// parses the additional GenericSecurityPosition information
internal static Position parseNonEtdPosition(CsvRow row, PositionInfo info, PositionCsvInfoResolver resolver)
{
SecurityPosition @base = parseSecurityPosition(row, info, resolver);
double? tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double? tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityPosition.ofLongShort(@base.Info, sec, @base.LongQuantity, @base.ShortQuantity));
}
return(@base);
}
// parses a trade from the CSV row
internal static SecurityQuantityTrade parseTrade(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
SecurityTrade trade = parseSecurityTrade(row, info, resolver);
SecurityTrade @base = resolver.completeTrade(row, trade);
double?tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double?tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityTrade.of(@base.Info, sec, @base.Quantity, @base.Price));
}
return(@base);
}
// parse an FxSingle
internal static FxSingle parseFxSingle(CsvRow row, string prefix)
{
PayReceive direction1 = LoaderUtils.parsePayReceive(row.getValue(prefix + LEG_1_DIRECTION_FIELD));
Currency currency1 = Currency.of(row.getValue(prefix + LEG_1_CURRENCY_FIELD));
double notional1 = LoaderUtils.parseDouble(row.getValue(prefix + LEG_1_NOTIONAL_FIELD));
LocalDate paymentDate1 = row.findValue(prefix + LEG_1_PAYMENT_DATE_FIELD).map(str => LoaderUtils.parseDate(str)).orElseGet(() => LoaderUtils.parseDate(row.getValue(prefix + PAYMENT_DATE_FIELD)));
PayReceive direction2 = LoaderUtils.parsePayReceive(row.getValue(prefix + LEG_2_DIRECTION_FIELD));
Currency currency2 = Currency.of(row.getValue(prefix + LEG_2_CURRENCY_FIELD));
double notional2 = LoaderUtils.parseDouble(row.getValue(prefix + LEG_2_NOTIONAL_FIELD));
LocalDate paymentDate2 = row.findValue(prefix + LEG_2_PAYMENT_DATE_FIELD).map(str => LoaderUtils.parseDate(str)).orElseGet(() => LoaderUtils.parseDate(row.getValue(prefix + PAYMENT_DATE_FIELD)));
Optional <BusinessDayAdjustment> paymentAdj = parsePaymentDateAdjustment(row);
if (direction1.Equals(direction2))
{
throw new System.ArgumentException(Messages.format("FxSingle legs must not have the same direction: {}, {}", direction1.ToString(), direction2.ToString()));
}
Payment payment1 = Payment.of(currency1, direction1.normalize(notional1), paymentDate1);
Payment payment2 = Payment.of(currency2, direction2.normalize(notional2), paymentDate2);
return(paymentAdj.map(adj => FxSingle.of(payment1, payment2, adj)).orElseGet(() => FxSingle.of(payment1, payment2)));
}