public void writeSTOFiles(string marketName, bool doMetricFiles)
{
if (arguments.parameters.isSTO())
{
var path = arguments.curveDir(marketName);
LogC.info("write sto curve file on " + path);
CurveFiles.writeOne(path, dates_, pnl_, positions_);
if (doMetricFiles)
{
MetricFiles.writeOne(arguments.systemId(), marketName, arguments.parameters.runNumber(), metrics());
}
}
else if (arguments.parameters.isCloudSTO())
{
CurveFiles.writeToS3(arguments.systemId(), marketName, arguments.parameters.runNumber(), dates_, pnl_, positions_);
}
}
public void testCanWriteCurveFileToS3()
{
var dates = O.list(
date("2005/11/10"),
date("2005/11/14"),
date("2005/11/15")
);
var pnls = O.list(1.0, 0.0, -1.0);
var positions = O.list(0.0, 2.0, 3.0);
var id = 5203;
new MetaBucket("quantys-5203").create();
var marketName = "RE.TEST.TY.1C";
var runNumber = 1;
CurveFiles.writeToS3(id, marketName, runNumber, dates, pnls, positions);
CurveFiles.readFromS3(id, marketName, runNumber, PATH);
AreEqual(File.ReadAllBytes(@"..\..\..\..\R\src\STO\inst\testdata\SimpleCurves\ABC_1_daily_mkt1\run_1.bin"), File.ReadAllBytes(PATH));
}
