public static string GeneratePositionsFile(PositionsFile updatedFile)
{
var stringBuilder = new StringBuilder();
stringBuilder.Append(updatedFile.header.TransId);
stringBuilder.Append("H");
stringBuilder.Append(updatedFile.header.FirmNumber.ToString("D4"));
stringBuilder.Append(updatedFile.header.Date.ToString("yyyyMMdd"));
stringBuilder.Append("\n");
foreach (var position in updatedFile.positions)
{
stringBuilder.Append(position.TransId);
stringBuilder.Append(" ");
stringBuilder.Append(position.FirmNumber.ToString("D4"));
stringBuilder.Append(position.Account);
stringBuilder.Append((char)position.PositionType);
stringBuilder.Append(position.TradeSymbol);
stringBuilder.Append(getDate(position.Expiration));
stringBuilder.Append(getStrike(position.Strike));
stringBuilder.Append((char)position.MarketPosition);
stringBuilder.Append((char)position.SecurityType);
stringBuilder.Append(getPrice(position.Price));
stringBuilder.Append(position.Quantity.ToString("D9"));
stringBuilder.Append((char)position.MMIndicator);
stringBuilder.Append(position.BasketId);
stringBuilder.Append(position.Filler);
stringBuilder.Append("\n");
}
return(stringBuilder.ToString());
}
public static PositionsFile UpdatePositionsFile(PositionsFile originalFile, UpdatesFile updatesFile)
{
var updatedFile = originalFile.Clone();
updatedFile.loadExceptions = new List <string>();
updatedFile.header.Date = DateTime.Today;
var updatedOptions = updatesFile.updates.Where(u => u.SEC_TYPE == "Option").ToList();
foreach (var update in updatedOptions)
{
try
{
var matchingPositions = updatedFile.positions.Where(p => p.TradeSymbol.Trim() == update.getShortTicker() && p.PositionType == update.getPositionType() && p.Price == update.MKT_PRICE).ToList();
if (matchingPositions.Count > 0)
{
foreach (var matchingPosition in matchingPositions)
{
matchingPosition.Price = update.MKT_PRICE_NEW;
}
}
else
{
throw new Exception("Couldn't find corresponing position for Ticker: " + update.TICKER);
}
}
catch (Exception e)
{
updatedFile.loadExceptions.Add(e.Message);
}
}
return(updatedFile);
}
public static PositionsFile LoadPositions(string filePath)
{
var text = System.IO.File.ReadAllText(filePath);
var lines = text.Split(new char[] { '\n' }).ToList();
if (lines.Count() > 1)
{
var positionsFile = new PositionsFile();
positionsFile.header = ParsePositionsHeader(lines[0]);
var parsedFile = ParsePositions(lines.Skip(1).ToList());
positionsFile.positions = parsedFile.Item1;
positionsFile.loadExceptions = parsedFile.Item2;
return(positionsFile);
}
else
{
throw new Exception("File is empty. Positions file requires a header and at least one row.");
}
}