public HistSeriesChartViewModel()
{
var rollsetting = new RollSettings {DataSource = RollDataSource.CarbonLive};
futureRollCache = new FutureRollCache(rollsetting); // we use carbon live for this.
futureContracts = FutureContractsFactory.CreateFutureContracts();
var task = new Task(() =>
{
try
{
var bonds = Generator.Go(Generator.CashBondRolling.Monthly);
var dictionary = new Dictionary<BondCurves, List<CTDLine<BondSpreads>>>
{
{BondCurves.USD3mLibor, Generator.GetSpreads(bonds, BondCurves.USD3mLibor)}
};
m_cd = new ChartDataSource(chartComponents_: new[]
{
new ChartComponent(),
new ChartComponent(),
new ChartComponent()
},
bonds_: bonds,
spreads_: dictionary
);
// subscribe to live curve and live bonds
m_live = new LiveDataModel(bonds.Last());
}
catch (Exception ex_)
{
Logger.Error("Error building CTD data for seasonality application", typeof(HistSeriesChartViewModel), ex_);
}
});
task.ContinueWith( t =>
{
// hook up carbon and live data result
m_live.SubscribeForLiveCurveAndBondPrices();
});
task.ContinueWith(t => m_live.BondSpreadModel().BondSpreadResultObservable().Where(b => b != null)
.ObserveOn(SynchronizationContext.Current)
.Subscribe(LiveChartUpdate), TaskScheduler.FromCurrentSynchronizationContext());
task.Start();
}
public LiveBondSpreadModel(CTDLine<Bond> bond, LiveDataModel liveDataModel)
{
_bond = bond;
_liveDataModel = liveDataModel;
}
public void ShouldGetLiveBondPrices()
{
// get the last ct/ctd bond
var bond = Generator.Go(Generator.CashBondRolling.Monthly).Last();
var liveDataModel = new LiveDataModel(bond);
}