//-------------------------------------------------------------------------
// parses a position from the CSV row
internal static Position parsePosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
if (row.findValue(EXPIRY_FIELD).Present)
{
// etd
if (row.findValue(PUT_CALL_FIELD).Present || row.findValue(EXERCISE_PRICE_FIELD).Present)
{
return(resolver.parseEtdOptionPosition(row, info));
}
else
{
return(resolver.parseEtdFuturePosition(row, info));
}
}
else
{
return(parseNonEtdPosition(row, info, resolver));
}
}
// loads a single CSV file
private ValueWithFailures <IList <T> > parseFile <T>(CsvIterator csv, Type <T> posType) where T : com.opengamma.strata.product.Position
{
IList <T> positions = new List <T>();
IList <FailureItem> failures = new List <FailureItem>();
int line = 2;
foreach (CsvRow row in (IEnumerable <CsvRow>)() => csv)
{
try
{
PositionInfo info = parsePositionInfo(row);
Optional <string> typeRawOpt = row.findValue(TYPE_FIELD);
if (typeRawOpt.Present)
{
// type specified
string type = typeRawOpt.get().ToUpper(Locale.ENGLISH);
switch (type.ToUpper(Locale.ENGLISH))
{
case "SEC":
case "SECURITY":
if (posType == typeof(SecurityPosition) || posType == typeof(ResolvableSecurityPosition))
{
positions.Add(posType.cast(SecurityCsvLoader.parseSecurityPosition(row, info, resolver)));
}
else if (posType == typeof(GenericSecurityPosition) || posType == typeof(Position))
{
Position parsed = SecurityCsvLoader.parseNonEtdPosition(row, info, resolver);
if (posType.IsInstanceOfType(parsed))
{
positions.Add(posType.cast(parsed));
}
}
break;
case "FUT":
case "FUTURE":
if (posType == typeof(EtdPosition) || posType == typeof(EtdFuturePosition) || posType == typeof(ResolvableSecurityPosition) || posType == typeof(Position))
{
positions.Add(posType.cast((Position)resolver.parseEtdFuturePosition(row, info)));
}
else if (posType == typeof(SecurityPosition))
{
positions.Add(posType.cast(resolver.parseEtdFutureSecurityPosition(row, info)));
}
break;
case "OPT":
case "OPTION":
if (posType == typeof(EtdPosition) || posType == typeof(EtdOptionPosition) || posType == typeof(ResolvableSecurityPosition) || posType == typeof(Position))
{
positions.Add(posType.cast(resolver.parseEtdOptionPosition(row, info)));
}
else if (posType == typeof(SecurityPosition))
{
positions.Add(posType.cast(resolver.parseEtdOptionSecurityPosition(row, info)));
}
break;
default:
failures.Add(FailureItem.of(FailureReason.PARSING, "CSV file position type '{positionType}' is not known at line {lineNumber}", typeRawOpt.get(), line));
break;
}
}
else
{
// infer type
if (posType == typeof(SecurityPosition))
{
positions.Add(posType.cast(SecurityCsvLoader.parsePositionLightweight(row, info, resolver)));
}
else
{
Position position = SecurityCsvLoader.parsePosition(row, info, resolver);
if (posType.IsInstanceOfType(position))
{
positions.Add(posType.cast(position));
}
}
}
}
catch (Exception ex)
{
failures.Add(FailureItem.of(FailureReason.PARSING, ex, "CSV file position could not be parsed at line {lineNumber}: {exceptionMessage}", line, ex.Message));
}
line++;
}
return(ValueWithFailures.of(positions, failures));
}