// parses the additional GenericSecurityPosition information
internal static Position parseNonEtdPosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
SecurityPosition @base = parseSecurityPosition(row, info, resolver);
double? tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double? tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityPosition.ofLongShort(@base.Info, sec, @base.LongQuantity, @base.ShortQuantity));
}
return(@base);
}
// parses a trade from the CSV row
internal static SecurityQuantityTrade parseTrade(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
SecurityTrade trade = parseSecurityTrade(row, info, resolver);
SecurityTrade @base = resolver.completeTrade(row, trade);
double?tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double?tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityTrade.of(@base.Info, sec, @base.Quantity, @base.Price));
}
return(@base);
}
