public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute, DateTime from, DateTime to) { TimeSeries timeSeries = GetTimeSeries(enumeration, attribute); if (timeSeries == null || timeSeries.Series == null || timeSeries.Series.Count == 0) { return(null); } var result = timeSeries.Series.Where(z => z.Key >= from && z.Key <= to); if (result.Count() == 0) { return(null); } else { Dictionary <DateTime, decimal> values = new Dictionary <DateTime, decimal>(); foreach (var x in result) { values.Add(x.Key, x.Value); } return(new TimeSeries(values, attribute)); } }
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute) { var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute)); foreach (var x in markets) { TimeSeries timeSeries = x.GetTimeSeries(position, attribute); if (timeSeries != null) { return(timeSeries); } } return(null); }
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute) { var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute)); foreach (var x in markets) { var result = x.GetTimeSeries(enumeration, attribute); if (result == null) { continue; } return(result); } return(null); }
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute) { if (!_mapping.FindAI(enumeration)) { return(null); } string ident = _mapping.GetAI(enumeration); BalancePosition position = new BalancePosition(ident, FinType.FxRate); KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(position, attribute); if (_cache.ContainsKey(key)) { return((TimeSeries)_cache[key]); } TimeSeries timeSeries = GetTimeSeries(position, attribute); _cache.Add(key, timeSeries); return(timeSeries); }
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute) { KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(); if (_cache.ContainsKey(key)) { return((TimeSeries)_cache[key]); } TimeSeries timeSeries = null; string query = string.Format( @"SELECT fi.ident, fd.dat, fd.val from fin_instrument fi join ffd t on t.fi_id = fi.fi_id join fisd_dq fd on fd.fisd_id = t.fisd_id join data_source ds on ds.ds_id = t.ds_id and fi.ident = '{0}' and ds.ident = '{1}' and t.fif_id = {2}" , position.Ident, _providerParams[SCALAR], _mapping.GetAI(attribute)); var result = _dbLink.GetConnection().Query <fisddq>(query); if (result != null && result.Count() != 0) { Dictionary <DateTime, decimal> values = new Dictionary <DateTime, decimal>(); foreach (var x in result) { values.Add(x.dat, x.val); } timeSeries = new TimeSeries(values, attribute); } return(timeSeries); }
public TimeSeries(IDictionary <DateTime, decimal> timeSeries, TimeSeriesAttribute attribute = TimeSeriesAttribute.Close) { _timeSeries = new SortedDictionary <DateTime, decimal>(timeSeries); _attribute = attribute; }
public TimeSeries(TimeSeriesAttribute attribute = TimeSeriesAttribute.Close) { _attribute = attribute; }
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute, DateTime from, DateTime to) { return(_dataProvider.GetTimeSeries(enumeration, attribute, from, to)); }
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute) { return(_dataProvider.GetTimeSeries(enumeration, attribute)); }
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute, DateTime from, DateTime to) { return(_dataProvider.GetTimeSeries(position, attribute, from, to)); }
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute) { return(_dataProvider.GetTimeSeries(position, attribute)); }