internal void setupInstrumentAndfillStrikeInDecimal(ADMPositionImportWeb aDMSummaryImport,
Instrument[] instruments, BrokerImportFiles brokerImportFiles)
{
if (aDMSummaryImport.PFC.CompareTo("05") == 0)
{
aDMSummaryImport.PFC = "S-";
}
else if (aDMSummaryImport.PFC.CompareTo("02") == 0)
{
aDMSummaryImport.PFC = "C-";
}
int instrumentCounter = 0;
while (instrumentCounter < instruments.Length)
{
if (aDMSummaryImport.PFC.CompareTo(instruments[instrumentCounter].admCode) == 0)
{
break;
}
instrumentCounter++;
}
if (instrumentCounter >= instruments.Length)
{
instrumentCounter = 0;
}
aDMSummaryImport.instrumentArrayIdx = instrumentCounter;
aDMSummaryImport.instrument = instruments[instrumentCounter];
subContractType((ADM_Input_Data)aDMSummaryImport,
aDMSummaryImport.PSUBTY);
if (brokerImportFiles == BrokerImportFiles.GMI_IMPORT_CSV_FILES)
{
aDMSummaryImport.strikeInDecimal = Convert.ToDouble(aDMSummaryImport.aDMStrike)
* instruments[instrumentCounter].admFuturePriceFactor;
}
else if (brokerImportFiles == BrokerImportFiles.ADM_WEB_IMPORT_FILES)
{
aDMSummaryImport.strikeInDecimal =
ConversionAndFormatting.convertToTickMovesDouble(aDMSummaryImport.aDMStrike,
instruments[instrumentCounter].optionStrikeIncrement,
instruments[instrumentCounter].optionADMStrikeDisplay);
}
else if (brokerImportFiles == BrokerImportFiles.BACKUP_SAVED_FILE)
{
aDMSummaryImport.strikeInDecimal = Convert.ToDouble(aDMSummaryImport.aDMStrike);
}
aDMSummaryImport.strike =
ConversionAndFormatting.convertToTickMovesString(aDMSummaryImport.strikeInDecimal,
instruments[aDMSummaryImport.instrumentArrayIdx].optionStrikeIncrement,
instruments[aDMSummaryImport.instrumentArrayIdx].optionStrikeDisplay);
}
public void copyADMPositionImportWeb(ADMPositionImportWeb copyInto, ADMPositionImportWeb copyFrom)
{
copyInto.MODEL_OFFICE_ACCT = copyFrom.MODEL_OFFICE_ACCT;
copyInto.acctGroup = copyFrom.acctGroup;
copyInto.dateTime = copyFrom.dateTime;
copyInto.instrumentArrayIdx = copyFrom.instrumentArrayIdx;
copyInto.instrument = copyFrom.instrument;
copyInto.cqgSymbol = copyFrom.cqgSymbol;
copyInto.isFuture = copyFrom.isFuture;
copyInto.callPutOrFuture = copyFrom.callPutOrFuture;
copyInto.strikeInDecimal = copyFrom.strikeInDecimal;
copyInto.strike = copyFrom.strike;
copyInto.contractInfo = copyFrom.contractInfo;
copyInto.contractData = copyFrom.contractData;
copyInto.modelLots = copyFrom.modelLots;
copyInto.orderLots = copyFrom.orderLots;
copyInto.rollIntoLots = copyFrom.rollIntoLots;
copyInto.rebalanceLots = copyFrom.rebalanceLots;
copyInto.liveADMRowIdx = copyFrom.liveADMRowIdx;
copyInto.netContractsEditable = copyFrom.netContractsEditable;
copyInto.transAvgLongPrice = copyFrom.transAvgLongPrice;
copyInto.transAvgShortPrice = copyFrom.transAvgShortPrice;
copyInto.transNetLong = copyFrom.transNetLong;
copyInto.transNetShort = copyFrom.transNetShort;
copyInto.Net = copyFrom.Net;
copyInto.RecordType = copyFrom.RecordType;
copyInto.POFFIC = copyFrom.POFFIC;
copyInto.PACCT = copyFrom.PACCT;
copyInto.PCUSIP = copyFrom.PCUSIP;
copyInto.PCUSIP2 = copyFrom.PCUSIP2;
copyInto.Description = copyFrom.Description;
copyInto.LongQuantity = copyFrom.LongQuantity;
copyInto.ShortQuantity = copyFrom.ShortQuantity;
//copyInto.netContractsEditable = copyFrom.netContractsEditable;
copyInto.WeightedPrice = copyFrom.WeightedPrice;
//copyInto.AveragePrice = copyFrom.AveragePrice;
copyInto.RealTimePrice = copyFrom.RealTimePrice;
copyInto.SettledPrice = copyFrom.SettledPrice;
copyInto.PrelimPrice = copyFrom.PrelimPrice;
copyInto.Value = copyFrom.Value;
copyInto.ClosedValue = copyFrom.ClosedValue;
copyInto.SettledValue = copyFrom.SettledValue;
copyInto.Currency = copyFrom.Currency;
copyInto.PSUBTY = copyFrom.PSUBTY;
copyInto.PEXCH = copyFrom.PEXCH;
copyInto.PFC = copyFrom.PFC;
copyInto.aDMStrike = copyFrom.aDMStrike;
copyInto.PCTYM = copyFrom.PCTYM;
copyInto.PCTYM_dateTime = copyFrom.PCTYM_dateTime;
copyInto.PCARD = copyFrom.PCARD;
}
internal void readADMDetailedPositionImportWeb(String[] fileNames,
List <ADMPositionImportWeb> admSummaryFieldsList, ImportFileCheck importFileCheck,
Instrument[] instruments)//, bool[] doNotImportFile)
{
BrokerImportFiles brokerImportFiles = BrokerImportFiles.BACKUP_SAVED_FILE;
FTPInputFileTypes cSVImportFileType = FTPInputFileTypes.ADM_WEB_INTERFACE_FILES;
importFileCheck.importfile = true;
//bool importFile = true;
#if DEBUG
try
#endif
{
Type admSummaryFieldTypes = typeof(ADM_DETAIL_FIELDS);
Array admSummaryFieldTypeArray = Enum.GetNames(admSummaryFieldTypes);
for (int fileCounter = 0; fileCounter < fileNames.Length; fileCounter++)
{
bool firstLine = true;
if (File.Exists(fileNames[fileCounter]))
{
DateTime lastWriteTime = File.GetLastWriteTime(fileNames[fileCounter]);
{
FileStream fileStream = new FileStream(fileNames[fileCounter],
FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
StreamReader streamReader = new StreamReader(fileStream);
if (fileNames[fileCounter].ToLower().EndsWith(".csv"))
{
string[] parsedFileName = fileNames[fileCounter].Split('\\');
if (parsedFileName.Last().Substring(0, 3).ToLower().CompareTo("pos") == 0)
{
cSVImportFileType = FTPInputFileTypes.POSITION_FILE_WEDBUSH_OR_RCG;
brokerImportFiles = BrokerImportFiles.GMI_IMPORT_CSV_FILES;
}
else if (parsedFileName.Last().Substring(0, 3).ToLower().CompareTo("prl") == 0)
{
cSVImportFileType = FTPInputFileTypes.TRANSACTION_FILE_WEDBUSH;
brokerImportFiles = BrokerImportFiles.GMI_IMPORT_CSV_FILES;
}
else if (parsedFileName.Last().Substring(0, 4).ToLower().CompareTo("trnd") == 0)
{
cSVImportFileType = FTPInputFileTypes.TRANSACTION_FILE_RCG;
brokerImportFiles = BrokerImportFiles.GMI_IMPORT_CSV_FILES;
}
else if (parsedFileName.Last().ToLower().EndsWith("adatpos.csv"))
{
cSVImportFileType = FTPInputFileTypes.POSITION_FILE_ADM;
brokerImportFiles = BrokerImportFiles.GMI_IMPORT_CSV_FILES;
}
else if (parsedFileName.Last().ToLower().EndsWith("aaprlmcsv.csv"))
{
cSVImportFileType = FTPInputFileTypes.TRANSACTION_FILE_ADM;
brokerImportFiles = BrokerImportFiles.ADM_WEB_IMPORT_FILES;
}
else
{
importFileCheck.importfile = false;
String caption = "An imported file is not a 'pos' or 'prl' file";
String message = fileNames[fileCounter] + "\nis not a 'pos' or 'prl'";
MessageBoxButtons buttons = MessageBoxButtons.OK;
System.Windows.Forms.DialogResult result;
// Displays the MessageBox.
result = MessageBox.Show(message, caption, buttons, MessageBoxIcon.Error);
}
}
else
{
cSVImportFileType = FTPInputFileTypes.ADM_WEB_INTERFACE_FILES;
brokerImportFiles = BrokerImportFiles.ADM_WEB_IMPORT_FILES;
}
bool setFileReader = false;
Fill_GMI_ImportDelegate Import_GMI = null;
while (!(streamReader.EndOfStream) && importFileCheck.importfile)
{
String line = streamReader.ReadLine();
if (line.Length > 0)
{
List <String> stringList; // = readSeparatedLine(line, '\t');
if (cSVImportFileType == FTPInputFileTypes.ADM_WEB_INTERFACE_FILES ||
importFileCheck.importingBackedUpSavedFile)
{
stringList = readSeparatedLine(line, '\t');
}
else
{
stringList = readSeparatedLine(line, ',');
}
if (cSVImportFileType == FTPInputFileTypes.POSITION_FILE_ADM ||
cSVImportFileType == FTPInputFileTypes.TRANSACTION_FILE_ADM)
{
//there isn't a header line in these 2 file types from ADM ftp
firstLine = false;
}
if (firstLine)
{
//firstLine = false;
if (cSVImportFileType == FTPInputFileTypes.POSITION_FILE_WEDBUSH_OR_RCG)
{
if (stringList.Count > 0)
{
//brokerImportFiles = BrokerImportFiles.BACKUP_SAVED_FILE;
if (stringList[0].CompareTo("R I D") == 0)
{
cSVImportFileType = FTPInputFileTypes.POSITION_FILE_RCG;
}
else
{
cSVImportFileType = FTPInputFileTypes.POSITION_FILE_WEDBUSH;
}
}
}
else if (importFileCheck.importingBackedUpSavedFile)
{
brokerImportFiles = BrokerImportFiles.BACKUP_SAVED_FILE;
}
//else if (brokerImportFiles == BrokerImportFiles.ADM_FILES)
else if (cSVImportFileType == FTPInputFileTypes.ADM_WEB_INTERFACE_FILES)
{
int stringListCounter = 0;
while (stringListCounter < stringList.Count)
{
if (stringListCounter >= admSummaryFieldTypeArray.Length
||
(stringListCounter < admSummaryFieldTypeArray.Length &&
stringList[stringListCounter].CompareTo(
admSummaryFieldTypeArray.GetValue(stringListCounter)) != 0))
{
String caption = "ADM FIELDS HAVE CHANGED, FIELDS DO NOT MATCH PREVIOUS INPUTS";
String message = fileNames[fileCounter] + "\nADM FIELDS HAVE CHANGED, THERE IS A PROBLEM \nFILE WILL NOT BE IMPORTED";
MessageBoxButtons buttons = MessageBoxButtons.OK;
System.Windows.Forms.DialogResult result;
// Displays the MessageBox.
result = MessageBox.Show(message, caption, buttons, MessageBoxIcon.Error);
importFileCheck.importfile = false;
break;
}
stringListCounter++;
}
}
}
if (!setFileReader)
{
if ((importFileCheck.importingBackedUpSavedFile ||
cSVImportFileType == FTPInputFileTypes.ADM_WEB_INTERFACE_FILES) &&
importFileCheck.importfile)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_ImportFromBackup_Or_ADMWeb);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.POSITION_FILE_WEDBUSH)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Position_Wedbush);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.TRANSACTION_FILE_WEDBUSH)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Transaction_Wedbush);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.POSITION_FILE_RCG)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Position_RCG);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.TRANSACTION_FILE_RCG)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Transaction_RCG);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.POSITION_FILE_ADM)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Position_ADM);
setFileReader = true;
}
else if (cSVImportFileType == FTPInputFileTypes.TRANSACTION_FILE_ADM)
{
Import_GMI = new Fill_GMI_ImportDelegate(GMI_FileRead.FillGMI_Transaction_ADM);
setFileReader = true;
}
}
if (!firstLine && setFileReader)
{
ADMPositionImportWeb aDMSummaryImport = Import_GMI(stringList);
if (aDMSummaryImport != null)
{
admSummaryFieldsList.Add(aDMSummaryImport);
setupInstrumentAndfillStrikeInDecimal(aDMSummaryImport,
instruments, brokerImportFiles);
}
}
if (firstLine)
{
firstLine = false;
}
//if (stringList.Count > 0
//&& stringList[(int)ADM_DETAIL_FIELDS.PEXCH].Trim().Length > 0
//&& stringList[(int)ADM_DETAIL_FIELDS.PFC].Trim().Length > 0
//&& stringList[(int)ADM_DETAIL_FIELDS.PCTYM].Trim().Length > 0)
//{
// ADMPositionImportWeb aDMSummaryImport = new ADMPositionImportWeb();
// admSummaryFieldsList.Add(aDMSummaryImport);
// //aDMSummaryImport.rowInSummaryFieldList = admSummaryFieldsList.Count - 1;
// aDMSummaryImport.RecordType = stringList[(int)ADM_DETAIL_FIELDS.RecordType];
// aDMSummaryImport.POFFIC = stringList[(int)ADM_DETAIL_FIELDS.POFFIC];
// aDMSummaryImport.PACCT = stringList[(int)ADM_DETAIL_FIELDS.PACCT];
// aDMSummaryImport.PCUSIP = stringList[(int)ADM_DETAIL_FIELDS.PCUSIP];
// aDMSummaryImport.PCUSIP2 = stringList[(int)ADM_DETAIL_FIELDS.PCUSIP2];
// aDMSummaryImport.Description = stringList[(int)ADM_DETAIL_FIELDS.Description];
// aDMSummaryImport.LongQuantity = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.LongQuantity);
// aDMSummaryImport.ShortQuantity = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.ShortQuantity);
// //aDMSummaryImport.Net = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.TradeDate);
// //aDMSummaryImport.netContractsEditable = aDMSummaryImport.Net;
// aDMSummaryImport.TradeDate = stringList[(int)ADM_DETAIL_FIELDS.TradeDate];
// aDMSummaryImport.TradePrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.TradePrice);
// aDMSummaryImport.WeightedPrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.WeightedPrice);
// //aDMSummaryImport.AveragePrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.AveragePrice);
// aDMSummaryImport.RealTimePrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.RealTimePrice);
// aDMSummaryImport.SettledPrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.SettledPrice);
// aDMSummaryImport.PrelimPrice = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.PrelimPrice);
// aDMSummaryImport.Value = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.Value);
// aDMSummaryImport.ClosedValue = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.ClosedValue);
// aDMSummaryImport.SettledValue = getDoubleOutOfStringList(stringList, ADM_DETAIL_FIELDS.SettledValue);
// aDMSummaryImport.Currency = stringList[(int)ADM_DETAIL_FIELDS.Currency];
// aDMSummaryImport.PSUBTY = stringList[(int)ADM_DETAIL_FIELDS.PSUBTY];
// aDMSummaryImport.PEXCH = getIntOutOfStringList(stringList, ADM_DETAIL_FIELDS.PEXCH);
// aDMSummaryImport.PFC = stringList[(int)ADM_DETAIL_FIELDS.PFC];
// aDMSummaryImport.aDMStrike = stringList[(int)ADM_DETAIL_FIELDS.Strike];
// aDMSummaryImport.PCTYM = stringList[(int)ADM_DETAIL_FIELDS.PCTYM];
// aDMSummaryImport.PCARD = stringList[(int)ADM_DETAIL_FIELDS.PCARD];
// setupInstrumentAndfillStrikeInDecimal(aDMSummaryImport,
// instruments, brokerImportFiles);
//}
}
}
streamReader.Close();
fileStream.Close();
}
}
}
// else
// {
// String caption = "ADM FIELDS HAVE CHANGED, FIELDS DO NOT MATCH PREVIOUS INPUTS";
// String message = fileName + "\nTHERE IS A PROBLEM \nFILE WILL NOT BE IMPORTED";
// MessageBoxButtons buttons = MessageBoxButtons.OK;
// System.Windows.Forms.DialogResult result;
//
// // Displays the MessageBox.
// result = MessageBox.Show(message, caption, buttons, MessageBoxIcon.Error);
// }
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
if (!importFileCheck.importfile)
{
admSummaryFieldsList.Clear();
}
//return importFile;
}