/// <summary>
/// This function is responsible for building a PropertyBag from the metatags that are used in a given job spec. It
/// parses the job spec to identify and build a list of metatags as the properties in the PropertyBag.
/// The PropertyBag properties are then initialized and assigned from the Environment Metatags that were set earlier and made
/// available in the GlobalConfig.GlobalParameters (also a PropertyBag). Any runtime parameters will not be found in the
/// GlobalConfig.GlobalParameters object and those properties in the new PropertyBag will be set to null.
/// </summary>
/// <param name="jobName"></param>
/// <param name="jobSpec"></param>
/// <param name="jobParameters"></param>
public static PropertyBag GetJobParametersPB(string jobName, string jobSpec)
{
PropertyBag jobParameters = new PropertyBag();
List<string> metaTagNameCandidates = jobSpec.Split('*').ToList<string>();
if (metaTagNameCandidates.Count > 1)
{
for (int index = 1; index < metaTagNameCandidates.Count - 1; index++)
{
string metaTagKey = "*" + metaTagNameCandidates[index] + "*";
string metaTagValue = metaTagKey;
if (!jobParameters.Contains(metaTagKey) && IsValidMetatag(metaTagKey, null))
{
jobParameters[metaTagKey] = null;
log.InfoFormat("[Job = {0}] Initialized property from metatag: {1}", jobName, metaTagKey);
}
else
{
log.DebugFormat("[Job = {0}] Unable to initialize property from metatag: {1}", jobName, metaTagKey);
}
}
}
return jobParameters;
}
/// <summary>
/// This function is responsible for building a PropertyBag from the metatags that are used in a given job spec. It
/// parses the job spec to identify and build a list of metatags as the properties in the PropertyBag.
/// The PropertyBag properties are then initialized and assigned from the Environment Metatags that were set earlier and made
/// available in the GlobalConfig.GlobalParameters (also a PropertyBag). Any runtime parameters will not be found in the
/// GlobalConfig.GlobalParameters object and those properties in the new PropertyBag will be set to null.
/// </summary>
/// <param name="jobName"></param>
/// <param name="jobSpec"></param>
/// <param name="jobParameters"></param>
public static PropertyBag GetJobParametersPB(string jobName, string jobSpec)
{
PropertyBag jobParameters = new PropertyBag();
List<string> metaTagNameCandidates = jobSpec.Split('*').ToList<string>();
if (metaTagNameCandidates.Count > 1)
{
for (int index = 1; index < metaTagNameCandidates.Count - 1; index++)
{
string metaTagKey = "*" + metaTagNameCandidates[index] + "*";
string metaTagValue = metaTagKey;
if (!jobParameters.Contains(metaTagKey) && IsValidMetatag(metaTagKey, null))
{
jobParameters[metaTagKey] = null;
log.DebugFormat("[Job = {0}] Initialized property from metatag: {1}", jobName, metaTagKey);
}
else
{
log.DebugFormat("[Job = {0}] Unrecognized string is not a known metatag: {1}", jobName, metaTagKey);
}
}
}
log.DebugFormat("[Job = {0}] Found {1} metatags from {2} candidates (i.e. split no '*')", jobName, jobParameters.Count(), metaTagNameCandidates.Count);
return jobParameters;
}
protected static bool TestIfValidForSchema(XmlNode node, PropertyBag data, XmlDocument xdocValidationRules)
{
bool res = true;
try
{
if (data["loaderAction"].Equals("Delete") && !node.Name.Equals("KeyValue"))
res = false;
else if (!data["loaderAction"].Equals("InsertUpdate") && node.Name.Equals("KeyName"))
res = false;
else if (data["loaderAction"].Equals("New") && data["loaderType"].Equals("Buy") && node.Name.Equals("KeyValue"))
res = false;
else if (data["loaderType"].Equals("Buy") && node.Name.Equals("SecFeeAmount"))
res = false;
else if (data["loaderType"].Equals("CoverShort") && node.Name.Equals("SecFeeAmount"))
res = false;
//use this section for filtering out specific fields before load
if (data["SourceInvestmentType"] != null &&
(data["SourceInvestmentType"].Equals("FXForward") ||
data["SourceInvestmentType"].Equals("FX") ||
data["SourceInvestmentType"].Equals("FXNDF")))
{
switch (node.Name)
{
case "AccruedInterest":
case "InvestmentAccruedInterest":
case "CounterFXDenomination":
case "CounterSDateFx":
case "CounterTDateFx":
case "tradeFX":
case "TotCommission":
case "PriceDenomination":
case "Price":
case "Quantity":
case "OriginalFace":
case "ContractExpirationDate":
res = false;
break;
}
}
else
{
//switch (node.Name)
//{
// case "ContractFxRate":
// res = false;
// break;
//}
}
}
catch (Exception ex)
{
log.ErrorFormat("Trade data (loaderAction/loaderType not found for validation\n{0}", ex);
}
if (xdocValidationRules != null && xdocValidationRules.SelectSingleNode("ValidationRules/TradeRules") != null)
{
foreach (XmlNode validationNode in xdocValidationRules.SelectSingleNode("ValidationRules/TradeRules"))
{
try
{
string[] validationPairs = validationNode.Attributes["rule"].Value.Split(new string[] { "AND" }, StringSplitOptions.RemoveEmptyEntries);
foreach (string validationPair in validationPairs)
{
string[] validationKeys = validationPair.Trim().Split(' ');
if (!validationKeys[0].Equals("nodename"))
{
if (validationKeys[1].Equals("=="))
if (!data.Contains(validationKeys[0]) || !data[validationKeys[0]].Equals(validationKeys[2]))
break;
}
else
{
if (validationKeys[1].Equals("=="))
if (node.Name.Equals(validationKeys[2]))
res = false;
}
}
}
catch (Exception ex)
{
log.ErrorFormat("Could not validate schema using rule {0}", validationNode.ToString());
log.ErrorFormat("{0}", ex.ToString());
}
}
}
return res;
}
private static void HandleSpecialCurrencies(string targetTag, ref XmlDocument trades, ref XmlNode trade, ref PropertyBag htTradeDetail, ref XmlNode cChildNode, string nsuri)
{
if ((htTradeDetail.Contains("SourceInvestmentType") &&
(htTradeDetail["SourceInvestmentType"].ToString().ToUpper().Equals("SWAP") ||
htTradeDetail["SourceInvestmentType"].ToString().ToUpper().Equals("SWAPUS") ||
htTradeDetail["SourceInvestmentType"].ToString().ToUpper().Equals("SWAPI"))) &&
// tests for NDF currencies
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals("AUD") &&
htTradeDetail.Contains("CounterInvestment") && htTradeDetail["CounterInvestment"].ToString().ToUpper().Equals("AUD")) ||
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals("NZD") &&
htTradeDetail.Contains("CounterInvestment") && htTradeDetail["CounterInvestment"].ToString().ToUpper().Equals("NZD")) ||
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals("HKD") &&
htTradeDetail.Contains("CounterInvestment") && htTradeDetail["CounterInvestment"].ToString().ToUpper().Equals("HKD")) ||
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals("EUR") &&
htTradeDetail.Contains("CounterInvestment") && htTradeDetail["CounterInvestment"].ToString().ToUpper().Equals("EUR")) ||
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals("GBP") &&
htTradeDetail.Contains("CounterInvestment") && htTradeDetail["CounterInvestment"].ToString().ToUpper().Equals("GBP")) &&
//Added for Dual Currency support (note that this clause must follow those clauses above that test for NDF currencies)
(htTradeDetail.Contains("PriceDenomination") && htTradeDetail.Contains("CounterInvestment") &&
htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals(htTradeDetail["CounterInvestment"].ToString().ToUpper()))
)
{
switch (targetTag)
{
case "CounterTDateFx":
case "CounterSDateFx":
double fx = double.NaN;
double.TryParse(htTradeDetail[targetTag].ToString(), out fx);
if (!fx.Equals(double.NaN) && !double.IsNaN(1.0/fx))
{
htTradeDetail[targetTag] = 1.0/fx;
cChildNode.InnerXml = htTradeDetail[targetTag].ToString();
}
break;
case "tradeFX":
double tfx = double.NaN;
if (htTradeDetail.Contains("DualCurrencyFlag") && htTradeDetail["DualCurrencyFlag"].ToString() == "DC" &&
htTradeDetail.Contains("DualCurrencyFXRate") && double.TryParse(htTradeDetail["DualCurrencyFXRate"].ToString(), out tfx))
{
htTradeDetail["tradeFX"] = tfx.ToString();
cChildNode.InnerXml = tfx.ToString();
}
else
{
htTradeDetail["tradeFX"] = String.Empty;
cChildNode.InnerXml = String.Empty;
}
//do only once
XmlNode CounterFxDenominationNode = trades.CreateNode(XmlNodeType.Element, "CounterFXDenomination", nsuri);
CounterFxDenominationNode.InnerXml = "USD";
if (TestIfValidForSchema(CounterFxDenominationNode, htTradeDetail))
trade.AppendChild(CounterFxDenominationNode);
break;
}
}
else if (htTradeDetail.Contains("PriceDenomination") && htTradeDetail.Contains("CounterInvestment") &&
htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals(htTradeDetail["CounterInvestment"].ToString().ToUpper()) == false)
{
switch (targetTag)
{
case "CounterTDateFx":
case "CounterSDateFx":
if (htTradeDetail.Contains(targetTag))
{
double fx = double.NaN;
double.TryParse(htTradeDetail[targetTag].ToString(), out fx);
if (!fx.Equals(double.NaN) && !double.IsNaN(1.0/fx))
{
htTradeDetail[targetTag] = 1.0/fx;
cChildNode.InnerXml = htTradeDetail[targetTag].ToString();
}
}
break;
case "tradeFX":
double tfx = double.NaN;
if (htTradeDetail.Contains("DualCurrencyFxRate") &&
double.TryParse(htTradeDetail["DualCurrencyFxRate"].ToString(), out tfx))
{
htTradeDetail["tradeFX"] = tfx.ToString();
cChildNode.InnerXml = tfx.ToString();
}
else
{
htTradeDetail["tradeFX"] = String.Empty;
cChildNode.InnerXml = String.Empty;
}
break;
}
}
else if (htTradeDetail.Contains("PriceDenomination") && htTradeDetail.Contains("CounterInvestment") &&
htTradeDetail["PriceDenomination"].ToString().ToUpper().Equals(htTradeDetail["CounterInvestment"].ToString().ToUpper()))
{
switch (targetTag)
{
case "CounterTDateFx":
htTradeDetail["CounterTDateFx"] = "";
cChildNode.InnerXml = "";
break;
case "CounterSDateFx":
htTradeDetail["CounterSDateFx"] = "";
cChildNode.InnerXml = "";
break;
case "tradeFX":
htTradeDetail["tradeFX"] = "1.0";
cChildNode.InnerXml = "1.0";
break;
}
}
else
{
cChildNode.InnerXml = "";
}
}