示例#1
0
        public static void BuildRollDates()
        {
            var futureContract = new FutureContract("FGBL", "RX", "Comdty", RollControl.FirstNotice);
            var futureLogic = new FirstIssueFutureRollLogic(futureContract);
            var firstnotices = futureLogic.FetchFirstNoticeDatesFromDB();

            var data = FutureRollDatesCache.GetInstance(futureContract.BbgBase);
            data.FirstNoticeDates = firstnotices;
            data.Changed = true;
            data.Persist();            
        }
 public void VisitCTD(FutureContract ctd, DateTime start)
 {
     if (ctdCache != null)
         ctdCache.Process(ctd, start);
 }
 public void VisitFuture(FutureContract future, DateTime start)
 {
     if (futureCache != null)
         futureCache.Process(future, start);
 }
示例#4
0
 protected bool Equals(FutureContract other)
 {
     return string.Equals(ric, other.ric) && string.Equals(bbgBase, other.bbgBase) && string.Equals(bbgSuffix, other.bbgSuffix) && ContractEnd == other.ContractEnd &&
         HasCTD == other.HasCTD && ComputeForward == other.ComputeForward;
 }