public List <PriceHistory> GetPriceHistory(string reference, DateTime startDate, DateTime endDate)
{
//Find the instrumentId
int instrumentId = 0;
_context.Send(state => {
instrumentId = CSMInstrument.GetCode(reference);
}, null);
return(GetPriceHistory(instrumentId, startDate, endDate));
}
public List <PriceHistory> GetPriceHistory(int instrumentId, DateTime startDate, DateTime endDate)
{
var results = new List <PriceHistory>();
Exception ex = null;
_context.Send(state => {
using (var instrument = CSMInstrument.GetInstance(instrumentId))
{
if (instrument is null)
{
ex = new InstrumentNotFoundException();
return;
}
int refCount = 0;
var history = instrument.NEW_HistoryList(DataTypeExtensions.ConvertDateTime(startDate), DataTypeExtensions.ConvertDateTime(endDate), ref refCount, null);
for (var i = 0; i < refCount; i++)
{
using (SSMHistory price = history.GetNthElement(i))
{
if (price.day != DataTypeExtensions.SophisNull)
{
var ph = new PriceHistory()
{
Ask = (double?)DataTypeExtensions.ConvertDouble(price.ask, eMNullValueType.M_nvUndefined),
Bid = (double?)DataTypeExtensions.ConvertDouble(price.bid, eMNullValueType.M_nvUndefined),
First = (double?)DataTypeExtensions.ConvertDouble(price.first, eMNullValueType.M_nvUndefined),
High = (double?)DataTypeExtensions.ConvertDouble(price.high, eMNullValueType.M_nvUndefined),
Low = (double?)DataTypeExtensions.ConvertDouble(price.low, eMNullValueType.M_nvUndefined),
Last = (double?)DataTypeExtensions.ConvertDouble(price.last, eMNullValueType.M_nvUndefined),
Theoretical = (double?)DataTypeExtensions.ConvertDouble(price.theorical, eMNullValueType.M_nvUndefined),
Volume = (double?)DataTypeExtensions.ConvertDouble(price.volume, eMNullValueType.M_nvUndefined),
Date = (DateTime)price.day.GetDateTime()
};
results.Add(ph);
}
}
}
}
}, null);
if (ex is null)
{
return(results);
}
else
{
throw ex;
}
}
public override void GetCell(CSMAccPostingData data, ref SSMCellValue value, SSMCellStyle style)
{
using (var log = LogHelper.GetLogger(GetType().Name, MethodBase.GetCurrentMethod().Name))
{
style.kind = eMDataType.M_dNullTerminatedString;
var accountData = data.GetAccPosting();
var tradeId = accountData.fTradeID;
var accountId = 0;
SSMFinalPosting _fPosting = data.GetAccPosting();
if (_fPosting != null)
{
accountId = _fPosting.fAccountNameID;
if (_fPosting.fPostingType == 11)
{
CSMPosition pos = CSMPosition.GetCSRPosition(_fPosting.fPositionID);
if (pos != null)
{
CSMPortfolio port = pos.GetPortfolio();
if (port != null)
{
CSMAmFund fund = CSMAmFund.GetFundFromFolio(port);
if (fund != null)
{
string accountBookName = GetAccountBookNameForFund(fund);
value.SetString(accountBookName);
return;
}
}
}
return;
}
}
if (tradeId == 0 || accountId == 0)
{
return;
}
CSMTransaction trade = CSMTransaction.newCSRTransaction(tradeId);
if (trade == null)
{
return;
}
//Business Event
int type = (int)trade.GetTransactionType();
//Any Posting linked to the IDB Group should have account book 1000
if (_fPosting.fAccountNameID == 33528)
{
value.SetString(GetNostroIDBAccountBook(_fPosting.fID));
return;
}
int PostingId = _fPosting.fID;
int NostroId = _fPosting.fNostroAccountID;
if (NostroId > 0)
{
int EntityId = 0;
if (fDataLoaded == false)
{
LoadAccountEntities();
}
fNostroAndEntity.TryGetValue(NostroId, out EntityId);
if (IsIDBGroupEntity(EntityId))
{
value.SetString("1000");
return;
}
}
var cacheKey = string.Format("AccountBook_{0}", accountData.fID);
var strValue = CacheManager.GetItem <string>(cacheKey);
try
{
if (!string.IsNullOrEmpty(strValue))
{
value.SetString(strValue);
return;
}
//if value is not cached already we loaded it
strValue = CSxDataFacade.GetAccountBookName(accountData.fAccountingBookID);
//Filter on the account defined in the config file
if (CSxIslamicInstrumentsHelperCLI.IsForbiddenAccountId(accountId))
{
var parentId = 0;
try
{
//parentId = CSxIslamicInstrumentsHelperCLI.GetParentTrade(tradeId);
//couponS and redemption sukuk are not taken in account in this function
parentId = CSxIdbTradeId.GetParentIDBMergingAllocatedTrade(type, tradeId);
}
catch (Exception)
{
log.WriteSystemError("Failed to check if tarde is merged");
}
// AccountExceptions.Contains(accountData.fAccountingBookID)
//FILTER on merged trades
if (parentId != 0)
{
try
{
var t = CSMTransaction.newCSRTransaction(tradeId);
if (t == null)
{
throw new Exception("Failed to open trade");
}
var fid = 0;
//if(CSxIslamicInstrumentsHelperCLI.IsInterFundCashTransferBusinessEvent(type))
//{
// var tr = CSMTransaction.newCSRTransaction(parentId);
// if (tr == null)
// throw new Exception("Failed to open trade");
// fid = CSxIslamicInstrumentsHelperCLI.GetFundForEntity(tr.GetEntity());
//}
//else
//{
fid = CSxIslamicInstrumentsHelperCLI.GetFundForEntity(t.GetEntity());
//}
CSMAmFund f = CSMInstrument.GetInstance(fid);
if (f == null)
{
throw new Exception("Failed to find fund for settlement entity");
}
strValue = CSxDataFacade.GetAccountBookIdForFolio(f.GetTradingPortfolio());
}
catch (Exception e)
{
log.WriteSystemError("Failed to get Account Book Id from Settlement Entity for merged trade {0} : {1}", tradeId, e.Message);
}
}
//if (strValue != null)
//{
// //strValue = strValue.Substring(0, Math.Min(4, strValue.Length));
// //we cache the value for next time
// CacheManager.SetItem(cacheKey, strValue);
//}
}
if (strValue != null)
{
strValue = strValue.Substring(0, Math.Min(4, strValue.Length));
value.SetString(strValue);
}
}
catch (Exception e)
{
log.WriteSystemError("Failed to get Account Book Name for trade {0} : {1}", tradeId, e.Message);
if (IDB.IslamicInstruments.CSxIslamicInstrumentsHelperCLI.IsInGUIMode())
{
MessageBox.Show("Failed to get Account Book Name for trade " + tradeId + " Error:" + e.Message);
}
}
}
}
