/// <summary>
/// Performs a lookup for the givern security id if recursiveLookup is false and referenceLookup is true.
/// </summary>
/// <param name="securityIdDetails">The details of the security id for which to perform lookup.</param>
/// <param name="lookupService">The lookup service to use</param>
/// <returns>the security data.</returns>
///
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available.</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data.</exception>
/// <exception cref="SecurityDataCombiningException">if fail to combine the security data.</exception>
private SecurityData PerformReferenceLookup(SecurityIdDetails securityIdDetails,
ISecurityLookupService lookupService)
{
// check cache to get the securityDataRecord
SecurityDataRecord securityDataRecord = securityDataCache[securityIdDetails.Id] as SecurityDataRecord;
if (securityDataRecord != null && securityDataRecord.IsLookedUp)
{
return(securityDataRecord.SecurityData);
}
else if (securityDataRecord == null)
{
return(PerformSimpleLookup(securityIdDetails, lookupService));
}
else
{
//Get the security data for lookupService
SecurityData securityData = lookupService.Lookup(securityIdDetails);
//Combine the record in cache with the one returned.
securityData = securityDataCombiner.Combine(securityData, securityDataRecord.SecurityData);
//Add or update cache with the cross-referenced security data
AddUpdateCache(securityData);
return(securityData);
}
}
/// <summary>
/// Performs a lookup for the givern security id if recursiveLookup is true.
/// </summary>
/// <param name="securityIdDetails">The details of the security id for which to perform lookup.</param>
/// <param name="lookupService">The lookup service to use</param>
/// <returns>the security data.</returns>
///
/// <exception cref="UnknownSecurityIdTypeException">
/// if the type of the given security id is unknown.
/// </exception>
/// <exception cref="InvalidSecurityIdFormatException">if the format of security id is invalid.</exception>
/// <exception cref="SecurityIdParsingException">if any other error occurs in parsing the id.</exception>
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available.</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data.</exception>
/// <exception cref="SecurityDataCombiningException">if fail to combine the security data.</exception>
private SecurityData PerformRecursiveLookup(SecurityIdDetails securityIdDetails,
ISecurityLookupService lookupService)
{
// check cache to get the securityDataRecord
SecurityDataRecord securityDataRecord = securityDataCache[securityIdDetails.Id] as SecurityDataRecord;
if (securityDataRecord != null)
{
return(securityDataRecord.SecurityData);
}
else
{
//Get the security data for lookupService
SecurityData securityData = lookupService.Lookup(securityIdDetails);
//Add current id to cache. This prevents from infinite recursion due to cyclic references.
securityDataCache[securityIdDetails.Id] = new SecurityDataRecord(securityData, true);
//Create all possible cross-references and store in combinedData
SecurityData combinedData = securityData;
foreach (string refId in securityData.ReferenceIds)
{
//Check the reference id in cache
SecurityDataRecord refRecord = securityDataCache[refId] as SecurityDataRecord;
SecurityData refData;
//if not present in cache, the load from lookup
if (refRecord == null)
{
//Get details of the reference id
SecurityIdDetails refDetails = securityIdParser.Parse(refId);
//get lookup service for the refId
ISecurityLookupService refLookupService = null;
securityLookupServices.TryGetValue(refDetails.Type, out refLookupService);
//No lookup service found for current type.
if (refLookupService == null)
{
throw new NoSuchSecurityLookupServiceException(
"No lookup service exists for the security type: " + refDetails.Type);
}
refData = PerformRecursiveLookup(securityIdParser.Parse(refId), refLookupService);
}
else
{
refData = refRecord.SecurityData;
}
//Combine the current combined data with
combinedData = securityDataCombiner.Combine(combinedData, refData);
}
//All cross-refernced ids must now point to the same combinedData instance
AddUpdateCache(combinedData);
return(combinedData);
}
}
public void TestParse()
{
SecurityIdDetails sid = fsm.Parse("A");
Assert.AreEqual(sid.Id, "A");
Assert.AreEqual(sid.Type, SecurityIdType.SymbolTicker);
}
/// <summary>
/// <para>Convert the security id of ISIN (US only) type to a security id of CUSIP type.</para>
/// </summary>
///
/// <param name="isinSecurityId">the security id of CUSIP type.</param>
/// <returns>the security id of CUSIP type.</returns>
///
/// <exception cref="SelfDocumentingException">
/// <para>Wraps ArgumentException: if the given argument is empty string.</para>
/// <para>Wraps ArgumentNullException: if the given argument is null.</para>
/// </exception>
/// <exception cref="UnknownSecurityIdTypeException">if type of the given security id is unknown.</exception>
/// <exception cref="InvalidSecurityIdFormatException">if the format of security id is invalid.</exception>
/// <exception cref="SecurityIdParsingException">if any other error occurs in parsing the id.</exception>
/// <exception cref="InvalidSecurityIdTypeException">If the given security id is not ISIN (US only) type.
/// </exception>
public string ConvertFromISINToCUSIP(string isinSecurityId)
{
SecurityIdDetails securityIdDetails = null;
string ret = null;
try
{
Helper.ValidateNotNullNotEmpty(isinSecurityId, "isinSecurityId");
//Must be parseable to type ISIN
securityIdDetails = securityIdParser.Parse(isinSecurityId);
if (securityIdDetails.Type != SecurityIdType.ISIN)
{
throw new InvalidSecurityIdTypeException("Type of isinSecurityId is not ISIN.");
}
//Must start with US
if (!isinSecurityId.ToUpper().StartsWith("US"))
{
throw new InvalidSecurityIdTypeException("isinSecurityId is not a valid US ISIN.");
}
//Remove the country code and the check digit
ret = isinSecurityId.Remove(isinSecurityId.Length - 1).Remove(0, 2);
//Check if underlying CUSIP is valid
try
{
securityIdDetails = securityIdParser.Parse(ret);
}
catch
{
throw new InvalidSecurityIdTypeException("isinSecurityId has not been derived from a valid CUSIP.");
}
return(ret);
}
catch (Exception e)
{
throw Helper.GetSelfDocumentingException(e, "Unable to convert ISIN code to CUSIP.",
"TopCoder.FinancialService.Utility.FinancialSecurityManager.ConvertFromISINToCUSIP",
new string[] { "securityIdParser", "securityLookupServices", "recursiveLookup",
"referenceLookup", "securityDataCache", "securityDataCombiner" },
new object[] { securityIdParser, securityLookupServices, recursiveLookup, referenceLookup,
securityDataCache, securityDataCombiner },
new string[] { "isinSecurityId" }, new object[] { isinSecurityId },
new string[] { "securityIdDetails", "ret" }, new object[] { securityIdDetails, ret });
}
}
/// <summary>
/// <para>Lookup the security data by the given security id details.</para>
/// </summary>
///
/// <param name="securityIdDetails">the security id details used to lookup security data.</param>
/// <returns>the security data.</returns>
///
/// <exception cref="SelfDocumentingException">Wraps ArgumentNullException is argument is null.</exception>
/// <exception cref="UnknownSecurityIdTypeException">if type of the given security id is unknown.</exception>
/// <exception cref="InvalidSecurityIdFormatException">if the format of security id is invalid.</exception>
/// <exception cref="SecurityIdParsingException">if any other error occurs in parsing the id.</exception>
/// <exception cref="NoSuchSecurityLookupServiceException">if there is no corresponding ISecurityLookupService
/// defined for the specific security identifier type.</exception>
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available.</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data.</exception>
public SecurityData Lookup(SecurityIdDetails securityIdDetails)
{
ISecurityLookupService lookupService = null;
try
{
Helper.ValidateNotNull(securityIdDetails, "securityIdDetails");
// get corresponding lookup service. Use TryGetValue so that KeyNotFoundException is not encountered.
securityLookupServices.TryGetValue(securityIdDetails.Type, out lookupService);
//No lookup service found for current type.
if (lookupService == null)
{
throw new NoSuchSecurityLookupServiceException(
"No lookup service exists for the security type: " + securityIdDetails.Type);
}
//Since cache is checked and updated many times in the same function,
//there needs to control against race conditions.
lock (securityDataCache)
{
if (recursiveLookup)
{
return(PerformRecursiveLookup(securityIdDetails, lookupService));
}
else if (referenceLookup)
{
return(PerformReferenceLookup(securityIdDetails, lookupService));
}
else
{
return(PerformSimpleLookup(securityIdDetails, lookupService));
}
}
}
catch (Exception e)
{
throw Helper.GetSelfDocumentingException(e, "Unable to perform lookup.",
"TopCoder.FinancialService.Utility.FinancialSecurityManager.Lookup(SecurityIdDetails)",
new string[] { "securityIdParser", "securityLookupServices", "recursiveLookup",
"referenceLookup", "securityDataCache", "securityDataCombiner" },
new object[] { securityIdParser, securityLookupServices, recursiveLookup, referenceLookup,
securityDataCache, securityDataCombiner },
new string[] { "securityIdDetails" }, new object[] { securityIdDetails },
new string[] { "lookupService" }, new object[] { lookupService });
}
}
/// <summary>
/// <para>Convert the security id of CUSIP type to a security id of ISIN type.
/// The country code used is 'US'</para>
/// </summary>
///
/// <param name="cusipSecurityId">the security id of CUSIP type.</param>
/// <returns>the security id of ISIN type.</returns>
///
/// <exception cref="SelfDocumentingException">
/// <para>Wraps ArgumentException: if the given argument is empty string.</para>
/// <para>Wraps ArgumentNullException: if the given argument is null.</para>
/// </exception>
/// <exception cref="UnknownSecurityIdTypeException">if type of the given security id is unknown.</exception>
/// <exception cref="InvalidSecurityIdFormatException">if the format of security id is invalid.</exception>
/// <exception cref="SecurityIdParsingException">if any other error occurs in parsing the id.</exception>
/// <exception cref="InvalidSecurityIdTypeException">If the given security id is not of CUSIP type.</exception>
public string ConvertFromCUSIPToISIN(string cusipSecurityId)
{
SecurityIdDetails securityIdDetails = null;
string isin = null;
try
{
Helper.ValidateNotNullNotEmpty(cusipSecurityId, "cusipSecurityId");
//Parse the securityId
securityIdDetails = securityIdParser.Parse(cusipSecurityId);
if (securityIdDetails.Type != SecurityIdType.CUSIP)
{
throw new InvalidSecurityIdTypeException("Type of securityId is not CUSIP.");
}
//Append US to it.
isin = "US" + cusipSecurityId.ToUpper();
//Append check digit
isin += Helper.GetCheckDigitForIsin(isin);
return(isin);
}
catch (Exception e)
{
throw Helper.GetSelfDocumentingException(e, "Unable to convert CUSIP to ISIN.",
"TopCoder.FinancialService.Utility.FinancialSecurityManager.ConvertFromCUSIPToISIN",
new string[] { "securityIdParser", "securityLookupServices", "recursiveLookup",
"referenceLookup", "securityDataCache", "securityDataCombiner" },
new object[] { securityIdParser, securityLookupServices, recursiveLookup, referenceLookup,
securityDataCache, securityDataCombiner },
new string[] { "cusipSecurityId" }, new object[] { cusipSecurityId },
new string[] { "securityIdDetails", "isin" },
new object[] { securityIdDetails, isin });
}
}
/// <summary>
/// Performs a lookup for the givern security id if recursiveLookup and referenceLookup are both false.
/// </summary>
/// <param name="securityIdDetails">The details of the security id for which to perform lookup.</param>
/// <param name="lookupService">The lookup service to use</param>
/// <returns>the security data.</returns>
///
/// <exception cref="ServiceNotAvailableException">if the lookup service is not available.</exception>
/// <exception cref="SecurityLookupException">if any error occurs when looking up the security data.</exception>
/// <exception cref="SecurityDataCombiningException">if fail to combine the security data.</exception>
private SecurityData PerformSimpleLookup(SecurityIdDetails securityIdDetails,
ISecurityLookupService lookupService)
{
// check cache to get the securityDataRecord
SecurityDataRecord securityDataRecord = securityDataCache[securityIdDetails.Id] as SecurityDataRecord;
if (securityDataRecord != null)
{
return(securityDataRecord.SecurityData);
}
else
{
//If not in cache then perform lookup
SecurityData securityData = lookupService.Lookup(securityIdDetails);
//Combine with itself. Combining a securityData instance with itself has the effect of
//adding the securityID to the referenceIds
SecurityData combinedData = securityDataCombiner.Combine(securityData, securityData);
//Create all possible cross references
foreach (string refId in securityData.ReferenceIds)
{
//Check the reference id in cache
SecurityDataRecord refSecurityData = securityDataCache[refId] as SecurityDataRecord;
if (refSecurityData != null)
{
combinedData = securityDataCombiner.Combine(securityData, refSecurityData.SecurityData);
}
}
//Add or update cache with the cross-referenced security data
AddUpdateCache(combinedData);
return(combinedData);
}
}
public void TestConstructorFail4()
{
sid = new SecurityIdDetails("A", " ");
}
public void TestConstructorFail3()
{
sid = new SecurityIdDetails(" ", "ABCD");
}
public void TestConstructorFail2()
{
sid = new SecurityIdDetails("A", null);
}
public void TestConstructorFail1()
{
sid = new SecurityIdDetails(null, "ABCD");
}
public void TearDown()
{
sid = null;
}
public void SetUp()
{
sid = new SecurityIdDetails("A", FinancialMarket.AMEX);
}
