Name |
---|
Wombat |
System::Text |
Name | |
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class | Wombat::MamdaOptionExpirationDateSet A class that represents a set of expiration dates, each of which contains a set of strike prices (MamdaOptionStrikeSet), each of which contains a set of option contracts (MamdaOptionContractSet), each of which contains exchange-specific contracts. To access a set of strike prices for a given expiration date, use the get method (inherited from TreeMap). |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
using System;
using System.Text;
using Wombat.Containers;
namespace Wombat
{
public class MamdaOptionExpirationDateSet : TreeMap
{
public MamdaOptionExpirationDateSet()
{
}
public MamdaOptionExpirationDateSet(MamdaOptionExpirationDateSet copy)
{
copyStrikes(copy);
}
protected MamdaOptionExpirationDateSet(SortedMap map)
{
copyStrikes(map);
}
public MamdaOptionExpirationDateSet getExpirationsBefore(DateTime date)
{
SortedMap result = headMap(date.Date);
return new MamdaOptionExpirationDateSet(result);
}
public MamdaOptionExpirationDateSet getExpirations(int numExpirations)
{
Iterator keyIter = keySet().iterator();
DateTime date = DateTime.MinValue;
while (keyIter.hasNext() && (numExpirations >= 0))
{
date = (DateTime)keyIter.next();
--numExpirations;
}
if ((numExpirations == -1) && (date != DateTime.MinValue))
{
return getExpirationsBefore(date);
}
else
{
return new MamdaOptionExpirationDateSet(this);
}
}
public String toString()
{
Set entries = entrySet();
Iterator entryIter = entries.iterator();
StringBuilder result = new StringBuilder();
while (entryIter.hasNext())
{
MapEntry entry = (MapEntry)entryIter.next();
DateTime expireDate = (DateTime)entry.getKey();
MamdaOptionExpirationStrikes strikes = (MamdaOptionExpirationStrikes)entry.getValue();
result.AppendFormat("\n {0}={1}", mDateFormat.Format(expireDate), strikes);
}
return result.ToString();
}
public override string ToString()
{
return toString();
}
private void copyStrikes(SortedMap copy)
{
// Shallow copy is not good enough. We want a copy that deep
// copies the MamdaOptionExpirationStrikes, but not the
// contents of those strike sets.
DateTime today = DateTime.Today;
Set entries = copy.entrySet();
Iterator entryIter = entries.iterator();
while (entryIter.hasNext())
{
MapEntry entry = (MapEntry)entryIter.next();
DateTime expireDate = (DateTime)entry.getKey();
// Need to uncomment the following when we have a newer playback file
// to properly test with!
// if (expireDate > today)
{
MamdaOptionExpirationStrikes strikes = (MamdaOptionExpirationStrikes)entry.getValue();
put(expireDate, new MamdaOptionExpirationStrikes(strikes));
}
}
}
private static SimpleDateFormat mDateFormat = new SimpleDateFormat("MMMyy");
}
}
Updated on 2023-03-31 at 15:30:18 +0100