Exemple #1
0
        public void CategoriseBergTickersIntoTorontoAssetTypes(DateTime effectiveDate)
        {
            var mgr     = new TorontoViewManager();
            var tickers = mgr.GetBergMonikersFromDataWarehouse(effectiveDate);

            foreach (var ticker in tickers)
            {
                var thisBergId = new BergTicker(ticker.Key);
                var fieldList  = ticker.Value;
                var sql        = new StringBuilder();
                sql.AppendFormat("update bloombergdatawarehouse set tor_longtype = '{0}',", thisBergId.TorLongType);
                sql.AppendFormat("tor_moniker_lookup = '{0}',", thisBergId.TorTickerLookup);
                sql.AppendFormat("berg_id_type = '{0}',", thisBergId.BergIdType);
                sql.AppendFormat("TOR_ID = '{0}',", thisBergId.TorId);
                sql.AppendFormat("TOR_pulltype = '{0}',", thisBergId.TorPullType);
                sql.AppendFormat("tor_moniker_lookup2 = '{0}',", thisBergId.TorTickerLookup2);
                sql.AppendFormat("REQ_DATA_SECURITY_MASTER = '{0}',", RequiresBloombergLicenseSecurityMaster(fieldList, thisBergId.TorPullType == "E") ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_DERIVED_INTRADAY= '{0}',", RequiresBloombergLicenseDerivedDataIntraday(fieldList) ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_DERIVED_EOD     = '{0}',", RequiresBloombergLicenseDerivedDataEod(fieldList) ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_PRICING_INTRADAY= '{0}',", RequiresBloombergLicensePricingDataIntraday(fieldList, thisBergId.TorPullType == "E") ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_PRICING_EOD     = '{0}',", RequiresBloombergLicensePricingDataEod(fieldList) ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_ESTIMATES       = '{0}',", RequiresBloombergLicenseEstimates(fieldList) ? "Y" : "N");
                sql.AppendFormat("REQ_DATA_CREDIT_RISK     = '{0}'", RequiresBloombergLicenseCreditRisk(fieldList) ? "Y" : "N");
                sql.AppendFormat(" where berg_moniker = '{0}' and effective_date='{1:ddMMMyyyy}'", ticker.Key, effectiveDate);

                Utils.DbController.ExecuteNonQuery(sql.ToString());
            }
        }
Exemple #2
0
        public string GetTorontoId(BergTicker bergTicker)
        {
            string ret = bergTicker.BergTickerClean;

            if (bergTicker.TorLongType.StartsWith("UNKNOWN BB_GLOBAL"))
            {
                return(String.Format("{0} | {1}", bergTicker.BergTickerClean, bergTicker.BergIdType));
            }
            if (bergTicker.TorLongType.StartsWith("FI "))
            {
                return(string.IsNullOrEmpty(bergTicker.TorTickerLookup) ? string.Empty : String.Format("{0} | {1}", bergTicker.TorTickerLookup, bergTicker.BergIdType));
            }
            if ((bergTicker.BergIdType.Equals("SEDOL1") && bergTicker.TorLongType.StartsWith("EQUITY")))
            {
                return(String.Format("{0} {1} | SEDOL1", bergTicker.TorTickerLookup, bergTicker.TorTickerLookup2.Replace("SEDOL1", "")));
            }
            if (bergTicker.BergIdType.Equals("BB_GLOBAL"))
            {
                return(String.Format("{0} | BB_GLOBAL", bergTicker.TorTickerLookup));
            }

            if (bergTicker.TorLongType.StartsWith("FUTURE"))
            {
                ret = bergTicker.BergTickerClean;
            }
            if (bergTicker.TorLongType.StartsWith("OPTION"))
            {
                ret = bergTicker.BergTickerClean;
            }
            if (bergTicker.TorLongType.StartsWith("RATES"))
            {
                ret = bergTicker.BergTickerClean;
                ret = Regex.Replace(ret, " CURNCY", " Crncy", RegexOptions.IgnoreCase);
            }
            if (bergTicker.TorLongType.StartsWith("RATES LIBOR"))
            {
                ret = Regex.Replace(ret, " INDEX", " Comdty", RegexOptions.IgnoreCase);
            }

            //title case all the bloomberg suffixes
            foreach (var suffix in KnownBloombergSuffixes())
            {
                ret = Regex.Replace(ret, " " + suffix, " " + new CultureInfo("en-US", false).TextInfo.ToTitleCase(suffix.ToLower()), RegexOptions.IgnoreCase);
            }

            //everything failed. dont return just the pipe
            if (string.IsNullOrEmpty(ret.Replace("|", "").Trim()))
            {
                return(string.Empty);
            }

            return(ret);
        }
Exemple #3
0
        public void GetDataWarehouseRequestItemsForEquitiesOnlyFromLiveAndProcessThemInDevAndCostThem()
        {

            var myList = new List<RequestItemMini>();
            //override and go to prod.
            var prodDb = @"Data Source=minky;Initial Catalog=bloomberg;Integrated Security=SSPI";
            using (SqlConnection connection = new SqlConnection(prodDb))
            {
                connection.Open();
                //                using (SqlCommand command = new SqlCommand("select distinct bbticker,bbfieldlist,requesttype,UserId from BloombergDataRequestItem where insertedwhen between '1sep14' and '30sep14'", connection))
                using (SqlCommand command = new SqlCommand("select distinct bbticker,bbfieldlist,requesttype,UserId from BloombergDataRequestItem", connection))
                {
                    using (SqlDataReader reader = command.ExecuteReader())
                    {
                        while (reader.Read())
                        {
                            myList.Add(new RequestItemMini()
                            {
                                bbticker = reader[0].ToString(),
                                FieldList = reader[1].ToString(),
                                RequestType = reader[2].ToString(),
                                UserId = reader[3].ToString()
                            });


                        }
                    }
                }
            }

            foreach (var item in myList)
            {

                //if (new BergTicker(item.bbticker).TorPullType == "E")
                //{
                string source;
                if (!item.IsForLegacyBloombergAPI())
                //if (!item.IsForLegacyBloombergAPI() && !item.IsForBloombergAdHoc())
                {
                    var t = new BergTicker(item.bbticker);
                    foreach (var field in item.FieldList.Split(','))
                    {
                        source = item.IsForBloombergAdHoc() ? "adhoc," : "warehouse,";

                        Console.WriteLine(source + item.bbticker + "," + field + "," + t.TorPullType + "," + item.UserId);
                    }
                }
                //}
            }

        }
 public void BlankTorontoIDTest()
 {
     var t = new BergTicker("CA135087B1600 Corp");
 }