ref_data_impl.hpp

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/******************************************************************************
** Copyright © 2016 by J.M.McGuiness, isimud@hussar.me.uk
**
** 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace MIT { namespace common {
 
constexpr inline
ref_data::security_id_key::security_id_key(element_type const &isin) noexcept(true)
: isin_(isin) {
}
 
inline
ref_data::security_id_key::security_id_key(ref_data::MF_Record const &mfr) noexcept(true)
: isin_(mfr.isin) {
}
 
inline bool
ref_data::security_id_key::operator==(security_id_key const &sik) const noexcept(true) {
   return isin_==sik.isin_;
}
 
inline bool
ref_data::security_id_key::operator<(security_id_key const &sik) const noexcept(true) {
   return isin_<sik.isin_;
}
 
inline std::string
ref_data::security_id_key::to_string() const noexcept(false) {
   std::ostringstream os;
   os
      <<"ISIN="<<isin_.to_string();
   return os.str();
}
 
inline ref_data::hash_security_id_key::element_type
ref_data::hash_security_id_key::operator()(security_id_key const sik) const noexcept {
   return sik.isin_.hash();
}
 
inline
ref_data::ref_data(std::istream &is) noexcept(false) {
   libjmmcg::line_iterator line_it(is), eof;
   while (line_it!=eof) {
      libjmmcg::csv_iterator semicolon_it(*line_it, ';');
      std::string sid=*semicolon_it;
      assert(!sid.empty());
      std::string isin=*std::next(semicolon_it, isin_field);
      assert(!isin.empty());
      const MF_Record mfr{
         boost::lexical_cast<common::SecurityID_t>(sid),
         boost::lexical_cast<security_id_key::element_type>(isin),
      };
      lookup_instrument_id_.emplace(security_id_key(mfr), mfr.instrument);
      lookup_isin_.emplace(mfr.instrument, security_id_key(mfr));
      ++line_it;
   }
}
 
inline std::string
ref_data::to_string() const noexcept(false) {
   std::ostringstream os;
   os
      <<"lookup_instrument_id: size="<<lookup_instrument_id_.size()<<", ";
   for (auto const &i : lookup_isin_) {
      os
         <<"security_id_key="<<i.first
         <<", ISIN="<<i.second;
   }
   os
      <<"lookup_isin: size="<<lookup_isin_.size()<<", ";
   for (auto const &i : lookup_isin_) {
      os
         <<"ISIN="<<i.first
         <<", security_id_key="<<i.second;
   }
   return os.str();
}
 
inline std::ostream &
operator<<(std::ostream &os, ref_data::security_id_key const &sik) noexcept(false) {
   os<<sik.to_string();
   return os;
}
 
inline std::ostream &
operator<<(std::ostream &os, ref_data const &rd) noexcept(false) {
   os<<rd.to_string();
   return os;
}
 
} } } } }