public virtual Entry GetEntry(string market, string symbol, SecurityType securityType, DateTimeZone overrideTimeZone = null)
{
Entry entry;
var key = new SecurityDatabaseKey(market, symbol, securityType);
if (!_entries.TryGetValue(key, out entry))
{
if (!_entries.TryGetValue(new SecurityDatabaseKey(market, null, securityType), out entry))
{
if (securityType == SecurityType.Base)
{
if (overrideTimeZone == null)
{
overrideTimeZone = TimeZones.Utc;
Log.Error("MarketHoursDatabase.GetExchangeHours(): Custom data no time zone specified, default to UTC. " + key);
}
return(new Entry(overrideTimeZone, SecurityExchangeHours.AlwaysOpen(overrideTimeZone)));
}
Log.Error(string.Format("MarketHoursDatabase.GetExchangeHours(): Unable to locate exchange hours for {0}." + "Available keys: {1}", key, string.Join(", ", _entries.Keys)));
throw new ArgumentException("Unable to locate exchange hours for " + key);
}
if (overrideTimeZone != null && !entry.ExchangeHours.TimeZone.Equals(overrideTimeZone))
{
return(new Entry(overrideTimeZone, new SecurityExchangeHours(overrideTimeZone, entry.ExchangeHours.Holidays, entry.ExchangeHours.MarketHours)));
}
}
return(entry);
}
/// <summary>
/// Creates a new instance of <see cref="SymbolProperties"/> from the specified csv line
/// </summary>
/// <param name="line">The csv line to be parsed</param>
/// <param name="key">The key used to uniquely identify this security</param>
/// <returns>A new <see cref="SymbolProperties"/> for the specified csv line</returns>
private static SymbolProperties FromCsvLine(string line, out SecurityDatabaseKey key)
{
var csv = line.Split(',');
key = new SecurityDatabaseKey(
market: csv[0],
symbol: csv[1],
securityType: (SecurityType)Enum.Parse(typeof(SecurityType), csv[2], true));
return(new SymbolProperties(
description: csv[3],
quoteCurrency: csv[4],
contractMultiplier: csv[5].ToDecimal(),
pipSize: csv[6].ToDecimal()));
}
/// <summary>
/// Gets the symbol properties for the specified market/symbol/security-type
/// </summary>
/// <param name="market">The market the exchange resides in, i.e, 'usa', 'fxcm', ect...</param>
/// <param name="symbol">The particular symbol being traded</param>
/// <param name="securityType">The security type of the symbol</param>
/// <param name="defaultQuoteCurrency">Specifies the quote currency to be used when returning a default instance of an entry is not found in the database</param>
/// <returns>The symbol properties matching the specified market/symbol/security-type or null if not found</returns>
public SymbolProperties GetSymbolProperties(string market, string symbol, SecurityType securityType, string defaultQuoteCurrency)
{
SymbolProperties symbolProperties;
var key = new SecurityDatabaseKey(market, symbol, securityType);
if (!_entries.TryGetValue(key, out symbolProperties))
{
// now check with null symbol key
if (!_entries.TryGetValue(new SecurityDatabaseKey(market, null, securityType), out symbolProperties))
{
// no properties found, return object with default property values
return(SymbolProperties.GetDefault(defaultQuoteCurrency));
}
}
return(symbolProperties);
}