.SubscriptionStatus != SubscriptionStatus.Subscribed.ToString()))
{
indicesRow.SubscriptionStatus = SubscriptionStatus.Subscribed.ToString();
subscribeList.Add(indicesRow);
}
}
}
if (IsSubscribed)
{
if (subscribeList.Count > 0)
{
foreach (HugoDataSet.IndicesRow row in subscribeList)
{
QuoteType quoteType = row.IndexFlag ? QuoteType.Index : QuoteType.Stock;
m_messageUtilities2.Subscribe(row.Symbol, quoteType, row);
PositionMonitorUtilities.Info(String.Format("{0} now subscribed to {1} as {2}", Name, row.Symbol, quoteType.ToString()));
}
PositionMonitorUtilities.Info(String.Format("{0} subscribed to {1} new indices", Name, subscribeList.Count));
}
}
}
catch (Exception ex)
{
PositionMonitorUtilities.Error(String.Format("{0} unable to fill indices table", Name), ex);
return(false);
}
return(true);
}
public void Remove(string symbol, QuoteType quoteType)
{
this.feed.Remove(symbol, quoteType.ToString());
}
public void Add(string symbol, QuoteType quoteType)
{
this.feed.Add(symbol, quoteType.ToString());
}
public static object[,] MakeInstrumentInfoArray(InstrumentFactory factory, string identifier)
{
object[,] output = new object[9, 2];
string whiteSpace = "";
QuoteType quoteType = factory.InstrumentTypeMap[identifier];
output[0, 0] = quoteType.ToString();
output[0, 1] = whiteSpace;
output[4, 0] = whiteSpace;
output[4, 1] = whiteSpace;
output[7, 0] = whiteSpace;
output[7, 1] = whiteSpace;
output[8, 0] = whiteSpace;
output[8, 1] = whiteSpace;
// InstrumentStrings
output[5, 0] = InstrumentFactoryHeaders.GetHeaders[factory.InstrumentFormatTypeMap[identifier]];
output[5, 1] = whiteSpace;
output[6, 0] = factory.IdentifierStringMap[identifier];
output[6, 1] = whiteSpace;
switch (quoteType)
{
case QuoteType.ParSwapRate:
output[1, 0] = factory.IrSwaps[identifier].FloatLeg.StartDate.ToString("dd/MM/yyyy");
output[1, 1] = factory.IrSwaps[identifier].FixedLeg.StartDate.ToString("dd/MM/yyyy");
output[2, 0] = factory.IrSwaps[identifier].FloatLeg.EndDate.ToString("dd/MM/yyyy");
output[2, 1] = factory.IrSwaps[identifier].FixedLeg.EndDate.ToString("dd/MM/yyyy");
output[3, 0] = factory.IrSwaps[identifier].FloatLeg.Tenor.ToString();
output[3, 1] = factory.IrSwaps[identifier].FixedLeg.Tenor.ToString();
break;
case QuoteType.OisRate:
output[1, 0] = factory.OisSwaps[identifier].StartDate.ToString("dd/MM/yyyy");
output[1, 1] = whiteSpace;
output[2, 0] = factory.OisSwaps[identifier].EndDate.ToString("dd/MM/yyyy");
output[2, 1] = whiteSpace;
//output[3, 1] = factory.OisSwaps[dentifier].
output[3, 0] = whiteSpace;
output[3, 1] = whiteSpace;
output[8, 0] = "(Float schedule -- Fixed schedule)";
break;
case QuoteType.FraRate:
output[1, 0] = factory.Fras[identifier].StartDate.ToString("dd/MM/yyyy");
output[1, 1] = whiteSpace;
output[2, 0] = factory.Fras[identifier].EndDate.ToString("dd/MM/yyyy");
output[2, 1] = whiteSpace;
output[3, 0] = factory.Fras[identifier].ReferenceIndex.ToString();
output[3, 1] = whiteSpace;
break;
case QuoteType.ParBasisSpread:
output[1, 0] = factory.BasisSwaps[identifier].FloatLegNoSpread.StartDate.ToString("dd/MM/yyyy");
output[1, 1] = factory.BasisSwaps[identifier].FloatLegSpread.StartDate.ToString("dd/MM/yyyy");
output[2, 0] = factory.BasisSwaps[identifier].FloatLegNoSpread.EndDate.ToString("dd/MM/yyyy");
output[2, 1] = factory.BasisSwaps[identifier].FloatLegSpread.EndDate.ToString("dd/MM/yyyy");
output[3, 0] = factory.BasisSwaps[identifier].FloatLegNoSpread.Tenor.ToString();
output[3, 1] = factory.BasisSwaps[identifier].FloatLegSpread.Tenor.ToString();
break;
case QuoteType.FuturesRate:
output[1, 0] = factory.Futures[identifier].FraSameSpec.StartDate.ToString("dd/MM/yyyy");
output[1, 1] = whiteSpace;
output[2, 0] = factory.Futures[identifier].FraSameSpec.EndDate.ToString("dd/MM/yyyy");
output[2, 1] = whiteSpace;
output[3, 0] = factory.Futures[identifier].FraSameSpec.ReferenceIndex.ToString();
output[3, 1] = whiteSpace;
output[8, 0] = "Convexity adjustment: " + Math.Round(factory.Futures[identifier].Convexity, 4).ToString();
break;
case QuoteType.Deposit:
// do something
break;
default:
throw new InvalidOperationException("QuoteType for identifier is not valid.");
}
return(output);
}
