public bool Equals(CalendarInfo other)
{
if (object.ReferenceEquals((object)null, (object)other))
{
return(false);
}
if (object.ReferenceEquals((object)this, (object)other))
{
return(true);
}
return(other._startTime.Equals(this._startTime) && other._expiryTime.Equals((object)this._expiryTime) && (other._open.Equals(this._open) && (other._close.Equals(this._close) && object.Equals((object)other._timeZone, (object)this._timeZone))) && CalendarInfo.CompareDaysOfWeek(other._tradingDays, this._tradingDays));
}
public bool Equals(CalendarInfo other)
{
if (ReferenceEquals(null, other))
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return(other._startTime.Equals(_startTime) && other._expiryTime.Equals(_expiryTime) && other._open.Equals(_open) && other._close.Equals(_close) && Equals(other._timeZone, _timeZone) && CompareDaysOfWeek(other._tradingDays, _tradingDays));
}
///<summary>
/// Create a new instrument (e.g. security definition)
///</summary>
///<param name="id">The unique identifier of the instrument</param>
///<param name="name">The readable name of the instrument</param>
///<param name="underlying">The information about the underlying instrument</param>
///<param name="calendar">Contains information about trading dates and times</param>
///<param name="risk">Details on how to calculate risk for this instrument</param>
///<param name="orderBook">Information relating to the order book</param>
///<param name="contract">The contract information about this instrument</param>
///<param name="commercial">Data to calculate the commercials for this instrument</param>
public Instrument(long id, string name, UnderlyingInfo underlying, CalendarInfo calendar,
RiskInfo risk, OrderBookInfo orderBook, ContractInfo contract,
CommercialInfo commercial)
{
_id = id;
_name = name;
_underlying = underlying;
_calendar = calendar;
_risk = risk;
_orderBook = orderBook;
_contract = contract;
_commercial = commercial;
}
///<summary>
/// Create a new instrument (e.g. security definition)
///</summary>
///<param name="id">The unique identifier of the instrument</param>
///<param name="name">The readable name of the instrument</param>
///<param name="underlying">The information about the underlying instrument</param>
///<param name="calendar">Contains information about trading dates and times</param>
///<param name="risk">Details on how to calculate risk for this instrument</param>
///<param name="orderBook">Information relating to the order book</param>
///<param name="contract">The contract information about this instrument</param>
///<param name="commercial">Data to calculate the commercials for this instrument</param>
public Instrument(long id, string name, UnderlyingInfo underlying, CalendarInfo calendar,
RiskInfo risk, OrderBookInfo orderBook, ContractInfo contract,
CommercialInfo commercial)
{
_id = id;
_name = name;
_underlying = underlying;
_calendar = calendar;
_risk = risk;
_orderBook = orderBook;
_contract = contract;
_commercial = commercial;
}
public override void EndElement(string endElement)
{
if ("instrument" == endElement)
{
long id = GetLongValue(Id, 0L);
String name = GetStringValue(Name);
string symbol = GetStringValue(Symbol);
string isin = GetStringValue(UnderlyingIsin);
string assetClass = GetStringValue(AssetClass);
UnderlyingInfo underlying = new UnderlyingInfo(symbol, isin, assetClass);
DateTime startTime = GetDateTime(StartTime, DateTime.MinValue);
DateTime? expiryTime = GetDateTime(EndTime);
TimeSpan openOffset = GetTimeSpan(OpeningOffset, TimeSpan.MinValue);
TimeSpan closeOffset = GetTimeSpan(ClosingOffset, TimeSpan.MinValue);
string timeZone = GetStringValue(Timezone);
List<DayOfWeek> daysOfWeek = GetDaysOfWeek();
CalendarInfo calendarInfo = new CalendarInfo(startTime, expiryTime, openOffset, closeOffset, timeZone, daysOfWeek);
decimal marginRate = GetDecimalValue(Margin, 0);
decimal maximumPosition = GetDecimalValue(MaximumPositionThreshold, 0);
RiskInfo riskInfo = new RiskInfo(marginRate, maximumPosition);
decimal priceIncrement = GetDecimalValue(PriceIncrement, 0);
decimal quantityIncrement = GetDecimalValue(OrderQuantityIncrement, 0);
decimal volatilityBandPercentage = GetDecimalValue(RetailVolatilityBandPercentage, 0);
OrderBookInfo orderBookInfo = new OrderBookInfo(priceIncrement, quantityIncrement, volatilityBandPercentage);
string currency = GetStringValue(Currency);
decimal unitPrice = GetDecimalValue(UnitPrice, 0);
string unitOfMeasure = GetStringValue(ContractUnitMeasure);
decimal contractSize = GetDecimalValue(ContractSize, 0);
ContractInfo contractInfo = new ContractInfo(currency, unitPrice, unitOfMeasure, contractSize);
decimal minimumCommission = GetDecimalValue(MinimumCommission, 0);
decimal? aggressiveCommissionRate = GetDecimalValue(AggressiveCommisionRate);
decimal? passiveCommissionRate = GetDecimalValue(PassiveCommissionRate);
decimal? aggressiveCommissionPerContract = GetDecimalValue(AggressiveCommissionPerContract);
decimal? passiveCommissionPerContract = GetDecimalValue(PassiveCommissionPerContract);
string fundingBaseRate = GetStringValue(FundingBaseRate);
int dailyInterestRateBasis = GetIntValue(DailyInteresetRateBasis, 0);
decimal fundingRate = GetDecimalValue(FundingRatePercentage, 0);
CommercialInfo commercialInfo = new CommercialInfo(minimumCommission, aggressiveCommissionRate, passiveCommissionRate,
aggressiveCommissionPerContract, passiveCommissionPerContract,
fundingBaseRate, dailyInterestRateBasis, fundingRate);
_instruments.Add(new Instrument(id, name, underlying, calendarInfo, riskInfo, orderBookInfo, contractInfo, commercialInfo));
}
}
public bool Equals(CalendarInfo other)
{
if (ReferenceEquals(null, other)) return false;
if (ReferenceEquals(this, other)) return true;
return other._startTime.Equals(_startTime) && other._expiryTime.Equals(_expiryTime) && other._open.Equals(_open) && other._close.Equals(_close) && Equals(other._timeZone, _timeZone) && CompareDaysOfWeek(other._tradingDays, _tradingDays);
}