public TimeSeries GetTimeSeries(PortfolioPosition position,
TimeSeriesAttribute attribute,
DateTime from,
DateTime to)
{
TimeSeries timeSeries = GetTimeSeries(position, attribute);
if (timeSeries == null)
{
return(null);
}
var result = timeSeries.Series.Where(z => z.Key >= from && z.Key <= to);
if (result.Count() == 0)
{
return(null);
}
else
{
Dictionary <DateTime, decimal> values = new Dictionary <DateTime, decimal>();
foreach (var x in result)
{
values.Add(x.Key, x.Value);
}
return(new TimeSeries(values, attribute));
}
}
public T Get <T>(PortfolioPosition position,
ScalarAttribute attribute,
DateTime dateTime,
T defaultValue) where T : struct, IConvertible
{
return(_dataProvider.Get <T>(position, attribute, dateTime, defaultValue));
}
public T Get <T>(PortfolioPosition position,
ScalarAttribute attribute,
DateTime dateTime,
T defaultValue) where T : struct, IConvertible
{
//прочитали скалярный атрибут scalarStr
//нашли в нем наше значение
//вернули
//не нашли в нем наше значение вернули defaultValue
ScalarStr str = GetScalarStr(position, attribute);
if (str == null || !str.HasValue(dateTime))
{
return(defaultValue);
}
string strIdent = str.Get(dateTime);
KeyValuePair <Type, string> tke =
new KeyValuePair <Type, string>(typeof(T), strIdent);
if (_mapping.TKE.ContainsKey(tke))
{
Enum value = _mapping.TKE[tke];
return((T)Enum.Parse(typeof(T), value.ToString(), true));
}
else
{
return(defaultValue);
}
}
public bool Get <T>(PortfolioPosition position,
ScalarAttribute attribute,
DateTime dateTime)
{
ScalarStr str = GetScalarStr(position, attribute);
if (str == null || !str.HasValue(dateTime))
{
return(false);
}
return(true);
}
public void Add(PortfolioPosition position, Enum enumeration, ScalarDate scalar)
{
KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(position, enumeration);
if (_dates.ContainsKey(key))
{
_dates[key] = scalar;
}
else
{
_dates.Add(key, scalar);
}
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute)
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
TimeSeries timeSeries = x.GetTimeSeries(position, attribute);
if (timeSeries != null)
{
return(timeSeries);
}
}
return(null);
}
public ScalarStr GetScalarStr(PortfolioPosition position, ScalarAttribute attribute)
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
ScalarStr scalarStr = x.GetScalarStr(position, attribute);
if (scalarStr != null)
{
return(scalarStr);
}
}
return(null);
}
public ScalarNum GetScalarNum(PortfolioPosition position,
ScalarAttribute attribute)
{
if (!_mapping.FindAI(attribute))
{
return(null);
}
KeyValuePair <PortfolioPosition, Enum> key =
new KeyValuePair <PortfolioPosition, Enum>(position, attribute);
if (_cache.ContainsKey(key))
{
return((ScalarNum)_cache[key]);
}
string fif_id = _mapping.GetAI(attribute);
ScalarNum scalarNum = null;
string query =
string.Format(
@" SELECT fi.ident as ident, fd.dat_from as dat_from, fd.val as val
from fin_instrument fi join
ffd t on t.fi_id = fi.fi_id join
data_source ds on t.ds_id = ds.ds_id join
fisd_num fd on fd.fisd_id = t.fisd_id
where fi.ident = '{0}'
and t.fif_id = {1}
and ds.ident = '{2}'" ,
position.Ident,
fif_id,
_providerParams[SCALAR]);
var result = _dbLink.GetConnection().Query <fisdnumber>(query);
if (result != null && result.Count() != 0)
{
Dictionary <DateTime, decimal> values = new Dictionary <DateTime, decimal>();
foreach (var x in result)
{
values.Add(x.dat_from, x.val);
}
scalarNum = new ScalarNum(values);
}
_cache.Add(key, scalarNum);
return(scalarNum);
}
public bool Get <T>(PortfolioPosition position,
ScalarAttribute attribute,
DateTime dateTime)
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
if (x.Get <T>(position,
attribute,
dateTime))
{
return(true);
}
}
return(false);
}
public T Get <T>(PortfolioPosition position,
ScalarAttribute attribute,
DateTime dateTime, T defaultValue) where T : struct, IConvertible
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
if (x.Get <T>(position,
attribute,
dateTime))
{
return(x.Get <T>(position,
attribute,
dateTime,
defaultValue));
}
}
return(defaultValue);
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute)
{
KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>();
if (_cache.ContainsKey(key))
{
return((TimeSeries)_cache[key]);
}
TimeSeries timeSeries = null;
string query = string.Format(
@"SELECT fi.ident, fd.dat, fd.val
from fin_instrument fi join
ffd t on t.fi_id = fi.fi_id join
fisd_dq fd on fd.fisd_id = t.fisd_id join
data_source ds on ds.ds_id = t.ds_id
and fi.ident = '{0}'
and ds.ident = '{1}'
and t.fif_id = {2}" ,
position.Ident,
_providerParams[SCALAR],
_mapping.GetAI(attribute));
var result = _dbLink.GetConnection().Query <fisddq>(query);
if (result != null && result.Count() != 0)
{
Dictionary <DateTime, decimal> values = new Dictionary <DateTime, decimal>();
foreach (var x in result)
{
values.Add(x.dat, x.val);
}
timeSeries = new TimeSeries(values, attribute);
}
return(timeSeries);
}
public void Add(PortfolioPosition position, Enum enumeration, CashFlow cashFlow)
{
KeyValuePair <PortfolioPosition, Enum> key = new KeyValuePair <PortfolioPosition, Enum>(position, enumeration);
_cashFlows.Add(key, cashFlow);
}
public ScalarStr GetScalarStr(PortfolioPosition position, ScalarAttribute attribute)
{
return(_dataProvider.GetScalarStr(position, attribute));
}
public T Get <T>(PortfolioPosition position, Core.Mir.Enumerations.ScalarAttribute attribute, DateTime dateTime, T defaultValue) where T : struct, IConvertible
{
return(defaultValue);
}
public void Add(PortfolioPosition position, TimeSeries timeSeries)
{
_timeseries.Add(position, timeSeries);
}
public TimeSeries GetTimeSeries(PortfolioPosition position, Core.Mir.Enumerations.TimeSeriesAttribute attribute, DateTime from, DateTime to)
{
return(null);
}
public bool Get <T>(PortfolioPosition position, Core.Mir.Enumerations.ScalarAttribute attribute, DateTime dateTime)
{
return(false);
}
public ScalarStr GetScalarStr(PortfolioPosition position, Core.Mir.Enumerations.ScalarAttribute attribute)
{
return(null);
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute)
{
return(_dataProvider.GetTimeSeries(position, attribute));
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute, DateTime from, DateTime to)
{
return(_dataProvider.GetTimeSeries(position, attribute, from, to));
}
public ScalarEnum GetScalarEnum(PortfolioPosition position,
ScalarAttribute attribute)
{
KeyValuePair <PortfolioPosition, Enum> key =
new KeyValuePair <PortfolioPosition, Enum>(position, attribute);
if (!_cache.ContainsKey(key))
{
ScalarStr scalarStr = null;
string fif_id = _mapping.GetAI(attribute);
string query = string.Format(
@"SELECT fi.ident, fd.dat_from, fd.val, *
from fin_instrument fi join
ffd t on t.fi_id = fi.fi_id join
data_source ds on t.ds_id = ds.ds_id join
fisd_item fd on fd.fisd_id = t.fisd_id
where fi.ident = '{0}'
and t.fif_id = {1}
and ds.ident = '{2}'" ,
position.Ident,
fif_id,
_providerParams[SCALAR]);
var result = _dbLink.GetConnection().Query <fisdstring>(query);
if (result != null && result.Count() != 0)
{
Dictionary <DateTime, string> values = new Dictionary <DateTime, string>();
foreach (var x in result)
{
values.Add(x.dat_from, x.val);
}
scalarStr = new ScalarStr(values);
}
_cache.Add(key, scalarStr);
}
ScalarStr str = (ScalarStr)_cache[key];
if (str == null)
{
return(null);
}
//прочитаем все значения
if (!_mapping.FindET(attribute))
{
return(null);
}
Type type = _mapping.GetET(attribute);
var bushuevs =
Enum.GetValues(type).OfType <Enum>().OrderBy(z => z).ToList();
if (bushuevs.Count == 0)
{
return(null);
}
Dictionary <DateTime, Enum> enumerations = new Dictionary <DateTime, Enum>();
foreach (var x in str.Dictionary)
{
KeyValuePair <Type, string> keyEnum =
new KeyValuePair <Type, string>(type, x.Value);
if (_mapping.TKE.ContainsKey(keyEnum))
{
Enum enumeration = _mapping.TKE[keyEnum];
enumerations.Add(x.Key, enumeration);
}
else
{
Enum enumeration = bushuevs.First();
enumerations.Add(x.Key, enumeration);
}
}
ScalarEnum scalarEnum = new ScalarEnum(enumerations);
//конвертируем их в соответствии с типом, если получается
return(scalarEnum);
}
public QLNet.Bond GetBond(PortfolioPosition position, DateTime calculatingDate)
{
throw new NotImplementedException();
}
