public void LoadCross(FudgeMsg message)
{
var values = new Dictionary <Tuple <Currency, Currency>, CurrencyMatrixValue>();
foreach (IFudgeField field in message)
{
CurrencyMatrixValue cross = CurrencyMatrixValue.Create(Currency.Create(field.Name));
var value = field.Value;
foreach (IFudgeField field2 in (IFudgeFieldContainer)value)
{
Currency source = Currency.Create(field2.Name);
var value2 = field2.Value;
if (value2 is IFudgeFieldContainer)
{
Currency target = Currency.Create(((IFudgeFieldContainer)value2).First().Name);
values.Add(Tuple.Create(source, target), cross);
}
else
{
Currency target = Currency.Create((string)value2);
values.Add(Tuple.Create(source, target), cross);
values.Add(Tuple.Create(target, source), cross);
}
}
foreach (var valueEntry in values)
{
AddConversion(valueEntry.Key.Item1, valueEntry.Key.Item1, valueEntry.Value);
}
}
}
public void LoadReq(FudgeMsg message, IFudgeDeserializer deserializer)
{
var values = new Dictionary <Tuple <Currency, Currency>, CurrencyMatrixValue>();
foreach (var field in message)
{
Currency source = Currency.Create(field.Name);
foreach (var field2 in (IFudgeFieldContainer)field.Value)
{
Currency target = Currency.Create(field2.Name);
if (field2.Value is IFudgeFieldContainer)
{
CurrencyMatrixValue value = deserializer.FromField <CurrencyMatrixValue.CurrencyMatrixValueRequirement>(field2);
values.Add(Tuple.Create(source, target), value);
values.Add(Tuple.Create(target, source), value.Reciprocal);
}
else
{
values.Remove(Tuple.Create(target, source));
}
}
}
foreach (var valueEntry in values)
{
AddConversion(valueEntry.Key.Item1, valueEntry.Key.Item2, valueEntry.Value);
}
}
public CurrencyMatrixValue GetConversion(Currency source, Currency target)
{
if (source.Equals(target))
{
// This shouldn't happen in sensible code
return(CurrencyMatrixValue.Create(1.0));
}
Dictionary <Currency, CurrencyMatrixValue> targets;
if (_values.TryGetValue(source, out targets))
{
CurrencyMatrixValue ret;
if (targets.TryGetValue(target, out ret))
{
return(ret);
}
}
return(null);
}
private void AddConversion(Currency source, Currency target, CurrencyMatrixValue rate)
{
Dictionary <Currency, CurrencyMatrixValue> conversions = _values.GetOrAdd(source, new Dictionary <Currency, CurrencyMatrixValue>());
conversions[target] = rate;
}
protected override bool EqualsInner(CurrencyMatrixValue other)
{
return(((CurrencyMatrixCross)other)._crossCurrency == _crossCurrency);
}
protected override bool EqualsInner(CurrencyMatrixValue other)
{
return(((CurrencyMatrixFixed)other)._fixedValue == _fixedValue); // TODO : this is an odd thing to do, since == on doubles rarely does what you want. But it's what the Java side does
}
protected override bool EqualsInner(CurrencyMatrixValue other)
{
var otherReq = (CurrencyMatrixValueRequirement)other;
return(otherReq._valueRequirement == ValueRequirement && otherReq._reciprocal == _reciprocal);
}
