static bool CreateEquity(Trade trade, TradeInfo info, Market market, StringBuilder sb, TemplateProvider provider)
{
try
{
trade.Product = info.Security;
trade.PriceType = trade.Product.QuoteName.QuoteType;
// add ...
provider.FillTrade(trade, market);
return true;
}
catch (Exception x)
{
Logger.Error("Import Equity", x);
sb.Append(TradeImportHelper.FormatErrorMessage("Fill Trade " + x.Message, info.HoldingID, info.TradeID, info.Instrument));
return false;
}
}
static bool CreateBond(Trade trade, TradeInfo info, FilterData filterData, Market market, StringBuilder sb, TemplateProvider provider)
{
try
{
var bond = (Bond)info.Security;
trade.Product = info.Security;
// assuming file has all clean price
trade.PriceType = QuotationType.CleanPrice;
if (bond.IssueDate > trade.SettlementDate)
trade.SettlementDate = bond.IssueDate;
trade.Price /= 100;
info.MarketPrice /= 100;
trade.Quantity = info.Nominal1/bond.FaceValue;
if (!double.IsNaN(info.Quantity))
{
if (trade.Quantity != info.Quantity)
sb.Append("Warning Bad Quantity for Trade" + " Symbol " + info.Symbol + "\n");
}
provider.FillTrade(trade, market);
if (Double.IsNaN(trade.Accrual))
{
trade.Accrual = 0;
sb.Append("Warning Bad Accrual for Trade" + " Symbol " + info.Symbol + "\n");
}
return true;
}
catch (Exception x)
{
Logger.Error("Import Bond", x);
sb.Append(TradeImportHelper.FormatErrorMessage("Fill Trade " + x.Message, info.HoldingID, info.TradeID, info.Instrument));
return false;
}
}
