public void AddRawInstrument(RawInstrument ri, InstrumentShared ins)
{
this.instrumentList.Add(ins);
string leadingMonth = " ";
if (ri.symbol.IndexOf("-") > 0)
{
string[] tStr = ri.symbol.Split('-');
if (tStr.Length > 1)
{
leadingMonth = tStr[0];
}
}
else if (this.instType == "DF" || this.instType == "CF")
{
if (ri.symbol.IndexOf(" ") > 0)
{
string[] tStr = ri.symbol.Split(' ');
if (tStr.Length > 1)
{
leadingMonth = tStr[0] + " " + tStr[1].Substring(0, 2);
}
}
}
if (leadingMonth != "")
{
if (splitList.ContainsKey(leadingMonth) == false)
{
SplitInstrument spIns = new SplitInstrument();
spIns.expirationDate = ins.expiry;
spIns.name = leadingMonth + "...";
spIns.instrumentList = new List <InstrumentShared>();
spIns.instrumentList.Add(ins);
this.splitList.Add(leadingMonth, spIns);
}
else
{
SplitInstrument spIns = splitList[leadingMonth];
spIns.instrumentList.Add(ins);
}
}
}
public void AddRawInstrument(RawInstrument ri, InstrumentShared ins)
{
this.instrumentList.Add(ins);
string leadingMonth = " ";
if (ri.symbol.IndexOf("-") > 0)
{
string[] tStr = ri.symbol.Split('-');
if (tStr.Length > 1)
{
leadingMonth = tStr[0];
}
}
else if (this.instType == "DF" || this.instType == "CF")
{
if (ri.symbol.IndexOf(" ") > 0)
{
string[] tStr = ri.symbol.Split(' ');
if (tStr.Length > 1)
{
leadingMonth = tStr[0] + " " + tStr[1].Substring(0, 2);
}
}
}
if (leadingMonth != "")
{
if (splitList.ContainsKey(leadingMonth) == false)
{
SplitInstrument spIns = new SplitInstrument();
spIns.expirationDate = ins.expiry;
spIns.name = leadingMonth + "...";
spIns.instrumentList = new List<InstrumentShared>();
spIns.instrumentList.Add(ins);
this.splitList.Add(leadingMonth, spIns);
}
else
{
SplitInstrument spIns = splitList[leadingMonth];
spIns.instrumentList.Add(ins);
}
}
}
