public DataSet Extract_ZIPFile_MSCI_Indexes_Daily_ForexRate()
{
var x = new
{
indexType = this.MSCI_Settings.indexType_DM,
xmlPath = this.MSCI_Settings.rootPath,
xsdClass = typeof(MSCIBarra_EquityIndex.package_D_5D),
xmlDataFile = this.MSCI_Settings.PREFIX_DATE + "CORE_DM_ALL_COUNTRY_FXRATE_DAILY_D.xml",
zipDataFile = this.MSCI_Settings.USED_DATE + "core_dm_daily_d.zip"
};
MSCIBarra_EquityIndex.package_D_5D p = (MSCIBarra_EquityIndex.package_D_5D) this.GetPackageClassInZIP(x.xmlPath, x.xsdClass, x.zipDataFile, x.xmlDataFile);
DataSet DS = new DataSet();
DS.Tables.Add(read(p));
return(DS);
}
private static DataTable read(MSCIBarra_EquityIndex.package_D_5D p)
{
DataTable DT = new DataTable("MSCI_D5D");
string columnsDef = "CODEDEVISE;DEVISE;DATE;OPEN_4PMLONDON;CLOSE_4PMLONDON";
foreach (string c in columnsDef.Split(';'))
{
DT.Columns.Add(c);
}
decimal?forexUSDEUR = null;
//Console.WriteLine("ALL: Nb of Securities: {0}", p.dataset_D15D.Count);
foreach (MSCIBarra_EquityIndex.package_D_5DEntry e in p.dataset_D_5D)
{
if (e.ISO_currency_symbol == "EUR")
{
forexUSDEUR = e.spot_fx_eod00d;
}
}
if (forexUSDEUR == null)
{
throw new ApplicationException("USDEUR forex not available ( " + p.dataset_D_5D.Count + " forex available ");
}
foreach (MSCIBarra_EquityIndex.package_D_5DEntry e in p.dataset_D_5D)
{
if (e.ISO_currency_symbol != "EUR")
{
decimal?cours = e.spot_fx_eod00d / forexUSDEUR;
string coursS = (cours == null ?"NA": String.Format("{0:0.########}", cours));
DT.Rows.Add("EUR", e.ISO_currency_symbol, String.Format("{0:dd/MM/yyyy}", e.calc_date), coursS, coursS);
}
}
return(DT);
}
