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C# CarbonClient类代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了C#中CarbonClient的典型用法代码示例。如果您正苦于以下问题:C# CarbonClient类的具体用法?C# CarbonClient怎么用?C# CarbonClient使用的例子?那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。



CarbonClient类属于命名空间,在下文中一共展示了CarbonClient类的20个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的C#代码示例。

示例1: populateDates

    private async Task populateDates(CarbonClient cc_)
    {
      var yesterday = await cc_.RollDateAsync(
  date: DateTime.Today.ToNodaLocalDate(),
  count: -1,
  unit: Symmetry.Carbon.Model.DateUnit.Bd,
  convention: Symmetry.Carbon.Model.BusinessDayConvention.Following,
  calendar: Market.HolidayCode());

      var spotSettle = await cc_.RollDateAsync(
  date: DateTime.Today.ToNodaLocalDate(),
  count: Market.DaysToSpot(),
  unit: Symmetry.Carbon.Model.DateUnit.Bd,
  convention: Symmetry.Carbon.Model.BusinessDayConvention.Following,
  calendar: Market.HolidayCode());

      var yesterdaySettle = await cc_.RollDateAsync(
        date: yesterday,
        count: Market.DaysToSpot(),
        unit: Symmetry.Carbon.Model.DateUnit.Bd,
        convention: Symmetry.Carbon.Model.BusinessDayConvention.Following,
        calendar: Market.HolidayCode());


      Today = new AsOfAndSpotSettle(DateTime.Today, spotSettle.ToDateTime());
      Yesterday = new AsOfAndSpotSettle(yesterday.ToDateTime(), yesterdaySettle.ToDateTime());


    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:29,代码来源:BondMarket.cs


示例2: Populate

    public async Task Populate(CarbonClient cc_, OrderOverrides orderOv_)
    {
      if (m_source == null) return;
      var dict = new Dictionary<string, LiveExposurePnlMulti>();

      foreach (var item in m_source.InnerList)
      {
        var subItem = item.PnlName.Contains("#") ? item.PnlName.Split('#')[0] : item.PnlName;

        if (!dict.ContainsKey(subItem))
        {
          var newItem = new LiveExposurePnlMulti(subItem) {DisplaySortNumber = await AssetOrder.GetOrder(subItem, cc_)};

          if (orderOv_ != null && orderOv_.HasOverrides)
          {
            newItem.DisplaySortNumber = orderOv_.GetSortOrder(Helper.StripBbgEndings(item.PnlName));
          }

          dict.Add(subItem, newItem);
        }

        dict[subItem].Add(item);
      }

      var items = new List<LiveExposurePnlMulti>(dict.Values);

      m_items.AddRange(items.OrderBy(x => x.DisplaySortNumber));

      for (int i = 0; i < m_items.Count; ++i)
        m_items[i].Index = i;
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:31,代码来源:LivePortfolioPnlConsolidated.cs


示例3: initiate

    private async Task initiate(CarbonClient cc_, BondMeasures listenToThis_)
    {
      m_fcsCurve = await IRCurveImpl.Get(SwapCurve.GetForecastCurve(), DateContext, cc_);

      // if we're doing calcs on the forwards, then don't need to listen to the curve directly
      // as the forward price will be updated as a result of a change in curve and will trickle
      // through to us as a price update
      if (SettleDate == DateContext.SpotSettle)
        m_fcsCurveDisp = m_fcsCurve.GetMonitor()/*.Throttle(TimeSpan.FromSeconds(10),Scheduler.Default)*/.Subscribe(handleFcstCurveUpdate);

      if (SwapCurve.GetForecastCurve() == SwapCurve.GetDiscountCurve())
      {
        m_disCurve = m_fcsCurve;
      }
      else
      {
        m_disCurve = await IRCurveImpl.Get(SwapCurve.GetForecastCurve(), DateContext, cc_);
        if (SettleDate == DateContext.SpotSettle)
          m_disCurveDisp = m_disCurve.GetMonitor()/*.Throttle(TimeSpan.FromSeconds(10), Scheduler.Default)*/.Subscribe(handleDiscCurveUpdate);
      }

      // 
      var flds = new[] { BondMeasure.Price, BondMeasure.Yield };
      Array.ForEach(flds, fld =>
      {
        var d = listenToThis_.GetValue(fld);
        if (d.HasValue)
          m_measures.SetValue(fld, d.Value);
      });

      calcMMS();
      calcZSpread();

    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:34,代码来源:BondMeasureCalcSpreadsOverCurve.cs


示例4: GoSave

    public async Task GoSave(SI.Data.EventDef event_, CarbonClient cc_, bool completeReSave_=false)
    {
      var dates = getDates(event_);

      if (dates == null || dates.Count() == 0)
      {
        Logger.Debug(string.Format("Could not retrieve dates for {0}", event_), typeof(DateGetterBase));
        return;
      }

      var eventCurrentDates = await event_.GetEvents(TZ.GMT,cc_);

      // if doint a complete resave then need to load all, else work from the last point saved
      var earliestDate = completeReSave_ || eventCurrentDates == null || eventCurrentDates.Length == 0
        ? _START_DATE
        : eventCurrentDates.Last().AddMinutes(1d);

      int updateCount = 0;

      // whack in insert statements
      foreach (var date in dates.Where(x => x > earliestDate))
      {
        updateCount += 1;
        await event_.AddInGMTDateToLocalCache(date, cc_);
      }

      if (updateCount>0)
      {
        Logger.Debug(string.Format("About to save {0} dates for eventID:{1}", updateCount, event_), typeof(DateGetterBase));
        await event_.WriteGMTEventsDatesToCarbon(cc_);
        //Logger.Debug(string.Format("...{0}", success), typeof(DateGetterBase));
      }
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:33,代码来源:DateGetterBase.cs


示例5: GetAllEventsInRange

        public Tuple<DateTime, string>[] GetAllEventsInRange(CarbonClient cc_, DateTime start, DateTime end)
        {
            var eventHandlers = Singleton<EventDefs>.Instance;
            var eventCodes = new HashSet<Tuple<DateTime, string>>();
            //Parallel.ForEach(eventHandlers, eh =>
            //{
            //    var dates = eh.GetEvents(TZ.LN, cc_).Result;
            //    if (dates != null && dates.Any(d => d >= start && d <= end))
            //        eventCodes.Add(eh.EventCode);
            //});

            eventHandlers.ForEach(eh =>
            {
                var dates = eh.GetEvents(TZ.LN, cc_).Result;
                if (dates != null && dates.Any(d => d >= start && d <= end))
                {
                    var date = dates.Last(d => d <= end);
                    eh.Date = date;                    
                    eventCodes.Add(new Tuple<DateTime, string>(dates.Last(d => d <= end), eh.EventCode));
                }
                else if (dates != null && dates.Any())
                {
                    DateTime date;
                    date = dates.FirstOrDefault(d => d >= DateTime.Today);
                    if (date == default(DateTime))
                        date = dates.Last();
                    eh.Date = date;                    
                }
            });

            return eventCodes.ToArray();
        }
开发者ID:heimanhon,项目名称:researchwork,代码行数:32,代码来源:EventsModel.cs


示例6: GetEventDates

 public DateTime[] GetEventDates(string eventCode, CarbonClient cc_)
 {
     var eventHandler = Singleton<EventDefs>.Instance.FirstOrDefault(e => e.EventCode == eventCode);
     if(eventHandler != null)
          return eventHandler.GetEvents(TZ.LN, cc_).Result;
     return null;
 }
开发者ID:heimanhon,项目名称:researchwork,代码行数:7,代码来源:EventsModel.cs


示例7: PopulateData

    public async Task PopulateData(CarbonClient cc_)
    {
      var data = await cc_.GetStaticDataAsync(identifier: Identifier);

      if (data == null || data.Count == 0) return;

      foreach (var kvp in data[0].Properties)
      {
        switch (kvp.Key)
        {
          case "desc":
            Description = kvp.Value.AsString();
            break;
          case "firstTradeDt":
            FirstTrade = DateTime.ParseExact(kvp.Value.AsString(), "yyyyMMdd", CultureInfo.InvariantCulture);
            break;
          case "lastTradeDt":
            LastTrade = DateTime.ParseExact(kvp.Value.AsString(), "yyyyMMdd", CultureInfo.InvariantCulture);
            break;
          case "firstNoticeDt":
            FirstNotice = DateTime.ParseExact(kvp.Value.AsString(), "yyyyMMdd", CultureInfo.InvariantCulture);
            break;
          case "expirationDt":
            Expiration = DateTime.ParseExact(kvp.Value.AsString(), "yyyyMMdd", CultureInfo.InvariantCulture);
            break;
          case "lastDeliveryDt":
            LastDelivery = DateTime.ParseExact(kvp.Value.AsString(), "yyyyMMdd", CultureInfo.InvariantCulture);
            break;
        }
      }
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:31,代码来源:CarbonFuture.cs


示例8: Get

    public static async Task<DatedDataCollectionGen<double>> Get(string name_, CarbonClient cc_, bool force_ = false)
    {
      if (_cache.ContainsKey(name_) && !force_)
        return _cache[name_];

      try
      {
        var con = await DataFrameHelper.GetDataFrameByRow(
          name_: string.Format("ssys.trs.{0}",name_),
          keyExtractor_: x => (DateTime) x,
          valueExtractor_: (dict, vals) => Convert.ToDouble(vals[0]),
          cc_: cc_);

        var ddc = new DatedDataCollectionGen<double>(con.Keys.ToArray(), con.GetColumnValues(0));

        _cache[name_] = ddc;

        return ddc;
      }
      catch (Exception ex_)
      {
        _cache[name_] = null;
        Logger.Error(string.Format("Error getting timeseries for [{0}]", name_), typeof (TimeSeries), ex_);
        return null;
      }
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:26,代码来源:TimeSeries.cs


示例9: Create

    public async Task Create(CarbonClient cc_)
    {
      await interEventsPickOneSide1.Create(cc_);
      await interEventsPickOneSide2.Create(cc_);

      interEventsPickOneSide1.SelectedChanged += (x, y) =>
      {
        m_boundList.Clear();
      };

      interEventsPickOneSide2.SelectedChanged += (x, y) =>
      {
        m_boundList.Clear();
      };


      boundInfraGrid1.Bind(m_boundList);

      eventPreselectionControlYearQuarter1.Create();

      eventPreselectionControlYearQuarter1.PreselectionChanged += (x, y) =>
      {
        preselect();
      };
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:25,代码来源:InterEventsPick.cs


示例10: CalcContToRisk

    public async Task<double[]> CalcContToRisk(string[] exposureNames_, double[] exposureValues_, CarbonClient cc_)
    {
      // get indexes for instruments in covariance
      var indexes = new Tuple<int, bool>[exposureNames_.Length];
      for (int i = 0; i < indexes.Length; ++i)
        indexes[i] = await FindIndexOfInstrument(exposureNames_[i], cc_);

      // translate up the exposures into same dimensions as covariance
      var exposuresInCovarianceDimensions = new double[Keys.Count];
      for (int i = 0; i < indexes.Length; ++i)
      {
        if (indexes[i] == null) continue;
        exposuresInCovarianceDimensions[indexes[i].Item1] = (indexes[i].Item2 ? -1d : 1d) * exposureValues_[i];
      }

      // calculate contributions to risk
      var contToRisk = GetContToVar(exposuresInCovarianceDimensions);

      // translate back into porfolio dimensions
      var riskInPortfolioDimensions = new double[exposureValues_.Length];
      for (int i = 0; i < riskInPortfolioDimensions.Length; ++i)
      {
        if (indexes[i] == null) continue;
        riskInPortfolioDimensions[i] = contToRisk[indexes[i].Item1];
      }

      return riskInPortfolioDimensions;
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:28,代码来源:TRCovarianceWrapper.cs


示例11: GetAsConstruct

    public async Task<ConstructGenGen<string, double>> GetAsConstruct(DateTime date_, CarbonClient cc_)
    {
      var moniker = string.Format("ssys.dashboard.covariance_matrix.15.2.{0}", date_.ToString("yyyyMMdd"));

      ConstructGenGen<string, double> con;

      try
      {
        con = await DataFrameHelper.GetDataFrameCellByCell(
          name_: moniker,
          keyExtractor_: (x) => (string)x,
          valueExtractor_: (val) =>
          {
            double ret = 0d;
            if (val is IConvertible)
              ret = Convert.ToDouble(val) * 252d;
            return ret;
          },
          cc_: cc_);



      }
      catch (Exception ex_)
      {
        Logger.Error(string.Format("Error getting covariance for date [{0}]", date_.ToString("dd-MMM-yyyy")),
          typeof(Covariances), ex_);
        con = null;
      }

      return con;
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:32,代码来源:Covariances.cs


示例12: Go

    public async Task Go(bool force_ = false, bool backFillFromTStoo_=false)
    {
      registerAllMongoDocTypes();

      using (var cc = new CarbonClient("PRD"))
      {
        {
          // get sets of calendar combinations and gets distinct set
          var tups = (from swapCurve in SwapCurveDefinitions.AllDefinitions()
                      select Tuple.Create(swapCurve.OTHolidayCode, swapCurve.DaysToSpot))
            .FindDistinct(x => string.Format("{0}_{1}", x.Item1, x.Item2));

          // update for each distinct sets
          foreach (var tup in tups)
          {
            // update records of tenor dates

            await DatesWorker.DWInstance().GoAll(
              otHolidayCode_: tup.Item1,
              daysToSpot_: tup.Item2,
              cc_: cc,
              force_: force_);
          }
        }

        // update records of discount factors
        {
          // first, need the distinct set of component curves

          // select out all unique required discount factors
          var tups = (from swapCurve in SwapCurveDefinitions.AllDefinitions()
            from curve in swapCurve.AllCurves
            select Tuple.Create(swapCurve.OTHolidayCode, swapCurve.DaysToSpot, curve))
            .FindDistinct(x => string.Format("{0}_{1}_{2}", x.Item1, x.Item2, x.Item3.CarbonCurveName))
            .ToList();

          // now operate on all the sets
          foreach (var tup in tups)
          {
            await DFsWorker.DFInstance().GoAll(tup.Item1, tup.Item2, tup.Item3, cc);

            if (backFillFromTStoo_ && !string.IsNullOrEmpty(tup.Item3.SymmetryTSName))
              await DFsWorker.DFInstance().BackFillFromSymmetryTS(tup.Item1, tup.Item2, tup.Item3);
          }
        }

        // update constant maturity futures
        {
          CMFuturesWorker.FutInstance().GoAllSets();
        }

        // update all stats
        {
          StatsGenerationWorker.GetInstance().Go();
        }

        await PersistSetsForDeriveddataWorker.Go(cc); 

      }
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:60,代码来源:OvernightWorker.cs


示例13: GetAll

    public static async Task<IReadOnlyList<InstrumentETF>> GetAll(CarbonClient cc_)
    {
      if (_list == null)
        await populate(cc_);

      return _list == null ? null : new ReadOnlyCollection<InstrumentETF>(_list);
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:7,代码来源:InstrumentList_ETF.cs


示例14: Get

    public async Task<CovarianceWrapper> Get(DateTime date_, CarbonClient cc_)
    {
      if (m_cache.ContainsKey(date_))
        return m_cache[date_];

      var con = await GetAsConstruct(date_, cc_);

      if (con == null) return null;

      try
      {
        var asDbl = con.GetAllValues();

        if (asDbl.GetLength(0) != asDbl.GetLength(1))
        {
          throw new Exception("Covariance matrix is not square!");
        }

        var cov = new CovarianceWrapper(asDbl, con.ColumnHeadings);

        m_cache[date_] = cov;

        return cov;
      }
      catch (Exception ex_)
      {
        Logger.Error(string.Format("Error processing covariance for date [{0}]", date_.ToString("dd-MMM-yyyy")),
          typeof(Covariances), ex_);
      }

      return null;
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:32,代码来源:Covariances.cs


示例15: GetContracts

    public async Task<IEnumerable<CarbonFuture>> GetContracts(CarbonClient cc_)
    {
      if (m_contracts != null) return m_contracts;

      await populateData(cc_);

      return m_contracts;
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:8,代码来源:CarbonFutureChain.cs


示例16: GetByCcyCode

    public async static Task<FXInstrument> GetByCcyCode(string ccyCode_, CarbonClient cc_)
    {
      if (_list == null)
        await populate(cc_);

      return _list == null
        ? null
        : _list.FirstOrDefault(x => String.Compare(ccyCode_, x.Ccy, StringComparison.OrdinalIgnoreCase) == 0);
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:9,代码来源:List_FX.cs


示例17: GetCarbonClient

 //----------------------------------------------------------------------------------------
 public static CarbonClient GetCarbonClient()
 //----------------------------------------------------------------------------------------
 {
     if (carbonClient == null)
     {
        carbonClient = new CarbonClient("PRD");
     }
     return carbonClient;
 }
开发者ID:heimanhon,项目名称:researchwork,代码行数:10,代码来源:DataHandler.cs


示例18: HistoricalUnAllocatedPnl

 public HistoricalUnAllocatedPnl(CarbonClient cc_, PerfRow row_)
   : base(
   cc_: cc_,
   text_: string.Format("{0} unallocated pnl", row_.Underlying.RootName),
   row_: row_)
 {
   Image = DashboardResources.moneyBlack;
   DisplayStyle = ToolStripItemDisplayStyle.ImageAndText;
 }
开发者ID:heimanhon,项目名称:researchwork,代码行数:9,代码来源:HistoricalUnAllocatedPnl.cs


示例19: GetByName

    /// <summary>
    /// Find the first ccy with the given name.
    /// </summary>
    /// <param name="ccyName_">e.g. 'CADUSD' / 'AUDUSD' / 'USDMXN' / 'MXNUSD'</param>
    /// <param name="cc_"></param>
    /// <returns></returns>
    public static async Task<InstrumentFX> GetByName(string ccyName_, CarbonClient cc_)
    {
      if (_list == null)
        await populate(cc_);

      return _list == null
        ? null
        : _list.FirstOrDefault(x => string.Compare(ccyName_, x.Name, StringComparison.OrdinalIgnoreCase) == 0);
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:15,代码来源:InstrumentList_FX.cs


示例20: GetByBbgTicker

    public async static Task<FutureInstrument> GetByBbgTicker(string bbgTicker_, CarbonClient cc_)
    {
      if (_list == null)
        await populate(cc_);

      return _list == null
        ? null
        : _list.FirstOrDefault(x => String.Compare(bbgTicker_, x.Bbgticker, StringComparison.OrdinalIgnoreCase) == 0);
    }
开发者ID:heimanhon,项目名称:researchwork,代码行数:9,代码来源:List_Futures.cs



注:本文中的CarbonClient类示例整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。


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