Exemple #1
0
        }// GetSettlementOffsets()

        //
        //
        // *************************************************
        // ****                  ****
        // *************************************************
        public bool TryFindMatchingEntry(InstrumentName instrumentName, out ProductSettlementEntry foundEntry)
        {
            foundEntry = null;
            foreach (ProductSettlementEntry entry in this.Rows)
            {
                if (entry.IsMatching(instrumentName))
                {
                    foundEntry = entry;         // since entries sorted from MOST specific to least, as soon as we find a match, we break.
                    return(true);
                }
            }
            return(false);
        }// TryFindMatchingEntry()
Exemple #2
0
        //
        /// <summary>
        /// Method used to create a Settlement table from a file path.
        /// </summary>
        /// <param name="filePath"></param>
        /// <param name="newTable"></param>
        /// <returns>true if table is created</returns>
        public static bool TryCreate(string filePath, out ProductSettlementTable newTable, DateTime settlement)
        {
            newTable = null;
            //
            // Load file, remove comments.
            //
            string[] fileLines = null;
            try
            {
                fileLines = System.IO.File.ReadAllLines(filePath);     // raw lines from file.
            }
            catch (Exception)
            {
                return(false);
            }
            List <string> cleanLines = new List <string>();                   // lines cleaned of comments etc.

            foreach (string aLine in fileLines)
            {
                int    n = aLine.IndexOf("//");
                string s = aLine;
                if (n > -1)
                {
                    s = aLine.Substring(0, n);
                }
                s = s.Trim();
                if (!string.IsNullOrEmpty(s))
                {
                    cleanLines.Add(s);
                }
            }
            //
            // Create table.
            //
            newTable = new ProductSettlementTable();
            foreach (string aLine in cleanLines)
            {
                ProductSettlementEntry newEntry;
                if (ProductSettlementEntry.TryCreate(aLine, out newEntry, settlement))
                {
                    newEntry.IgnoreCaseOfNames = newTable.IgnoreCaseOfNames;
                    newTable.Rows.Add(newEntry);
                    // Report
                    StringBuilder s       = new StringBuilder();
                    TimeZoneInfo  tzLocal = TimeZoneInfo.Local;

                    DateTime settle        = DateTime.Now.Date;
                    DateTime foreignSettle = new DateTime(settle.Year, settle.Month, settle.Day, 0, 0, 0, DateTimeKind.Unspecified);
                    foreignSettle = foreignSettle.Add(newEntry.SettleTime);
                    TimeZoneInfo foreignTZ = newEntry.TZInfo;
                    try
                    {
                        DateTime settleLocal = TimeZoneInfo.ConvertTime(foreignSettle, foreignTZ, tzLocal);
                        s.AppendFormat("{0} ---> Local Settlement: {1}", newEntry, settleLocal);
                    }
                    catch (Exception e)
                    {
                        s.AppendFormat("{0}", e.Message);
                    }
                    Console.WriteLine(s.ToString());
                }
            }
            newTable.Rows.Sort(ProductSettlementEntry.CompareEntriesBySpecificity);
            return(true);
        }//TryCreate()
Exemple #3
0
        //
        //
        #endregion // Public methods



        #region Public Static Methods
        // *****************************************************************
        // ****              Public Static Methods                      ****
        // *****************************************************************
        //
        /// <summary>
        /// Used for sorting, returns something like sign(x - y) = {+1,-1,0}.
        /// Earlier items are "smaller", so we want to make more specific entries "smaller"
        /// so that it looping thru we stop as soon as there is a match.
        /// Most specific entries define all (Exchange,ProductType,Product) properties have smalles values.
        /// then Exchange,ProductType, then Exchange, then empty.
        /// The null entry says nothing, so its the largest object.  As such, this comparison views
        /// the entries as the "size" of their Venn diagrams.
        /// </summary>
        /// <returns>+1,-1, 0 = sign(x-y)</returns>
        public static int CompareEntriesBySpecificity(ProductSettlementEntry x, ProductSettlementEntry y)
        {
            if (x == null)
            {
                if (y == null)
                {
                    return(0);       // both are equal
                }
                else
                {
                    return(+1);      // x is null, so its biggest.
                }
            }
            else
            {
                if (y == null)
                {
                    return(-1);      // y is null, so its the biggest.
                }
                else
                {   // Neither are null, must really compare them.
                    // Product names first:
                    if (string.IsNullOrWhiteSpace(x.Product))
                    {   // x has no product field, it looks pretty general (big).
                        if (!string.IsNullOrWhiteSpace(y.Product))
                        {
                            return(+1);                                  // y is more specific, smaller!
                        }
                    }
                    else
                    {   // x has a product field.
                        if (string.IsNullOrWhiteSpace(y.Product))
                        {
                            return(-1);                                  // y is more general, its bigger!
                        }
                        else
                        {
                            return(string.Compare(x.Product, y.Product));// both very specific, user alphabetical order.
                        }
                    }
                    // ProductType test:
                    // Last test was not conclusive, (neither have product name).
                    if (x.Type == Misty.Lib.Products.ProductTypes.Unknown)
                    {   // x has no type!
                        if (y.Type != Misty.Lib.Products.ProductTypes.Unknown)
                        {
                            return(+1);                                  // y is more specific, smaller.
                        }
                    }
                    else
                    {   // x has a type!
                        if (y.Type == Misty.Lib.Products.ProductTypes.Unknown)
                        {
                            return(-1);                                  // y is more general, bigger.
                        }
                        else
                        {
                            return(x.Type.CompareTo(y.Type));
                        }
                    }
                    // Exchange test:
                    if (string.IsNullOrWhiteSpace(x.Exchange))
                    {
                        if (string.IsNullOrWhiteSpace(y.Exchange))
                        {
                            return(+1);
                        }
                    }
                    else
                    {
                        if (string.IsNullOrWhiteSpace(y.Exchange))
                        {
                            return(-1);                                  // y is more general, bigger.
                        }
                        else
                        {
                            return(string.Compare(x.Exchange, y.Exchange, true));
                        }
                    }
                    // No test could distinguish between x,y; they are equal.
                    return(0);
                } // neither x,y is null.
            }
        }         //CompareEntriesBySpecificity()
Exemple #4
0
        //
        public static bool TryCreate(string aLine, out ProductSettlementEntry newEntry, DateTime settmentDate)
        {
            newEntry = null;
            string[] elements = aLine.Split(',');
            if (elements.Length < ProductSettlementEntry.NumberOfFields)
            {
                return(false);
            }
            newEntry = new ProductSettlementEntry();
            // Load - Exchange name
            int elem = 0;

            if (!string.IsNullOrWhiteSpace(elements[elem]))
            {
                newEntry.Exchange = elements[elem].Trim();
            }
            elem++;
            // Load - Product name
            if (!string.IsNullOrWhiteSpace(elements[elem]))
            {
                newEntry.Product = elements[elem].Trim();
            }
            elem++;
            // Load - Product type
            if (!string.IsNullOrWhiteSpace(elements[elem]))
            {
                ProductTypes type;
                if (Enum.TryParse <ProductTypes>(elements[elem].Trim(), out type))
                {
                    newEntry.Type = type;
                }
            }
            elem++;
            //
            // Load - Timezone name
            //
            if (!string.IsNullOrWhiteSpace(elements[elem]))
            {
                TimeZoneInfo tzInfo = null;
                try
                {
                    tzInfo          = TimeZoneInfo.FindSystemTimeZoneById(elements[elem].Trim());
                    newEntry.TZInfo = tzInfo;
                }
                catch (Exception)
                {
                    return(false);
                }
            }
            elem++;
            // Load - settlement time in local time of exchange.
            if (!string.IsNullOrWhiteSpace(elements[elem]))
            {
                TimeSpan time;
                if (TimeSpan.TryParse(elements[elem].Trim(), out time))
                {
                    //newEntry.MinuteOffset = (int)(MinutesPerHour * x);
                    newEntry.SettleTime = time;//.Subtract(time.TimeOfDay);
                }
                else
                {
                    return(false);                       // This is necessary!
                }
            }
            elem++;


            // Exit.
            return(newEntry.TryInitialize(settmentDate));;
        }//TryCreate()