private IEnumerable<string> FormatQuotes(IEnumerable<Quote> quotes, ContractSpecification contractSpecification)
{
var lines = new List<string>();
lines.Add(string.Format("public static Market {0}", _forbiddenCharacters.Replace(contractSpecification.Name, string.Empty)));
lines.Add("{");
lines.Add("\tget {");
lines.Add("\t return new Market(");
lines.Add(string.Format("new ContractSpecification(\"{0}\",\"{1}\",{2},\"{3}\",\"{4}\",Category.{5},{6},\"{7}\"),",
contractSpecification.Exchange, contractSpecification.Months,
contractSpecification.PointValueUsd, contractSpecification.Symbol,
contractSpecification.Name,contractSpecification.Category,
contractSpecification.ContractSize, contractSpecification.SizeUnit));
lines.Add("new List<Quote>{ ");
foreach (var quote in quotes)
{
lines.Add(string.Format(
"\t\tnew Quote{{Symbol = \"{0}\",DateTime=new DateTime({1},{2},{3}),Close ={4},High = {5},Interest = {6},Low = {7},Open = {8},Period=Period.{9},Volume = {10}}},"
, quote.Symbol, quote.DateTime.Year, quote.DateTime.Month, quote.DateTime.Day, quote.Close, quote.High, quote.Interest,
quote.Low, quote.Open, Period.Weekly, quote.Volume));
}
lines.Add("\t\t});");
lines.Add("\t}");
lines.Add("}");
return lines;
}
private string GetNearestExpirationMonth(ContractSpecification contractSpecification)
{
var currentMonth = "FGHJKMNQUVXZ"[DateTime.Now.Month - 1];
var selected = contractSpecification.Months.FirstOrDefault(d => currentMonth <= d);
if (selected == '\0')
{
selected = contractSpecification.Months.First();
}
return string.Format("{0}{1}{2:00}", contractSpecification.Symbol, selected, DateTime.Now.Year - 2000);
}
private IEnumerable<string> GetExpirationMonths(ContractSpecification contractSpecification)
{
var codes = new List<string>();
for (var i = 09; i < DateTime.Now.Year - 2000; i += 5)
{
codes.Add(string.Format("{0}{1}{2:00}", contractSpecification.Symbol, contractSpecification.Months.First(), i));
}
codes.Add(GetNearestExpirationMonth(contractSpecification));
return codes;
}
public Market(ContractSpecification contractSpecification, IEnumerable<Quote> quotes)
{
ContractSpecification = contractSpecification;
Quotes = quotes;
}
public static bool TryParse(string symbol, out ContractSpecification contractSpecification)
{
contractSpecification = Data.FirstOrDefault(d => d.Symbol == symbol.ToUpperInvariant());
return contractSpecification != null;
}