private SecurityEntry GetSecurity(SpreadMatrixData smd, SpreadMatrixDataCell cell)
{
int r = Grid.GetRow(cell);
int c = Grid.GetColumn(cell);
if (r > c)
r--;
DateTime date1 = smd.MinYearMonth.AddMonths(r);
DateTime date2 = smd.MinYearMonth.AddMonths(c);
MDDatePair datePair = new MDDatePair(date1, date2);
return smd.Get(datePair);
}
public void CreateGrid(SpreadMatrixData smd)
{
ClearGrid();
int dMonth = GetDeltaMonth(smd.MinYearMonth, smd.MaxYearMonth);
if (smd.MaxYearMonth == new DateTime())
return;
for (int i = 0; i < dMonth; i++)
{
ColumnDefinition col = new ColumnDefinition();
col.Width = new GridLength(CellWidth);
grid.ColumnDefinitions.Add(col);
}
for (int i = 0; i < dMonth + 1; i++)
{
RowDefinition row = new RowDefinition();
row.Height = new GridLength(CellHeight);
grid.RowDefinitions.Add(row);
}
for (int c = 0; c < dMonth + 1; c++)
{
ColumnDefinition col = new ColumnDefinition();
col.Width = new GridLength(CellWidth);
gridHeader.ColumnDefinitions.Add(col);
SpreadMatrixCell cellHeaderDate = new SpreadMatrixCell
{
Width = CellWidth,
Height = CellHeight/2
};
cellHeaderDate.FillData(smd.MinYearMonth.AddMonths(c));
Grid.SetRow(cellHeaderDate, 2);
Grid.SetColumn(cellHeaderDate, c);
SpreadMatrixDataCell cellHeader = new SpreadMatrixDataCell
{
Width = CellWidth,
Height = CellHeight,
//AskPx = "?",
//AskCount = "?",
//BidPx = "?",
//BidCount = "?"
};
Grid.SetRow(cellHeader, 1);
Grid.SetColumn(cellHeader, c);
SpreadMatrixCell cellHeaderElm = new SpreadMatrixCell { Width = CellWidth, Height = CellHeight };
Grid.SetRow(cellHeaderElm, 0);
Grid.SetColumn(cellHeaderElm, c);
cellHeaderElm.FillData("?");
gridHeader.Children.Add(cellHeaderDate);
gridHeader.Children.Add(cellHeader);
gridHeader.Children.Add(cellHeaderElm);
}
for (int r = 0; r < dMonth; r++)
{
SpreadMatrixCell cellDate = new SpreadMatrixCell { Width = CellWidth, Height = CellHeight };
Grid.SetRow(cellDate, r);
Grid.SetColumn(cellDate, r);
cellDate.FillData(smd.MinYearMonth.AddMonths(r));
grid.Children.Add(cellDate);
for (int c = r; c < dMonth; c++)
{
MDDatePair datePair = new MDDatePair(smd.MinYearMonth.AddMonths(r), smd.MinYearMonth.AddMonths(c));
SpreadMatrixDataCell cell = smd.GetDataCell(datePair) ?? new SpreadMatrixDataCell();
cell.MouseDown += cell_MouseDown;
cell.Width = CellWidth;
cell.Height = CellHeight;
Grid.SetRow(cell, r == c ? r + 1 : r);
Grid.SetColumn(cell, c);
cellPosDictionary.SetValue(r, c, cell);
grid.Children.Add(cell);
}
}
InvalidateVisual();
}
void SetMinYearMonth(MDDatePair datePair)
{
if (minYearMonth == new DateTime())
minYearMonth = datePair.GetMinDate();
else
minYearMonth = MDDatePair.GetMinDate(minYearMonth, datePair.GetMinDate());
}
void SetMaxYearMonth(MDDatePair datePair)
{
if (maxYearMonth == new DateTime())
maxYearMonth = datePair.GetMaxDate();
else
maxYearMonth = MDDatePair.GetMaxDate(maxYearMonth, datePair.GetMaxDate());
}
public SpreadMatrixDataCell GetDataCell(MDDatePair datePair)
{
lock (LockObject)
{
SecurityEntry entry = spreadMatrixEntries.GetValue(datePair.GetMinDate(), datePair.GetMaxDate());
if (entry != null)
{
SpreadMatrixDataCell cell = new SpreadMatrixDataCell();
cell.FillData(entry);
return cell;
}
return null;
}
}
public SecurityEntry Get(MDDatePair datePair)
{
lock (LockObject)
{
return spreadMatrixEntries.GetValue(datePair.Date1, datePair.Date2);
}
}
public MDDatePair GetDatePair()
{
switch (SubContractCount)
{
case 0:
return new MDDatePair(MaturityMonthYear, MaturityMonthYear);
case 1:
return new MDDatePair(GetSubContract(0).MaturityMonthYear, GetSubContract(0).MaturityMonthYear);
case 2:
MDDatePair datePair = new MDDatePair(GetSubContract(0).MaturityMonthYear,
GetSubContract(1).MaturityMonthYear);
return new MDDatePair(datePair.GetMinDate(), datePair.GetMaxDate());
}
throw new Exception("Contracts that contains more than 2 subcontracts detected. These contracts currently not supported.");
}
