//! Converts a date to a tm struct. Throws out_of_range exception if date is a special value
inline
std::tm to_tm(const date& d)
{
if(d.is_pos_infinity() || d.is_neg_infinity() || d.is_not_a_date()){
std::string s = "tm unable to handle date value of ";
#if defined(USE_DATE_TIME_PRE_1_33_FACET_IO)
s += to_simple_string(d);
#else
std::ostringstream ss;
ss << d;
s += ss.str();
#endif // USE_DATE_TIME_PRE_1_33_FACET_IO
boost::throw_exception(std::out_of_range(s));
}
std::tm datetm;
boost::gregorian::date::ymd_type ymd = d.year_month_day();
datetm.tm_year = ymd.year-1900;
datetm.tm_mon = ymd.month-1;
datetm.tm_mday = ymd.day;
datetm.tm_wday = d.day_of_week();
datetm.tm_yday = d.day_of_year()-1;
datetm.tm_hour = datetm.tm_min = datetm.tm_sec = 0;
datetm.tm_isdst = -1; // negative because not enough info to set tm_isdst
return datetm;
}
void ShortPosition::cover(const date& dt, const Price& price, unsigned size) throw(PositionException)
{
if( closed() )
throw PositionException("Position is closed");
if( size == 0 || size > _size )
throw PositionException("Invalid size");
if( dt.is_not_a_date() )
throw PositionException("Invalid date");
if( _sExecutions.cover(_symbol, dt, price, size) == Execution::NullID )
throw PositionException("Invalid execution");
_avgCoverPrice = ((_avgCoverPrice * _covers) + (price * size)) / (_covers + size);
_size -= size;
_covers += size;
}
void ShortPosition::sell_short(const date& dt, const Price& price, unsigned size) throw(PositionException)
{
if( closed() )
throw PositionException("Position is closed");
if( size == 0 )
throw PositionException("Invalid size");
if( dt.is_not_a_date() )
throw PositionException("Invalid date");
if( _sExecutions.sell_short(_symbol, dt, price, size) == Execution::NullID )
throw PositionException("Invalid execution");
_avgShortPrice = ((_avgShortPrice * _shorts) + (price * size)) / (double)(_shorts + size);
_size += size;
_shorts += size;
}
ShortPosition::ShortPosition(ID id, const string& symbol, const date& dt, const Price& price, unsigned size) throw(PositionException):
Position(id, symbol),
_shorts(0),
_covers(0),
_avgShortPrice(0),
_avgCoverPrice(0)
{
if( size == 0 )
throw PositionException("Invalid size");
if( dt.is_not_a_date() )
throw PositionException("Invalid date");
if( _sExecutions.sell_short(_symbol, dt, price, size) == Execution::NullID )
throw PositionException("Invalid execution");
_avgShortPrice = ((_avgShortPrice * _shorts) + (price * size)) / (double)(_shorts + size);
_size += size;
_shorts += size;
}
void ParametersMap::insert(
const std::string& parameterName,
const date& value
){
insert(parameterName, value.is_not_a_date() ? string() : to_iso_extended_string(value));
}
