/// <summary>
/// Selects the correct contract month given the input time.
/// </summary>
/// <param name="month">The month to be accessed. Note that the front month contract has an index of zero.</param>
/// <param name="currentTime"></param>
/// <returns></returns>
private int GetMonth(int month, DateTime currentTime)
{
int contractMonthCount = RolloverMap.Count;
KeyValuePair <int, DateTime>?match = null;
int frontMonthIndex = 0;
for (int i = 0; i < contractMonthCount; i++)
{
if (RolloverMap[i].Value > currentTime)
{
match = RolloverMap[i];
frontMonthIndex = i;
break;
}
}
if (match == null)
{
if (month == 0)
{
throw new SystemException("EXCEPTION: \"Month\" parameter cannot be zero. To acces the front month, use a \"month\" value of 'one'.");
}
else
{
throw new SystemException("EXCEPTION: No valid contracts included in RolloverKey for instrument \"" + this.Name + "\"at " + currentTime.ToString() + ".");
}
}
else
{
int addend = month - 1;
int specifiedMonthIndex = frontMonthIndex + addend;
return(RolloverMap.ElementAt(specifiedMonthIndex).Key);
}
}
private void InsertMonthsIntoRolloverKey(List <ContractMonth> months)
{
RolloverMap = new RolloverMap();
foreach (ContractMonth month in months)
{
KeyValuePair <int, DateTime> monthKey = new KeyValuePair <int, DateTime>(month.Name.GetId(), month.RolloverDate);
RolloverMap.Add(monthKey);
}
}
