/// <summary>
/// Check whether the price is within the range
/// </summary>
/// <param name="session"></param>
/// <param name="checkPrice"></param>
/// <returns></returns>
public static bool CheckHistoricalPrice(IDalSession session, IHistoricalPrice checkPrice, out string errMessage)
{
bool success = true;
errMessage = "";
if (checkPrice != null)
{
IList<IHistoricalPrice> previousPrices = GetHistoricalPrices(session,
checkPrice.Instrument.Key, checkPrice.Date.AddDays(-5),
checkPrice.Date.AddDays(-1));
if (previousPrices != null && previousPrices.Count > 0)
{
Price prevPrice = previousPrices.OrderByDescending(x => x.Date).FirstOrDefault().Price;
if (prevPrice == null) prevPrice = checkPrice.Instrument.Get(e => e.CurrentPrice).Get(e => e.Price);
if (prevPrice != null)
{
decimal diff = Math.Abs((prevPrice.Quantity - checkPrice.Price.Quantity) / prevPrice.Quantity);
if (diff > 0.05M)
{
errMessage = string.Format("The new Price is {0}% different from the previous price.", (diff * 100).ToString("0.0"));
success = false;
}
}
}
}
return success;
}
public static bool CheckNewPrice(IDalSession session, IHistoricalPrice newPrice, bool raiseErr, out string errMessage)
{
bool success = true;
errMessage = "";
if (!HistoricalPriceMapper.CheckHistoricalPrice(session, newPrice, out errMessage) && !string.IsNullOrEmpty(errMessage))
{
if (raiseErr)
throw new ApplicationException(errMessage);
else
success = false;
}
return success;
}
public static bool CheckNewPrice(IDalSession session, IHistoricalPrice newPrice)
{
string errMessage;
return CheckNewPrice(session, newPrice, true, out errMessage);
}
public static bool Update(IDalSession session, IHistoricalPrice historicalPrice)
{
session.InsertOrUpdate(historicalPrice);
return true;
}
