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C# MamaMsg.tryField方法代码示例

本文整理汇总了C#中Wombat.MamaMsg.tryField方法的典型用法代码示例。如果您正苦于以下问题:C# MamaMsg.tryField方法的具体用法?C# MamaMsg.tryField怎么用?C# MamaMsg.tryField使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在Wombat.MamaMsg的用法示例。


在下文中一共展示了MamaMsg.tryField方法的4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,您的评价将有助于系统推荐出更棒的C#代码示例。

示例1: findContract

        private MamdaOptionContract findContract(
            MamdaSubscription  subscription,
            MamaMsg            msg)
        {
            /*
            * NOTE: fields which are enums can be pubished as integers if feedhandler
            * uses mama-publish-enums-as-ints.  It may also be possible for a feed to
            * publish the numerical value as a string. All enumerated fields must be handled
            * by getting the value based on the field type.
            */

            // Look up the strike price and expiration date
            string contractSymbol = null;
            if (!msg.tryString(MamdaOptionFields.CONTRACT_SYMBOL, ref contractSymbol))
            {
                throw new MamdaDataException ("cannot find contract symbol");
            }

            string fullSymbol = contractSymbol;
            MamdaOptionContract contract = mChain.getContract(fullSymbol);
            if (contract == null)
            {
                string expireDateStr = String.Empty;
                double strikePrice = 0.0;
                string putCall = String.Empty;
                uint openInterest = 0;
                
                msg.tryString(MamdaOptionFields.EXPIRATION_DATE, ref expireDateStr);
                msg.tryF64(MamdaOptionFields.STRIKE_PRICE, ref strikePrice);

                if (msg.tryField (MamdaOptionFields.PUT_CALL, ref tmpfield_))
                {
                    putCall = getFieldAsString(tmpfield_);
                }

                int symbolLen = fullSymbol.Length;
                string symbol   = null;
                string exchange = null;
                int dotIndex = fullSymbol.LastIndexOf('.');
                if (dotIndex > 0)
                {
                    // Have exchange in symbol.
                    exchange = fullSymbol.Substring(dotIndex + 1);
                    symbol   = fullSymbol.Substring(0, dotIndex);
                }
                else
                {
                    exchange = "";
                    symbol = fullSymbol;
                }

                DateTime expireDate = DateTime.MinValue;
                try
                {
                    expireDate = mDateFormat.Parse(expireDateStr);
                }
                catch (FormatException e)
                {
                    throw new MamdaDataException (
                        String.Format("cannot parse expiration date: {0}", expireDateStr));
                }

                MamdaOptionContract.PutOrCall putCallchar = extractPutCall(msg,fullSymbol);
                contract = new MamdaOptionContract(
                    symbol,
                    exchange,
                    expireDate,
                    strikePrice,
                    putCallchar);

               MamdaOptionContract.ExerciseStyle exerciseStyleChar = extractExerciseStyle(msg,fullSymbol);
               contract.setExerciseStyle(exerciseStyleChar);

               
                if (msg.tryU32 (MamdaOptionFields.OPEN_INTEREST, ref openInterest))
                {
                    contract.setOpenInterest( (long)openInterest );
                }

                mChain.addContract(fullSymbol, contract);

                mLastActionContract = contract;
                mLastActionContractFieldState = MamdaFieldState.MODIFIED;
                mLastAction = MamdaOptionAction.Add;
                mLastActionFieldState = MamdaFieldState.MODIFIED;
                foreach (MamdaOptionChainHandler handler in mHandlers)
                {
                    handler.onOptionContractCreate(subscription, this, msg, contract, mChain);
                }
            }
            return contract;
        }
开发者ID:jacobraj,项目名称:MAMA,代码行数:92,代码来源:MamdaOptionChainListener.cs

示例2: extractExerciseStyle

 private MamdaOptionContract.ExerciseStyle extractExerciseStyle(
         MamaMsg            msg,
         string             fullSymbol)
     {
         MamdaOptionContract.ExerciseStyle exerciseStyle = MamdaOptionContract.ExerciseStyle.Unknown;
         int exerciseStyleInt = 0;   
        
         if (!msg.tryField (MamdaOptionFields.EXERCISE_STYLE, ref tmpfield_) )
         {
             Console.WriteLine("findContract:CANNOT find exercisestyle in msg:"+fullSymbol+exerciseStyle);                    
         }
         else
         {
             switch(tmpfield_.getType())
             {
                 case mamaFieldType.MAMA_FIELD_TYPE_I8:
                 case mamaFieldType.MAMA_FIELD_TYPE_U8:
                 case mamaFieldType.MAMA_FIELD_TYPE_I16:
                 case mamaFieldType.MAMA_FIELD_TYPE_U16:                
                     exerciseStyleInt =tmpfield_.getU16();
                 switch(exerciseStyleInt)
                 {
                     case 1:                                    
                         exerciseStyle = MamdaOptionContract.ExerciseStyle.American;
                         break;
                     case 2:
                         exerciseStyle = MamdaOptionContract.ExerciseStyle.European;
                         break;
                     case 3:                                    
                         exerciseStyle = MamdaOptionContract.ExerciseStyle.Capped;
                         break;
                     case 99:
                         exerciseStyle = MamdaOptionContract.ExerciseStyle.Unknown;
                         break;
                     default:
                         exerciseStyle = MamdaOptionContract.ExerciseStyle.Unknown;
                         Console.Write("Unhandled value for wExerciseStyle."+exerciseStyleInt);
                         break;
                     }
                     break;       
                     case mamaFieldType.MAMA_FIELD_TYPE_STRING:                      
                     string exerciseStyleStr = tmpfield_.getString();                             ;
                     switch (exerciseStyleStr[0])
                     {
                         case '1':
                         case 'A':                                        
                             exerciseStyle = MamdaOptionContract.ExerciseStyle.American;
                             break;
                         case '2':
                         case 'E':                                        
                             exerciseStyle = MamdaOptionContract.ExerciseStyle.European;
                             break;
                         case '3':
                         case 'C':                                       
                             exerciseStyle = MamdaOptionContract.ExerciseStyle.Capped;
                             break;
                         default:
                             exerciseStyle = MamdaOptionContract.ExerciseStyle.Unknown;
                             if ((exerciseStyleStr=="99") && (exerciseStyleStr=="Z"))
                             {
                                 Console.WriteLine("Unhandled value for wExerciseStyle."+exerciseStyleStr);
                             }
                             break;
                     }
                     break;
                 default:
                 exerciseStyle = MamdaOptionContract.ExerciseStyle.Unknown;
                 Console.WriteLine("Unhandled type for wExerciseStyle. Expected string or integer but returned:"+ tmpfield_.getType());
                 break;
             }
         }
         return  exerciseStyle;
     }
开发者ID:jacobraj,项目名称:MAMA,代码行数:73,代码来源:MamdaOptionChainListener.cs

示例3: extractPutCall

        private MamdaOptionContract.PutOrCall extractPutCall(
                MamaMsg        msg,
                string         fullSymbol)
            {
                MamdaOptionContract.PutOrCall putCall = MamdaOptionContract.PutOrCall.Unknown;
                int putCallInt = 0;               
                if (!msg.tryField (MamdaOptionFields.PUT_CALL, ref tmpfield_))
                {   
                    
                   Console.WriteLine("findContract:CANNOT find put/call in msg:"+fullSymbol+putCall);
                }
                else
                {
                    switch(tmpfield_.getType())
                    {
                        case mamaFieldType.MAMA_FIELD_TYPE_I8:
                        case mamaFieldType.MAMA_FIELD_TYPE_U8:
                        case mamaFieldType.MAMA_FIELD_TYPE_I16:
                        case mamaFieldType.MAMA_FIELD_TYPE_U16:                  
                            putCallInt = tmpfield_.getU16();
                        switch(putCallInt)
                        {
                            case 1:
                                putCall = MamdaOptionContract.PutOrCall.Put;
                                break;
                            case 2:
                                putCall = MamdaOptionContract.PutOrCall.Call;
                                break;
                            case 99:
                                putCall = MamdaOptionContract.PutOrCall.Unknown;
                                break;
                            default:
                                putCall =  MamdaOptionContract.PutOrCall.Unknown;                       
                                Console.WriteLine("Unhandled value for wPutCall."+ putCallInt);
                                break;
                        }
                        break; 
                        case mamaFieldType.MAMA_FIELD_TYPE_STRING:                       
                        string putCallStr = tmpfield_.getString();                      
                        switch (putCallStr[0])
                        {
                            case '1':
                            case 'P':
                                putCall = MamdaOptionContract.PutOrCall.Put;
                                break;
                            case '2':
                            case 'C':
                                putCall = MamdaOptionContract.PutOrCall.Call;
                                break;
                            default:
                                putCall = MamdaOptionContract.PutOrCall.Unknown; 
                                if ((putCallStr=="99") && (putCallStr=="Z"))
                                {
                                    Console.WriteLine("Unhandled value for wPutCall."+ putCallStr);

                                }
                                break;
                        }
                        break;
                        default:
                            putCall = MamdaOptionContract.PutOrCall.Unknown;               
                            Console.WriteLine("Unhandled type for wPutCall. Expected string or integer but returned: "+tmpfield_.getType());
                            break;
                    }
                }
                return putCall;
            }
开发者ID:jacobraj,项目名称:MAMA,代码行数:67,代码来源:MamdaOptionChainListener.cs

示例4: updateFundamentalFields

        private void updateFundamentalFields(MamaMsg msg)
        {
            /*
            * NOTE: fields which are enums can be pubished as integers if feedhandler
            * uses mama-publish-enums-as-ints.  It may also be possible for a feed to
            * publish the numerical value as a string. All enumerated fields must be handled
            * by getting the value based on the field type.
            */

            if (msg.tryDateTime(MamdaFundamentalFields.SRC_TIME, ref mSrcTimeStr))
              mSrcTimeStrFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryDateTime(MamdaFundamentalFields.ACTIVITY_TIME, ref mActTimeStr))
              mActTimeStrFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryString(MamdaFundamentalFields.CORP_ACT_TYPE, ref mCorpActType))
              mCorpActTypeFieldState = MamdaFieldState.MODIFIED;
            
            if(msg.tryField (MamdaFundamentalFields.DIVIDEND_FREQ, ref mTmpfield))
            {
                mDivFreq = getFieldAsString(mTmpfield);
                mDivFreqFieldState = MamdaFieldState.MODIFIED;
            }

            if (msg.tryString(MamdaFundamentalFields.DIVIDEND_EX_DATE, ref mDivExDate))
              mDivExDateFieldState = MamdaFieldState.MODIFIED;
            
            if(msg.tryString(MamdaFundamentalFields.DIVIDEND_PAY_DATE, ref mDivPayDate))
              mDivPayDateFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryString(MamdaFundamentalFields.DIVIDEND_REC_DATE, ref mDivRecordDate))
              mDivRecordDateFieldState = MamdaFieldState.MODIFIED;
            
            if(msg.tryString(MamdaFundamentalFields.DIVIDEND_CURRENCY, ref mDivCurrency))
              mDivCurrencyFieldState = MamdaFieldState.MODIFIED;

            if (msg.tryString(MamdaFundamentalFields.MRKT_SEGM_NATIVE, ref mMrktSegmNative))
              mMrktSegmNativeFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryString(MamdaFundamentalFields.MRKT_SECT_NATIVE, ref mMrktSectNative))
              mMrktSectNativeFieldState = MamdaFieldState.MODIFIED;

            if(msg.tryField (MamdaFundamentalFields.MRKT_SEGMENT, ref mTmpfield))
            {
                mMarketSegment = getFieldAsString(mTmpfield);
                mMarketSegmentFieldState = MamdaFieldState.MODIFIED;
            }

            if(msg.tryField (MamdaFundamentalFields.MRKT_SECTOR, ref mTmpfield))
            {
                mMarketSector = getFieldAsString(mTmpfield);
                mMarketSectorFieldState = MamdaFieldState.MODIFIED;
            }

            if (msg.tryI64  (MamdaFundamentalFields.SHARES_OUT, ref mSharesOut))
              mSharesOutFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryI64  (MamdaFundamentalFields.SHARES_FLOAT, ref mSharesFloat))
              mSharesFloatFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryI64  (MamdaFundamentalFields.SHARES_AUTH, ref mSharesAuth))
              mSharesAuthFieldState = MamdaFieldState.MODIFIED;

            if (msg.tryF64(MamdaFundamentalFields.DIVIDEND_PRICE, ref mDividendPrice))
              mDividendPriceFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryF64(MamdaFundamentalFields.EARN_PER_SHARE, ref mEarnPerShare))
              mEarnPerShareFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryF64(MamdaFundamentalFields.VOLATILITY, ref mVolatility))
              mVolatilityFieldState = MamdaFieldState.MODIFIED;

            if (msg.tryF64(MamdaFundamentalFields.PRICE_EARN_RATIO, ref mPeRatio))
              mPeRatioFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryF64(MamdaFundamentalFields.YIELD, ref mYield))
              mYieldFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryF64(MamdaFundamentalFields.HIST_VOLATILITY, ref mHistVolatility))
              mHistVolatilityFieldState = MamdaFieldState.MODIFIED;
            
            if (msg.tryF64(MamdaFundamentalFields.RISK_FREE_RATE, ref mRiskFreeRate))
              mRiskFreeRateFieldState = MamdaFieldState.MODIFIED;
        }
开发者ID:jacobraj,项目名称:MAMA,代码行数:84,代码来源:MamdaFundamentalListener.cs


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