Filtering.h

Go to the documentation of this file.

// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable
// OnixS Software Services Agreement (the Agreement) and Customer end user license
// agreements granting a non-assignable, non-transferable and non-exclusive license
// to use the software for it's own data processing purposes under the terms defined
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or
// reproduction of any part of this source code or associated reference material
// to any other location for further reproduction or redistribution, and any
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in
// accordance with the terms of the Agreement is a violation of copyright law.
//

#pragma once

#include <OnixS/CME/MDH/Integral.h>
#include <OnixS/CME/MDH/Security.h>
#include <OnixS/CME/MDH/TinySet.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Represents selection of instruments whose
/// market data is to be processed by the Handler.
class ONIXS_CMEMDH_LTWT InstrumentSelection
{
public:
    /// Collection of security ids specified
    /// for given instrument selection.
    typedef TinySet<SecurityId> SecurityIds;

    /// Collection of symbols specified
    /// for given instrument selection.
    typedef TinyStrSet Symbols;

    /// Collection of security groups specified
    /// for given instrument selection.
    typedef TinyStrSet SecurityGroups;

    /// Collection of assets specified
    /// for given instrument selection.
    typedef TinyStrSet Assets;

    /// Initializes empty selection.
    InstrumentSelection() {}

    /// Initializes selection as
    /// copy of the other instance.
    InstrumentSelection(const InstrumentSelection& other)
        : securityIds_(other.securityIds())
        , securityGroups_(other.securityGroups())
        , symbols_(other.symbols())
        , assets_(other.assets_)
    {
    }

    /// Securities selected by their identifiers.
    const SecurityIds& securityIds() const
    {
        return securityIds_;
    }

    /// Securities selected by their identifiers.
    SecurityIds& securityIds()
    {
        return securityIds_;
    }

    /// Securities selected by their groups.
    const SecurityGroups& securityGroups() const
    {
        return securityGroups_;
    }

    /// Securities selected by their groups.
    SecurityGroups& securityGroups()
    {
        return securityGroups_;
    }

    /// Securities selected by their symbols.
    const Symbols& symbols() const
    {
        return symbols_;
    }

    /// Securities selected by their symbols.
    Symbols& symbols()
    {
        return symbols_;
    }

    /// Securities selected by their assets.
    const Assets& assets() const
    {
        return assets_;
    }

    /// Securities selected by their assets.
    Assets& assets()
    {
        return assets_;
    }

    /// Clears selection.
    void clear()
    {
        securityIds_.clear();
        securityGroups_.clear();

        symbols_.clear();
        assets_.clear();
    }

    /// Re-initializes selection as
    /// copy of the other instance.
    InstrumentSelection& operator=(const InstrumentSelection& other)
    {
        if (this != &other)
        {
            SecurityIds ids(other.securityIds());

            SecurityGroups groups(other.securityGroups());

            Symbols symbols(other.symbols());

            Assets assets(other.assets());

            //

            securityIds_.swap(ids);
            securityGroups_.swap(groups);

            symbols_.swap(symbols);
            assets_.swap(assets);
        }

        return *this;
    }

private:
    SecurityIds securityIds_;
    SecurityGroups securityGroups_;

    Symbols symbols_;
    Assets assets_;
};

/// Serializes instrument selection into text presentation.
ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const InstrumentSelection&);

/// Serializes instrument selection into text presentation.
inline std::string toStr(const InstrumentSelection& selection)
{
    std::string str;

    toStr(str, selection);

    return str;
}

//

/// Checks whether security with given
/// identifier belongs to given selection.
inline bool selected(const InstrumentSelection::SecurityIds& ids, SecurityId id)
{
    return (ids.empty() || (ids.end() != ids.find(id)));
}

/// Checks whether security with given
/// attribute belongs to given selection.
inline bool selected(const TinyStrSet& selection, const StrRef& value)
{
    return (value.empty() || selection.empty() || (selection.end() != selection.find(value)));
}

/// Checks whether security
/// belongs to given selection.
inline bool selected(const InstrumentSelection& selection, const Security& security)
{
    return (
        selected(selection.securityIds(), security.id()) && selected(selection.securityGroups(), security.group())
        && selected(selection.symbols(), security.symbol()) && selected(selection.assets(), security.asset())
    );
}

ONIXS_CMEMDH_NAMESPACE_END