public void Add(PortfolioPosition position, Enum enumeration, ScalarDate scalar)
{
KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(position, enumeration);
if (_dates.ContainsKey(key))
{
_dates[key] = scalar;
}
else
{
_dates.Add(key, scalar);
}
}
public ScalarDate GetScalarDate(PortfolioPosition position, ScalarAttribute attribute)
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
ScalarDate scalarDate = x.GetScalarDate(position, attribute);
if (scalarDate != null)
{
return(scalarDate);
}
}
return(null);
}
public void TestScalarHas()
{
Dictionary <DateTime, DateTime> dateTimes = new Dictionary <DateTime, DateTime>()
{
{ DateTime.Now, DateTime.Now },
{ DateTime.Now.AddDays(-1), DateTime.Now.AddDays(-1) },
{ DateTime.Now.AddDays(1), DateTime.Now.AddDays(1) },
{ DateTime.Now.AddDays(2), DateTime.Now.AddDays(2) },
};
ScalarDate date = new ScalarDate(dateTimes);
Assert.IsFalse(date.HasValue(DateTime.Now.AddDays(-2)));
Assert.IsTrue(date.HasValue(DateTime.Now));
Assert.IsTrue(date.HasValue(DateTime.Now.AddDays(3)));
}
public ScalarDate GetScalarDate(PortfolioPosition position,
ScalarAttribute attribute)
{
if (!_mapping.FindAI(attribute))
{
return(null);
}
KeyValuePair <PortfolioPosition, Enum> key =
new KeyValuePair <PortfolioPosition, Enum>(position, attribute);
if (_cache.ContainsKey(key))
{
return((ScalarDate)_cache[key]);
}
ScalarDate scalarDate = null;
string fif_id = _mapping.GetAI(attribute);
string query = string.Format(
@"SELECT fi.ident as ident, fd.dat_from as dat_from, fd.val as val
from fin_instrument fi join
ffd t on t.fi_id = fi.fi_id join
data_source ds on t.ds_id = ds.ds_id join
fisd_date fd on fd.fisd_id = t.fisd_id
where fi.ident = '{0}'
and t.fif_id = {1}
and ds.ident = '{2}'" ,
position.Ident,
fif_id,
_providerParams[SCALAR]);
var result = _dbLink.GetConnection().Query <fisddate>(query);
if (result != null && result.Count() != 0)
{
Dictionary <DateTime, DateTime> dict = new Dictionary <DateTime, DateTime>();
foreach (var x in result)
{
dict.Add(x.dat_from, x.val);
}
scalarDate = new ScalarDate(dict);
}
_cache.Add(key, scalarDate);
return(scalarDate);
}