public static List<IComponentOld> DeserializeComponents(string data, ReferenceData[] references) { var components = DeserializeComponents(data); InjectReferences(components, references); return components; }
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer) { var jo = serializer.Deserialize<JObject>(reader); var refData = new ReferenceData(); foreach (var e in jo.Properties()) { var prop = objectType.GetProperties().Where(x => x.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault() != null) .Select(x => { var jsonAttribute = (JsonPropertyAttribute)x.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault(); return new { Property = x, JsonName = jsonAttribute.PropertyName }; }).FirstOrDefault(x => x.JsonName == e.Name); if (prop != null) { prop.Property.SetValue(refData, e.Value.ToString()); } else { if (refData.KeyValues == null) { refData.KeyValues = new List<KeyValuePair<string, string>>(); } refData.KeyValues.Add(new KeyValuePair<string, string>(e.Name, e.Value.ToString())); } } return refData; }
/// <summary> /// Gets the reference data list asynchronous. /// </summary> /// <returns>reference data as a task</returns> public async Task<ReferenceData> ListAsync() { var referenceData = new ReferenceData(); var countries = this.referenceDataRepository.RetrieveCountryListAsync(null, null); var states = this.referenceDataRepository.RetrieveStateListAsync(); var ports = this.referenceDataRepository.RetrievePortListAsync(); var brands = this.referenceDataRepository.RetrieveBrandListAsync(); var personTypes = this.referenceDataRepository.RetrievePersonTypeListAsync(); var loyaltyLevelTypes = this.referenceDataRepository.RetrieveLoyaltyLevelTypeListAsync(); var documentTypes = this.referenceDataRepository.RetrieveDocumentTypeListAsync(); await Task.WhenAll(countries, states, ports, brands, personTypes, loyaltyLevelTypes, documentTypes); await MapBrandPortIds(brands.Result); referenceData.AssignCountries(countries.Result.Items); referenceData.AssignStates(states.Result.Items); referenceData.AssignPorts(ports.Result.Items); referenceData.AssignBrands(brands.Result.Items); referenceData.AssignPersonTypes(personTypes.Result.Items); referenceData.AssignLoyaltyLevelTypes(loyaltyLevelTypes.Result.Items); referenceData.AssignDocumentTypes(documentTypes.Result.Items); return referenceData; }
public virtual void calculateMultiScenarioAsync <T1>(CalculationRules calculationRules, IList <T1> targets, IList <Column> columns, ScenarioMarketData marketData, ReferenceData refData, CalculationListener listener) where T1 : com.opengamma.strata.basics.CalculationTarget { CalculationTasks tasks = CalculationTasks.of(calculationRules, targets, columns, refData); taskRunner.calculateMultiScenarioAsync(tasks, marketData, refData, listener); }
private static double TestPointCR(ReferenceData referenceData, TestDataCollection testDataCollection, string testType, string temp, int port, string pSetting) { var pointTestData = testDataCollection.GetTestData(testType, "Point", "PointPDL"); if (pointTestData == null) { throw new MeasuringException("没有计算CR所需测试数据"); } /* * var wl = pSetting.CastTo(double.MinValue); * if (wl == double.MinValue) * throw new MeasuringException("波长设置错误"); * * var item = pointTestData.GetDataItem(temp, port, wl); * if (item == null) * { * throw new MeasuringException("没有计算CR所需测试数据"); * } * var refpower = referenceData.GetReference(1, port, wl); * var power = item.Power + Windows.IniProfile<BusinessLogic.Setting.SystemSetting>.Instance.Profile.ExtraLosssCompensation; * var cr = MeasuringManager.Convert_dBm2mW(power - refpower.Power); * cr = Math.Round(cr * 100D, 2); */ var wl = pSetting.CastTo(double.MaxValue); if (wl == double.MinValue) { throw new MeasuringException("波长设置错误"); } var testData = pointTestData.GetTestData(); if (!testData.ContainsKey(temp)) { throw new MeasuringException("没有计算CL所需测试数据"); } var data = testData[temp]; var inPower = 0D; var allPower = 0D; var setting = TestPortSetting.Get(port); foreach (var item in data) { var ch = item.Key; if (ch < 1 || !item.Value.ContainsKey(wl)) { continue; } var chSetting = TestPortSetting.Get(ch); if (chSetting.DataID != setting.DataID) { continue; } var testItem = item.Value[wl]; if (testItem.Power == double.MinValue) { continue; } var power = MeasuringManager.Convert_dBm2mW(testItem.IL); if (port == ch) { inPower = power; } allPower += power; } var cr = allPower == 0D ? 0D : inPower / allPower; cr = Math.Round(cr * 100D, 2); return(cr); }
public ContentWindowReferenceData(ReferenceData refData) { InitializeComponent(); myDataGrid.ItemsSource = refData.ReferenceDataEntrys; }
public ResolvedTermDepositTrade resolvedTrade(double quantity, MarketData marketData, ReferenceData refData) { return(trade(quantity, marketData, refData).resolve(refData)); }
/// <summary> /// Tests setup for methods and data /// </summary> protected override void OnSetup() { mockLoggingHelper = CreateMock <ILoggingHelper>(); // Data Setup userUnitInfoDataDTOList = new List <UserUnitInfoDataDTO>() { new UserUnitInfoDataDTO() { UserName = "******", LocationId = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A") }, new UserUnitInfoDataDTO() { UserName = "******", LocationId = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A") } }; List <AccessFunction> accessFunctionList = new List <AccessFunction>() { new AccessFunction() { RoleName = "manager", LocationID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), UserName = "******", FunctionName = "PrintMap", ActionName = "Print", UserId = new Guid("5B9C7207-3D20-E711-9F8C-28D244AEF9ED"), }, new AccessFunction() { RoleName = "collection hub", LocationID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), UserName = "******", FunctionName = "accesslink", ActionName = "create", UserId = new Guid("5B9C7207-3D20-E711-9F8C-28D244AEF9ED"), }, new AccessFunction() { RoleName = "delivery unit", LocationID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), UserName = "******", FunctionName = "delivery point", ActionName = "create", UserId = new Guid("6B9C7207-3D20-E711-9F8C-28D244AEF9ED"), } }; UserRoleLocation userRoleLocation = new UserRoleLocation() { LocationID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), UserID = new Guid("5B9C7207-3D20-E711-9F8C-28D244AEF9ED") }; User user = new User() { ID = new Guid("5B9C7207-3D20-E711-9F8C-28D244AEF9ED"), UserName = "******" }; LocationReferenceData locationReferenceData = new LocationReferenceData() { ReferenceDataID = new Guid("AFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), LocationID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A") }; ReferenceData referenceData = new ReferenceData() { ID = new Guid("AFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), ReferenceDataValue = "Type1" }; PostalAddressIdentifier postalAddressIdentifier = new PostalAddressIdentifier() { ID = new Guid("FFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), IdentifierTypeGUID = new Guid("AFD741D9-5BBE-4D7F-9C3B-79D3588DC98A"), Name = "Unit1" }; //Setup for UserRoleLocation mockRMDBContext = CreateMock <ActionDBContext>(); var mockAsynEnumerable1 = new DbAsyncEnumerable <UserRoleLocation>(new List <UserRoleLocation>() { userRoleLocation }); var mockUserRoleLocation = MockDbSet(new List <UserRoleLocation>() { userRoleLocation }); mockUserRoleLocation.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable1.AsQueryable().Provider); mockUserRoleLocation.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable1.AsQueryable().Expression); mockUserRoleLocation.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable1.AsQueryable().ElementType); mockUserRoleLocation.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <UserRoleLocation>)mockAsynEnumerable1).GetAsyncEnumerator()); mockUserRoleLocation.Setup(x => x.AsNoTracking()).Returns(mockUserRoleLocation.Object); mockRMDBContext.Setup(x => x.Set <UserRoleLocation>()).Returns(mockUserRoleLocation.Object); mockRMDBContext.Setup(x => x.UserRoleLocations).Returns(mockUserRoleLocation.Object); mockUserRoleLocation.Setup(x => x.Include(It.IsAny <string>())).Returns(mockUserRoleLocation.Object); //Setup for User var mockAsynEnumerable2 = new DbAsyncEnumerable <User>(new List <User>() { user }); var mockUser = MockDbSet(new List <User>() { user }); mockUser.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable2.AsQueryable().Provider); mockUser.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable2.AsQueryable().Expression); mockUser.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable2.AsQueryable().ElementType); mockUser.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <User>)mockAsynEnumerable2).GetAsyncEnumerator()); mockRMDBContext.Setup(x => x.Set <User>()).Returns(mockUser.Object); mockRMDBContext.Setup(x => x.Users).Returns(mockUser.Object); mockUser.Setup(x => x.Include(It.IsAny <string>())).Returns(mockUser.Object); //Setup for LocationReferenceData var mockAsynEnumerable3 = new DbAsyncEnumerable <LocationReferenceData>(new List <LocationReferenceData>() { locationReferenceData }); var mockLocationReferenceData = MockDbSet(new List <LocationReferenceData>() { locationReferenceData }); mockLocationReferenceData.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable3.AsQueryable().Provider); mockLocationReferenceData.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable3.AsQueryable().Expression); mockLocationReferenceData.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable3.AsQueryable().ElementType); mockLocationReferenceData.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <LocationReferenceData>)mockAsynEnumerable3).GetAsyncEnumerator()); mockRMDBContext.Setup(x => x.Set <LocationReferenceData>()).Returns(mockLocationReferenceData.Object); mockRMDBContext.Setup(x => x.LocationReferenceDatas).Returns(mockLocationReferenceData.Object); mockLocationReferenceData.Setup(x => x.Include(It.IsAny <string>())).Returns(mockLocationReferenceData.Object); //Setup for LocationReferenceData var mockAsynEnumerable4 = new DbAsyncEnumerable <ReferenceData>(new List <ReferenceData>() { referenceData }); var mockReferenceData = MockDbSet(new List <ReferenceData>() { referenceData }); mockReferenceData.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable4.AsQueryable().Provider); mockReferenceData.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable4.AsQueryable().Expression); mockReferenceData.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable4.AsQueryable().ElementType); mockReferenceData.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <ReferenceData>)mockAsynEnumerable4).GetAsyncEnumerator()); mockRMDBContext.Setup(x => x.Set <ReferenceData>()).Returns(mockReferenceData.Object); mockRMDBContext.Setup(x => x.ReferenceDatas).Returns(mockReferenceData.Object); mockReferenceData.Setup(x => x.Include(It.IsAny <string>())).Returns(mockReferenceData.Object); //Setup for PostalAddressIdentifier var mockAsynEnumerable5 = new DbAsyncEnumerable <PostalAddressIdentifier>(new List <PostalAddressIdentifier>() { postalAddressIdentifier }); var mockPostalAddressIdentifier = MockDbSet(new List <PostalAddressIdentifier>() { postalAddressIdentifier }); mockPostalAddressIdentifier.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable5.AsQueryable().Provider); mockPostalAddressIdentifier.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable5.AsQueryable().Expression); mockPostalAddressIdentifier.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable5.AsQueryable().ElementType); mockPostalAddressIdentifier.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <PostalAddressIdentifier>)mockAsynEnumerable5).GetAsyncEnumerator()); mockRMDBContext.Setup(x => x.Set <PostalAddressIdentifier>()).Returns(mockPostalAddressIdentifier.Object); mockRMDBContext.Setup(x => x.PostalAddressIdentifiers).Returns(mockPostalAddressIdentifier.Object); mockPostalAddressIdentifier.Setup(x => x.Include(It.IsAny <string>())).Returns(mockPostalAddressIdentifier.Object); //Setup for AccessFunction var mockAsynEnumerable6 = new DbAsyncEnumerable <AccessFunction>(accessFunctionList); var mockAccessFunction = MockDbSet(accessFunctionList); mockAccessFunction.As <IQueryable>().Setup(mock => mock.Provider).Returns(mockAsynEnumerable6.AsQueryable().Provider); mockAccessFunction.As <IQueryable>().Setup(mock => mock.Expression).Returns(mockAsynEnumerable6.AsQueryable().Expression); mockAccessFunction.As <IQueryable>().Setup(mock => mock.ElementType).Returns(mockAsynEnumerable6.AsQueryable().ElementType); mockAccessFunction.As <IDbAsyncEnumerable>().Setup(mock => mock.GetAsyncEnumerator()).Returns(((IDbAsyncEnumerable <AccessFunction>)mockAsynEnumerable6).GetAsyncEnumerator()); mockAccessFunction.Setup(x => x.AsNoTracking()).Returns(mockAccessFunction.Object); mockRMDBContext.Setup(x => x.Set <AccessFunction>()).Returns(mockAccessFunction.Object); mockRMDBContext.Setup(x => x.AccessFunctions).Returns(mockAccessFunction.Object); mockAccessFunction.Setup(x => x.Include(It.IsAny <string>())).Returns(mockAccessFunction.Object); //Setup for Logging var rmTraceManagerMock = new Mock <IRMTraceManager>(); rmTraceManagerMock.Setup(x => x.StartTrace(It.IsAny <string>(), It.IsAny <Guid>())); mockLoggingHelper.Setup(x => x.RMTraceManager).Returns(rmTraceManagerMock.Object); mockDatabaseFactory = CreateMock <IDatabaseFactory <ActionDBContext> >(); mockDatabaseFactory.Setup(x => x.Get()).Returns(mockRMDBContext.Object); testCandidate = new ActionManagerDataService(mockDatabaseFactory.Object, mockLoggingHelper.Object); }
//------------------------------------------------------------------------- /// <summary> /// Creates an instance. /// </summary> /// <param name="pricer"> the cap pricer </param> /// <param name="referenceData"> the reference data </param> /// <returns> the instance </returns> public static SurfaceIborCapletFloorletVolatilityBootstrapper of(VolatilityIborCapFloorLegPricer pricer, ReferenceData referenceData) { return(new SurfaceIborCapletFloorletVolatilityBootstrapper(pricer, referenceData)); }
internal virtual LegalEntitySurvivalProbabilities calibrate(IList <CdsIsdaCreditCurveNode> curveNodes, CurveName name, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, DayCount definitionDayCount, Currency definitionCurrency, bool computeJacobian, bool storeTrade, ReferenceData refData) { //JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter: //JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter: IEnumerator <StandardId> legalEntities = curveNodes.Select(CdsIsdaCreditCurveNode::getLegalEntityId).collect(Collectors.toSet()).GetEnumerator(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: StandardId legalEntityId = legalEntities.next(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: ArgChecker.isFalse(legalEntities.hasNext(), "legal entity must be common to curve nodes"); //JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter: IEnumerator <Currency> currencies = curveNodes.Select(n => n.Template.Convention.Currency).collect(Collectors.toSet()).GetEnumerator(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: Currency currency = currencies.next(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: ArgChecker.isFalse(currencies.hasNext(), "currency must be common to curve nodes"); ArgChecker.isTrue(definitionCurrency.Equals(currency), "curve definition currency must be the same as the currency of CDS"); //JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter: IEnumerator <CdsQuoteConvention> quoteConventions = curveNodes.Select(n => n.QuoteConvention).collect(Collectors.toSet()).GetEnumerator(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: CdsQuoteConvention quoteConvention = quoteConventions.next(); //JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops: ArgChecker.isFalse(quoteConventions.hasNext(), "quote convention must be common to curve nodes"); LocalDate valuationDate = marketData.ValuationDate; ArgChecker.isTrue(valuationDate.Equals(marketData.ValuationDate), "ratesProvider and marketDate must be based on the same valuation date"); CreditDiscountFactors discountFactors = ratesProvider.discountFactors(currency); ArgChecker.isTrue(definitionDayCount.Equals(discountFactors.DayCount), "credit curve and discount curve must be based on the same day count convention"); RecoveryRates recoveryRates = ratesProvider.recoveryRates(legalEntityId); int nNodes = curveNodes.Count; double[] coupons = new double[nNodes]; double[] pufs = new double[nNodes]; //JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java: //ORIGINAL LINE: double[][] diag = new double[nNodes][nNodes]; double[][] diag = RectangularArrays.ReturnRectangularDoubleArray(nNodes, nNodes); ImmutableList.Builder <ResolvedCdsTrade> tradesBuilder = ImmutableList.builder(); for (int i = 0; i < nNodes; i++) { CdsCalibrationTrade tradeCalibration = curveNodes[i].trade(1d, marketData, refData); ResolvedCdsTrade trade = tradeCalibration.UnderlyingTrade.resolve(refData); tradesBuilder.add(trade); double[] temp = getStandardQuoteForm(trade, tradeCalibration.Quote, valuationDate, discountFactors, recoveryRates, computeJacobian, refData); coupons[i] = temp[0]; pufs[i] = temp[1]; diag[i][i] = temp[2]; } ImmutableList <ResolvedCdsTrade> trades = tradesBuilder.build(); NodalCurve nodalCurve = calibrate(trades, DoubleArray.ofUnsafe(coupons), DoubleArray.ofUnsafe(pufs), name, valuationDate, discountFactors, recoveryRates, refData); if (computeJacobian) { LegalEntitySurvivalProbabilities creditCurve = LegalEntitySurvivalProbabilities.of(legalEntityId, IsdaCreditDiscountFactors.of(currency, valuationDate, nodalCurve)); ImmutableCreditRatesProvider ratesProviderNew = ratesProvider.toBuilder().creditCurves(ImmutableMap.of(Pair.of(legalEntityId, currency), creditCurve)).build(); System.Func <ResolvedCdsTrade, DoubleArray> sensiFunc = quoteConvention.Equals(CdsQuoteConvention.PAR_SPREAD) ? getParSpreadSensitivityFunction(ratesProviderNew, name, currency, refData) : getPointsUpfrontSensitivityFunction(ratesProviderNew, name, currency, refData); DoubleMatrix sensi = DoubleMatrix.ofArrayObjects(nNodes, nNodes, i => sensiFunc(trades.get(i))); sensi = (DoubleMatrix)MATRIX_ALGEBRA.multiply(DoubleMatrix.ofUnsafe(diag), sensi); JacobianCalibrationMatrix jacobian = JacobianCalibrationMatrix.of(ImmutableList.of(CurveParameterSize.of(name, nNodes)), MATRIX_ALGEBRA.getInverse(sensi)); nodalCurve = nodalCurve.withMetadata(nodalCurve.Metadata.withInfo(CurveInfoType.JACOBIAN, jacobian)); } ImmutableList <ParameterMetadata> parameterMetadata; if (storeTrade) { parameterMetadata = IntStream.range(0, nNodes).mapToObj(n => ResolvedTradeParameterMetadata.of(trades.get(n), curveNodes[n].Label)).collect(Guavate.toImmutableList()); } else { parameterMetadata = IntStream.range(0, nNodes).mapToObj(n => curveNodes[n].metadata(trades.get(n).Product.ProtectionEndDate)).collect(Guavate.toImmutableList()); } nodalCurve = nodalCurve.withMetadata(nodalCurve.Metadata.withParameterMetadata(parameterMetadata)); return(LegalEntitySurvivalProbabilities.of(legalEntityId, IsdaCreditDiscountFactors.of(currency, valuationDate, nodalCurve))); }
private System.Func <ResolvedCdsTrade, DoubleArray> getParSpreadSensitivityFunction(CreditRatesProvider ratesProvider, CurveName curveName, Currency currency, ReferenceData refData) { System.Func <ResolvedCdsTrade, DoubleArray> func = (ResolvedCdsTrade trade) => { PointSensitivities point = tradePricer.parSpreadSensitivity(trade, ratesProvider, refData); return(ratesProvider.parameterSensitivity(point).getSensitivity(curveName, currency).Sensitivity); }; return(func); }
protected override void LoadProject() { _projectLoaded = true; //Read Step5 Project into a Byte-Array Stream fsProject = _ziphelper.GetReadStream(_projectfilename); s5ProjectByteArray = new byte[_ziphelper.GetStreamLength(_projectfilename, fsProject)]; fsProject.Read(s5ProjectByteArray, 0, s5ProjectByteArray.Length); fsProject.Close(); //Read the Project Name ProjectName = System.Text.Encoding.UTF7.GetString(s5ProjectByteArray, 0x08, 8); //Read the Project Size Size = s5ProjectByteArray[0x14] + s5ProjectByteArray[0x15] * 0x100; //Create the main Project Folder ProjectStructure = new Step5ProgrammFolder() { Project = this, Name = this.ToString() }; _allFolders.Add(ProjectStructure); //int startpos = s5ProjectByteArray[0x12] * 0x80; int anz_sections = s5ProjectByteArray[0x16]; List <int> sections_lst = new List <int>(); for (int j = 0; j < anz_sections; j++) { int pos = 0x44 + j * 19; sections_lst.Add(s5ProjectByteArray[pos + 15] + s5ProjectByteArray[pos + 16] * 0x100); } Step5BlocksFolder blkFld = new Step5BlocksFolder() { Name = "Blocks", Project = this, Parent = ProjectStructure }; BlocksFolder = blkFld; ProjectStructure.SubItems.Add(blkFld); //int section_start = startpos; int n = 0; List <int> ByteAddressOFExistingBlocks = new List <int>(); foreach (int secpos in sections_lst) { int section_start = secpos * 0x80; /* The len for a Section is not always calculated right, so if the Section does not begin with the filename add 0x80 until it works */ /* But I don't know why it's wrong */ /* * while (System.Text.Encoding.UTF7.GetString(s5ProjectByteArray, section_start, 8) != ProjectName) * { * section_start += 0x80; * if (section_start>=s5ProjectByteArray.Length) * break; * } */ if (section_start >= s5ProjectByteArray.Length) { break; } //if (section_start == 0x1580) //only for debbuging // section_start = section_start; //Don't know what this Byte means, maybe it describes wich Blocks are in the Section? int section_header_type = s5ProjectByteArray[section_start + 8]; int akanz = 0; int anzbst = s5ProjectByteArray[section_start + 22]; List <byte[]> bstHeaders = new List <byte[]>(); for (int j = 0; j < anzbst; j++) { byte[] tmp = new byte[15]; Array.Copy(s5ProjectByteArray, section_start + 68 + j * 15, tmp, 0, 15); bstHeaders.Add(tmp); } //int section_size = ((s5ProjectByteArray[section_start + 21] * 0x100) + s5ProjectByteArray[section_start + 20]) * 0x80; //if (section_size == 0) //only for debbuging // section_size = section_size; /* * int section_header_size = anzbst * 15 + 68; * section_header_size = (section_header_size / 0x80) * 0x80; * if ((anzbst * 15 + 68) % 0x80 != 0) * section_header_size += 0x80; */ //Don't know wich Information is in the Section Header! int section_header_size = s5ProjectByteArray[section_start + 18] * 0x80; //Read the Block normaly (using the Section-Headers) { //for (int n = blkstart + blkheadersize; n < blkstart + blksize /* s5ProjectByteArray.Length - 2 */; n++) n = section_start + section_header_size; //while (s5ProjectByteArray[n] == 0x00 && s5ProjectByteArray[n + 1] == 0x00) // n += 0x80; while (akanz < anzbst && n + 1 < s5ProjectByteArray.Length) //n < section_start + section_size) { akanz++; int len = 0; ByteAddressOFExistingBlocks.Add(n); var tmp = AddBlockInfo(s5ProjectByteArray, ref n, blkFld, bstHeaders[akanz - 1]); if (tmp != null) { blkFld.step5BlocksinfoList.Add(tmp); } /* * if (s5ProjectByteArray[n] == 0x70 && s5ProjectByteArray[n + 1] == 0x70) //Step5 Block * // && s5ProjectByteArray[n - 1] == 0x00) * { * len = (s5ProjectByteArray[n + 8] * 0x100 + s5ProjectByteArray[n + 9]) * 2; * * Step5ProjectBlockInfo tmpBlk = new Step5ProjectBlockInfo(); * //S5Block tmpBlk = new S5Block(); * * //if (((IList<int>)Enum.GetValues(typeof(PLCBlockType))).Contains((s5ProjectByteArray[n + 2] | 0xf00))) //only for debbuging * tmpBlk.BlockType = (PLCBlockType)(s5ProjectByteArray[n + 2] | 0xf00); * //else * // tt_nr = tt_nr; * * tmpBlk.BlockNumber = s5ProjectByteArray[n + 3]; * * tmpBlk._blkHeaderByte = bstHeaders[akanz - 1]; * * //byte n+4 -> kennungen für das programiergerät * //byte n+5,6,7 -> bib nummer * * byte[] code = new byte[len]; * Array.Copy(s5ProjectByteArray, n, code, 0, len); * tmpBlk._blkByte = code; * tmpBlk.ParentFolder = blkFld; * * blkFld.step5BlocksinfoList.Add(tmpBlk); * //string aa = System.Text.Encoding.GetEncoding("ISO-8859-1").GetString(code); * } * else if (s5ProjectByteArray[n] == 0x06) //DB - Vorkopf * { * len = (s5ProjectByteArray[n + 4] * 0x100 + s5ProjectByteArray[n + 5]) * 2; * Step5ProjectBlockInfo tmpBlk = new Step5ProjectBlockInfo(); * //S5Block tmpBlk = new S5Block(); * * tmpBlk.BlockType = PLCBlockType.S5_DV; * * tmpBlk.BlockNumber = s5ProjectByteArray[n + 1]; * * byte[] code = new byte[len]; * Array.Copy(s5ProjectByteArray, n, code, 0, len); * tmpBlk._blkByte = code; * tmpBlk.ParentFolder = blkFld; * * blkFld.step5BlocksinfoList.Add(tmpBlk); * } * else if (s5ProjectByteArray[n] == 0x11) //DX - Vorkopf * { * len = (s5ProjectByteArray[n + 4] * 0x100 + s5ProjectByteArray[n + 5]) * 2; * Step5ProjectBlockInfo tmpBlk = new Step5ProjectBlockInfo(); * //S5Block tmpBlk = new S5Block(); * * tmpBlk.BlockType = PLCBlockType.S5_DVX; * * tmpBlk.BlockNumber = s5ProjectByteArray[n + 1]; * * byte[] code = new byte[len]; * Array.Copy(s5ProjectByteArray, n, code, 0, len); * tmpBlk._blkByte = code; * tmpBlk.ParentFolder = blkFld; * * blkFld.step5BlocksinfoList.Add(tmpBlk); * } * else if (s5ProjectByteArray[n] == 0x0D) //FB - Vorkopf * { * len = (s5ProjectByteArray[n + 4] * 0x100 + s5ProjectByteArray[n + 5]) * 2; * Step5ProjectBlockInfo tmpBlk = new Step5ProjectBlockInfo(); * //S5Block tmpBlk = new S5Block(); * * tmpBlk.BlockType = PLCBlockType.S5_FV; * * tmpBlk.BlockNumber = s5ProjectByteArray[n + 1]; * * byte[] code = new byte[len]; * Array.Copy(s5ProjectByteArray, n, code, 0, len); * tmpBlk._blkByte = code; * tmpBlk.ParentFolder = blkFld; * * blkFld.step5BlocksinfoList.Add(tmpBlk); * } * else if (s5ProjectByteArray[n] == 0x0A) //FX - Vorkopf * { * len = (s5ProjectByteArray[n + 4] * 0x100 + s5ProjectByteArray[n + 5]) * 2; * Step5ProjectBlockInfo tmpBlk = new Step5ProjectBlockInfo(); * //S5Block tmpBlk = new S5Block(); * * tmpBlk.BlockType = PLCBlockType.S5_FVX; * * tmpBlk.BlockNumber = s5ProjectByteArray[n + 1]; * * byte[] code = new byte[len]; * Array.Copy(s5ProjectByteArray, n, code, 0, len); * tmpBlk._blkByte = code; * tmpBlk.ParentFolder = blkFld; * * blkFld.step5BlocksinfoList.Add(tmpBlk); * } * else * { * //Here are the $ Blocks woch are not yet implemented! * //akanz--; * len = 0x80; * } * * n += (len / 0x80) * 0x80; * if (len % 0x80 != 0) * n += 0x80; */ } } section_start = n; //section_start += section_size; } if (_showDeleted) { //Read also the deleted Blocks, that means, don't use the Section Headers ... int akpos = s5ProjectByteArray[0x12] * 0x80; while (akpos <= s5ProjectByteArray.Length - 0x80) { while (!IsCurrentPosABlockStart(s5ProjectByteArray, akpos) && akpos <= s5ProjectByteArray.Length - 0x80) { akpos += 0x80; } if (akpos <= s5ProjectByteArray.Length - 0x80) { bool blkExists = ByteAddressOFExistingBlocks.Contains(akpos); var tmp = AddBlockInfo(s5ProjectByteArray, ref akpos, blkFld, null); if (!blkExists) { tmp.Deleted = true; blkFld.step5BlocksinfoList.Add(tmp); } } } } if (_projectfilename.ToLower().Contains("st.s5d") && _ziphelper.FileExists(_projectfilename.ToLower().Replace("st.s5d", "z0.seq"))) { Stream symTabStream = _ziphelper.GetReadStream(_projectfilename.ToLower().Replace("st.s5d", "z0.seq")); SymbolTable symtab = new SymbolTable(); symtab.LoadSymboltable(symTabStream); symTabStream.Close(); symtab.Parent = ProjectStructure; symtab.Project = this; ProjectStructure.SubItems.Add(symtab); _allFolders.Add(symtab); } var refFld = new ReferenceData((Step5ProgrammFolder)ProjectStructure, this); ProjectStructure.SubItems.Add(refFld); // { Parent = ProjectStructure, Project = this }); _allFolders.Add(refFld); }
//------------------------------------------------------------------------- /// <summary> /// Calibrates the ISDA compliant credit curve to the market data. /// <para> /// This creates the single credit curve for a legal entity. /// The curve nodes in {@code IsdaCreditCurveDefinition} should be single-name credit default swaps on this legal entity. /// </para> /// <para> /// The relevant discount curve and recovery rate curve must be stored in {@code ratesProvider}. /// The day count convention for the resulting credit curve is the same as that of the discount curve. /// /// </para> /// </summary> /// <param name="curveDefinition"> the curve definition </param> /// <param name="marketData"> the market data </param> /// <param name="ratesProvider"> the rates provider </param> /// <param name="refData"> the reference data </param> /// <returns> the ISDA compliant credit curve </returns> public virtual LegalEntitySurvivalProbabilities calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData) { ArgChecker.isTrue(curveDefinition.CurveValuationDate.Equals(ratesProvider.ValuationDate), "ratesProvider and curveDefinition must be based on the same valuation date"); //JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter: ImmutableList <CdsIsdaCreditCurveNode> curveNodes = curveDefinition.CurveNodes.Where(n => n is CdsIsdaCreditCurveNode).Select(n => (CdsIsdaCreditCurveNode)n).collect(Guavate.toImmutableList()); return(calibrate(curveNodes, curveDefinition.Name, marketData, ratesProvider, curveDefinition.DayCount, curveDefinition.Currency, curveDefinition.ComputeJacobian, curveDefinition.StoreNodeTrade, refData)); }
//------------------------------------------------------------------------- /// <summary> /// Creates an {@code IborRateObservation} from an index and fixing date. /// <para> /// The reference data is used to find the maturity date from the fixing date. /// /// </para> /// </summary> /// <param name="index"> the index </param> /// <param name="fixingDate"> the fixing date </param> /// <param name="refData"> the reference data to use when resolving holiday calendars </param> /// <returns> the rate observation </returns> public static OvernightIndexObservation of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData) { LocalDate publicationDate = index.calculatePublicationFromFixing(fixingDate, refData); LocalDate effectiveDate = index.calculateEffectiveFromFixing(fixingDate, refData); LocalDate maturityDate = index.calculateMaturityFromEffective(effectiveDate, refData); return(OvernightIndexObservation.builder().index(index).fixingDate(fixingDate).publicationDate(publicationDate).effectiveDate(effectiveDate).maturityDate(maturityDate).yearFraction(index.DayCount.yearFraction(effectiveDate, maturityDate)).build()); }
protected override void Initialize(ContainerRecord record, ReferenceData referenceData) { base.Initialize(record, referenceData); lockData = new LockData(referenceData.LockLevel, referenceData.Trap, referenceData.Key); }
// calculate the end date private LocalDate calculateEnd(LocalDate valuationDate, ReferenceData refData) { SwapTrade trade = template.createTrade(valuationDate, BuySell.BUY, 1, 1, refData); return(trade.Product.EndDate.adjusted(refData)); }
/// <summary> /// Initializes a new instance of the <see cref="GangwaySettingsUserControlViewModel" /> class. /// </summary> /// <param name="referenceData">The reference data.</param> /// <param name="isRedirectedForcefullyToSaveSettings">if set to <c>true</c> [is redirected to save settings].</param> public GangwaySettingsUserControlViewModel(ReferenceData referenceData, bool isRedirectedForcefullyToSaveSettings) { this.RegisterEvents(); this.referenceData = referenceData; this.referenceDataService = DIContainer.Instance.Resolve<IReferenceDataService>(); this.canCancel = !isRedirectedForcefullyToSaveSettings; }
/// <summary> /// Calibrate the ISDA compliant credit curve to points upfront and fractional spread. /// </summary> /// <param name="calibrationCDSs"> the calibration CDS </param> /// <param name="flactionalSpreads"> the fractional spreads </param> /// <param name="pointsUpfront"> the points upfront values </param> /// <param name="name"> the curve name </param> /// <param name="valuationDate"> the valuation date </param> /// <param name="discountFactors"> the discount factors </param> /// <param name="recoveryRates"> the recovery rates </param> /// <param name="refData"> the reference data </param> /// <returns> the ISDA compliant credit curve </returns> public abstract NodalCurve calibrate(IList <ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData);
public static void SerializeComponents(List<IComponentOld> components, out string data, out ReferenceData[] references) { var referenceList = new List<ReferenceData>(); for (int i = 0; i < components.Count; i++) { var component = components[i]; ExtractReferences(component, i, "", referenceList); } data = SerializeComponents(components); references = referenceList.ToArray(); InjectReferences(components, references); }
private double[] getStandardQuoteForm(ResolvedCdsTrade calibrationCds, CdsQuote marketQuote, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, bool computeJacobian, ReferenceData refData) { double[] res = new double[3]; res[2] = 1d; if (marketQuote.QuoteConvention.Equals(CdsQuoteConvention.PAR_SPREAD)) { res[0] = marketQuote.QuotedValue; } else if (marketQuote.QuoteConvention.Equals(CdsQuoteConvention.QUOTED_SPREAD)) { double qSpread = marketQuote.QuotedValue; CurveName curveName = CurveName.of("quoteConvertCurve"); NodalCurve tempCreditCurve = calibrate(ImmutableList.of(calibrationCds), DoubleArray.of(qSpread), DoubleArray.of(0d), curveName, valuationDate, discountFactors, recoveryRates, refData); Currency currency = calibrationCds.Product.Currency; StandardId legalEntityId = calibrationCds.Product.LegalEntityId; ImmutableCreditRatesProvider rates = ImmutableCreditRatesProvider.builder().valuationDate(valuationDate).discountCurves(ImmutableMap.of(currency, discountFactors)).recoveryRateCurves(ImmutableMap.of(legalEntityId, recoveryRates)).creditCurves(ImmutableMap.of(Pair.of(legalEntityId, currency), LegalEntitySurvivalProbabilities.of(legalEntityId, IsdaCreditDiscountFactors.of(currency, valuationDate, tempCreditCurve)))).build(); res[0] = calibrationCds.Product.FixedRate; res[1] = tradePricer.price(calibrationCds, rates, PriceType.CLEAN, refData); if (computeJacobian) { CurrencyParameterSensitivities pufSensi = rates.parameterSensitivity(tradePricer.priceSensitivity(calibrationCds, rates, refData)); CurrencyParameterSensitivities spSensi = rates.parameterSensitivity(tradePricer.parSpreadSensitivity(calibrationCds, rates, refData)); res[2] = spSensi.getSensitivity(curveName, currency).Sensitivity.get(0) / pufSensi.getSensitivity(curveName, currency).Sensitivity.get(0); } } else if (marketQuote.QuoteConvention.Equals(CdsQuoteConvention.POINTS_UPFRONT)) { res[0] = calibrationCds.Product.FixedRate; res[1] = marketQuote.QuotedValue; } else { throw new System.ArgumentException("Unknown CDSQuoteConvention type " + marketQuote.GetType()); } return(res); }
/// <summary> /// Function to open log on view. /// </summary> /// <param name="tupleData">The tuple data.</param> private void OpenLogonView(Tuple<LogOnMode, ReferenceData> tupleData) { this.referenceData = tupleData.Item2 != null ? tupleData.Item2 : null; Application.Current.ShowWindowAsDialog(() => new LogOn(tupleData.Item1)); }
public WDC1Reader(Stream stream) { using (var reader = new BinaryReader(stream, Encoding.UTF8)) { if (reader.BaseStream.Length < HeaderSize) { throw new InvalidDataException("WDC1 file is corrupted!"); } uint magic = reader.ReadUInt32(); if (magic != WDC1FmtSig) { throw new InvalidDataException("WDC1 file is corrupted!"); } RecordsCount = reader.ReadInt32(); FieldsCount = reader.ReadInt32(); RecordSize = reader.ReadInt32(); StringTableSize = reader.ReadInt32(); TableHash = reader.ReadUInt32(); LayoutHash = reader.ReadUInt32(); MinIndex = reader.ReadInt32(); MaxIndex = reader.ReadInt32(); int locale = reader.ReadInt32(); int copyTableSize = reader.ReadInt32(); Flags = (DB2Flags)reader.ReadUInt16(); IdFieldIndex = reader.ReadUInt16(); int totalFieldsCount = reader.ReadInt32(); PackedDataOffset = reader.ReadInt32(); // Offset within the field where packed data starts int lookupColumnCount = reader.ReadInt32(); // count of lookup columns int sparseTableOffset = reader.ReadInt32(); // absolute value, {uint offset, ushort size}[MaxId - MinId + 1] int indexDataSize = reader.ReadInt32(); // int indexData[IndexDataSize / 4] int columnMetaDataSize = reader.ReadInt32(); // 24 * NumFields bytes, describes column bit packing, {ushort recordOffset, ushort size, uint additionalDataSize, uint compressionType, uint packedDataOffset or commonvalue, uint cellSize, uint cardinality}[NumFields], sizeof(DBC2CommonValue) == 8 int commonDataSize = reader.ReadInt32(); int palletDataSize = reader.ReadInt32(); // in bytes, sizeof(DBC2PalletValue) == 4 int referenceDataSize = reader.ReadInt32(); // uint NumRecords, uint minId, uint maxId, {uint id, uint index}[NumRecords], questionable usefulness... if (RecordsCount == 0) { return; } // field meta data field_structure_data = reader.ReadArray <FieldMetaData>(FieldsCount); if (!Flags.HasFlagExt(DB2Flags.Sparse)) { // records data RecordsData = reader.ReadBytes(RecordsCount * RecordSize); Array.Resize(ref RecordsData, RecordsData.Length + 8); // pad with extra zeros so we don't crash when reading // string data StringTable = new Dictionary <long, string>(StringTableSize / 0x20); for (int i = 0; i < StringTableSize;) { long oldPos = reader.BaseStream.Position; StringTable[i] = reader.ReadCString(); i += (int)(reader.BaseStream.Position - oldPos); } } else { // sparse data with inlined strings RecordsData = reader.ReadBytes(sparseTableOffset - HeaderSize - Marshal.SizeOf <FieldMetaData>() * FieldsCount); if (reader.BaseStream.Position != sparseTableOffset) { throw new Exception("r.BaseStream.Position != sparseTableOffset"); } int sparseCount = MaxIndex - MinIndex + 1; offset_map_Entries = new List <offset_map_entry>(sparseCount); CopyData = new Dictionary <int, int>(sparseCount); var sparseIdLookup = new Dictionary <uint, int>(sparseCount); for (int i = 0; i < sparseCount; i++) { offset_map_entry sparse = reader.Read <offset_map_entry>(); if (sparse.Offset == 0 || sparse.Size == 0) { continue; } if (sparseIdLookup.TryGetValue(sparse.Offset, out int copyId)) { CopyData[MinIndex + i] = copyId; } else { offset_map_Entries.Add(sparse); sparseIdLookup.Add(sparse.Offset, MinIndex + i); } } } // index data id_list_data = reader.ReadArray <int>(indexDataSize / 4); // duplicate rows data if (CopyData == null) { CopyData = new Dictionary <int, int>(copyTableSize / 8); } for (int i = 0; i < copyTableSize / 8; i++) { CopyData[reader.ReadInt32()] = reader.ReadInt32(); } // column meta data ColumnMeta = reader.ReadArray <ColumnMetaData>(FieldsCount); // pallet data PalletData = new Value32[ColumnMeta.Length][]; for (int i = 0; i < ColumnMeta.Length; i++) { if (ColumnMeta[i].CompressionType == CompressionType.Pallet || ColumnMeta[i].CompressionType == CompressionType.PalletArray) { PalletData[i] = reader.ReadArray <Value32>((int)ColumnMeta[i].AdditionalDataSize / 4); } } // common data CommonData = new Dictionary <int, Value32> [ColumnMeta.Length]; for (int i = 0; i < ColumnMeta.Length; i++) { if (ColumnMeta[i].CompressionType == CompressionType.Common) { var commonValues = new Dictionary <int, Value32>((int)ColumnMeta[i].AdditionalDataSize / 8); CommonData[i] = commonValues; for (int j = 0; j < ColumnMeta[i].AdditionalDataSize / 8; j++) { commonValues[reader.ReadInt32()] = reader.Read <Value32>(); } } } // reference data ReferenceData refData = new ReferenceData(); if (referenceDataSize > 0) { refData.NumRecords = reader.ReadInt32(); refData.MinId = reader.ReadInt32(); refData.MaxId = reader.ReadInt32(); var entries = reader.ReadArray <ReferenceEntry>(refData.NumRecords); for (int i = 0; i < entries.Length; i++) { refData.Entries[entries[i].Index] = entries[i].Id; } } int position = 0; for (int i = 0; i < RecordsCount; i++) { BitReader bitReader = new BitReader(RecordsData) { Position = 0 }; if (Flags.HasFlagExt(DB2Flags.Sparse)) { bitReader.Position = position; position += offset_map_Entries[i].Size * 8; } else { bitReader.Offset = i * RecordSize; } refData.Entries.TryGetValue(i, out int refId); IDBRow rec = new WDC1Row(this, bitReader, indexDataSize != 0 ? id_list_data[i] : -1, refId, i); _Records.Add(i, rec); } } }
public CurveMetadata metadata(LocalDate valuationDate, ReferenceData refData) { return(curveWithoutFixingDefinition.metadata(valuationDate, refData)); }
//------------------------------------------------------------------------- /// <summary> /// Creates an instance from an index and fixing date. /// <para> /// The reference data is used to find the maturity date from the fixing date. /// /// </para> /// </summary> /// <param name="index"> the index </param> /// <param name="fixingDate"> the fixing date </param> /// <param name="refData"> the reference data to use when resolving holiday calendars </param> /// <returns> the rate computation </returns> public static IborRateComputation of(IborIndex index, LocalDate fixingDate, ReferenceData refData) { return(new IborRateComputation(IborIndexObservation.of(index, fixingDate, refData))); }
public LocalDate date(LocalDate valuationDate, ReferenceData refData) { return(date_Renamed.calculate(() => calculateEnd(valuationDate, refData), () => calculateLastFixingDate(valuationDate))); }
private const uint WDC1FmtSig = 0x31434457; // WDC1 public WDC1Writer(WDC1Reader reader, IDictionary <int, T> storage, Stream stream) : base(reader) { // always 2 empties StringTableSize++; WDC1RowSerializer <T> serializer = new WDC1RowSerializer <T>(this); serializer.Serialize(storage); serializer.GetCopyRows(); RecordsCount = serializer.Records.Count - CopyData.Count; var(commonDataSize, palletDataSize, referenceDataSize) = GetDataSizes(); using (var writer = new BinaryWriter(stream)) { int minIndex = storage.Keys.Min(); int maxIndex = storage.Keys.Max(); int copyTableSize = Flags.HasFlagExt(DB2Flags.Sparse) ? 0 : CopyData.Count * 8; writer.Write(WDC1FmtSig); writer.Write(RecordsCount); writer.Write(FieldsCount); writer.Write(RecordSize); writer.Write(StringTableSize); writer.Write(reader.TableHash); writer.Write(reader.LayoutHash); writer.Write(minIndex); writer.Write(maxIndex); writer.Write(reader.Locale); writer.Write(copyTableSize); writer.Write((ushort)Flags); writer.Write((ushort)IdFieldIndex); writer.Write(FieldsCount); // totalFieldCount writer.Write(reader.PackedDataOffset); writer.Write(ReferenceData.Count > 0 ? 1 : 0); // RelationshipColumnCount writer.Write(0); // sparseTableOffset writer.Write(RecordsCount * 4); // indexTableSize writer.Write(ColumnMeta.Length * 24); // ColumnMetaDataSize writer.Write(commonDataSize); writer.Write(palletDataSize); writer.Write(referenceDataSize); if (storage.Count == 0) { return; } // field meta writer.WriteArray(field_structure_data); // record data uint recordsOffset = (uint)writer.BaseStream.Position; foreach (var record in serializer.Records) { if (!CopyData.TryGetValue(record.Key, out int parent)) { record.Value.CopyTo(writer.BaseStream); } } // string table if (!Flags.HasFlagExt(DB2Flags.Sparse)) { writer.WriteCString(""); foreach (var str in StringTableStingAsKeyPosAsValue) { writer.WriteCString(str.Key); } } // sparse data if (Flags.HasFlagExt(DB2Flags.Sparse)) { // set the sparseTableOffset long oldPos = writer.BaseStream.Position; writer.BaseStream.Position = 60; writer.Write((uint)oldPos); writer.BaseStream.Position = oldPos; WriteOffsetRecords(writer, serializer, recordsOffset, maxIndex - minIndex + 1); } // index table if (Flags.HasFlagExt(DB2Flags.Index)) { writer.WriteArray(serializer.Records.Keys.Except(CopyData.Keys).ToArray()); } // copy table if (!Flags.HasFlagExt(DB2Flags.Sparse)) { foreach (var copyRecord in CopyData) { writer.Write(copyRecord.Key); writer.Write(copyRecord.Value); } } // column meta data writer.WriteArray(ColumnMeta); // pallet data for (int i = 0; i < ColumnMeta.Length; i++) { if (ColumnMeta[i].CompressionType == CompressionType.Pallet || ColumnMeta[i].CompressionType == CompressionType.PalletArray) { foreach (var palletData in PalletData[i]) { writer.WriteArray(palletData); } } } // common data for (int i = 0; i < ColumnMeta.Length; i++) { if (ColumnMeta[i].CompressionType == CompressionType.Common) { foreach (var commondata in CommonData[i]) { writer.Write(commondata.Key); writer.Write(commondata.Value.GetValue <int>()); } } } // reference data if (ReferenceData.Count > 0) { writer.Write(ReferenceData.Count); writer.Write(ReferenceData.Min()); writer.Write(ReferenceData.Max()); for (int i = 0; i < ReferenceData.Count; i++) { writer.Write(ReferenceData[i]); writer.Write(i); } } } }
//------------------------------------------------------------------------- public virtual Results calculateMultiScenario <T1>(CalculationRules calculationRules, IList <T1> targets, IList <Column> columns, ScenarioMarketData marketData, ReferenceData refData) where T1 : com.opengamma.strata.basics.CalculationTarget { CalculationTasks tasks = CalculationTasks.of(calculationRules, targets, columns, refData); return(taskRunner.calculateMultiScenario(tasks, marketData, refData)); }
public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData) { ResolvedCapitalIndexedBond resolved = product.resolve(refData); return(new ResolvedCapitalIndexedBondTrade(info, resolved, Quantity, null)); }
private static double TestPointEL(ReferenceData referenceData, TestDataCollection testDataCollection, string testType, string temp, int port, string pSetting) { var pointTestData = testDataCollection.GetTestData(testType, "Point", "PointPDL"); if (pointTestData == null) { throw new MeasuringException("没有计算EL所需测试数据"); } var wl = pSetting.CastTo(double.MaxValue); if (wl == double.MinValue) { throw new MeasuringException("波长设置错误"); } var testData = pointTestData.GetTestData(); if (!testData.ContainsKey(temp)) { throw new MeasuringException("没有计算EL所需测试数据"); } var data = testData[temp]; var allPower = 0D; var inPower = 0D; var count = 0; var setting = TestPortSetting.Get(port); foreach (var item in data) { var ch = item.Key; if (ch < 1 || !item.Value.ContainsKey(wl)) { continue; } var chSetting = TestPortSetting.Get(ch); if (chSetting.DataID != setting.DataID) { continue; } var testItem = item.Value[wl]; if (testItem.Power == double.MinValue) { continue; } var refpower = referenceData.GetReference(1, ch % TestPortSetting.DataDivide, wl); allPower += MeasuringManager.Convert_dBm2mW(testItem.Power); inPower += refpower.Power; count++; } allPower = MeasuringManager.Convert_mW2dBm(allPower) + Windows.IniProfile <BusinessLogic.Setting.SystemSetting> .Instance.Profile.ExtraLosssCompensation; inPower = inPower / count; var value = inPower == double.MinValue ? double.MinValue : Math.Abs(Math.Round(allPower - inPower, 3)); return(value); }
public ResolvedSwapTrade resolve(ReferenceData refData) { return(new ResolvedSwapTrade(info, product.resolve(refData))); }
public HttpResponseMessage RetrieveReferenceData(string userId) { ReferenceData referenceData = new ReferenceData(); var masterDetail = this.clientService.RetrieveList(Convert.ToInt32(userId, CultureInfo.CurrentCulture)); var projects = this.lookupService.RetrieveProjects(null, null, false, null, Convert.ToInt32(userId, CultureInfo.CurrentCulture)); var developers = this.developerService.RetrieveListByDeveloperName(null, Convert.ToInt32(userId, CultureInfo.CurrentCulture)); var ticketPriority = this.lookupService.RetrievePriorityListItem(Convert.ToInt32(userId, CultureInfo.CurrentCulture)); var myTicketCount = this.lookupService.RetrieveMyTicketCountList(Convert.ToInt32(userId, CultureInfo.CurrentCulture)); var tags = this.lookupService.RetrieveTagList(); masterDetail.Where(a => !a.IsInactive).ToList().ForEach(masterData => referenceData.Clients.Add(MapToClients(masterData))); projects.ForEach(projectData => referenceData.Projects.Add(MapToProjects(projectData))); tags.ForEach(tagData => referenceData.Tags.Add(MapToTags(tagData))); ticketPriority.ForEach(priorityData => referenceData.Priorities.Add(MapToPriority(priorityData))); developers.Where(a => !a.InActive).ToList().ForEach(developerListItem => referenceData.Developers.Add(MapToDeveloper(developerListItem))); referenceData.AllUnreadTicketCount = myTicketCount.AllUnReadTicketCount; referenceData.ForMeUnreadTicketCount = myTicketCount.ForMeUnReadTicketCount; referenceData.ByMeUnreadTicketCount = myTicketCount.ByMeUnReadTicketCount; return Request.CreateResponse(HttpStatusCode.OK, referenceData); }
public Currency naturalCurrency(CalculationTarget trade, ReferenceData refData) { throw new System.InvalidOperationException("Function has no currency-convertible measures"); }
/// <summary> /// Maps the reference data. /// </summary> /// <param name="dataReader">The data reader.</param> /// <returns>Reference data.</returns> internal static async Task<ReferenceData> MapReferenceData(SqlDataReader dataReader) { var referenceData = new ReferenceData(); if (dataReader != null) { referenceData.AssignBrands(await MapBrands(dataReader)); await dataReader.NextResultAsync(); var dictionaryPortBrand = await MapBrandPorts(dataReader); MapBrandPortIds(referenceData.Brands, dictionaryPortBrand); await dataReader.NextResultAsync(); referenceData.AssignCountries(await MapCountries(dataReader)); await dataReader.NextResultAsync(); referenceData.AssignLoyaltyLevelTypes(await MapLoyaltyLevelTypes(dataReader)); await dataReader.NextResultAsync(); referenceData.AssignPersonTypes(await MapPersonTypes(dataReader)); await dataReader.NextResultAsync(); referenceData.AssignPorts(await MapPorts(dataReader)); await dataReader.NextResultAsync(); referenceData.AssignStates(await MapStates(dataReader)); await dataReader.NextResultAsync(); referenceData.AssignDocumentTypes(await MapDocumentTypes(dataReader)); if (!dataReader.IsClosed) { dataReader.Close(); } } return await Task.FromResult(referenceData); }
private void SetUpData() { Domain.Dependencies.Register(); DataAccess.Dependencies.Register(); Workstation ws = DIContainer.Instance.Resolve<Workstation>(); ws.Port = new Port { PortId = "1" }; ws.Ship = new Ship { ShipId = "1" }; ws.GangwayLocation = new GangwayLocation { LocationId = "1" }; ws.GangwayServiceBaseAddress = "http://Localhost/"; ws.ConfigurationServiceBaseAddress = "http://Localhost/"; ws.AuthenticationServiceBaseAddress = "http://Localhost/"; ws.AuthorizationServiceBaseAddress = "http://Localhost/"; ws.ConnectionMode = ConnectionMode.Online; var intCollection = new Collection<int>(); intCollection.Add(0); var brand = new Brand { BrandId = "3", Name = "Carnival Breeze", MediaItemAddress = "http://172.26.248.122/ImagingMediaService/MediaItems/23" }; brand.AssignPortIds(intCollection); ws.Brand = brand; this.personServiceRepositoryMock = new Mock<PersonServiceRepository>(); this.referenceDataRepositoryMock = new Mock<ReferenceDataRepository>(); DIContainer.Instance.RegisterInstance<ReferenceDataRepository>(this.referenceDataRepositoryMock.Object); DIContainer.Instance.RegisterInstance<PersonServiceRepository>(this.personServiceRepositoryMock.Object); this.personServiceRepositoryMock.Setup(data => data.RetrievePersonsBySearchText(It.IsNotNull<string>(), It.IsAny<string>(), It.IsAny<IList<PersonType>>(), It.IsAny<SearchType>(), null, null, 0, 0, null, null)).Returns(Task.FromResult(this.person)); this.personTypes = new List<PersonType>(); personTypes.Add(PersonType.Guest); var documentTypes = new DocumentTypeCollection(); documentTypes.Add(new DocumentType { CountryId = "232", Code = "USA", DocumentTypeId = "1", Name = "Passport" }); var referencedata = new ReferenceData(); referencedata.AssignDocumentTypes(documentTypes); this.referenceDataRepositoryMock.Setup(data => data.RetrieveReferenceDataAsync()).Returns(Task.FromResult(referencedata)); }
public static void InjectReferences(List<IComponentOld> components, ReferenceData[] references) { for (int i = 0; i < references.Length; i++) { var reference = references[i]; try { components[reference.Index].SetValueToFieldAtPath(reference.PathSplit, reference.Reference); } catch { } } }
public FunctionRequirements requirements(CalculationTarget target, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData) { return(FunctionRequirements.empty()); }
// private constructor private SurfaceIborCapletFloorletVolatilityBootstrapper(VolatilityIborCapFloorLegPricer pricer, ReferenceData referenceData) : base(pricer, referenceData) { }
/// <summary> /// Setups the data. /// </summary> private void SetupData() { Domain.Dependencies.Register(); DataAccess.Dependencies.Register(); this.workstationMock = new Mock<Workstation>(); DIContainer.Instance.RegisterInstance<Workstation>(this.workstationMock.Object); Workstation ws = DIContainer.Instance.Resolve<Workstation>(); ws.Port = new Port { PortId = "1" }; ws.Ship = new Ship { ShipId = "5" }; ws.GangwayLocation = new GangwayLocation { LocationId = "1" }; ws.GangwayServiceBaseAddress = "http://Localhost/"; ws.ConfigurationServiceBaseAddress = "http://Localhost/"; ws.AuthenticationServiceBaseAddress = "http://Localhost/"; ws.AuthorizationServiceBaseAddress = "http://Localhost/"; ws.ConnectionMode = ConnectionMode.Online; var intCollection = new Collection<int>(); intCollection.Add(0); var brand = new Brand { BrandId = "3", Name = "Carnival Breeze", MediaItemAddress = "http://172.26.248.122/ImagingMediaService/MediaItems/23" }; var voyageList = new List<Voyage>(); var voyage = new Voyage { DebarkPortId = "1", EmbarkPortId = "1", DestinationId = "1", MediaItemAddress = "http://172.26.248.122/", VoyageId = "31", Name = "Carnival Voyage", IsActive = true, ShipId = "5", Number = "ccl", DebarkDate = new DateTime(2015, 3, 3), EmbarkDate = new DateTime(2015, 3, 2) }; voyageList.Add(voyage); ws.AssignVoyageList(voyageList); ////this.repository = new Mock<IRepository>(); ////this.embarkationStatisticsRepositoryMock = new Mock<EmbarkationStatisticsRepository>(); this.personServiceRepositoryMock = new Mock<PersonServiceRepository>(); this.referenceDataRepositoryMock = new Mock<ReferenceDataRepository>(); ////this.photoCaptureRepositoryMock = new Mock<PhotoCaptureRepository>(); ////this.shipTimeRepositoryMock = new Mock<ShipTimeRepository>(); ////this.referenceDataRepositoryMock = new Mock<ReferenceDataRepository>(); ////this.gangwayEventRepositoryMock = new Mock<GangwayEventRepository>(); ////this.guestClient = new Mock<IGuestClient>(); ////this.personClient = new Mock<IPersonsClient>(); ////DIContainer.Instance.RegisterInstance<IGuestClient>(this.guestClient.Object); ////DIContainer.Instance.RegisterInstance<IPersonsClient>(this.personClient.Object); ////DIContainer.Instance.RegisterInstance<IRepository>(this.repository.Object); DIContainer.Instance.RegisterInstance<ReferenceDataRepository>(this.referenceDataRepositoryMock.Object); ////DIContainer.Instance.RegisterInstance<EmbarkationStatisticsRepository>(this.embarkationStatisticsRepositoryMock.Object); ////DIContainer.Instance.RegisterInstance<GangwayEventRepository>(this.gangwayEventRepositoryMock.Object); ////DIContainer.Instance.RegisterInstance<PhotoCaptureRepository>(this.photoCaptureRepositoryMock.Object); DIContainer.Instance.RegisterInstance<PersonServiceRepository>(this.personServiceRepositoryMock.Object); ////DIContainer.Instance.RegisterInstance<ShipTimeRepository>(this.shipTimeRepositoryMock.Object); var cruiseDetails = new GuestCruiseDetail { BeaconId = string.Empty, BerthNumber = string.Empty, IdentificationId = string.Empty, LoyaltyLevelTypeId = string.Empty, ReservationId = string.Empty, Stateroom = "0000" }; var personDetail = new PersonalDetail { CitizenshipCountryId = string.Empty, FirstName = string.Empty, LastName = string.Empty, MiddleName = string.Empty, Title = string.Empty, PreferredName = string.Empty, MaritalStatus = string.Empty, Nickname = string.Empty, Occupation = string.Empty, DocumentNumber = string.Empty, Suffix = string.Empty, DocumentTypeId = "1" }; this.person = new Person { TotalResults = 1 }; CrewmemberCollection crewMembers = new CrewmemberCollection(); crewMembers.Add(new Crewmember { CrewmemberId = string.Empty, CrewmemberTypeId = "1", SecurityPhotoAddress = string.Empty, ChargeId = string.Empty, EmployeeNo = string.Empty, LastEvent = string.Empty, PersonalDetail = personDetail }); person.AssignCrewmembers(crewMembers); GuestCollection guests = new GuestCollection(); var checkInDetail = new CheckInDetail { ApplicationId = string.Empty, LocationId = "1", LocationTypeId = "1", MachineName = "Machine", Station = "station", UserId = "user" }; var cruiseDetail = new GuestCruiseDetail { BeaconId = string.Empty, CheckInDetail = checkInDetail, LoyaltyLevelTypeId = "1", ReservationId = "1", Stateroom = "00000", ReservationStatusId = "0000089", StateroomCategoryTypeId = "aaasad" }; guests.Add(new Guest { GuestId = "0001", PersonalDetail = personDetail, Age = 0, CruiseDetail = cruiseDetail, SecurityPhotoAddress = string.Empty, }); VisitorCollection visitors = new VisitorCollection(); visitors.Add(new Visitor { VisitorId = "0003", PersonalDetail = personDetail, SecurityPhotoAddress = string.Empty, }); this.person.AssignGuests(guests); this.person.AssignVisitors(visitors); this.personTypes = new List<PersonType>(); personTypes.Add(PersonType.Guest); this.personServiceRepositoryMock.Setup(data => data.RetrievePersonsBySearchText(It.IsNotNull<string>(), It.IsAny<string>(), It.IsAny<IList<PersonType>>(), It.IsAny<SearchType>(), It.IsAny<string>(), It.IsAny<string>(), 0, 0, It.IsAny<string>(), It.IsAny<string>())).Returns(Task.FromResult(this.person)); var documentTypes = new DocumentTypeCollection(); documentTypes.Add(new DocumentType { CountryId = "232", Code = "USA", DocumentTypeId = "1", Name = "Passport" }); var referencedata = new ReferenceData(); referencedata.AssignDocumentTypes(documentTypes); this.referenceDataRepositoryMock.Setup(data => data.RetrieveReferenceDataAsync()).Returns(Task.FromResult(referencedata)); ////this.personClient.Setup(data => data.RetrievePersonsAsync("5", "ab", null, null, "0001", null, null, "Guest", null, null, null, null, null, 0, 0)).Returns(RetrieveData()); }
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: @Override public java.util.Map<com.opengamma.strata.calc.Measure, com.opengamma.strata.collect.result.Result<?>> calculate(com.opengamma.strata.basics.CalculationTarget target, java.util.Set<com.opengamma.strata.calc.Measure> measures, CalculationParameters parameters, com.opengamma.strata.data.scenario.ScenarioMarketData marketData, com.opengamma.strata.basics.ReferenceData refData) public IDictionary <Measure, Result <object> > calculate(CalculationTarget target, ISet <Measure> measures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData) { throw new System.InvalidOperationException(Messages.format("No function configured for measures {} on '{}'", measures, target.GetType().Name)); }
/// <summary> /// Initializes a new instance of the GangwaySettingsUserControl class. /// </summary> /// <param name="referenceData">The reference data.</param> /// <param name="isRedirectedForcefullyToSaveSettings">if set to <c>true</c> [is redirected to save settings].</param> public GangwaySettingsUserControl(ReferenceData referenceData, bool isRedirectedForcefullyToSaveSettings) { this.InitializeComponent(); this.DataContext = new GangwaySettingsUserControlViewModel(referenceData, isRedirectedForcefullyToSaveSettings); }
public NodalCurveDefinition filtered(LocalDate valuationDate, ReferenceData refData) { return(curveWithoutFixingDefinition.filtered(valuationDate, refData)); }
/// <summary> /// Shows the gangway settings. /// </summary> /// <param name="data">The tuple of reference data and is redirection to gangway setting forcefully done.</param> private void ShowGangwaySettings(Tuple<ReferenceData, bool> data) { if (data.Item2) { // Sets the variable. this.workstation.IsUserRedirectedToGangwaySettingForcefully = true; this.ResetFlowDirection(); } this.referenceData = data.Item1 != null ? data.Item1 : this.referenceData; this.gangwaySettingsUserControl = new GangwaySettingsUserControl(this.referenceData, data.Item2); this.ShowViewOnShell(ViewType.GangwaySettings); }
//------------------------------------------------------------------------- public ResolvedIborFutureOption resolve(ReferenceData refData) { ResolvedIborFuture resolved = underlyingFuture.resolve(refData); return(new ResolvedIborFutureOption(securityId, putCall, strikePrice, Expiry, premiumStyle, rounding, resolved)); }