private async Task GetRatesAsync(
RateSource rateSource,
ICollector <RateEntity> queueCollector,
ILogger logger
)
{
var rateDefinitions = Rate.FetchAll();
if (!_ratesServices.TryGetValue(rateSource, out var service))
{
throw new ArgumentException($"No service available for rate source {rateSource}");
}
// chose rates for this source
var rateLookups = rateDefinitions.Where(r => r.Source == rateSource);
// fetch rates
var rates = await service.GetRates(rateLookups);
// save to table storage & send queue message
logger.LogInformation($"Got {rates.Count()} rates. Saving to storage.");
foreach (var rate in rates)
{
await rate.SaveAsync();
queueCollector.Add(rate);
var rateHistory = new RateHistory(rate.Ticker, rate.Value);
await rateHistory.SaveAsync();
}
}
public static InflationCurveSnapshot GetInflationCurveSnapshot(int InflationCurveID, DateTime d)
{
InflationCurveSnapshot ics = new InflationCurveSnapshot();
ics.Id = InflationCurveID;
ics.settlementDate = d;
ics.Name = CachedInflationCurveDataDic[InflationCurveID].Name;
ics.Family = CachedInflationCurveDataDic[InflationCurveID].Family;
ics.CurrencyId = CachedInflationCurveDataDic[InflationCurveID].CurrencyId;
ics.InflationIndexId = CachedInflationCurveDataDic[InflationCurveID].InflationIndexId;
ics.InflationIndex = CachedInflationIndexDic[ics.InflationIndexId];
ics.settings = CachedInflationCurveDataDic[InflationCurveID].settings;
List <EntryValuePair> ListEVP = new List <EntryValuePair>();
foreach (InflationCurveEntryData iced in CachedInflationCurveEntryDataDic.Values.ToList())
{
EntryValuePair evp = new EntryValuePair(); //to be added to ListEVP
if ((iced.InflationCurveId == InflationCurveID) &&
(iced.ValidDateBegin <= d) &&
(iced.ValidDateEnd >= d)
)
{
// ics.EntryList.Add(iced);
//now for that entry we need to find the most recent historical value
evp.iced = iced;
if (iced.Type == "inflationbond")
{
List <RateHistory> bh = getBondsHistoryById(iced.Instrument.Id, d);
RateHistory rh = bh[bh.Count() - 1];
if (rh.RateId != iced.Instrument.Id)
{
MessageBox.Show("something is wrong in GetInflationCurveSnapshot");
}
else
{
evp.value = bh[bh.Count() - 1].Close;
// ics.ValueList.Add(bh[bh.Count() - 1].Close);
}
}
else if (iced.Type == "swap")
{
List <RateHistory> bh = getRateHistoryById(iced.Instrument.Id, d);
RateHistory rh = bh[bh.Count() - 1];
if (rh.RateId != iced.Instrument.Id)
{
MessageBox.Show("something is wrong in GetInflationCurveSnapshot");
}
else
{
// ics.ValueList.Add(bh[bh.Count() - 1].Close);
evp.value = bh[bh.Count() - 1].Close;
}
}
ListEVP.Add(evp);
}
}
// ics.EntryList.Sort((x, y) => y.Date.CompareTo(x.Date));
ListEVP.Sort();
ics.EntryList = new ObservableCollection <InflationCurveEntryData>();
ics.ValueList = new ObservableCollection <double>();
foreach (EntryValuePair evp in ListEVP)
{
ics.EntryList.Add(evp.iced);
ics.ValueList.Add(evp.value);
}
List <RateHistory> iihistory = getIndexHistoryById(ics.InflationIndexId, d);
ics.IndexHistory = new ObservableCollection <HistoricValue>();
foreach (RateHistory iirh in iihistory)
{
HistoricValue vp = new HistoricValue();
vp.Date = iirh.Date;
vp.Value = iirh.Close;
ics.IndexHistory.Add(vp);
}
return(ics);
}
