public static PositionsFile UpdatePositionsFile(PositionsFile originalFile, UpdatesFile updatesFile)
{
var updatedFile = originalFile.Clone();
updatedFile.loadExceptions = new List <string>();
updatedFile.header.Date = DateTime.Today;
var updatedOptions = updatesFile.updates.Where(u => u.SEC_TYPE == "Option").ToList();
foreach (var update in updatedOptions)
{
try
{
var matchingPositions = updatedFile.positions.Where(p => p.TradeSymbol.Trim() == update.getShortTicker() && p.PositionType == update.getPositionType() && p.Price == update.MKT_PRICE).ToList();
if (matchingPositions.Count > 0)
{
foreach (var matchingPosition in matchingPositions)
{
matchingPosition.Price = update.MKT_PRICE_NEW;
}
}
else
{
throw new Exception("Couldn't find corresponing position for Ticker: " + update.TICKER);
}
}
catch (Exception e)
{
updatedFile.loadExceptions.Add(e.Message);
}
}
return(updatedFile);
}
public static UpdatesFile GenerateUpdatesFile(string filePath)
{
var updatesFile = new UpdatesFile();
updatesFile.updates = new List <Update>();
updatesFile.loadExceptions = new List <string>();
using (var stream = File.Open(filePath, FileMode.Open, FileAccess.Read))
{
using (var reader = ExcelReaderFactory.CreateReader(stream))
{
var result = reader.AsDataSet();
var workbook = result.Tables[0];
var i = 0;
foreach (DataRow row in workbook.Rows)
{
i++;
try
{
var cells = row.ItemArray.Select(c => c.ToString()).Take(10).ToList();
if (!String.IsNullOrEmpty(cells[0]) && cells[0] != "OFFICE" && !String.IsNullOrEmpty(cells[9]))
{
var update = new Update();
update.OFFICE = parseInt(cells[0], "OFFICE");
update.TICKER = parseNotNullString(cells[1], "TICKER");
update.REAL_CUSIP = cells[2].Trim();
update.DESC_1 = cells[3].Trim();
update.POSITION = parseInt(cells[4], "POSITION");
update.MKT_PRICE = parseDouble(cells[5], "NMKT_PRICE", true);
update.MKT_VAL = (double)parseDouble(cells[6], "MKT_VAL", false);
update.POS_DT = parseDate(cells[7], "POS_DT");
update.SEC_TYPE = cells[8].Trim();
update.MKT_PRICE_NEW = (double)parseDouble(cells[9], "NMKT_PRICE(2)", false);
updatesFile.updates.Add(update);
}
}
catch (Exception e)
{
updatesFile.loadExceptions.Add(String.Format("Error on row {0} : {1}", i, e.Message));
}
}
}
}
return(updatesFile);
}
