Пример #1
0
    public static async Task Get(Day day_, IDictionary<RelativeDate, Line> values_, CarbonClient cc_)
    {
      // front 
      {
        await getFromCarbon(
          possibleIdentifiers_:
            new[] {day_.FrontContractRIC(), string.Format("{0}^{1}", day_.FrontContractRIC(), day_.LastTrade.YearTen())},
          values_: values_,
          dateIndexes_: day_.IndexedDates,
          valueField_: DayField.FrontValue,
          volumeField_: DayField.FrontVolume,
          zone_:day_.DispTimeZone,
          cc_: cc_
          );
      }

      // back 
      {
        await getFromCarbon(
          possibleIdentifiers_:
            new[] {day_.BackContractRIC(), string.Format("{0}^{1}", day_.BackContractRIC(), day_.LastTrade.YearTen())},
          values_: values_,
          dateIndexes_: day_.IndexedDates,
          valueField_: DayField.BackValue,
          volumeField_: DayField.BackVolume,
          zone_:day_.DispTimeZone,
          cc_: cc_
          );
      }

      // spread
      {
        await getFromCarbon(
          possibleIdentifiers_:
            new[]
            {
              day_.SpreadContractRIC(
                AttributeHelper.GetSingleAttribute<RICContractAttribute>(day_.Set).SpreadTickerFormation)
            },
          values_: values_,
          dateIndexes_:day_.IndexedDates,
          valueField_: DayField.SpreadValue,
          volumeField_: DayField.SpreadVolume,
          zone_:day_.DispTimeZone,
          cc_: cc_
          );
      }
    }
Пример #2
0
    public static bool GetBack(Day day_, IDictionary<RelativeDate, Line> values_)
    {
      var filenames =
        getFileDates(day_)
          .Select(x => string.Format("*{0}-{1}-{2}.csv{3}", x.Year, x.Month.ToString("00"), day_.BackContractRIC(), CanGoToMonths(day_) ? ".gz" : string.Empty)).ToArray();

      var dirs = GetDirs(day_);

      return LoadFromFile(dirs, filenames, DayField.BackValue, DayField.BackVolume, values_, day_);
    }