//
protected string GetQueryForEconomicTickers(DatabaseInfo dataBase)
{
TableInfo.EconomicDataTableInfo economicTable = dataBase.EconomicEvents;
TableInfo.EconomicTickersTableInfo economicTickers = dataBase.EconomicTickers;
// Create a instrument expiry code.
string expiryCode;
if (!UV.Lib.Utilities.QTMath.TryConvertMonthYearToCodeY(InstrumentName.SeriesName, out expiryCode))
{
return(string.Empty);
}
// Create sub selection string to get instr ID from InstrumentName.
StringBuilder subQuery = new StringBuilder();
int prodFamilyId = m_InstrumentQuery.Results[0].ProdFamilyId;
subQuery.AppendFormat("{0}", prodFamilyId);
// Create the final query.
//select * from bbg.economicData where unixT>=%d and unixT<=%d and tickerId in (select tickerId from bbg.productTickers where prodFamilyId in (-1,33)) order by unixT asc
string desiredFields = "*";
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0} FROM {1}", desiredFields, economicTable.TableNameFull);
if (this.StartDate > DateTime.MinValue)
{
int timestamp = (int)QTMath.DateTimeToEpoch(this.StartDate);
string s = timestamp.ToString();
query.AppendFormat(" WHERE {0} >= {1}", economicTable.UnixTime, s);
}
if (this.EndDate < DateTime.MaxValue)
{
int timestamp = (int)QTMath.DateTimeToEpoch(this.EndDate);
string s = timestamp.ToString();
query.AppendFormat(" AND {0} <= {1}", economicTable.UnixTime, s);
}
query.AppendFormat(" AND {0} IN", economicTable.TickerId);
query.AppendFormat(" (SELECT {0} FROM {1} where {2}", economicTable.TickerId, economicTickers.TableNameFull, economicTickers.ProdFamilyId);
query.AppendFormat(" IN (-1,{0})) ORDER BY {1} ASC", prodFamilyId, economicTable.UnixTime);
if (this.MaxRows > 0)
{
query.AppendFormat(" LIMIT {0}", this.MaxRows);
}
query.Append(";");
// Exit
return(query.ToString());
}// GetQuery();
}// GetQuery();
//
//
// *************************************************
// **** AcceptData() ****
// *************************************************
/// <summary>
///
/// </summary>
/// <param name="database"></param>
/// <param name="values"></param>
/// <param name="fieldNames"></param>
public override QueryStatus AcceptData(DatabaseInfo database, List <object> values, List <string> fieldNames)
{
if (m_InstrumentQuery.Results == null || m_InstrumentQuery.Results.Count == 0)
{ // First, we need to collect market instrument details to proceed.
// This is probably the callback from that query.
QueryStatus status;
status = m_InstrumentQuery.AcceptData(database, values, fieldNames);
if (status == QueryStatus.Failed)
{
return(QueryStatus.Failed);
}
else
{
return(QueryStatus.New);
}
}
else
{
TableInfo.EconomicDataTableInfo table = database.EconomicEvents;
EconomicDataItem item = null;
if (this.Result == null)
{
this.Result = new List <EconomicDataItem>();
}
//
// Extract data
//
int ptr = 0;
while (ptr < values.Count)
{
int fieldPtr = ptr % fieldNames.Count;
if (fieldPtr == 0)
{ // We are starting to load a new object.
item = new EconomicDataItem(); // now create the next item to write to.
this.Result.Add(item); // save it into our list.
}
//
// Fill elements of item.
//
if (values[ptr] != null)
{
string key = fieldNames[fieldPtr];
// Identifiers
if (key == table.EventName)
{
item.EventName = values[ptr].ToString();
}
else if (key == table.TickerId)
{
item.TickerId = Convert.ToInt32(values[ptr]);
}
else if (key == table.UnixTime)
{
double unixTime = Convert.ToDouble(values[ptr]);
item.UnixTime = (UInt32)unixTime;
}
else if (key == table.ShortName)
{
item.ShortName = values[ptr].ToString();
}
}
ptr++;
}//wend ptr
// Exit;
return(QueryStatus.Completed);
}
}//AcceptData()
