public void GetInfoTwoSwaps()
{
string valReportId1 = Guid.NewGuid().ToString();
ValuationReport valuationReport1 = CreateSwapValuationReport(valReportId1);
string valReportId2 = Guid.NewGuid().ToString();
ValuationReport valuationReport2 = CreateSwapValuationReport(valReportId2);
Engine.Cache.SaveObject(valuationReport1, Engine.NameSpace + "." + valReportId1, null);
Engine.Cache.SaveObject(valuationReport2, Engine.NameSpace + "." + valReportId2, null);
var excelValuation = new Valuation();
string mergedReportId = excelValuation.Merge(Engine.Cache, Engine.NameSpace, valReportId1, valReportId2, null, null, null, null, null, null, null, null);
//var valuation = Engine.Cache.LoadObject<ValuationReport>(mergedReportId);
List <ValuationInfoRangeItem> valuationInfoRangeItems = excelValuation.GetInfo(Engine.Cache, Engine.NameSpace, mergedReportId);
object[,] range = ObjectToArrayOfPropertiesConverter.ConvertListToHorizontalArrayRange(valuationInfoRangeItems);
Debug.Print("GetInfo (two swaps)");
Debug.Print(ParameterFormatter.FormatObject(range));
Assert.AreEqual(3, valuationInfoRangeItems.Count);
Assert.AreEqual(mergedReportId, valuationInfoRangeItems[0].Id);
Assert.AreEqual("envelope", valuationInfoRangeItems[0].Description);
Assert.AreEqual(valReportId1, valuationInfoRangeItems[1].Id);
Assert.AreEqual("swap(fixed/float)", valuationInfoRangeItems[1].Description);
Assert.AreEqual(valReportId2, valuationInfoRangeItems[2].Id);
Assert.AreEqual("swap(fixed/float)", valuationInfoRangeItems[2].Description);
}
public void FormatExceptionWithInnerExceptinWithData()
{
try
{
try
{
NotImplementedException ex = new NotImplementedException("Test string");
ex.Data.Add("Key1", "Value1");
ex.Data.Add("Key2", null);
ex.Data.Add("Key3", 3);
throw ex;
}
catch (Exception ex)
{
throw new Exception("Excetion1", ex);
}
}
catch (Exception ex)
{
string formatted = ParameterFormatter.FormatObject(ex);
Debug.WriteLine(formatted);
}
}
public void FormatString()
{
string s = "Test string";
string formatted = ParameterFormatter.FormatObject(s);
Debug.WriteLine(formatted);
}
public void FormatOneDimensionalArrayOfStrings()
{
string[] array = new string[] { "One", "Two", "Three" };
string formatted = ParameterFormatter.FormatObject(array);
Debug.WriteLine(formatted);
}
public void FormatBool()
{
bool b = true;
string formatted = ParameterFormatter.FormatObject(b);
Debug.WriteLine(formatted);
}
public void FormatDecimal()
{
decimal d = 24.56m;
string formatted = ParameterFormatter.FormatObject(d);
Debug.WriteLine(formatted);
}
public void FormatDouble()
{
double d = 24.5;
string formatted = ParameterFormatter.FormatObject(d);
Debug.WriteLine(formatted);
}
public void FormatNull()
{
object n = null;
string formatted = ParameterFormatter.FormatObject(n);
Debug.WriteLine(formatted);
}
public void FormatOneDimensionalArrayOfInts()
{
int[] array = new int[] { 12, 34, 56 };
string formatted = ParameterFormatter.FormatObject(array);
Debug.WriteLine(formatted);
}
public void FormatInteger()
{
int i = 24;
string formatted = ParameterFormatter.FormatObject(i);
Debug.WriteLine(formatted);
}
public override string ToString()
{
var column = Column.Replace("#", ".", StringComparison.OrdinalIgnoreCase);
var parameter = SqlDialect == Dialect.Postgres ? column : Column.Replace(".", "__", StringComparison.OrdinalIgnoreCase);
column = column.Replace("$", "", StringComparison.OrdinalIgnoreCase);
column = ColumnNameFormatter?.Invoke(column) ?? column;
parameter = ParameterFormatter?.Invoke(parameter) ?? $"@{parameter}";
return(Separator == Separator.Empty ? $"{column} {Oper.ToSqlString()} {parameter}"
: $"{column} {Oper.ToSqlString()} {parameter} {Separator.ToSqlString()}");
}
public void FormatException()
{
try
{
throw new NotImplementedException("Test string");
}
catch (Exception ex)
{
string formatted = ParameterFormatter.FormatObject(ex);
Debug.WriteLine(formatted);
}
}
public void FormatTwoDimensionalArrayOfStrings()
{
string[,] array = new string[, ]
{
{ "One1", "Two1", "Three1" },
{ "One2", "Two2", "Three2" },
{ "One3", "Two3", "Three3" }
};
string formatted = ParameterFormatter.FormatObject(array);
Debug.WriteLine(formatted);
}
public void ShouldInjectParameterValues()
{
var sut = new ParameterFormatter();
var values = new Dictionary <string, byte[]>
{
{ "P1", "val1".ToUtf8EncodedBytes() },
{ "P2", "val2".ToUtf8EncodedBytes() },
};
var result = sut.Format("pre $P1 $P2 $$P1 post", values);
Assert.That(result, Is.EqualTo("pre val1 val2 $P1 post"));
}
public void FormatTwoDimensionalArrayOfInts()
{
int[,] array = new int[, ]
{
{ 112, 134, 156 },
{ 212, 234, 256 },
{ 312, 334, 356 },
{ 412, 434, 456 },
{ 512, 534, 556 }
};
string formatted = ParameterFormatter.FormatObject(array);
Debug.WriteLine(formatted);
}
public void FormatTwoDimensionalArrayOfIntsStringsDecimalsDoublesBools()
{
object[,] array = new object[, ]
{
{ 112, "some", 156 },
{ 212.0d, 234, 256 },
{ null, 334, false },
{ 312, 34.12m, false },
{ 412, "another", 456, },
{ 512, 534, 556 }
};
string formatted = ParameterFormatter.FormatObject(array);
Debug.WriteLine(formatted);
}
private static void TestFormatter(object value, FormattingMode mode, string expectedOutput, IFormatProvider formatProvider = null, ICustomValueFormatter customValueFormatter = null)
{
// Arrange
IFormattingModeReader reader = Substitute.For <IFormattingModeReader>();
reader.ReadMode(TestParameter).Returns(mode);
IParameterFormatter formatter = new ParameterFormatter(reader, formatProvider ?? CultureInfo.InvariantCulture, customValueFormatter);
StringBuilder sb = new StringBuilder();
// Act
formatter.Serialize(sb, value, TestParameter);
// Assert
Assert.AreEqual(expectedOutput, sb.ToString());
}
public void TestUrlFormatter()
{
var formatter = new ParameterFormatter();
Assert.AreEqual("auto", formatter.Format(Unit.Auto, null, typeof(Unit)));
Assert.AreEqual("uk2", formatter.Format(Unit.Uk2, null, typeof(Unit)));
Assert.AreEqual("us", formatter.Format(Unit.Us, null, typeof(Unit)));
Assert.AreEqual("AUD", formatter.Format(CurrencyCode.Aud, null, typeof(CurrencyCode)));
Assert.AreEqual("ar", formatter.Format(Language.Ar, null, typeof(Language)));
Assert.AreEqual("x-pig-latin", formatter.Format(Language.XPigLatin, null, typeof(Language)));
Assert.AreEqual("zh-tw", formatter.Format(Language.ZhTw, null, typeof(Language)));
Assert.AreEqual("original", formatter.Format(IconPack.Original, null, typeof(IconPack)));
Assert.AreEqual("currently", formatter.Format(ReportType.Currently, null, typeof(ReportType)));
Assert.AreEqual("hourly", formatter.Format(ReportType.Hourly, null, typeof(ReportType)));
Assert.AreEqual("all", formatter.Format(Span.All, null, typeof(Span)));
Assert.AreEqual("month", formatter.Format(Span.Month, null, typeof(Span)));
Assert.AreEqual("year", formatter.Format(Span.Year, null, typeof(Span)));
}
public void GetDetailedCapFloorCashflowsVanilla()
{
DateTime valuationDate = DateTime.Today;
var irCapFloorPricer = new CapFloorPricer();
var curveId = BuildAndCacheRateCurve(valuationDate);
foreach (CapFloorType legType in new[] { CapFloorType.Cap, CapFloorType.Floor })
{
Debug.Print("LegType: {0}", legType);
CapFloorLegParametersRange_Old capLeg = GetCapFloorInputParameters(valuationDate, valuationDate.AddMonths(6), valuationDate.AddYears(5),
legType, "Standard", curveId, curveId);
ValuationRange valuationRange = CreateValuationRange(valuationDate);
List <DateTimeDoubleRangeItem> notional = GetAmortNotional(capLeg, 3);
List <DetailedCashflowRangeItem> cashflowList =
irCapFloorPricer.GetDetailedCashflowsWithNotionalSchedule(Engine.Logger, Engine.Cache, Engine.NameSpace, null, null, capLeg, notional, valuationRange);
object[,] arrayOfCashflows = ObjectToArrayOfPropertiesConverter.ConvertListToHorizontalArrayRange(cashflowList);
Debug.WriteLine("Cashflows:");
Debug.WriteLine(ParameterFormatter.FormatObject(arrayOfCashflows));
}
}
protected override void Context()
{
base.Context();
sut = new ParameterFormatter(_parameterDTO, checkForEditable: false);
}
public void Constructor_WithNullFormatProvider_ThrowsArgumentNullException()
{
// ReSharper disable once UnusedVariable
IParameterFormatter formatter = new ParameterFormatter(Substitute.For <IFormattingModeReader>(), null);
}
public void Serialize_WithNullParameterInfo_ThrowsArgumentNullException()
{
IParameterFormatter formatter = new ParameterFormatter(Substitute.For <IFormattingModeReader>(), CultureInfo.InvariantCulture);
formatter.Serialize(new StringBuilder(), new object(), (ParameterInfo)null);
}
public void Constructor_WithNullRegistry_ThrowsArgumentNullException()
{
// ReSharper disable once UnusedVariable
IParameterFormatter formatter = new ParameterFormatter(null, CultureInfo.InvariantCulture);
}
