// parses a SecurityTrade from the CSV row
private static SecurityTrade parseSecurityTrade(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
string securityIdScheme = row.findValue(SECURITY_ID_SCHEME_FIELD).orElse(DEFAULT_SECURITY_SCHEME);
string securityIdValue = row.getValue(SECURITY_ID_FIELD);
SecurityId securityId = SecurityId.of(securityIdScheme, securityIdValue);
double price = LoaderUtils.parseDouble(row.getValue(PRICE_FIELD));
double quantity = parseTradeQuantity(row);
return(SecurityTrade.of(info, securityId, quantity, price));
}
// parses a trade from the CSV row
internal static SecurityQuantityTrade parseTrade(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
SecurityTrade trade = parseSecurityTrade(row, info, resolver);
SecurityTrade @base = resolver.completeTrade(row, trade);
double?tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double?tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityTrade.of(@base.Info, sec, @base.Quantity, @base.Price));
}
return(@base);
}
