// parses the base SecurityPosition
internal static SecurityPosition parseSecurityPosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
string securityIdScheme = row.findValue(SECURITY_ID_SCHEME_FIELD).orElse(DEFAULT_SECURITY_SCHEME);
string securityIdValue = row.getValue(SECURITY_ID_FIELD);
SecurityId securityId = SecurityId.of(securityIdScheme, securityIdValue);
DoublesPair quantity = CsvLoaderUtils.parseQuantity(row);
SecurityPosition position = SecurityPosition.ofLongShort(info, securityId, quantity.First, quantity.Second);
return(resolver.completePosition(row, position));
}
// parses the additional GenericSecurityPosition information
internal static Position parseNonEtdPosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
SecurityPosition @base = parseSecurityPosition(row, info, resolver);
double? tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double? tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityPosition.ofLongShort(@base.Info, sec, @base.LongQuantity, @base.ShortQuantity));
}
return(@base);
}
//-------------------------------------------------------------------------
// parses a position from the CSV row
internal static Position parsePosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
if (row.findValue(EXPIRY_FIELD).Present)
{
// etd
if (row.findValue(PUT_CALL_FIELD).Present || row.findValue(EXERCISE_PRICE_FIELD).Present)
{
return(resolver.parseEtdOptionPosition(row, info));
}
else
{
return(resolver.parseEtdFuturePosition(row, info));
}
}
else
{
return(parseNonEtdPosition(row, info, resolver));
}
}
// parses a SecurityPosition from the CSV row, converting ETD information
internal static SecurityPosition parsePositionLightweight(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
if (row.findValue(EXPIRY_FIELD).Present)
{
// etd
if (row.findValue(PUT_CALL_FIELD).Present || row.findValue(EXERCISE_PRICE_FIELD).Present)
{
return(resolver.parseEtdOptionSecurityPosition(row, info));
}
else
{
return(resolver.parseEtdFutureSecurityPosition(row, info));
}
}
else
{
// simple
return(parseSecurityPosition(row, info, resolver));
}
}
