public static void Go()
{
var dict_fiidToAuctionID = new Dictionary<int, int>();
{
string sql = "select * from FIBondAuction";
DataSet ds = Singleton<ConnMngr>.Instance.Execute(DBNames.SQLSERVER_SYMMETRYTS, sql);
foreach (DataRow row in ds.Tables[0].Rows)
if(!dict_fiidToAuctionID.ContainsKey(Convert.ToInt32(row["FIID"])))
dict_fiidToAuctionID.Add(Convert.ToInt32(row["FIID"]), Convert.ToInt32(row["FIBondAuctionID"]));
}
var dict_isinToMissingBond = new Dictionary<string, Bond>();
var rss_identifiers = new List<InstrumentIdentifier>();
foreach (var bond in Singleton<Bonds>.Instance.Where(x => x.SymmetryCode.StartsWith("US912828")))
{
if (!dict_fiidToAuctionID.ContainsKey(bond.FIID))
{
dict_isinToMissingBond.Add(bond.SymmetryCode, bond);
rss_identifiers.Add(new InstrumentIdentifier { IdentifierType = "ISN", IdentifierValue = bond.SymmetryCode, Source="TWB"});
Logger.Debug(string.Format("{0}/{1} is missing auction information", bond.SymmetryCode, bond.DisplayName), typeof(UpdateBondAuctionData));
}
}
System.Net.ServicePointManager.SecurityProtocol = System.Net.SecurityProtocolType.Ssl3;
if (rss_identifiers.Count() == 0)
return; // nothing to do
try
{
var cred = ServiceHelpers.GetCredentials();
{
using (var dsClient = new ExtractionServiceClient())
{
var validatedInstruments = ServiceHelpers.ValidateInstruments(rss_identifiers.ToArray(), dsClient, ref cred);
{
var request = new ExtractRequest
{
CredentialsHeader = cred,
request = new InstrumentExtractionRequestTermsAndConditions
{
Instruments = validatedInstruments,
OutputFields = Enum.GetNames(typeof(FieldsToReturn))
.Select(x => typeof(FieldsToReturn).GetField(x.ToString()))
.Select(x => x.GetCustomAttribute<RSSFieldAttribute>().FieldName).ToArray()
}
};
var response = dsClient.Extract(request);
var pivoted = ExtractionUtility.PivotExtractionResult(response.ExtractResult.Columns, response.ExtractResult.RowCount, response.ExtractResult.Messages);
StringBuilder b = new StringBuilder();
b.AppendLine(ServiceHelpers.ToCsvLine(pivoted.ColumnNames.Concat(new [] {"FIID"})));
foreach (var row in pivoted.Rows)
{
string isin = row[(int)FieldsToReturn.InstrumentID] as string;
b.AppendLine(ServiceHelpers.ToCsvLine(row.Concat(new string[] { dict_isinToMissingBond[isin].FIID.ToString() })));
}
var path = @"e:\temp\missingAuctions.csv";
FileInfo i = new FileInfo(path);
StreamWriter writer = i.CreateText();
writer.Write(b.ToString());
writer.Close();
}
}
}
}
catch (Exception ex_)
{
Logger.Error("blast", typeof(UpdateCTBondData), ex_);
}
}
public static void Go()
{
var ctList = SI.Strategy.CTDs.Generator.Go();
var listOfMissing = new List<MonthYear>();
foreach (var v in ctList)
{
if (v.CT2 == null || v.CT3 == null || v.CT5 == null || v.CT7 == null || v.CT10 == null || v.CT30 == null)
if (!listOfMissing.Contains(v.RefundingMonth))
{
Logger.Debug(string.Format("Missing bonds for {0}", v.RefundingMonth), typeof(UpdateCTBondData));
listOfMissing.Add(v.RefundingMonth);
}
}
System.Net.ServicePointManager.SecurityProtocol = System.Net.SecurityProtocolType.Ssl3;
try
{
var cred = ServiceHelpers.GetCredentials();
using (var dc = SymmetryDataSource.ReadOnly())
{
using (var dsClient = new ExtractionServiceClient())
{
var isins = new Dictionary<string, ValidatedInstrument>();
foreach (var v in listOfMissing)
{
var request = new SearchInstrumentsRequest
{
CredentialsHeader = cred,
request = new InstrumentSearchRequestGovCorp
{
IdentifierType = "ISN",
IdentifierSearchValue = "US9128*",
PreferredIdentifierType = "ISN",
IsGovernmentGroup = true,
IssueDatePrimaryValue = new DateTime(v.Year, v.Month, 3),
IssueDateSecondaryValue = new DateTime(v.Year, v.Month, 25),
IssueDateComparisonOperator = "FROM",
}
};
var response = dsClient.SearchInstruments(request);
Array.ForEach(response.SearchInstrumentsResult.Instruments.Select(x => x.IdentifierValue).Distinct().ToArray(), (x) => Logger.Debug(x, typeof(UpdateCTBondData)));
foreach (var validatedInstrument in response.SearchInstrumentsResult.Instruments)
{
var isin = validatedInstrument.IdentifierValue;
if (isins.ContainsKey(isin))
{
if (validatedInstrument.Source.Equals("TWB"))
isins[isin] = validatedInstrument;
continue;
}
var fi = FIHelpers.GetFIBySymmetryCode(isin, dc, Symmetry.Core.ThrowBehavior.DontThrow);
if (fi == null)
isins.Add(isin, validatedInstrument);
}
}
if (isins.Count == 0)
return;
{
var request = new ExtractRequest
{
CredentialsHeader = cred,
request = new InstrumentExtractionRequestTermsAndConditions
{
Instruments = isins.ToList().Select(x => x.Value).ToArray(),
OutputFields = Enum.GetNames(typeof(FieldsToReturn))
.Select(x => typeof(FieldsToReturn).GetField(x.ToString()))
.Select(x => x.GetCustomAttribute<RSSFieldAttribute>().FieldName).ToArray()
}
};
var response = dsClient.Extract(request);
var pivoted = ExtractionUtility.PivotExtractionResult(response.ExtractResult.Columns, response.ExtractResult.RowCount, response.ExtractResult.Messages);
StringBuilder b = new StringBuilder();
b.AppendLine(ServiceHelpers.ToCsvLine(pivoted.ColumnNames));
foreach (var row in pivoted.Rows)
{
b.AppendLine(ServiceHelpers.ToCsvLine(row));
}
var path = @"e:\temp\missingBonds.csv";
FileInfo i = new FileInfo(path);
StreamWriter writer = i.CreateText();
writer.Write(b.ToString());
writer.Close();
}
}
}
}
catch (Exception ex_)
{
Logger.Error("blast", typeof(UpdateCTBondData), ex_);
}
}