/// <summary>
/// Replaces a QuotedAssetSet with this. Note that the referential integrity between the assets
/// and valuations is checked and maintained.
/// </summary>
/// <param name="additional">The additional QuotedAssetSet.</param>
/// <returns></returns>
public void Replace(QuotedAssetSet additional)
{
var qas = XmlSerializerHelper.Clone(additional);
instrumentSet = qas.instrumentSet;
assetQuote = qas.assetQuote;
}
/// <summary>
///
/// </summary>
/// <param name="quotedAssetSet"></param>
/// <returns></returns>
public static Boolean QuotedAssetSetIsValid(QuotedAssetSet quotedAssetSet)
{
return(quotedAssetSet?.assetQuote != null && quotedAssetSet.instrumentSet?.Items != null && quotedAssetSet.instrumentSet.Items.Length == quotedAssetSet.assetQuote.Length);
}
/// <summary>
/// Merges a QuotedAssetSet with this. Note that the referential integrity between the assets
/// and valuations is checked and maintained.
/// </summary>
/// <param name="additional">The additional QuotedAssetSet.</param>
/// <param name="checkValuationAssetReferences">if set to <c>true</c> [check valuation asset references].</param>
/// <param name="includeEmptyCurrentQuotes">if set to <c>true</c> [include empty current quotes].</param>
/// <param name="includeEmptyAdditionalQuotes">if set to <c>true</c> [include empty additional quotes].</param>
/// <returns></returns>
public QuotedAssetSet Merge(QuotedAssetSet additional,
bool checkValuationAssetReferences,
bool includeEmptyCurrentQuotes,
bool includeEmptyAdditionalQuotes)
{
var result = new QuotedAssetSet();
// build unique instrumentSet and valuation quote lists
var instrumentMap = new Dictionary <string, Asset>();
var itemsMap = new Dictionary <string, ItemsChoiceType47>();
var valuationMap = new Dictionary <string, BasicAssetValuation>();
if (instrumentSet?.Items != null && instrumentSet.ItemsElementName != null)
{
if (instrumentSet.Items.Length == instrumentSet.ItemsElementName.Length)
{
var index = 0;
foreach (Asset asset in instrumentSet.Items) //The asset type
{
string assetId = asset.id;
instrumentMap[assetId.ToLower()] = asset;
itemsMap[assetId.ToLower()] = instrumentSet.ItemsElementName[index];
index++;
}
}
}
if (assetQuote != null)
{
foreach (BasicAssetValuation currentValuation in assetQuote)
{
string assetId = currentValuation.objectReference.href;
if (checkValuationAssetReferences)
{
Asset asset;
if (!instrumentMap.TryGetValue(assetId.ToLower(), out asset))
{
throw new ApplicationException($"Cannot find asset '{assetId}' for assetQuote");
}
}
// merge the quotes
if (valuationMap.TryGetValue(assetId.ToLower(), out var existingValuation))
{
//Trace.WriteLine(String.Format("Merge: Asset: '{0}' updating existing valuation", assetId);
}
else
{
// not found - create a new valuation
//Trace.WriteLine(String.Format("Merge: Asset: '{0}' creating existing valuation", assetId);
existingValuation = new BasicAssetValuation
{
objectReference = new AnyAssetReference {
href = assetId
},
quote = new List <BasicQuotation>().ToArray()
};
valuationMap[assetId.ToLower()] = existingValuation;
}
// append the asset quotes
var quotes = new List <BasicQuotation>(existingValuation.quote);
quotes.AddRange(currentValuation.quote.Where(quote => quote.valueSpecified || includeEmptyCurrentQuotes));
existingValuation.quote = quotes.ToArray();
}
}
// add extra instruments
if (additional.instrumentSet?.Items != null && additional.instrumentSet.ItemsElementName != null)
{
if (additional.instrumentSet.Items.Length == additional.instrumentSet.ItemsElementName.Length)
{
var index = 0;
foreach (Asset asset in additional.instrumentSet.Items)
{
string assetId = asset.id;
if (!instrumentMap.ContainsKey(assetId.ToLower()))
{
instrumentMap[assetId.ToLower()] = asset;
itemsMap[assetId.ToLower()] = additional.instrumentSet.ItemsElementName[index];
//Trace.WriteLine(String.Format("Merge: Additional asset: '{0}'", assetId);
}
index++;
}
}
}
// append valuation quotes
if (additional.assetQuote != null)
{
foreach (BasicAssetValuation additionalValuation in additional.assetQuote)
{
string assetId = additionalValuation.objectReference.href;
if (checkValuationAssetReferences)
{
Asset asset;
if (!instrumentMap.TryGetValue(assetId.ToLower(), out asset))
{
throw new ApplicationException($"Cannot find asset '{assetId}' for assetQuote");
}
}
// merge the quotes
if (valuationMap.TryGetValue(assetId.ToLower(), out var existingValuation))
{
//Trace.WriteLine(String.Format("Merge: Asset: '{0}' updating additional valuation", assetId);
}
else
{
// not found - just add the valuation
existingValuation = new BasicAssetValuation
{
objectReference = new AnyAssetReference {
href = assetId
},
quote = new List <BasicQuotation>().ToArray()
};
valuationMap[assetId.ToLower()] = existingValuation;
//Trace.WriteLine(String.Format("Merge: Asset: '{0}' creating additional valuation", assetId);
}
// append the asset quotes
var quotes = new List <BasicQuotation>(existingValuation.quote);
quotes.AddRange(additionalValuation.quote.Where(quote => quote.valueSpecified || includeEmptyAdditionalQuotes));
existingValuation.quote = quotes.ToArray();
}
}
var instSet = new InstrumentSet {
Items = instrumentMap.Values.ToArray(), ItemsElementName = itemsMap.Values.ToArray()
};
result.instrumentSet = instSet;
result.assetQuote = valuationMap.Values.ToArray();
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="quotedAssetSet"></param>
/// <param name="instrumentId"></param>
/// <returns></returns>
public static List <BasicAssetValuation> GetAssetQuote(QuotedAssetSet quotedAssetSet, string instrumentId)
{
return(quotedAssetSet.assetQuote.Where(basicAssetValuation => basicAssetValuation.objectReference.href == instrumentId).ToList());
}
