/// <summary>
/// Creates an identifier for an ETD option instrument.
/// <para>
/// This takes into account the expiry of the underlying instrument. If the underlying expiry
/// is the same as the expiry of the option, the identifier is the same as the normal one.
/// Otherwise, the underlying expiry is added after the option expiry. For example:
/// {@code 'OG-ETD~O-ECAG-OGBS-201706-P1.50-U201709'}.
///
/// </para>
/// </summary>
/// <param name="exchangeId"> the MIC code of the exchange where the instruments are traded </param>
/// <param name="contractCode"> the code supplied by the exchange for use in clearing and margining, such as in SPAN </param>
/// <param name="expiryMonth"> the month of expiry </param>
/// <param name="variant"> the variant of the ETD, such as 'Monthly', 'Weekly, 'Daily' or 'Flex' </param>
/// <param name="version"> the non-negative version, zero by default </param>
/// <param name="putCall"> the Put/Call flag </param>
/// <param name="strikePrice"> the strike price </param>
/// <param name="underlyingExpiryMonth"> the expiry of the underlying instrument, such as a future, may be null </param>
/// <returns> the identifier </returns>
public static SecurityId optionId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)
{
ArgChecker.notNull(exchangeId, "exchangeId");
ArgChecker.notNull(contractCode, "contractCode");
ArgChecker.notNull(expiryMonth, "expiryMonth");
ArgChecker.notNull(variant, "variant");
ArgChecker.notNull(putCall, "putCall");
string putCallStr = putCall == PutCall.PUT ? "P" : "C";
string versionCode = version > 0 ? "V" + version + SEPARATOR : "";
NumberFormat f = NumberFormat.getIntegerInstance(Locale.ENGLISH);
f.GroupingUsed = false;
f.MaximumFractionDigits = 8;
string strikeStr = f.format(strikePrice).replace('-', 'M');
string underlying = "";
if (underlyingExpiryMonth != null && !underlyingExpiryMonth.Equals(expiryMonth))
{
underlying = SEPARATOR + "U" + underlyingExpiryMonth.format(YM_FORMAT);
}
string id = (new StringBuilder(40)).Append(OPT_PREFIX).Append(exchangeId).Append(SEPARATOR).Append(contractCode).Append(SEPARATOR).Append(expiryMonth.format(YM_FORMAT)).Append(variant.Code).Append(SEPARATOR).Append(versionCode).Append(putCallStr).Append(strikeStr).Append(underlying).ToString();
return(SecurityId.of(ETD_SCHEME, id));
}
private bool ExistsExecutedRecurringTransactionLine(List <TransactionLine> lines, YearMonth yearMonth)
{
var test = lines.Where(x => x is ExecutedRecurringTransactionLine);
return(lines
.Where(x => x is ExecutedRecurringTransactionLine)
.Any(x => x.Description == Description && yearMonth.Equals(x.TransactionDate)));
}
public void Equals_DifferentCalendars()
{
CalendarSystem calendar = CalendarSystem.Julian;
YearMonth yearMonth1 = new YearMonth(2011, 1, calendar);
YearMonth yearMonth2 = new YearMonth(2011, 1, CalendarSystem.Iso);
Assert.AreNotEqual(yearMonth1, yearMonth2);
Assert.AreNotEqual(yearMonth1.GetHashCode(), yearMonth2.GetHashCode());
Assert.IsFalse(yearMonth1 == yearMonth2);
Assert.IsTrue(yearMonth1 != yearMonth2);
Assert.IsFalse(yearMonth1.Equals(yearMonth2)); // IEquatable implementation
}
public void Equals_DifferentToOtherType()
{
YearMonth date = new YearMonth(2011, 1);
Assert.IsFalse(date.Equals(Instant.FromUnixTimeTicks(0)));
}
public void ProcessLines(List <TransactionLine> statements)
{
YearMonth initialYearMonth = statements.Min(x => x.TransactionDate).ToYearMonth();
YearMonth finalYearMonth = statements.Max(x => x.TransactionDate).ToYearMonth();
List <TransactionLine> singleLineStatements = statements
.Where(x => !(x is MultiCategoryTransactionLine))
.ToList();
List <TransactionLine> explodedStatements = statements
.Where(x => x is MultiCategoryTransactionLine)
.Select(x => (MultiCategoryTransactionLine)x)
.SelectMany(x => x.Lines.ToList())
.Select(x => (TransactionLine)x)
.ToList();
explodedStatements.AddRange(singleLineStatements);
for (YearMonth yearMonth = initialYearMonth; yearMonth <= finalYearMonth; yearMonth = yearMonth.NextMonth())
{
budgetPerMonth.Add(yearMonth, new List <MontlyBudget>());
foreach (MontlyBudget budget in budgets)
{
List <TransactionLine> monthStatements = explodedStatements.Where(x => yearMonth.Equals(x.TransactionDate)).ToList();
MontlyBudget currentBudget = budget.Process(monthStatements);
budgetPerMonth[yearMonth].Add(currentBudget);
currentBudget.IncludeLine(statements, yearMonth);
}
}
}