//
//
//
private static bool TryCreateExchange(MySqlDataReader reader, out string ExchangeName, out int ExchangeID)
{
bool isSuccesful = true;
ExchangeName = null;
ExchangeID = -1;
string[] fieldNames = new string[reader.FieldCount];
for (int i = 0; i < fieldNames.Length; i++)
{
fieldNames[i] = reader.GetName(i);
}
TableInfo.ExchangesTableInfo table = new TableInfo.ExchangesTableInfo();
try
{
ExchangeName = reader.GetString(table.ExchangeName);
ExchangeID = reader.GetInt32(ExchangeID);
}
catch (Exception)
{
isSuccesful = false;
}
return(isSuccesful);
}
//
//
/// <summary>
/// Try and find the uniquie Instrument ID from a mySQL database for a given InstrumentName.
/// Warning : This function is extremely dangerous and written very poorly.
/// </summary>
/// <param name="dataBase"></param>
/// <param name="instrument"></param>
/// <param name="mySQLInstrumentID"></param>
/// <returns></returns>
public static bool TryGetMySQLInstrumentId(DatabaseInfo dataBase, InstrumentName instrument, out int mySQLInstrumentID)
{
// Validate
mySQLInstrumentID = -1;
if (dataBase.Instruments == null)
{
return(false);
}
Dictionary <int, string> possibleMySQLInstrumendIds = new Dictionary <int, string>();
TableInfo.InstrumentsTableInfo instrumentTable = dataBase.Instruments;
TableInfo.ExchangesTableInfo exchangeTable = dataBase.Exchanges;
MySqlConnection conn = null;
bool isSuccess = true;
string expiryCode; // ie Z3 or H4
if (dataBase.IsTryToConnect(ref conn) && UV.Lib.Utilities.QTMath.TryConvertMonthYearToCodeY(instrument.SeriesName, out expiryCode))
{
MySqlDataReader reader = null;
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0},{1} FROM {2} ", instrumentTable.InstrumentID, instrumentTable.SpreadComposition, dataBase.Instruments.TableNameFull);
// add restrictions here. (example below)
/* 0 1 2 3 4 5 6 7 8
* select instrID from instrumentInfo where exchangeId in (select exchangeId from exchangeInfo where exchangeNameTT ='CME') and prodNameTT = "CL" and prodExpiry='X2';
*/
query.AppendFormat("WHERE {0} in (select {1} from {2} where {3} =\'{4}\') and {5} =\'{6}\' and {7} =\'{8}\' and {9} = \'{10}\'",
instrumentTable.ExchangeID, // 0
instrumentTable.ExchangeID, // 1
exchangeTable.TableNameFull, // 2
exchangeTable.ExchangeName, // 3
instrument.Product.Exchange, // 4
instrumentTable.Product, // 5
instrument.Product.ProductName, // 6
instrumentTable.ExpirySymbol, // 7
expiryCode, // 8
instrumentTable.ProductType, // 9
instrument.Product.Type.ToString().ToLower()); // 10
#region BAD CODE FIX ME!
if (instrument.Product.Type == ProductTypes.Spread)
{ // handling special cases here in a BAD WAY!
if (instrument.Product.ProductName == "KEZW" || instrument.Product.ProductName == "MWEZW" || instrument.Product.ProductName == "MWEKE")
{ // these are ICS spreads and we only want the "Matched" expirations
string composition = instrument.SeriesName;
string[] compSplit = composition.Split(new char[] { ':' });
List <string> expiryCodes = new List <string>();
string matchExpiries = @"[a-zA-Z]{3}[0-9]{2}";
foreach (string partialString in compSplit)
{
foreach (System.Text.RegularExpressions.Match match in System.Text.RegularExpressions.Regex.Matches(partialString, matchExpiries))
{
expiryCodes.Add(match.Value);
}
}
if (expiryCodes.Count == 2 && expiryCodes[0] == expiryCodes[1])
{
}
else
{
isSuccess = false;
return(isSuccess);
}
}
}
#endregion
query.AppendFormat("ORDER BY {0};", instrumentTable.InstrumentID);
try
{
MySqlCommand cmd = new MySqlCommand(query.ToString(), conn);
reader = cmd.ExecuteReader();
while (reader.Read())
{
int Id = -1;
string spreadComposition;
if (!TryReadMySQLInstrumentID(reader, out Id, out spreadComposition))
{
dataBase.Errors.Enqueue("TryGetMySQLInstrumentId(): Failed to get mySQL instrument.");
isSuccess = false;
break;
}
possibleMySQLInstrumendIds.Add(Id, spreadComposition);
}
}
catch (Exception e)
{
dataBase.Errors.Enqueue(string.Format("Instrument.Create(): MySql exception {0}", e.Message));
isSuccess = false;
}
finally
{
if (reader != null && !reader.IsClosed)
{
reader.Close();
}
conn.Close();
}
if (possibleMySQLInstrumendIds.Count > 1)
{// we need to find out which instrument id is correct, very simliar instruments!
// Warning: This is horrible code. I am not sure yet how to create something more generic dealing with
// a place were were keep similiar spreads as different products and TT believes them to be instruments.
// This section is VERY specific and not general in any way. It will probably break. Need to come up
// with a much better well though out solution
#region //Bad Code!
Match match = Regex.Match(instrument.SeriesName, ": [0-9] x [0-9]"); // make sure we know how to deal with these instruments
if (match.Success)
{
// find our ratios from our TT product to compare to our database product
string[] stringRatios = Regex.Split(match.Value.Substring(2), "x"); // split these ratios into their components so we can compare
int[] intRatios = new int[stringRatios.Length];
for (int i = 0; i < stringRatios.Length; i++)
{
int ratio;
if (int.TryParse(stringRatios[i], out ratio)) // create them as ints and save
{
intRatios[i] = ratio;
}
}
// compare with each database product to find the correct match
foreach (int id in possibleMySQLInstrumendIds.Keys)
{
bool isMatch = false;
string spreadCompString = possibleMySQLInstrumendIds[id];
MatchCollection allMatches = Regex.Matches(spreadCompString, "[0-9]x[A-Z]");
if (match.Success)
{
int ratio;
int count = 0;
foreach (Match newMatch in allMatches)
{
if (int.TryParse(newMatch.Value.Substring(0, 1), out ratio)) // parse out the ints to compare
{
if (ratio == intRatios[count])
{
isMatch = true;
}
else
{
isMatch = false;
}
}
else
{
isMatch = false;
}
count++;
}
}
if (isMatch)
{ // we found a ratio match so assign the correct id and move on
mySQLInstrumentID = id;
break;
}
}
}
}
#endregion // Bad Code!
else if (possibleMySQLInstrumendIds.Count == 1)
{
foreach (int id in possibleMySQLInstrumendIds.Keys)
{
mySQLInstrumentID = id;
}
}
else
{
isSuccess = false;
}
// exit
} //if connected
return(isSuccess && mySQLInstrumentID > -1);
} //TryCreate().
