// idYc - each EntryPoint has reference to YieldCurve settings
public ResponseEntryPointHistory GetYcHistoricEntryPoints(DateTime settlementDate, YieldCurveDefinition ycDef)
{
ResponseEntryPointHistory result = new ResponseEntryPointHistory();
try
{
UserAccounts.FCUser user = (UserAccounts.FCUser)HttpContext.Current.Session["user"];
if (user == null)
{
result.Error = new CustomException();
result.Error.Message = "Client is not authenticated, will work in Demo read-only mode";
}
result = GetEntryPointHistoryList(settlementDate, ycDef.Id);
}
catch (Exception ex)
{
while (ex.InnerException != null)
{
ex = ex.InnerException;
}
result.Error = new CustomException();
result.Error.Message = ex.Message + ex.StackTrace;
}
return(result);
}
public string GetEpHistory(string date, string id)
{
long idYc = JsonConvert.DeserializeObject <Int32>(id);
//DateTime settlementDate = JsonConvert.DeserializeObject<DateTime>(date);
DateTime settlementDate = Convert.ToDateTime(date);
ResponseEntryPointHistory tmp = GetEntryPointHistoryList(settlementDate, idYc);
return(JsonConvert.SerializeObject(tmp));
}
static public string ToChart(ResponseEntryPointHistory eph)
{
List <EntryPointHistory> epHistoryList = eph.epHistoryList;
System.Data.DataTable dt = new System.Data.DataTable();
dt.Columns.Add("Duration", typeof(int));
dt.Columns.Add("Rate", typeof(double));
dt.Columns.Add("Term", typeof(string));
dt.Columns.Add("Rate%", typeof(string));
foreach (var i in epHistoryList)
{
DateTime tmp = DateTime.Today;
string formattedTerm = string.Empty;
switch (i.TimeUnit)
{
case "Days":
tmp = tmp.AddDays(i.Length);
formattedTerm = String.Format("{0}d", i.Length);
break;
case "Weeks":
tmp = tmp.AddDays(7 * i.Length);
formattedTerm = String.Format("{0}w", i.Length);
break;
case "Months":
tmp = tmp.AddMonths(i.Length);
formattedTerm = String.Format("{0}m", i.Length);
break;
case "Years":
tmp = tmp.AddYears(i.Length);
formattedTerm = String.Format("{0}y", i.Length);
break;
}
//string formattedDuration = String.Format("{0}{1}", i.Length, i.TimeUnit);
string formattedRate = String.Format("{0:p2}", i.epValue.Value);
System.Data.DataRow r = dt.NewRow();
r["Duration"] = i.Duration;
r["Rate"] = i.epValue.Value;
r["Term"] = formattedTerm;
r["Rate%"] = formattedRate;
dt.Rows.Add(r);
}
string jsonStr = JsonConvert.SerializeObject(dt, Formatting.Indented);
return(jsonStr);
}
/*
* public string GetXRates()
* {
* ResponseExchangeRateData tmp = GetXRateDic();
* return JsonConvert.SerializeObject(tmp);
* }
* ResponseExchangeRateData GetXRateDic()
* {
* ResponseExchangeRateData result = new ResponseExchangeRateData();
*
* try
* {
* var rates = DataLayer.Repository.GetExchangeRates();
*
* foreach (var r in rates)
* {
* if (r != null)
* result.XRateDic[r.Id] = r;
* }
* DataLayer.Repository.XRateDic = result.XRateDic;
* }
* catch (Exception ex)
* {
* while (ex.InnerException != null)
* ex = ex.InnerException;
*
* result.Error = new CustomException();
* result.Error.Message = ex.Message + ex.StackTrace;
* }
*
* return result;
* }
*/
public string GetEpAllHistory(string date)
{
//DateTime settlementDate = JsonConvert.DeserializeObject<DateTime>(date);
DateTime settlementDate = Convert.ToDateTime(date);
ResponseEntryPointHistory tmp = GetEntryPointHistoryList(settlementDate, null);
var res = JsonConvert.SerializeObject(tmp);
return(res);
}
ResponseEntryPointHistory GetEntryPointHistoryList(DateTime settlementDate, long?idYc)
{
ResponseEntryPointHistory result = new ResponseEntryPointHistory();
try
{
result.epHistoryList = DataLayer.Repository.GetYieldCurveEntryPointHistory(idYc, settlementDate);
}
catch (Exception ex)
{
while (ex.InnerException != null)
{
ex = ex.InnerException;
}
result.Error = new CustomException();
result.Error.Message = ex.Message + ex.StackTrace;
}
return(result);
}
public Stream GetEpHistoryChart(string date, string id)
{
long idYc = JsonConvert.DeserializeObject <Int32>(id);
//DateTime settlementDate = JsonConvert.DeserializeObject<DateTime>(date);
DateTime settlementDate = DateTime.ParseExact(date, "dd-MM-yyyy", CultureInfo.InvariantCulture);
//settlementDate = Convert.ToDateTime(date);
ResponseEntryPointHistory tmp = GetEntryPointHistoryList(settlementDate, idYc);
//DataTable gdt = tmp.ToGoogleDataTable();
string jsonStr = CEntryPointsToJson.ToChart(tmp);
//System.Data.DataSet dataSet = new System.Data.DataSet("dataSet");
//dataSet.Tables.Add(dt);
//dataSet.AcceptChanges();
WebOperationContext.Current.OutgoingResponse.ContentType =
"application/json; charset=utf-8";
return(new MemoryStream(Encoding.UTF8.GetBytes(jsonStr)));
}
public Stream GetEpHistoryGrid(string date, string id)
{
if (date == "-1" && id == "-1")
{
WebOperationContext.Current.OutgoingResponse.ContentType =
"application/json; charset=utf-8";
return(new MemoryStream(Encoding.UTF8.GetBytes(CEntryPointsToJson.ToGrid(null))));
}
long idYc = JsonConvert.DeserializeObject <Int32>(id);
//DateTime settlementDate = JsonConvert.DeserializeObject<DateTime>(date);
DateTime settlementDate = Convert.ToDateTime(date);
ResponseEntryPointHistory tmp = GetEntryPointHistoryList(settlementDate, idYc);
string jsonStr = CEntryPointsToJson.ToGrid(tmp);
WebOperationContext.Current.OutgoingResponse.ContentType =
"application/json; charset=utf-8";
return(new MemoryStream(Encoding.UTF8.GetBytes(jsonStr)));
}
/*
* "rows": [
* {
* "id": 3,
* "cell": [
* "1d",
* 0.87523,
* "Deposit",
* "LIBOR-022"
* ]
* },
* {}
* ]
*/
static public string ToGrid(ResponseEntryPointHistory eph)
{
if (eph == null)
{
return(String.Format("{\"rows\": [{ \"id\":\"\", \"cell\": [\"\", \"\", \"\", \"\"]}]}"));
}
List <EntryPointHistory> epHistoryList = eph.epHistoryList;
/*
* "page": "1",
* "records": "10",
* "total": "2",
*/
string jsonStr = String.Format("{{\"page\": \"{0}\", \"records\": \"{1}\", \"total\": \"{2}\", \"rows\": [",
1, epHistoryList.Count, epHistoryList.Count);
int k = 0;
foreach (var i in epHistoryList)
{
DateTime tmp = DateTime.Today;
string formattedTerm = string.Empty;
switch (i.TimeUnit)
{
case "Days":
tmp = tmp.AddDays(i.Length);
formattedTerm = String.Format("{0}d", i.Length);
break;
case "Weeks":
tmp = tmp.AddDays(7 * i.Length);
formattedTerm = String.Format("{0}w", i.Length);
break;
case "Months":
tmp = tmp.AddMonths(i.Length);
formattedTerm = String.Format("{0}m", i.Length);
break;
case "Years":
tmp = tmp.AddYears(i.Length);
formattedTerm = String.Format("{0}y", i.Length);
break;
}
//string formattedDuration = String.Format("{0}{1}", i.Length, i.TimeUnit);
string formattedRate = String.Format("{0:p2}", i.epValue.Value);
jsonStr += String.Format("{{\"id\": {0}, \"cell\": [\"{1}\", {2}, \"{3}\", \"{4}\"]}}, ",
k++, formattedTerm, i.epValue.Value, i.Type, i.DataReference);
//jsonStr += String.Format("{ \"id\": {0}, ", k);
//jsonStr += String.Format("\"cell\": ");
//jsonStr += String.Format("[{1}, {2}, {3}, {4}]}, ", formattedTerm, formattedRate, i.Type, i.DataReference);
}
jsonStr += "]}";
//string jsonStr = JsonConvert.SerializeObject(dt, Formatting.Indented);
return(jsonStr);
}