public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute,
DateTime from, DateTime to)
{
TimeSeries timeSeries = GetTimeSeries(enumeration, attribute);
if (timeSeries == null || timeSeries.Series == null || timeSeries.Series.Count == 0)
{
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 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 TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute)
{
var markets = _markets.Where(z => z.GetIMapping().FindAI(attribute));
foreach (var x in markets)
{
var result = x.GetTimeSeries(enumeration, attribute);
if (result == null)
{
continue;
}
return(result);
}
return(null);
}
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute)
{
if (!_mapping.FindAI(enumeration))
{
return(null);
}
string ident = _mapping.GetAI(enumeration);
BalancePosition position = new BalancePosition(ident, FinType.FxRate);
KeyValuePair <PortfolioPosition, Enum> key =
new KeyValuePair <PortfolioPosition, Enum>(position, attribute);
if (_cache.ContainsKey(key))
{
return((TimeSeries)_cache[key]);
}
TimeSeries timeSeries = GetTimeSeries(position, attribute);
_cache.Add(key, timeSeries);
return(timeSeries);
}
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 TimeSeries(IDictionary <DateTime, decimal> timeSeries,
TimeSeriesAttribute attribute = TimeSeriesAttribute.Close)
{
_timeSeries = new SortedDictionary <DateTime, decimal>(timeSeries);
_attribute = attribute;
}
public TimeSeries(TimeSeriesAttribute attribute = TimeSeriesAttribute.Close)
{
_attribute = attribute;
}
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute, DateTime from, DateTime to)
{
return(_dataProvider.GetTimeSeries(enumeration, attribute, from, to));
}
public TimeSeries GetTimeSeries(Enum enumeration, TimeSeriesAttribute attribute)
{
return(_dataProvider.GetTimeSeries(enumeration, attribute));
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute, DateTime from, DateTime to)
{
return(_dataProvider.GetTimeSeries(position, attribute, from, to));
}
public TimeSeries GetTimeSeries(PortfolioPosition position, TimeSeriesAttribute attribute)
{
return(_dataProvider.GetTimeSeries(position, attribute));
}
