// ************************************************************
// CONSTRUCTORS
// ************************************************************
#region
// Constructor 1 : Full fledged
public BloombergFetcher(DBID Dbid,
string Ticker,
Dictionary <string, string> FieldNames,
DateTime StartDate,
DateTime EndDate,
Dictionary <String, Double> Scaling,
List <string> OverrideFields,
List <string> OverrideValues,
E_PRICING_OPTION PricingOption = E_PRICING_OPTION.PRICING_OPTION_PRICE,
E_PERIODICITY_SELECTION PeriodicitySelection = E_PERIODICITY_SELECTION.DAILY,
E_PERIODICITY_ADJUSTMENT PeriodicityAdjustment = E_PERIODICITY_ADJUSTMENT.ACTUAL,
E_NON_TRADING_DAY_FILL_OPTION NonTradingDayFillOption = E_NON_TRADING_DAY_FILL_OPTION.ACTIVE_DAYS_ONLY,
E_NON_TRADING_DAY_FILL_METHOD NonTradingDayFillMethod = E_NON_TRADING_DAY_FILL_METHOD.PREVIOUS_VALUE,
string OverrideCurrency = "")
{
// Set the DBID for the security
_dbid = Dbid;
// Set the security tickers
_bloombergTicker = Ticker;
// Set the fields to be queried
_fieldNames = FieldNames;
// Set the start date of time series
_fromDate = StartDate;
// Set the start date time series
_toDate = EndDate;
// Set the scaling to be applied
_scaling = Scaling;
// Set the override fields
overrideFields = OverrideFields;
// Set the override values
overrideValues = OverrideValues;
// Set the pricing option (price or yield)
Option_PricingOption = PricingOption;
// Set the periodicity (daily, weekly, monthly...)
Option_PeriodicitySelection = PeriodicitySelection;
// Set the periodicity adjustment (actual, calendar, fiscal)
Option_PeriodicityAdjustement = PeriodicityAdjustment;
// Set the NA fill option
Option_NonTradingDayFillOption = NonTradingDayFillOption;
// Set the NA fill method (previous data, etc.)
Option_NonTradingDayFillMethod = NonTradingDayFillMethod;
// Override the currency (do not use)
Option_OverrideCurrency = OverrideCurrency;
// Tell base which request type we're instaciating
requestType = REQUEST_TYPE_HISTORICAL;
}
// Constructor 3 : Ticker, Fields, Start and End dates, Periodicity
public BloombergFetcher(DBID Dbid, string Ticker, Dictionary <string, string> FieldNames, DateTime StartDate, DateTime EndDate, Dictionary <String, Double> Scaling, E_PERIODICITY_SELECTION PeriodicitySelection)
: this(Dbid : Dbid, Ticker : Ticker, FieldNames : FieldNames, StartDate : StartDate, EndDate : EndDate, Scaling : Scaling,
OverrideFields : new List <string>(),
OverrideValues : new List <string>(),
PricingOption : E_PRICING_OPTION.PRICING_OPTION_PRICE,
PeriodicitySelection : PeriodicitySelection, // --------- >> difference from Constructor 2
PeriodicityAdjustment : E_PERIODICITY_ADJUSTMENT.ACTUAL,
NonTradingDayFillOption : E_NON_TRADING_DAY_FILL_OPTION.ALL_CALENDAR_DAYS,
NonTradingDayFillMethod : E_NON_TRADING_DAY_FILL_METHOD.PREVIOUS_VALUE,
OverrideCurrency : "")
{
}