static void Main(string[] args)
{
var service = new ConversionService();
var local = new LocalCurrency(400, "KZT");
}
public override void FillData(string data)
{
string[] tempContainer = data.Split('\n');
string[] tempSplit;
string tempFinder = string.Empty;
string tempSecurityName = string.Empty;
string tempMaturityDate = string.Empty;
double tempMultiplier = 0;
int dateTimeIndex = 0;
DateTime tempContentDate;
Texts = tempContainer.ToList();
lookup.LoadLookUpTables();
aqrIDLookUp.LoadLookUpTables();
for (int i = 0; i < Texts.Count; i++)
{
if (DateTime.TryParse(Texts[i], out tempContentDate))
{
dateTimeIndex = i > 0 ? i : 0;
ContentDate = tempContentDate;
break;
}
}
// COUNTERPARTY - HARDCODED FOR NOW
CounterParty = "JPM";
// FUND is the line after the letter date
Fund = Texts[dateTimeIndex + 1];
Fund = lookup.GetFundShortName(Fund);
try
{
// CP REF
tempFinder = Texts.Where(x => x.Contains(JPM_CPREF_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
CPRef = tempSplit.Last().Trim();
}
// FUND
//tempFinder = Texts.Where(x => x.Contains(FUND_REFERENCE)).FirstOrDefault();
//if (!string.IsNullOrEmpty(tempFinder))
//{
// tempSplit = tempFinder.Split(':');
// Fund = tempSplit.Last();
//}
// TRANSACTION TYPE
TransactionType = "Open"; // always open
// SECURITY NAME
// Dropdown (Index: Swiss market Index) We determine the date based on the Valuation date which is also available in the General Terms under Valuation Date at the end of the paragraph, page 2.
// TRADE DATE
tempFinder = Texts.Where(x => x.Contains(JPM_TRADE_DATE_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
TradeDate = DateTime.Parse(tempSplit.Last());
}
// SETTLEMENT DATE
int daysToAdd = 0;
SettlementDate = TradeDate;
while (daysToAdd < 3)
{
SettlementDate = SettlementDate.AddDays(1);
if (SettlementDate.DayOfWeek != DayOfWeek.Saturday && SettlementDate.DayOfWeek != DayOfWeek.Sunday)
{
daysToAdd++;
}
}
//SettlementDate = TradeDate.AddDays(3);
//if (SettlementDate.DayOfWeek == DayOfWeek.Sunday || SettlementDate.DayOfWeek == DayOfWeek.Saturday)
//{
// while (SettlementDate.DayOfWeek == DayOfWeek.Saturday || SettlementDate.DayOfWeek == DayOfWeek.Sunday)
// {
// SettlementDate = SettlementDate.AddDays(1);
// }
//}
// MATURITY DATE
// Valuation date - at the end of the paragraph with this format : 19 December 2014
// TERMINATION DATE
tempFinder = Texts.Where(x => x.Contains(TERMINATION_DATE_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
if (string.Compare(tempSplit.Last(), JPM_TERMINATION_DATE_CASH_SETTLEMENT_PAYMENT_DATE_REFERENCE) == 0)
{
MaturityDate = SettlementDate;
}
else
{
MaturityDate = DateTime.Parse(tempSplit.Last());
}
}
// MULTIPLIER
tempFinder = Texts.Where(x => x.Contains(JPM_MULTIPLIER_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
if (tempFinder.ToLower().Contains("deal"))
{
tempFinder = tempFinder.ToLower().Split(new string[] { "deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
tempSplit = tempFinder.Split(':');
double.TryParse(tempSplit.Last(), out tempMultiplier);
Multiplier = tempMultiplier;
}
//lookup.GetMultiplier(tempFund);
// PRICE
try
{
tempFinder = Texts.Where(x => x.Contains(JPM_FORWARD_PRICE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
string[] priceSplit = tempSplit[1].Split(' ');
string price = string.Empty;
if (!string.IsNullOrEmpty(priceSplit.First()))
{
price = priceSplit.First().Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
else
{
price = priceSplit[1].Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
Price = Double.Parse(price);
}
else
{
// Initial price
tempFinder = Texts.Where(x => x.Contains(JPM_HANGSENG_INITIAL_PRICE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
string[] priceSplit = tempSplit[1].Split(' ');
//string price = string.Empty;
//if (!string.IsNullOrEmpty(priceSplit.First()))
//{
// price = priceSplit.First().Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
//}
//else
//{
// price = priceSplit[1].Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
//}
double price_temp = 0;
foreach (string tempPrice in priceSplit)
{
double.TryParse(tempPrice, out price_temp);
if (price_temp > 0)
{
break;
}
}
Price = price_temp;
//Price = Double.Parse(price);
}
}
}
finally
{ }
// LOCAL CURRENCY
tempFinder = Texts.Where(x => x.Trim().Contains(JPM_SETTLEMENT_CURRENCY)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
//tempSplit = tempFinder.Split(new string[] { ": " }, StringSplitOptions.None);
//LocalCurrency = tempSplit.Last();
//if (LocalCurrency.Length > 3)
//{
// tempSplit = LocalCurrency.Split(' ');
// LocalCCY = tempSplit.First();
//}
tempSplit = tempFinder.Split(':');
LocalCurrency = tempSplit.Last().Trim();
LocalCurrency = StripInvalidCharacters(LocalCurrency);
tempFinder = GetTextBaseOnReference(JPM_EQUITY_NOTIONAL_AMOUNT);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
if (tempSplit != null && tempSplit.Count() > 0)
{
string tempCurrency = tempSplit.Last();
tempSplit = tempCurrency.Split(' ');
if (tempSplit != null && tempSplit.Count() > 0)
{
tempCurrency = StripInvalidCharacters(tempSplit.First() != string.Empty ? tempSplit.First() : tempSplit[1]);
if (string.Compare(tempCurrency.ToLower(), LocalCurrency.ToLower()) != 0)
{
LocalCurrency = tempCurrency;
}
}
}
}
}
// SELLER
tempFinder = Texts.Where(x => x.Contains(JPM_SELLER)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Seller = tempSplit.Last().Trim();
// hard code for now
if (string.Compare(StripInvalidCharacters(Seller), "JPMorgan") == 0)
{
Seller = "JPM";
}
else if (string.Compare(StripInvalidCharacters(Seller), "Counterparty") == 0)
{
Seller = Fund;
}
}
else
{
tempFinder = Texts.Where(x => x.Contains(JPM_EQUITY_AMOUNT_PAYER)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Seller = tempSplit.Last().Trim();
// hard code for now
if (string.Compare(StripInvalidCharacters(Seller), "JPMorgan") == 0)
{
Seller = "JPM";
}
else if (string.Compare(StripInvalidCharacters(Seller), "Counterparty") == 0)
{
Seller = Fund;
}
}
}
// BUYER
// NOTE: Buyer is always the opposite of seller
if (string.Compare(Seller, "JPM") == 0)
{
Buyer = Fund;
}
else
{
Buyer = "JPM";
}
// MATURITY DATE
tempFinder = Texts.Where(x => x.Contains(JPM_VALUATION_DATE_EXPECTED_TO_BE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
Regex regex = new Regex(@"\d{2}\s\w+\s\d{4}");
Match match = regex.Match(tempFinder);
DateTime tempPlaceHolder = DateTime.MinValue;
if (match.Success)
{
DateTime.TryParse(match.Value, out tempPlaceHolder);
if (tempPlaceHolder != DateTime.MinValue)
{
MaturityDate = tempPlaceHolder;
}
}
}
// SECURITY NAME
tempFinder = Texts.Where(x => x.Replace(" ", "").Contains(JPM_SECURITY_NAME_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
tempSecurityName = tempSplit.Last();
if (!string.IsNullOrEmpty(tempSecurityName))
{
if (tempSecurityName.ToLower().Contains("hang seng"))
{
if (string.Compare(tempSecurityName.Trim(), "Hang Seng China Enterprises Index", true) == 0)
{
tempSecurityName = "HSCEI China Index";
}
}
else if (tempSecurityName.ToLower().Contains("taiex index"))
{
tempSecurityName = "TAIEX Futures Swap";
}
SecurityName = aqrIDLookUp.GetSecurityNameByMatch(tempSecurityName, MaturityDate);
}
}
// SECURITY TYPE
SecurityType = aqrIDLookUp.GetSecurityType(SecurityName);
// MULTIPLIER
tempSecurityName = SecurityName.Split(' ').First();
tempMultiplier = lookup.GetMultiplier(tempSecurityName, SecurityType);
if (tempMultiplier == 0)
{
}
// QUANTIY
tempFinder = Texts.Where(x => x.Contains(JPM_NUMBER_OF_UNITS)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
NumberOfUnits = Double.Parse(tempSplit.Last());
}
if (NumberOfUnits > 0)
{
Quantity = NumberOfUnits / tempMultiplier;
}
else
{
Quantity = Multiplier / tempMultiplier;
}
// Multiplier
Multiplier = tempMultiplier;
// NOTIONAL
Notional = Quantity * Price * Multiplier;
// AQR ID
AQRID = aqrIDLookUp.GetAQRID(SecurityName, SecurityType);
//Always zero unless otherwise stated in the contract
FixedRate = 0;
//Always zero unless otherwise stated in the contract
FloatRate = 0;
//Always zero unless otherwise stated in the contract
SettledCash = 0;
SettledCurrency = LocalCurrency;
Spread = 0;
Status = ConfirmsData.RunStatus.Success;
}
catch (Exception ex)
{
Status = ConfirmsData.RunStatus.Failed;
}
}
