public string GetAQRID(string securityName, string securityType)
{
string aqrID = string.Empty;
securityName = StripInvalidCharacters(securityName);
if (!string.IsNullOrEmpty(securityName) && !string.IsNullOrEmpty(securityType))
{
AQRIDLookUpData lookup = aqrIDLookups.Where(x => string.Compare(securityName, StripInvalidCharacters(x.SecurityName)) == 0 && string.Compare(securityType, x.SecurityType) == 0).FirstOrDefault();
if (lookup != null)
{
aqrID = lookup.AQRID;
}
else
{
securityName = securityName.Replace("Future", "Futures");
lookup = aqrIDLookups.Where(x => string.Compare(securityName, StripInvalidCharacters(x.SecurityName)) == 0 && string.Compare(securityType, x.SecurityType) == 0).FirstOrDefault();
if (lookup != null)
{
aqrID = lookup.AQRID;
}
}
}
return(aqrID);
}
private AQRIDLookUpData GetMatchingAccountByNameAndSecurityType(string securityName, string securityType)
{
AQRIDLookUpData lookup = null;
lookup = aqrIDLookups.Where(x => string.Compare(x.SecurityType, securityType, true) == 0 && IsNameMatchByAlgorithm(x.SecurityName, securityName)).FirstOrDefault();
return(lookup);
}
public string GetAQRID(string securityName)
{
string aqrID = string.Empty;
if (!string.IsNullOrEmpty(securityName))
{
AQRIDLookUpData lookup = aqrIDLookups.Where(x => string.Compare(securityName, x.SecurityName) == 0).FirstOrDefault();
if (lookup != null)
{
aqrID = lookup.AQRID;
}
}
return(aqrID);
}
public DateTime GetMaturityDateBySecurityName(string securityName)
{
DateTime maturityDate = DateTime.MinValue;
if (!string.IsNullOrEmpty(securityName))
{
AQRIDLookUpData lookup = aqrIDLookups.Where(x => string.Compare(securityName, x.SecurityName, true) == 0).FirstOrDefault();
if (lookup != null)
{
maturityDate = lookup.MaturityDate;
}
}
return(maturityDate);
}
public string GetSecurityNameByType(string securityType)
{
string securityName = string.Empty;
if (!string.IsNullOrEmpty(securityType))
{
AQRIDLookUpData lookup = aqrIDLookups.Where(x => string.Compare(securityType, x.SecurityType) == 0).FirstOrDefault();
if (lookup != null)
{
securityName = lookup.SecurityName;
}
}
return(securityName);
}
public string GetSecurityName(string securityType, DateTime maturityDate)
{
string securityName = string.Empty;
if (!string.IsNullOrEmpty(securityType) && maturityDate > DateTime.MinValue)
{
AQRIDLookUpData lookup = aqrIDLookups.Where(x => string.Compare(StripInvalidCharacters(securityType), StripInvalidCharacters(x.SecurityType)) == 0 && x.MaturityDate == maturityDate).FirstOrDefault();
if (lookup != null)
{
securityName = lookup.SecurityName;
selectedIndex = aqrIDLookups.IndexOf(lookup);
}
}
return(securityName);
}
public string GetSecurityNameByMatch(string securityAlias, DateTime maturityDate)
{
string foundName = string.Empty;
if (!string.IsNullOrEmpty(securityAlias))
{
AQRIDLookUpData matchedLookup = null;
List <AQRIDLookUpData> matchedLookups = aqrIDLookups.Where(x => StripInvalidCharacters(x.SecurityName.ToLower()).Contains(StripInvalidCharacters(securityAlias.ToLower()))).ToList();
if (matchedLookups != null && matchedLookups.Count > 0)
{
matchedLookup = matchedLookups.OrderBy(x => (maturityDate - x.MaturityDate).Duration()).First();
foundName = matchedLookup.SecurityName;
}
}
return(foundName);
}