public void ShowInstrumentMatrix(List <InstrumentName> instrumentNames, InstrumentMatrix instrumentMatrix)
{
this.m_InstrumentNames = instrumentNames;
DataTable dataTable = new DataTable("InstrumentMatrix");
int instrumentCount = instrumentNames.Count;
for (int index = 0; index < instrumentCount; ++index)
{
string instrumentNameString = instrumentNames[index].FullName;
dataTable.Columns.Add(instrumentNameString, typeof(string));
}
for (int index = 0; index < instrumentCount; ++index)
{
dataTable.Rows.Add(new object[instrumentCount]);
}
this.dataGridViewInstrumentMatrix.SuspendLayout();
this.dataGridViewInstrumentMatrix.ColumnHeadersHeight = m_CellHeight;
this.dataGridViewInstrumentMatrix.DataSource = dataTable;
for (int xIndex = 0; xIndex < instrumentCount; ++xIndex)
{
for (int yIndex = 0; yIndex < instrumentCount; ++yIndex)
{
InstrumentName quoteInstrument = instrumentNames[xIndex];
InstrumentName hedgeInstrument = instrumentNames[yIndex];
ResultingInstrument resultingInstrument;
if (instrumentMatrix.TryFindResultingInstrument(quoteInstrument, 0, hedgeInstrument, 0, out resultingInstrument))
{
dataTable.Rows[yIndex][xIndex] = resultingInstrument.ResultingInstrumentNameTT;
}
}
}
foreach (DataGridViewColumn column in this.dataGridViewInstrumentMatrix.Columns)
{
column.Width = m_CellWidth;
column.SortMode = DataGridViewColumnSortMode.NotSortable;
}
this.dataGridViewInstrumentMatrix.AutoResizeRowHeadersWidth(DataGridViewRowHeadersWidthSizeMode.AutoSizeToAllHeaders);
this.dataGridViewInstrumentMatrix.AutoResizeRows(DataGridViewAutoSizeRowsMode.AllCells);
this.dataGridViewInstrumentMatrix.AutoResizeColumns(DataGridViewAutoSizeColumnsMode.AllCells);
this.dataGridViewInstrumentMatrix.SelectionMode = DataGridViewSelectionMode.CellSelect;
this.dataGridViewInstrumentMatrix.ClipboardCopyMode = DataGridViewClipboardCopyMode.EnableAlwaysIncludeHeaderText;
this.dataGridViewInstrumentMatrix.DefaultCellStyle.WrapMode = DataGridViewTriState.True;
this.WindowState = FormWindowState.Maximized;
this.Show();
this.dataGridViewInstrumentMatrix.ResumeLayout();
}
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region no Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
//
//
#endregion//Public Methods
#region no Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
#endregion//Private Methods
#region Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
private void buttonSetupInstrumentMatrix_Click(object sender, EventArgs e)
{
// Process clicks of buttons.
m_HedgeOptionsReader = new HedgeOptionsReader(m_Log);
m_InstrumentNames = new List <InstrumentName>();
m_InstrumentNameStrings = new List <string>();
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xDec14");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xMar15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun16:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep16:-1xDec16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xMar15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun16:-1xDec16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xDec16");
foreach (string instrumentString in m_InstrumentNameStrings)
{
InstrumentInfoQuery BREInstrumentInfoQuery = new InstrumentInfoQuery();
InstrumentName instrumentName;
if (InstrumentName.TryDeserialize(instrumentString, out instrumentName))
{
m_InstrumentNames.Add(instrumentName);
BREInstrumentInfoQuery.InstrumentName = instrumentName;
BREInstrumentInfoQuery.IsRead = true;
BREInstrumentInfoQuery.Status = QueryStatus.New;
m_DatabaseReaderWriter.SubmitSync(BREInstrumentInfoQuery);
m_HedgeOptionsReader.TryReadHedgeOptionsInformation(BREInstrumentInfoQuery);
}
else
{
return;
}
}
Dictionary <InstrumentName, HedgeOptions> hedgeOptionsByInstrument = m_HedgeOptionsReader.GetHedgeOptionsByInstrumentName();
m_InstrumentMatrix = new InstrumentMatrix(m_InstrumentNames, m_Log);
if (m_InstrumentMatrix.TrySetupInstrumentMatrix(hedgeOptionsByInstrument))
{
m_Log.NewEntry(LogLevel.Minor, "Successfully setup the instrument matrix.");
ProcessShowData();
}
}
