//
// DateFeed
//
internal static List <YieldCurveDefinition> GetYieldCurveDef(ConnectionContextSQLite ctx,
long?idYc)
{
List <YieldCurveDefinition> ycDesc = new List <YieldCurveDefinition>();
var command = SqlHelperSQLite.SelectYieldCurveDefCommand(ctx, idYc);
using (var reader = command.ExecuteReader())
{
while (reader.Read())
{
var ycs = new YieldCurveDefinition
{
ZcBasisId = reader.GetInt32(reader.GetOrdinal("ZcBasisId")),
ZcCompounding = reader.GetString(reader.GetOrdinal("ZcCompounding")),
ZcFrequency = reader.GetString(reader.GetOrdinal("ZcFrequency")),
FrwCompounding = reader.GetString(reader.GetOrdinal("FrwCompounding")),
ifZc = reader.GetBoolean(reader.GetOrdinal("ifZC")),
FrwBasisId = reader.GetInt32(reader.GetOrdinal("FrwBasisId")),
ZCColor = reader.IsDBNull(reader.GetOrdinal("ZCColor")) ? null : reader.GetString(reader.GetOrdinal("ZCColor")),
FrwFrequency = reader.GetString(reader.GetOrdinal("FrwFrequency")),
FrwTermBase = reader.GetString(reader.GetOrdinal("FrwTermBase")),
FrwTerm = reader.IsDBNull(reader.GetOrdinal("FrwTerm")) ? -1 : reader.GetInt32(reader.GetOrdinal("FrwTerm")),
FrwColor = reader.IsDBNull(reader.GetOrdinal("FrwColor")) ? null : reader.GetString(reader.GetOrdinal("FrwColor")),
ifFrw = reader.GetBoolean(reader.GetOrdinal("ifFrw")),
SpreadType = reader.IsDBNull(reader.GetOrdinal("SpreadType")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadType")),
SpreadSize = reader.IsDBNull(reader.GetOrdinal("SpreadSize")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadSize")),
SpreadFamily = reader.IsDBNull(reader.GetOrdinal("SpreadFamily")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadFamily"))
};
Calendar cal = new Calendar
{
Id = reader.IsDBNull(reader.GetOrdinal("calId")) ? -1 : reader.GetInt32(reader.GetOrdinal("calId")),
ClassName = reader.IsDBNull(reader.GetOrdinal("calClassName")) ? null : reader.GetString(reader.GetOrdinal("calClassName")),
MarketName = reader.IsDBNull(reader.GetOrdinal("calMarketName")) ? null : reader.GetString(reader.GetOrdinal("calMarketName"))
};
ycs.Calendar = cal;
ycs.Id = reader.GetInt32(reader.GetOrdinal("Id"));
ycs.Name = reader.GetString(reader.GetOrdinal("Name"));
ycs.FamilyId = reader.GetInt32(reader.GetOrdinal("FamilyId"));
ycs.CurrencyId = reader.IsDBNull(reader.GetOrdinal("CurrencyId")) ? -1 : reader.GetInt32(reader.GetOrdinal("CurrencyId"));
ycDesc.Add(ycs);
}
}
return(ycDesc);
}
internal static void UpdateEntryPoint(ConnectionContextSQLite ctx, EntryPoint ep)
{
var command = SqlHelperSQLite.UpdateEntryPoint(ctx, ep);
try
{
command.ExecuteNonQuery();
command.CommandText = "Commit";
command.ExecuteNonQuery();
}
catch (Exception ex)
{ }
}
internal static List <EntryPoint> GetAllEntryPoints(ConnectionContextSQLite ctx, bool isDemo)
{
List <EntryPoint> res = new List <EntryPoint>();
var command = SqlHelperSQLite.GetAllEntryPoints(ctx, isDemo);
using (var reader = command.ExecuteReader())
{
while (reader.Read())
{
var ep = new EntryPoint
{
Id = reader.IsDBNull(reader.GetOrdinal("Id")) ? -1 : reader.GetInt32(reader.GetOrdinal("Id")),
Type = reader.IsDBNull(reader.GetOrdinal("Type")) ? "" : reader.GetString(reader.GetOrdinal("Type")),
YieldCurveId = reader.IsDBNull(reader.GetOrdinal("YieldCurveId")) ? -1 : reader.GetInt32(reader.GetOrdinal("YieldCurveId")),
Length = reader.IsDBNull(reader.GetOrdinal("Length")) ? -1 : reader.GetInt32(reader.GetOrdinal("Length")),
TimeUnit = reader.IsDBNull(reader.GetOrdinal("TimeUnit")) ? "" : reader.GetString(reader.GetOrdinal("TimeUnit")),
ValidDateBegin = reader.GetDateTime(reader.GetOrdinal("DateStart")),
ValidDateEnd = reader.GetDateTime(reader.GetOrdinal("DateFinish")),
DataProviderId = reader.IsDBNull(reader.GetOrdinal("DataProviderId")) ? -1 : reader.GetInt32(reader.GetOrdinal("DataProviderId")),
DataReference = reader.IsDBNull(reader.GetOrdinal("DataReference")) ? "" : reader.GetString(reader.GetOrdinal("DataReference"))
//UserCreated = reader.IsDBNull(reader.GetOrdinal("UserCreated")) ? 0 : reader.GetString(reader.GetOrdinal("UserCreated")),
//IpCreated = reader.IsDBNull(reader.GetOrdinal("IpCreated")) ? 0 : reader.GetString(reader.GetOrdinal("IpCreated"))
};
ep.Instrument = null;
long rateId = reader.IsDBNull(reader.GetOrdinal("RateId")) ? -1 : reader.GetInt32(reader.GetOrdinal("RateId"));
if (rateId != -1)
{
ep.Instrument = (ep.Type == "bond"
? (Instrument)DataLayer.DataHelperSQLite.GetBond(reader.GetInt32(reader.GetOrdinal("RateId")), ctx)
: (Instrument)DataLayer.DataHelperSQLite.GetRate(reader.GetInt32(reader.GetOrdinal("RateId")), ctx)
);
}
res.Add(ep);
}
}
return(res);
}
internal static void AddEntryPointHistory(ConnectionContextSQLite ctx, List <EntryPoint> epl)
{
int i = 0;
foreach (var ep in epl)
{
var command = SqlHelperSQLite.AddEntryPointHistory(ctx, ep);
try
{
command.ExecuteNonQuery();
// do commit on last one
i++;
if (i == epl.Count)
{
command.CommandText = "Commit";
command.ExecuteNonQuery();
}
}
catch (Exception ex)
{ }
}
}