public void db_implement_check(TradeInfo ti)
{
clsHITM_TRADEINFO_TB clstb = new clsHITM_TRADEINFO_TB();
// #JOB_TRADEINFOCREATE
TradeInfo.CreateTradeInfo(clstb);
}
public static int getTradeSeq(DateTime tradeDate)
{
clsHITM_TRADEINFO_TB clstb = new clsHITM_TRADEINFO_TB();
clstb.TRADE_DT = tradeDate.ToString("yyyyMMdd");
List<int> result = new List<int>();
foreach (DataRow dr in clstb.Select().Select())
{
result.Add(clsHITM_TRADEINFO_TB.Create(dr).TRADE_SEQ);
}
//int max = (result.Count == 0) ? 1 : result.Count;
int max = result.Count + 1;
return max ;
}
public void loadTradeInfo()
{
this.TradeInfoList_.Clear();
clsHITM_TRADEINFO_TB clstb_trading = new clsHITM_TRADEINFO_TB();
clstb_trading.TRADE_DT = this.ReferenceDate_.ToString("yyyyMMdd");
DataTable dt = clstb_trading.Select();
foreach (DataRow dr in dt.Select())
{
clsHITM_TRADEINFO_TB clstb_roop = clsHITM_TRADEINFO_TB.Create(dr);
TradeInfo ti = TradeInfo.CreateTradeInfo(clstb_roop);
this.TradeInfoList_.Add(ti);
}
}
// #CREATETRADEINFO_ITEMADD
public static TradeInfo CreateTradeInfo(clsHITM_TRADEINFO_TB tb)
{
int type = tb.FP_MASTER_TYP;
TradeInfo ti = new UnknownType_TradeInfo();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
ti = new Kospi200FuturesTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
ti = new Kospi200OptionTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
ti = new VanillaIRSTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
ti = new Vanilla_SwapTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
ti = new Ftp_DepositLoanTradeInfo();
}
else
{
//fi = new Unknown_instrument();
}
ti.DAO_ = tb;
//fi.baseDAO_ = tb;
//fi.loadDetail(tb.INSTRUMENT_ID);
return ti;
}
public clsHITM_TRADEINFO_TB Clone()
{
try
{
clsHITM_TRADEINFO_TB cloneTB = new clsHITM_TRADEINFO_TB();
cloneTB._TRADE_ID = this._TRADE_ID;
cloneTB._INSTRUMENT_ID = this._INSTRUMENT_ID;
cloneTB._TRADE_DT = this._TRADE_DT;
cloneTB._TRADE_TM = this._TRADE_TM;
cloneTB._TRADE_SEQ = this._TRADE_SEQ;
cloneTB._TRADE_TYP = this._TRADE_TYP;
cloneTB._FP_MASTER_TYP = this._FP_MASTER_TYP;
cloneTB._TRADE_UNIT = this._TRADE_UNIT;
cloneTB._TRADE_MULTIPLIER = this._TRADE_MULTIPLIER;
cloneTB._TRADE_CURR = this._TRADE_CURR;
cloneTB._CURR_RATE = this._CURR_RATE;
cloneTB._TRADE_INDEX = this._TRADE_INDEX;
cloneTB._TRADE_INDEXUNIT = this._TRADE_INDEXUNIT;
cloneTB._BUY_SELL = this._BUY_SELL;
cloneTB._TRADE_QNT = this._TRADE_QNT;
cloneTB._TRADE_NOTIONAL_AMT = this._TRADE_NOTIONAL_AMT;
cloneTB._ACCOUNT_AMT = this._ACCOUNT_AMT;
cloneTB._TRADE_FEE = this._TRADE_FEE;
cloneTB._TRADE_FEE_PAYMENT_DT = this._TRADE_FEE_PAYMENT_DT;
cloneTB._TRADE_PL = this._TRADE_PL;
cloneTB._COUNTER_ID = this._COUNTER_ID;
cloneTB._BOOK_CD = this._BOOK_CD;
cloneTB._BOOKED_FLAG = this._BOOKED_FLAG;
return cloneTB;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public static clsHITM_TRADEINFO_TB Create(DataRow dr)
{
try
{
clsHITM_TRADEINFO_TB tb = new clsHITM_TRADEINFO_TB();
tb._TRADE_ID = Convert.ToString(dr[0]);
tb._INSTRUMENT_ID = Convert.ToString(dr[1]);
tb._TRADE_DT = Convert.ToString(dr[2]);
tb._TRADE_TM = Convert.ToString(dr[3]);
tb._TRADE_SEQ = Convert.ToInt32(dr[4]);
tb._TRADE_TYP = Convert.ToInt32(dr[5]);
tb._FP_MASTER_TYP = Convert.ToInt32(dr[6]);
tb._TRADE_UNIT = Convert.ToDouble(dr[7]);
tb._TRADE_MULTIPLIER = Convert.ToDouble(dr[8]);
tb._TRADE_CURR = Convert.ToString(dr[9]);
tb._CURR_RATE = Convert.ToDouble(dr[10]);
tb._TRADE_INDEX = Convert.ToDouble(dr[11]);
tb._TRADE_INDEXUNIT = Convert.ToDouble(dr[12]);
tb._BUY_SELL = Convert.ToInt32(dr[13]);
tb._TRADE_QNT = Convert.ToDouble(dr[14]);
tb._TRADE_NOTIONAL_AMT = Convert.ToDouble(dr[15]);
tb._ACCOUNT_AMT = Convert.ToDouble(dr[16]);
tb._TRADE_FEE = Convert.ToDouble(dr[17]);
tb._TRADE_FEE_PAYMENT_DT = Convert.ToString(dr[18]);
tb._TRADE_PL = Convert.ToDouble(dr[19]);
tb._COUNTER_ID = Convert.ToString(dr[20]);
tb._BOOK_CD = Convert.ToString(dr[21]);
tb._BOOKED_FLAG = Convert.ToInt32(dr[22]);
return tb;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
private static void test()
{
DateTime startDate = new DateTime(2014, 1, 1);
DateTime endDate = DateTime.Now.AddDays(-1.0).Date;
SampleMarketDataETL sample_etl = new SampleMarketDataETL();
HDAT_MARKETDATA_TB marketdata_tb = new HDAT_MARKETDATA_TB();
clsHDAT_MARKETDATA_TB.TableClear();
HDAT_CURVEDATA_TB curvedata_tb = new HDAT_CURVEDATA_TB();
clsHDAT_CURVEDATA_TB.TableClear();
sample_etl.build_historyData(startDate, endDate, true);
{
//HDAT_MARKETDATA_TB marketdata_tb = new HDAT_MARKETDATA_TB();
//clsHDAT_MARKETDATA_TB.TableClear();
//marketdata_tb.buildTestData();
clsHITM_TRADEINFO_TB trade_tb = new clsHITM_TRADEINFO_TB();
clsHITM_TRADEINFO_TB.TableClear();
clsMAST_FP_INSTRUMENT_TB mast_tb = new clsMAST_FP_INSTRUMENT_TB();
clsMAST_FP_INSTRUMENT_TB.TableClear();
clsHITM_FP_POSITION_TB position_tb = new clsHITM_FP_POSITION_TB();
clsHITM_FP_POSITION_TB.TableClear();
curvedata_tb.buildTestData();
SET_DISCOUNTCURVE_TB discount_tb = new SET_DISCOUNTCURVE_TB();
clsSET_DISCOUNTCURVE_TB.TableClear();
discount_tb.buildTestData();
HITM_CALENDAR_TB calendar_tb = new HITM_CALENDAR_TB();
clsHITM_CALENDAR_TB.TableClear();
calendar_tb.buildTestData();
}
}