// Constructor 4 : Keys + Data
public Bond_Line(DateTime currentDate, DBID ticker, double CleanPriceBid_, double CleanPriceAsk_, double CleanPriceMid_,
double DirtyPriceBid_, double DirtyPriceAsk_, double DirtyPriceMid_,
double YieldToMaturityBid_, double YieldToMaturityAsk_, double YieldToMaturityMid_,
double AssetSwapSpreadBid_, double AssetSwapSpreadAsk_, double AssetSwapSpreadMid_)
// double CDS1Y_, double CDS3Y_, double CDS5Y_, double CDS7Y_, double CDS10Y_,
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
CleanPriceBid = CleanPriceBid_;
CleanPriceAsk = CleanPriceAsk_;
CleanPriceMid = CleanPriceMid_;
DirtyPriceBid = DirtyPriceBid_;
DirtyPriceAsk = DirtyPriceAsk_;
DirtyPriceMid = DirtyPriceMid_;
YieldToMaturityBid = YieldToMaturityBid_;
YieldToMaturityAsk = YieldToMaturityAsk_;
YieldToMaturityMid = YieldToMaturityMid_;
AssetSwapSpreadBid = AssetSwapSpreadBid_;
AssetSwapSpreadAsk = AssetSwapSpreadAsk_;
AssetSwapSpreadMid = AssetSwapSpreadMid_;
}
// Constructor 5 : From Dict of nullable doubles
public InterestRate_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Bid = data["Bid"];
Ask = data["Ask"];
Last = data["Last"];
}
// Constructor 4 : Keys + Data
public InterestRate_Line(DateTime currentDate, DBID ticker, double Bid_, double Ask_, double Last_)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Bid = Bid_;
Ask = Ask_;
Ask = Last_;
}
// ************************************************************
// INDEXORS
// ************************************************************
public IDtoken this[DBID dt]
{
get
{
return(_internalData[dt]);
}
set
{
_internalData[dt] = value;
}
}
public Dictionary <string, string> GetExternalIdentifiers(DBID DBID_)
{
myDB_Connector dbCom = new myDB_Connector();
IDtoken refLine = dbCom.Reference(DBID_);
Dictionary <string, string> result = new Dictionary <string, string>();
foreach (string s in refLine.GetExternalIdentifiers())
{
result[s] = (string)refLine[s];
}
return(result);
}
public object GetReferenceItem(DBID id, string key)
{
object result = new object();
// Loop through the ref table in memory
foreach (IDtoken line in referenceTable)
{
if (line["DBID"] == id)
{
result = line[key];
}
}
// Return results
return(result);
}
public IDtoken Identify(DBID dbid)
{
// IDtoken result = TokenFactory.New(dbid);
// Loop through the ref table in memory
foreach (IDtoken line in referenceTable)
{
if ((int)line["DBID"] == dbid.ToInt())
{
return(line);
}
}
// Return results
throw new System.ArgumentException("IDException", "Invalid DBID provided to reference manager.");
}
// Constructor 5 : From Dict of nullable doubles
public Equity_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Open = data["Open"];
High = data["High"];
Low = data["Low"];
Close = data["Close"];
Bid = data["Bid"];
Ask = data["Ask"];
Volume = data["Volume"];
AdjustedClose = data["AdjustedClose"];
}
public static IDtoken GenerateDBID(DBID ReferenceDBID, string Bloomberg = "", string Reuters = "", string Sophis = "",
string MSD = "", string MarketMap = "", string Markit = "",
string FRED = "", string Yahoo = "", string Google = "", string ISIN = "")
{
Dictionary <string, string> _extIds = new Dictionary <string, string>()
{
{ "Bloomberg", Bloomberg.ToUpper() }, // Careful with the upper/lower case...
{ "Reuters", Reuters },
{ "Sophis", Sophis },
{ "MSD", MSD },
{ "MarketMap", MarketMap },
{ "Markit", Markit },
{ "FRED", FRED },
{ "Yahoo", Yahoo },
{ "Google", Google },
{ "ISIN", ISIN }
};
// Create container for potential matching lines
// List<IDtoken> results = new List<IDtoken>();
// Load Reference Manager (singleton)
ReferenceManager _referenceManager = ReferenceManager.Factory;
// Get a new DBID from Reference Manager (= max of column DBID + 1)
DBID newDBID = _referenceManager.GetNewDBID();
// Replace DBID from existing token
IDtoken refToken = TokenFactory.New(ReferenceDBID);
// New token for output
IDtoken newToken = new IDtoken();
newToken.SetDBID(newDBID);
// Replace all sources
foreach (string source in _extIds.Keys)
{
newToken[source] = _extIds[source];
}
// Return the new token
return(newToken);
}
// Constructor 4 : Keys + Data
public Equity_Line(DateTime currentDate, DBID ticker, double argOpen,
double argHigh, double argLow, double argClose, double argBid,
double argAsk, double argVolume, double argAdjClose)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
Open = argOpen;
High = argHigh;
Low = argLow;
Close = argClose;
Bid = argBid;
Ask = argAsk;
Volume = argVolume;
AdjustedClose = argAdjClose;
}
// Constructor 5 : From Dict of nullable doubles
public Bond_Line(DateTime currentDate, DBID ticker, Dictionary <String, Double?> data)
{
// Keys
Date = currentDate;
DBID = ticker.ToInt();
// Data
CleanPriceBid = data["CleanPriceBid"];
CleanPriceAsk = data["CleanPriceAsk"];
CleanPriceMid = data["CleanPriceMid"];
DirtyPriceBid = data["DirtyPriceBid"];
DirtyPriceAsk = data["DirtyPriceAsk"];
DirtyPriceMid = data["DirtyPriceMid"];
YieldToMaturityBid = data["YieldToMaturityBid"];
YieldToMaturityAsk = data["YieldToMaturityAsk"];
YieldToMaturityMid = data["YieldToMaturityMid"];
//AssetSwapSpreadBid = data["AssetSwapSpreadBid"];
AssetSwapSpreadMid = data["AssetSwapSpreadMid"];
//AssetSwapSpreadAsk = data["AssetSwapSpreadAsk"];
}
public EquityVolatility_Line(DateTime currentDate, DBID argDBID)
{
Date = currentDate;
DBID = argDBID;
}
public override void SetDBID(DBID dbid)
{
this._DBID = dbid;
}
// Constructor 3 : Keys only
public InterestRate_Line(DateTime currentDate, DBID ticker)
{
Date = currentDate;
DBID = ticker.ToInt();
}
// Constructor 3 : Keys only
public Bond_Line(DateTime currentDate, DBID ticker)
{
Date = currentDate;
DBID = ticker.ToInt();
}
public virtual void SetDBID(DBID myId)
{
throw new System.ArgumentException("SetDBIDException", "Generic database line 'SetDBID' must be overridden.");
}