protected virtual string createSqlQueryForGeneralSPDetails(
string cusip,
DateTime tradeDate,
DateTime finalValuationDate,
DateTime maturityDate,
double notional,
double initialLevel,
double parAmount,
EIssuer issuer,
EStructure structure)
{
string tradeDateText = tradeDate.ToDatabaseText();
string valuationDateText = finalValuationDate.ToDatabaseText();
string maturityDateText = maturityDate.ToDatabaseText();
string issuerText = issuer.ToStringShortCode();
string structureDescription = structure.ToDescription();
string insertPortion =
"INSERT INTO " + SPDatabaseUtils.TableNameGeneralDetails + " " +
"(Cusip, Trade_Date, Final_Valuation_Date, Maturity_Date, Notional, Initial_Level, " +
"Par_Amount, Issuer, Structure)";
string valuesPortion = string.Format(@"VALUES ('{0}', #{1}#, #{2}#, #{3}#, {4}, {5}, {6}, '{7}', '{8}')",
cusip, tradeDateText, valuationDateText, maturityDateText, notional, initialLevel, parAmount, issuerText, structureDescription);
return(insertPortion + " " + valuesPortion);
}
public override bool Translate(string text, out Continuation result, EStructure st = EStructure.Program)
{
if (!base.Translate(text, out result, st))
{
return(false);
}
if (string.IsNullOrEmpty(text))
{
return(true);
}
_Lexer = new RhoLexer(text);
_Lexer.Process();
if (_Lexer.Failed)
{
return(Fail(_Lexer.Error));
}
_Parser = new RhoParser(_Lexer, _reg, st);
_Parser.Process();
if (_Parser.Failed)
{
return(Fail(_Parser.Error));
}
if (!Generate(_Parser.Result))
{
return(false);
}
result = Result;
return(!Failed);
}
private bool Run(EStructure st)
{
_Stack.Push(_AstFactory.New(EPiAst.Continuation));
while (!Failed && NextSingle(Top()))
{
;
}
return(!Failed);
}
public bool Process(PiLexer lex, EStructure structure = EStructure.None)
{
_Current = 0;
_Lexer = lex;
if (_Lexer.Failed)
{
return(Fail(_Lexer.Error));
}
RemoveWhitespace();
return(Run(structure));
}
protected Continuation RhoTranslate(string rhoScript, bool trace = false, EStructure st = EStructure.Program)
{
var trans = new RhoTranslator(_Registry);
if (!trans.Translate(rhoScript, out var cont, st))
{
WriteLine($"Error: {trans.Error}");
}
if (trace)
{
WriteLine(trans.ToString());
}
Assert.IsFalse(trans.Failed, trans.Error);
return(_Continuation = cont);
}
private bool Parse(EStructure st)
{
if (st != EStructure.Expression)
{
_Stack.Push(NewNode(ERhoAst.Program));
}
var result = false;
switch (st)
{
case EStructure.Program:
result = Program();
break;
case EStructure.Statement:
result = Statement();
break;
case EStructure.Expression:
result = Expression();
break;
}
if (Failed || !result)
{
return(false);
}
ConsumeNewLines();
if (!Try(ERhoToken.Nop))
{
return(FailLocation("Unexpected extra stuff found"));
}
return(_Stack.Count == 1 || InternalFail("Semantic stack not empty after parsing"));
}
public override bool Translate(
string input,
out Continuation result,
EStructure st = EStructure.Program)
{
if (!base.Translate(input, out result, st))
{
return(false);
}
_continuation = Continuation.New(_reg);
if (string.IsNullOrEmpty(input))
{
return(true);
}
_Lexer = new PiLexer(input);
if (!_Lexer.Process())
{
return(Fail($"LexerError: {_Lexer.Error}"));
}
_Parser = new PiParser(_Lexer);
if (!Parser.Process(_Lexer, EStructure.Program))
{
return(Fail($"ParserError: {Parser.Error}"));
}
if (!TranslateNode(Parser.Root, _continuation.Code))
{
return(false);
}
result = _continuation;
return(result != null);
}
protected void RhoRun(string text, bool trace = false, EStructure st = EStructure.Program)
{
_Exec.Clear();
_Exec.Continue(_Continuation = RhoTranslate(text, trace, st));
}
public virtual bool Translate(string text, out Continuation cont, EStructure st = EStructure.Program)
{
Reset();
cont = null;
return(!string.IsNullOrEmpty(text) || Fail("Empty input"));
}
public RhoParser(RhoLexer lexer, IRegistry reg, EStructure st)
: base(lexer, reg)
{
_Current = 0;
_structure = st;
}
public static string String(this EStructure e)
{
return(e.ToString());
}
/// <summary>
/// Central method using several methods in order to add the deal represented by the term
/// sheet text it is given to the database.
/// </summary>
/// <param name="termSheetText"></param>
public void AddToDatabase(string termSheetText)
{
_termSheetText = termSheetText;
try
{
EStructure structureType = getStructureType();
string [] sqlQueries = getSqlQueriesToAddDealToDatabase(structureType);
executeSqlQueriesToAddDealToDatabase(sqlQueries);
}
catch (System.Data.OleDb.OleDbException e)
{
string errorMsg = "Unhandled OleDbException exception encountered while trying to " +
"update the database.\n" + e;
Debug.WriteLine(errorMsg);
throw;
}
catch (ArgumentOutOfRangeException e)
{
string errorMsg = "ArgumentOutOfRangeException encountered in CentralCommand. Aborting CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
}
catch (DealFactoryException e)
{
string errorMsg = "Unhandled DealFactoryException exception encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (DetailParsingException e)
{
string errorMsg = "Unhandled DetailParsingException exception encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (DatabaseOperationException e)
{
string errorMsg = "DatabaseOperationException encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (SqlQueryCreationException e)
{
string errorMsg = "Unhandled SqlQueryFactoryException exception encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (DealRipperFactoryException e)
{
string errorMsg = "Unhandled DealRipperFactoryException exception encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (System.IO.FileNotFoundException e)
{
string errorMsg = "File we wanted to parse wasn't found.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
catch (Exception e)
{
string errorMsg = "UNKNOWN exception encountered in CentralCommand.\n" + e.ToString();
Debug.WriteLine(errorMsg);
throw;
}
}
/// <summary>
/// Define the sql queries that will update our database for a given structure by
/// (1) Instantiating both the appropriate Factory and DealRipper that can be used to fill a container
/// that will be passed to the SqlQueryFactory class.
/// (2) Calling the GetSqlQueriesForAddingDealToDatabase() method of SqlQueryFactory in order to get the sql
/// queries.
/// </summary>
private string [] getSqlQueriesToAddDealToDatabase(EStructure structureType)
{
ISqlQueryGenerator sqlQueryGenerator;
switch (structureType)
{
case EStructure.PrincipalProtectedNote:
PrincipalProtectedNoteRipper ppnRipper = DealRipperFactory.GetPrincipalProtectedNoteRipper(_termSheetText);
PrincipalProtectedNoteFactory ppnFactory = new PrincipalProtectedNoteFactory();
PrincipalProtectedNoteContainer ppnContainer = ppnFactory.GetDealContainer(ppnRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(ppnContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.StandardPLUS:
PLUSRipper plusRipper = DealRipperFactory.GetPLUSRipper(_termSheetText);
PLUSFactory plusFactory = new PLUSFactory();
PLUSContainer plusContainer = plusFactory.GetDealContainer(plusRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(plusContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.BufferedPLUS:
BufferedPLUSRipper bufferedPLUSRipper = DealRipperFactory.GetBufferedPLUSRipper(_termSheetText);
BufferedPLUSFactory bufferedPLUSFactory = new BufferedPLUSFactory();
BufferedPLUSContainer bufferedPLUSContainer = bufferedPLUSFactory.GetDealContainer(bufferedPLUSRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedPLUSContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.TriggerPLUS:
TriggerPLUSRipper triggerPLUSRipper = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText);
TriggerPLUSFactory triggerPLUSFactory = new TriggerPLUSFactory();
TriggerPLUSContainer triggerPLUSContainer = triggerPLUSFactory.GetDealContainer(triggerPLUSRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerPLUSContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.DualDirectionalTriggerPLUS:
TriggerPLUSRipper dualDirectionalTriggerPLUSRipper = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText);
DualDirectionalTriggerPLUSFactory dualDirectionalTriggerPLUSFactory = new DualDirectionalTriggerPLUSFactory();
TriggerPLUSContainer dualDirectionalTriggerPLUSContainer = dualDirectionalTriggerPLUSFactory.GetDealContainer(dualDirectionalTriggerPLUSRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerPLUSContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.StandardJump:
JumpRipper jumpRipper = DealRipperFactory.GetStandardJumpRipper(_termSheetText);
JumpFactory jumpFactory = new JumpFactory();
JumpContainer jumpContainer = jumpFactory.GetDealContainer(jumpRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(jumpContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.BufferedJump:
BufferedJumpRipper bufferedJumpRipper = DealRipperFactory.GetBufferedJumpRipper(_termSheetText);
BufferedJumpFactory bufferedJumpFactory = new BufferedJumpFactory();
BufferedJumpContainer bufferedJumpContainer = bufferedJumpFactory.GetDealContainer(bufferedJumpRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedJumpContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.TriggerJump:
TriggerJumpRipper triggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
TriggerJumpFactory triggerJumpFactory = new TriggerJumpFactory();
TriggerJumpContainer triggerJumpContainer = triggerJumpFactory.GetDealContainer(triggerJumpRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerJumpContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.EnhancedTriggerJump:
TriggerJumpRipper enhancedTriggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
EnhancedTriggerJumpFactory enhancedTriggerJumpFactory = new EnhancedTriggerJumpFactory();
EnhancedTriggerJumpContainer enhancedTriggerJumpContainer = enhancedTriggerJumpFactory.GetDealContainer(enhancedTriggerJumpRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(enhancedTriggerJumpContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.DualDirectionalTriggerJump:
TriggerJumpRipper dualDirectionalTriggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
DualDirectionalTriggerJumpFactory dualDirectionalTriggerJumpFactory = new DualDirectionalTriggerJumpFactory();
TriggerJumpContainer dualDirectionalTriggerJumpContainer = dualDirectionalTriggerJumpFactory.GetDealContainer(dualDirectionalTriggerJumpRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerJumpContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.AutocallableStandard:
AutocallableRipper autocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText);
AutocallableFactory autocallableFactory = new AutocallableFactory();
AutocallableContainer autocallableContainer = autocallableFactory.GetDealContainer(autocallableRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(autocallableContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.AutocallableFixedCoupon:
FixedCouponAutocallableRipper fixedCouponAutocallableRipper = DealRipperFactory.GetFixedCouponAutocallableRipper(_termSheetText);
AutocallableFactory fixedCouponAutocallableFactory = new AutocallableFactory();
AutocallableContainer fixedCouponAutocallableContainer = fixedCouponAutocallableFactory.GetDealContainer(fixedCouponAutocallableRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(fixedCouponAutocallableContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.AutocallableStepUp:
AutocallableRipper stepUpAutocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText);
StepUpAutocallableFactory stepUpAutocallableFactory = new StepUpAutocallableFactory();
StepUpAutocallableContainer stepUpAutocallableContainer = stepUpAutocallableFactory.GetDealContainer(stepUpAutocallableRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepUpAutocallableContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.AutocallableStepDown:
AutocallableRipper stepDownAutocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText);
StepDownAutocallableFactory stepDownAutocallableFactory = new StepDownAutocallableFactory();
StepDownAutocallableContainer stepDownAutocallableContainer = stepDownAutocallableFactory.GetDealContainer(stepDownAutocallableRipper);
sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepDownAutocallableContainer);
return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());
case EStructure.AutocallableWorstOf:
string wOfErrorMsg = "defineSqlQueriesToAddDealToDatabase() method of CentralCommand unable to handle Worst-of Autocallables.";
Debug.WriteLine(wOfErrorMsg);
throw new ArgumentOutOfRangeException(wOfErrorMsg);
default:
throw new ArgumentOutOfRangeException("Unhandled structure type passed to defineSqlQueriesToAddDealToDatabase() method of CentralCommand.");
}
}
private void AssertEqual(string rho, object val, EStructure str = EStructure.Expression)
{
RhoRun(rho, false, str);
Assert.AreEqual(val, Pop());
}
