//public void ShowHist(Region region, int date, int posId = -1, string pfsId = null, int goBack = 2, bool showFixes = false)
//{
// if (pfsId == null) pfsId = GetPfsId(DbConnections[region], posId);
// if (posId < 0) posId = GetPfsPosId(DbConnections[region], pfsId);
// var secId = GetPfsSecId(DbConnections[region], pfsId);
// var underlyer = GetUnderlyer(DbConnections[region], posId);
// var fromDate = Utility.DateToRover8(Utility.AddBusinessDays(Utility.Rover8ToDate(date), -goBack - 1, null));
// var fxHist = ReadFXHist(DbConnections[region], fromDate);
// // fxHist.Select(kvp => new { Dt = kvp.Key, FX_USD_GBP = kvp.Value["GBP"], FX_USD_AUD = kvp.Value["AUD"], }).Dump();
// PaaHist = ReadPaaData(DbConnections[region], posId, fromDate);
// var paaHistDict = PaaHist.ToDictionary(h => h.EodDate, h => h);
// //string.Format("date= {0}, posId= {1}, secId= {2}, extId= {3},\t\t\t\t\t\t{4}", date, posId, secId, pfsId, underlyer).Dump();
// //string.Format(LiveURLFormat, pfsId).Dump();
// //string.Format(EodURLFormat, EqrmsPfsRegionMap[region], date, pfsId).Dump();
// Console.WriteLine(string.Format("date= {0}, posId= {1}, secId= {2}, extId= {3},\t\t\t\t\t\t{4}", date, posId, secId, pfsId, underlyer));
// Console.WriteLine(string.Format(LiveURLFormat, pfsId));
// Console.WriteLine(string.Format(EodURLFormat, EqrmsPfsRegionMap[region], date, pfsId));
// var pfsHist = FetchPfsSwapHistory(region, pfsId, fromDate).Select(sw => new { Date = sw.Key, Swap = sw.Value }).OrderBy(s => s.Date).ToList();
//}
#region Methods called by ShowHist
public void PopulateDateSets(int date)
{
//"".Dump("PFS Data"); pfsData.Dump();
PfsDataSet = PfsHist.Skip(1).TakeWhile(p => p.Date <= date).ToDictionary(h => h.Date, h => h);
//"".Dump("PL Consistency Data");
var plData = (from p in PfsHist
join d in PaaHist on p.Date equals d.EodDate
select PfsDbConsistencyData.CreatePfsDbConsistencyData(p.Swap_T_1, d)
).Skip(1).TakeWhile(p => p.EodDate <= date);
ConsistencyDataSet = plData.ToDictionary(h => h.EodDate, h => h);
//"".Dump("PAA Data");
PaaDataSet = PaaHist.Skip(1).TakeWhile(p => p.EodDate <= date).ToDictionary(h => h.EodDate, h => h);//.Dump();
//"".Dump("PAA DtD Data");
PaaDtdDataSet = PaaDtDData(PaaHist).Skip(1).TakeWhile(p => p.EodDate <= date).ToDictionary(h => h.EodDate, h => h);//.Dump();
//var paaUsdfied = PaaUsdFiedData(paaHist.TakeWhile(p => p.EodDate <= date).ToList(), fxHist);
//"".Dump("PAA Data USDfied");
//paaUsdfied.Skip(1)
//.Dump();
//"".Dump("PAA DtD Data USDfied");
//PaaDtDData(paaUsdfied).Skip(1)
//.Dump();
}
public void GetOnePositionData(Region region, int posId, List <int> dates, Dictionary <int, Dictionary <string, double> > fxHist, string pfsId = null, int goBack = 2)
{
if (pfsId == null)
{
pfsId = GetPfsId(DbConnections[region], posId);
}
if (fxHist == null)
{
throw new ArgumentNullException(nameof(fxHist));
}
dates.Sort((a, b) => a.CompareTo(b));
var fromDate = Utility.DateToRover8(Utility.AddBusinessDays(Utility.Rover8ToDate(dates[0]), -goBack - 1, null));
var tillDate = dates.Last();
PaaHist = ReadPaaData(DbConnections[region], posId, fromDate, tillDate);
var paaHistDict = PaaHist.ToDictionary(h => h.EodDate, h => h);
var pfsHistDict = FetchPfsSwapHistory(region, pfsId, fromDate, tillDate).OrderBy(s => s.Key).ToList();
PfsHist = new List <PfsData>();
var i = -1;
foreach (var d in dates)
{
do
{
i++;
} while (i < pfsHistDict.Count - 1 && pfsHistDict[i].Key < d);
if (pfsHistDict[i].Key != d)
{
continue;
}
var swap_T_1 = pfsHistDict[i].Value;
var swap_T_2 = pfsHistDict[i == 0 ? 0 : i - 1].Value;
var fxRates = fxHist.ContainsKey(d) ? fxHist[d] : null;
var fxRate = Utility.GetFxRate(fxRates, swap_T_1.SwapCurrency);
PfsHist.Add(new PfsData(d, swap_T_1, swap_T_2, fxRate));
Console.WriteLine(EodURLFormat, EqrmsPfsRegionMap[region], d, pfsId);
Console.WriteLine(LiveURLFormat, pfsId);
}
}
