public async Task UpdateList(IList<SeriesConfig> list_, ICarbonClient client_)
{
// remove current items
var currentItems = list_.Where(x => x.Source != null && x.Source.ToLower().Equals(SourceName)).ToArray();
foreach (var item in currentItems)
list_.Remove(item);
// search for frames that match the regex
Logger.Info(string.Format("Searching for dataframes with regex=[{0}]", MonikerSearchRegex),
typeof (DataframeSearcherBase));
var monikers = await client_.GetSavedIdentifiersAsync("AdHocData", MonikerSearchRegex, true);
foreach (var moniker in monikers)
{
Logger.Info(string.Format("Considering [{0}]...", moniker), typeof (DataframeSearcherBase));
try
{
var frame = await client_.GetFrameAsync<DateTime>(moniker);
foreach (var columnName_ in frame.ColumnKeys)
{
try
{
// attempt to try and get a timeseries
var series = frame.ExtractTimeSeries<double>(columnName_);
if (series == null) continue;
var config = getConfigLine(moniker, columnName_);
if (config == null) continue;
list_.Add(config);
}
catch
{
//Logger.Info(string.Format("Not going to add column [{0}] as can't get doubles from it", columnName_),
// typeof (DataframeSearcherBase));
}
}
}
catch (Exception ex_)
{
Logger.Error(string.Format("Error getting and reflecting on frame {0}", moniker),
typeof (DataframeSearcherBase), ex_);
}
}
}
getCTDMoniker(string country, string futureticker, ICarbonClient client)
// ----------------------------------------------------------------------------------------
{
string defaultmoniker = "symapp.roll.ctd";
country = country.ToLower();
// Column mappings
var col_prefixes = new Dictionary<string, string>() {{"front", ""}, {"back", "o"}};
// Get right cols and monikers
var parts = futureticker.Split('.');
if (parts.Length !=2)
throw new ArgumentException("#Error: Invalid futures name " + futureticker);
string month = parts[1].ToLower();
string ticker = parts[0].ToLower();
if (!col_prefixes.ContainsKey(month))
throw new ArgumentException("#Error: Invalid futures name " + futureticker);
string prefix = col_prefixes[month];
var tickercol = prefix + "ticker";
var pricecol = prefix + "price";
var moniker = defaultmoniker + "." + country + "." + ticker;
// Check to see if it's valid
var list = client.GetSavedIdentifiersAsync("AdHocData",defaultmoniker + @".*").Result;
var checks = new HashSet<string>(list);
if (!checks.Contains(moniker))
{
throw new ArgumentException("#Error: Invalid moniker entered " + moniker);
}
return new Tuple<string, string, string>(moniker, tickercol,pricecol);
}
getCTMoniker(string country, string benchmark, ICarbonClient client)
// ----------------------------------------------------------------------------------------
{
string defaultmoniker = "symapp.roll.ct";
country = country.ToLower();
var moniker = defaultmoniker + "." + country + "." + benchmark.ToLower();
var tickercol = "ticker"; // always OTR
var pricecol = "price";
// Check to see if it's valid
var list = client.GetSavedIdentifiersAsync("AdHocData",defaultmoniker + @".*").Result;
var checks = new HashSet<string>(list);
if (!checks.Contains(moniker))
{
throw new ArgumentException("#Error: Invalid moniker entered " + moniker);
}
return new Tuple<string, string, string>(moniker, tickercol,pricecol);
}