private void AddBBfield(BloombergDataInstrument bdi, RequestItemField Field, int id)
{
// Ignore duplicate field names
if (!bdi.BBFields.ContainsKey(Field.Key))
{
BloombergDataInstrumentField field = new BloombergDataInstrumentField(Field.Key);
field.ID = id;
foreach (OverrideField oField in Field.OverrideFields)
{
field.FieldOverrides.Add(oField.Name, oField.Value);
}
bdi.BBFields.Add(Field.Key, field);
}
}
private void AddResultsToRequestItems(List <BloombergDataInstrument> instruments)
{
// Now for all requests, find the data
foreach (RequestItem ri in _requestItems)
{
if (!ri.SendToBloomberg)
{
continue;
}
ri.Errors = "";
BloombergDataInstrument source = null;
source = instruments.FirstOrDefault(x =>
(ri.RequestType == BloombergDataInstrument.eRequestType.Reference && x.Ticker.ToUpper() == ri.BBTicker.ToUpper()) ||
(ri.RequestType != BloombergDataInstrument.eRequestType.Reference && x.ID == ri.ID));
if (source != null)
{
if (source.ResponseError != "")
{
ri.Errors = source.ResponseError;
}
else
{
if (source.IsSecurityValid)
{
// If we have dates coming back from Bloomberg, create an entry for each date returned
// otherwise time stamp with Now
if (source.BBFields.ContainsKey("date"))
{
List <object> list = (List <object>)source.BBFields["date"].Value;
if (list != null)
{
foreach (object val in list)
{
DateTime timeStamp;
if (DateTime.TryParse(val.ToString(), out timeStamp))
{
ri.Data.Add(timeStamp, new string[source.BBFields.Count - 1]);
}
else
{
throw new Exception("Expected date not found in AddResultsToRequestItems");
}
}
}
}
else if (source.BBFields.ContainsKey("time"))
{
List <object> list = (List <object>)source.BBFields["time"].Value;
if (list != null)
{
foreach (object val in list)
{
DateTime timeStamp;
if (DateTime.TryParse(val.ToString(), out timeStamp))
{
ri.Data.Add(timeStamp, new string[source.BBFields.Count - 1]);
}
else
{
throw new Exception("Expected time not found in AddResultsToRequestItems");
}
}
}
}
else
{
ri.Data.Add(DateTime.Now, new string[source.BBFields.Count]);
}
// As we need to get a list of values from a list of fields and add it to a dictionary,
// it is easier to do using numbers and arrays
List <string[]> array = new List <string[]>();
foreach (string[] sa in ri.Data.Values)
{
array.Add(sa);
}
// Loop through each field and find the values
int fieldPos = 0;
foreach (RequestItemField field in ri.riFields.Values)
{
BloombergDataInstrumentField fld = source.BBFields[field.Key];
if (fld.Name != "date" && fld.Name != "time")
{ // handled earlier and is the key in the ri.Data dictionary
if (fld.Value != null)
{
if (fld.Value.GetType().Name == "List`1")
{
List <object> list = (List <object>)fld.Value;
for (int timeLine = 0; timeLine < list.Count; timeLine++)
{
array[timeLine][fieldPos] = GetStringValue(list[timeLine]);
}
}
else
{
array[0][fieldPos] = GetStringValue(fld.Value);
}
}
else
{
string err = fld.Error;
// Sometimes no error is returned even when the Value is null
if (err == null)
{
err = "N.A.";
}
ri.Errors += string.Format("[{0}|{1}]", fld.Name, err);
}
fieldPos++;
}
}
}
else
{
// Invalid security
ri.Errors = source.SecurityErrors;
}
}
NLogger.Instance.Info("at end");
}
else
{
// No data returned
ri.Errors = "No data returned from BB";
}
}
}
