Example #1
0
        public List <DateTime> GetCalendarNonSetttlementDates(CalendarNonSettlementDateRequest request)
        {
            var sql = string.Format("select distinct holidaydate from [HELIUM].[marketdata].[dbo].ve_Holiday where [holiday description] = '{2}' and holidaydate between '{0:ddMMMyyyy}' and '{1:ddMMMyyyy}' order by 1", request.CalendarStartDate, request.CalendarEndDate, new TorontoViewController().MapBloombergCalendarCodeToTorontoHolidayDescription(request.SettlementCalendarCode));
            var ret = Utils.DbController.GetList <DateTime>(sql);

            return(ret);
        }
Example #2
0
        public void EnsureCalendarNonSettlementDateRequestConstructionIsCorrect()
        {
            var request = new CalendarNonSettlementDateRequest("CALENDAR_NON_SETTLEMENT_DATES[CALENDAR_START_DATE,20131205,CALENDAR_END_DATE,20180123,SETTLEMENT_CALENDAR_CODE,EN]");

            Assert.AreEqual(new DateTime(2013, 12, 05), request.CalendarStartDate);
            Assert.AreEqual(DateTime.Parse("23jan18"), request.CalendarEndDate);
            Assert.AreEqual("EN", request.SettlementCalendarCode);

            request = new CalendarNonSettlementDateRequest();
            Assert.AreEqual(null, request.SettlementCalendarCode);
            Assert.AreEqual(DateTime.MinValue, request.CalendarEndDate);
            Assert.AreEqual(DateTime.MinValue, request.CalendarStartDate);
        }