public void Trade_Upsert(Trade trade)
{
using (TradeDataContext context = new TradeDataContext())
{
DateTime asofdate;
if (!TextUtility.ConvertStringToDateTime(trade.AsOfDate, out asofdate))
{
asofdate = DateTime.MinValue;
}
DateTime tradeTime;
if (!TextUtility.ConvertStringToDateTime(trade.Time, out tradeTime))
{
tradeTime = DateTime.MinValue;
}
context.usp_Trade_Upsert(trade.AcctNumber, asofdate, trade.OrderId, trade.ClientId, trade.PermId, trade.ExecId, trade.Contract.SID, trade.Contract.Symbol, trade.Contract.SecType, tradeTime == DateTime.MinValue ? (DateTime?)null : tradeTime, trade.Exchange, trade.Contract.PrimaryExchange, trade.Currency, trade.Side, trade.Shares, trade.Price, trade.Liquidation, trade.CumQty, trade.AvgPrice, trade.OrderRef, trade.EvRule, trade.EvMultiplier, trade.ModelCode, trade.Commission, trade.RealizedPNL, trade.Yield, trade.YieldRedemptionDate);
if (!string.IsNullOrEmpty(trade.Fund) || !string.IsNullOrEmpty(trade.Strategy) || !string.IsNullOrEmpty(trade.Folder))
{
context.usp_StrategyFolder_Upsert(trade.AcctNumber, asofdate, trade.PermId, trade.Contract.SID, trade.Fund, trade.Strategy, trade.Folder);
}
context.SubmitChanges();
}
}
public void Order_Upsert(Order order)
{
using (TradeDataContext context = new TradeDataContext())
{
DateTime asofdate;
if (!TextUtility.ConvertStringToDateTime(order.AsOfDate, out asofdate))
{
asofdate = DateTime.MinValue;
}
DateTime orderOpenTime;
if (!TextUtility.ConvertStringToDateTime(order.ActiveStartTime, out orderOpenTime))
{
orderOpenTime = DateTime.MinValue;
}
DateTime activeStartTime;
if (!TextUtility.ConvertStringToDateTime(order.ActiveStartTime, out activeStartTime))
{
activeStartTime = DateTime.MinValue;
}
DateTime activeStopTime;
if (!TextUtility.ConvertStringToDateTime(order.ActiveStopTime, out activeStopTime))
{
activeStopTime = DateTime.MinValue;
}
DateTime goodAfterDate;
if (!TextUtility.ConvertStringToDateTime(order.GoodAfterTime, out goodAfterDate))
{
goodAfterDate = DateTime.MinValue;
}
DateTime goodTilDate;
if (!TextUtility.ConvertStringToDateTime(order.GoodTillDate, out goodTilDate))
{
goodTilDate = DateTime.MinValue;
}
context.usp_Order_Upsert(order.Account, asofdate, order.OrderId, order.ClientId, order.PermId, order.Contract.SID, order.Contract.Symbol, order.Contract.SecType, orderOpenTime == DateTime.MinValue ? (DateTime?)null : orderOpenTime, order.Contract.Exchange, order.Contract.PrimaryExchange, order.Contract.Currency, order.Action, order.TotalQuantity, order.OrderType, order.LimitPrice, order.AuxPrice, order.Tif, activeStartTime == DateTime.MinValue ? (DateTime?)null : activeStartTime, activeStopTime == DateTime.MinValue ? (DateTime?)null : activeStopTime, order.OcaGroup, order.OcaType, order.OrderRef, order.Transmit, order.ParentId, order.BlockOrder, order.SweepToFill, order.DisplaySize, order.TriggerMethod, order.OutsideRth, order.Hidden, goodAfterDate == DateTime.MinValue ? (DateTime?)null : goodAfterDate, goodTilDate == DateTime.MinValue ? (DateTime?)null : goodTilDate, order.OverridePercentageConstraints, order.Rule80A, order.AllOrNone, order.MinQty, order.Status, order.InitMargin, order.MaintMargin, order.EquityWithLoan, order.Commission, order.MinCommission, order.MaxCommission, order.CommissionCurrency, order.WarningText, order.Filled, order.Remaining, order.AvgFillPrice, order.LastFillPrice, order.WhyHeld);
if (!string.IsNullOrEmpty(order.Fund) || !string.IsNullOrEmpty(order.Strategy) || !string.IsNullOrEmpty(order.Folder))
{
context.usp_StrategyFolder_Upsert(order.Account, asofdate, order.PermId, order.Contract.SID, order.Fund, order.Strategy, order.Folder);
}
context.SubmitChanges();
}
}