public XlMarket(MarketInfo marketInfo)
{
MarketDataDefinition[] rawDefinitions;
MarketDataDefinition[] ripeDefinitions;
_marketInfo = marketInfo;
marketInfo.GetClassifiedDefinitions(out rawDefinitions, out ripeDefinitions);
_mktDataDict = ripeDefinitions.ToDictionary(x => x.Name, x => x);
foreach (var marketDataDefinition in rawDefinitions)
{
_mktDataDict[marketDataDefinition.Name] = marketDataDefinition;
}
var historicalIndexRates = new Dictionary <IndexType, SortedDictionary <Date, double> >();
if (marketInfo.HistoricalIndexRates != null && marketInfo.HistoricalIndexRates.Any())
{
foreach (var historicalIndexKey in marketInfo.HistoricalIndexRates.Keys)
{
var indexKey = historicalIndexKey.ToIndexType();
var historicalIndexDateDic = new SortedDictionary <Date, double>();
foreach (var historicalIndexDateKey in marketInfo.HistoricalIndexRates[historicalIndexKey].Keys)
{
historicalIndexDateDic.Add(historicalIndexDateKey.ToDate(),
marketInfo.HistoricalIndexRates[historicalIndexKey][historicalIndexDateKey]);
}
historicalIndexRates.Add(indexKey, historicalIndexDateDic);
}
}
else
{
historicalIndexRates = XlUdf.HistoricalIndexRates;
}
_qdpMarket = new QdpMarket(marketInfo.MarketName, marketInfo.ReferenceDate.ToDate(), historicalIndexRates, ripeDefinitions);
var result = _qdpMarket.UpdateMarketRawData(rawDefinitions);
result.WaitTillFinished();
}