private static void AddOptionExpirationsToHugo(ReconciliationLib.HugoDataSet.MerrillOptionTradesDataTable merrillOptionTrades, out int addedExpirations, out int notAddedExpirations, out int errorsAddingExpirations)
{
addedExpirations = 0;
notAddedExpirations = 0;
errorsAddingExpirations = 0;
foreach (ReconciliationLib.HugoDataSet.MerrillOptionTradesRow row in merrillOptionTrades.Rows)
{
if (ReconciliationLib.Utilities.IsExpiration(row.TradeMediumName) && !ReconciliationLib.Utilities.IsCancelOrCorrection(row.CancelCode))
{
switch (ReconciliationLib.Utilities.AddOptionExpiration(new OptionTrade(row)))
{
case 0:
addedExpirations++;
break;
case 1:
notAddedExpirations++;
break;
default:
errorsAddingExpirations++;
break;
}
}
}
}
private static int FindMerrillOptionTrade(ReconciliationLib.HugoDataSet.MerrillOptionTradesDataTable merrillOptionTrades, List <int> matchedMerrillTradeIds, OptionTrade hugoOptionTrade)
{
foreach (ReconciliationLib.HugoDataSet.MerrillOptionTradesRow merrillRow in merrillOptionTrades.Rows)
{
OptionTrade merrillOptionTrade = new OptionTrade(merrillRow);
if (!matchedMerrillTradeIds.Contains(merrillOptionTrade.TradeId.Value))
{
if (merrillOptionTrade.Equals(hugoOptionTrade))
{
return(merrillRow.TradeId);
}
}
}
return(-1);
}
private static int AddOptionTrades()
{
// get all trades
ReconciliationLib.HugoDataSet.MerrillOptionTradesDataTable merrillOptionTrades = ReconciliationLib.Utilities.GetMerrillOptionTrades(null, null);
ReconciliationLib.HugoDataSet.HugoOptionTradesDataTable hugoOptionTrades = ReconciliationLib.Utilities.GetHugoOptionTrades(null, null, false);
// get matched Merrill trade ids
List <int> matchedMerrillTradeIds = new List <int>();
foreach (ReconciliationLib.HugoDataSet.HugoOptionTradesRow hugoRow in hugoOptionTrades.Rows)
{
int merrillTradeId = FindMerrillOptionTrade(merrillOptionTrades, matchedMerrillTradeIds, new OptionTrade(hugoRow));
if (merrillTradeId >= 0)
{
matchedMerrillTradeIds.Add(merrillTradeId);
}
}
// add all unmatched trades
int nAddedTrades = 0;
foreach (ReconciliationLib.HugoDataSet.MerrillOptionTradesRow merrillRow in merrillOptionTrades.Rows)
{
OptionTrade optionTrade = new OptionTrade(merrillRow);
if (!matchedMerrillTradeIds.Contains(optionTrade.TradeId.Value))
{
if (VerifyOptionTrade(optionTrade))
{
if (null != ReconciliationLib.Utilities.AddOptionTrade(optionTrade))
{
nAddedTrades++;
}
}
}
}
return(nAddedTrades);
}
