// ************************************************************
// CONSTRUCTOR
// ************************************************************
public HistoricalDataRequest(IDtoken Id_, List <string> Fields_, DateTime StartDate_, DateTime EndDate_,
TimeUnit Periodicity_, string Source_)
: base(Id_: Id_, Fields_: Fields_, StartDate_: StartDate_,
EndDate_: EndDate_, Periodicity_: Periodicity_, Source_: Source_)
{
}
// ************************************************************
// METHODS -- TO GET EOD PRICES
// ************************************************************
public myFrame EndOfDay(IDtoken IdToken, List <string> LocalFields, DateTime StartDate, DateTime EndDate, TimeUnit Periodicity, String Source)
{
// 1. Formulate Request
HistoricalDataRequest myRequest = new HistoricalDataRequest(IdToken, LocalFields, StartDate, EndDate, Periodicity, Source);
// 2. Send request to Database Helper
myFrame localData = _myDBhelper.GetEODPrices(myRequest);
// 3. Return
return(localData);
}
public Dictionary <string, string> GetExternalIdentifiers(DBID DBID_)
{
myDB_Connector dbCom = new myDB_Connector();
IDtoken refLine = dbCom.Reference(DBID_);
Dictionary <string, string> result = new Dictionary <string, string>();
foreach (string s in refLine.GetExternalIdentifiers())
{
result[s] = (string)refLine[s];
}
return(result);
}
public static IDtoken GenerateDBID(DBID ReferenceDBID, string Bloomberg = "", string Reuters = "", string Sophis = "",
string MSD = "", string MarketMap = "", string Markit = "",
string FRED = "", string Yahoo = "", string Google = "", string ISIN = "")
{
Dictionary <string, string> _extIds = new Dictionary <string, string>()
{
{ "Bloomberg", Bloomberg.ToUpper() }, // Careful with the upper/lower case...
{ "Reuters", Reuters },
{ "Sophis", Sophis },
{ "MSD", MSD },
{ "MarketMap", MarketMap },
{ "Markit", Markit },
{ "FRED", FRED },
{ "Yahoo", Yahoo },
{ "Google", Google },
{ "ISIN", ISIN }
};
// Create container for potential matching lines
// List<IDtoken> results = new List<IDtoken>();
// Load Reference Manager (singleton)
ReferenceManager _referenceManager = ReferenceManager.Factory;
// Get a new DBID from Reference Manager (= max of column DBID + 1)
DBID newDBID = _referenceManager.GetNewDBID();
// Replace DBID from existing token
IDtoken refToken = TokenFactory.New(ReferenceDBID);
// New token for output
IDtoken newToken = new IDtoken();
newToken.SetDBID(newDBID);
// Replace all sources
foreach (string source in _extIds.Keys)
{
newToken[source] = _extIds[source];
}
// Return the new token
return(newToken);
}
public void InsertReferenceLine(IDtoken newRefLine)
{
// Loop through the ref table in memory
foreach (IDtoken line in referenceTable)
{
//Console.WriteLine("item:{0}", (int)line.DBID);
if ((int)line["DBID"] == newRefLine.DBID)
{
throw new System.ArgumentException("ReferenceManager", "DBID to be inserted is already in use.");
}
}
referenceTable.Add(newRefLine);
_SQLconnector.Insert <IDtoken>(newRefLine, new List <IDtoken>()
{
newRefLine
}, includeDate: false);
}
public GenericDataRequest(IDtoken Id_, List <string> Fields_, DateTime StartDate_, DateTime EndDate_,
TimeUnit Periodicity_ = TimeUnit.Days, string Source_ = "Bloomberg")
{
// Set the id token
id = Id_;
// Set the fields requested
fields = Fields_;
// Set start and end dates
startDate = StartDate_;
endDate = EndDate_;
// Set the data periodicity/frequency (optional)
periodicity = Periodicity_;
// Set the favorite source
source = Source_;
}
private string MapDatabase(IDtoken identification)
{
return("myDB");
}
private string MapTable(IDtoken id)
{
return(id.HistoryTable);
}
public HistoricalDataRequest(IDtoken Id_)
: this(Id_ : Id_, Fields_ : new List <string>(), StartDate_ : new DateTime(2013, 12, 31),
EndDate_ : DateTime.Today, Periodicity_ : TimeUnit.Days, Source_ : "Bloomberg")
{
}
public HistoricalDataRequest(IDtoken Id_, DateTime StartDate_, DateTime EndDate_)
: this(Id_ : Id_, Fields_ : new List <string>(), StartDate_ : StartDate_,
EndDate_ : EndDate_, Periodicity_ : TimeUnit.Days, Source_ : "Bloomberg")
{
}
public myFrame EndOfDay(IDtoken IdToken)
{
return(EndOfDay(IdToken, new List <string>(), new DateTime(2013, 12, 31), DateTime.Today, TimeUnit.Days, ""));
}
public myFrame EndOfDay(IDtoken IdToken, List <string> LocalFields)
{
return(EndOfDay(IdToken, LocalFields, new DateTime(2013, 12, 31), DateTime.Today, TimeUnit.Days, ""));
}
public myFrame EndOfDay(IDtoken IdToken, DateTime ObsDate)
{
return(EndOfDay(IdToken, new List <string>(), ObsDate, ObsDate, TimeUnit.Days, ""));
}
public myFrame EndOfDay(IDtoken IdToken, List <string> LocalFields, DateTime StartDate)
{
return(EndOfDay(IdToken, LocalFields, StartDate, DateTime.Today, TimeUnit.Days, ""));
}
public myFrame EndOfDay(IDtoken IdToken, List <string> LocalFields, DateTime StartDate, DateTime EndDate, TimeUnit Periodicity)
{
return(EndOfDay(IdToken, LocalFields, StartDate, EndDate, Periodicity, ""));
}
public FundamentalDataRequest(IDtoken Id_, DateTime StartDate_)
: this(Id_ : Id_, Fields_ : new List <string>(), StartDate_ : StartDate_,
EndDate_ : DateTime.Today, Periodicity_ : TimeUnit.Days, Source_ : "Bloomberg")
{
}
