/// <summary>
/// Set the Filler Strategy to Custom Value
/// </summary>
/// <param name="bidAskValue"></param>
/// <returns>BidAskQuery</returns>
public BidAskQuery WithFillCustomValue(BidAskValue bidAskValue)
{
_queryParamaters.FillerKindType = FillerKindType.CustomValue;
_queryParamaters.FillerConfig.FillerBidAskDV = bidAskValue;
return(this);
}
/// <summary>
/// BidAsk AddData
/// </summary>
/// <remarks>
/// Add Data on to the curve with Instant
/// </remarks>
/// <returns>AddBidAskOperationResult</returns>
public AddBidAskOperationResult AddData(Instant time, string product, BidAskValue value)
{
if (!_entity.OriginalGranularity.IsTimeGranularity())
{
throw new BidAskException("This MarketData has Date granularity. Use AddData(LocalDate date...)");
}
return(_addBidAsk(time.InUtc().LocalDateTime, product, value));
}
/// <summary>
/// BidAsk AddData
/// </summary>
/// <remarks>
/// Add Data on to the curve with localDate
/// </remarks>
/// <returns>AddBidAskOperationResult</returns>
public AddBidAskOperationResult AddData(LocalDate localDate, string product, BidAskValue value)
{
if (_entity.OriginalGranularity.IsTimeGranularity())
{
throw new BidAskException("This MarketData has Time granularity. Use AddData(Instant time...)");
}
return(_addBidAsk(localDate.AtMidnight(), product, value));
}
private AddBidAskOperationResult _addBidAsk(LocalDateTime reportTime, string product, BidAskValue value)
{
//Relative products
if (Regex.IsMatch(product, @"\+\d+$"))
{
throw new NotSupportedException("Relative Products are not supported");
}
if (_entity.OriginalGranularity.IsTimeGranularity())
{
var period = ArtesianUtils.MapTimePeriod(_entity.OriginalGranularity);
if (!reportTime.IsStartOfInterval(period))
{
throw new BidAskException("Trying to insert Report Time {0} with the wrong format to BidAsk {1}. Should be of period {2}", reportTime, _identifier, period);
}
}
else
{
var period = ArtesianUtils.MapDatePeriod(_entity.OriginalGranularity);
if (!reportTime.IsStartOfInterval(period))
{
throw new BidAskException("Trying to insert Report Time {0} with wrong the format to BidAsk {1}. Should be of period {2}", reportTime, _identifier, period);
}
}
if (BidAsks.Any(row => row.ReportTime == reportTime && row.Product.Equals(product)))
{
return(AddBidAskOperationResult.ProductAlreadyPresent);
}
BidAsks.Add(new BidAskElement(reportTime, product, value));
return(AddBidAskOperationResult.BidAskAdded);
}
/// <summary>
/// BidAskElement constructor
/// </summary>
public BidAskElement(LocalDateTime reportTime, string product, BidAskValue value)
{
ReportTime = reportTime;
Product = product;
Value = value;
}
