THRUPPENCE

mt1976 · Jan 20, 2020 · 60628da · 60628da
1 parent 9d66ee1
commit 60628da
Show file tree

Hide file tree

Showing 18 changed files with 193 additions and 201 deletions.
diff --git a/SIENA.BP/SIENA.BC.FXSPOT.HELPER b/SIENA.BP/SIENA.BC.FXSPOT.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.BC.FXSPOT.HELPER(PROCESS.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 $INCLUDE UTIL.BP I_UTIL.H
 

diff --git a/SIENA.BP/SIENA.ECB.HELPER b/SIENA.BP/SIENA.ECB.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.ECB.HELPER(PROCESS.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 
 * INITIALISE

diff --git a/SIENA.BP/SIENA.FORWARDS.HELPER b/SIENA.BP/SIENA.FORWARDS.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.FORWARDS.HELPER(PROCESS.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 $INCLUDE UTIL.BP I_UTIL.H
 
@@ -40,10 +40,10 @@ $INCLUDE UTIL.BP I_UTIL.H
    PRECISION precisionValue
 
    CCYPAIR.LIST = "" ; NO.PAIRS = -1
-   CALL U_OS.GET.LIST("SIENA.CONFIG", "forwards", "X", CCYPAIR.LIST, NO.PAIRS)
+   CALL U_OS.GET.LIST("SIENA.CONFIG", "ccyPair", "X", CCYPAIR.LIST, NO.PAIRS)
 
    TENOR.LIST = "" ; NO.TENORS = -1
-   CALL U_OS.GET.LIST("SIENA.CONFIG", "forward_tenors", "TENOR", TENOR.LIST, NO.TENORS)
+   CALL U_OS.GET.LIST("SIENA.CONFIG", "ccyTenor", "TENOR", TENOR.LIST, NO.TENORS)
 
    CALL U_CRT.INFO("NO PAIRS", NO.PAIRS)
    OUTPUT.DATA = ""

diff --git a/SIENA.BP/SIENA.FXCCYUPDATE.HELPER b/SIENA.BP/SIENA.FXCCYUPDATE.HELPER
@@ -13,59 +13,75 @@ $INCLUDE UTIL.BP I_UTIL.H
 $INCLUDE UTIL.BP F_UTIL.LOG.EVENT.H
 
 * INITIALISE
-   CALL U_START(PROCESS.NAME)
+  CALL U_START(PROCESS.NAME)
 * Setup some temp locations for input data
+  FN.SIENA.CONFIG = "SIENA.CONFIG" ; FV.SIENA.CONFIG = "" ; STOP.ON.ERROR = @TRUE ; ERROR.TEXT = ""
+  CALL U_OPENFILE(FN.SIENA.CONFIG, FV.SIENA.CONFIG, STOP.ON.ERROR, ERROR.TEXT)
+  ID.SIENA.CONFIG = ""
 
-ID.SIENA.CONFIG = ""
-
-   ERROR.TEXT = ""; STOP.ON.ERROR = @TRUE ; VERBOSE = @TRUE
+  ERROR.TEXT = ""; STOP.ON.ERROR = @TRUE ; VERBOSE = @TRUE
 * OPEN FILES
 
-   CALL U_HEADER("SIENA - Update CCY's to Deliver")
+  CALL U_HEADER("eurobase - Update CCY's to request")
+
+  SOURCES.LIST = "" ; NO.SOURCES = -1
+  CALL U_OS.GET.LIST("SIENA.CONFIG", "ccyPairSources", "SOURCE", SOURCES.LIST, NO.SOURCES)
+
+ FOR I = 1 TO NO.SOURCES
+
+   THIS.SOURCE = SOURCES.LIST<I>
+   THIS.SOURCE = CONVERT("|", @AM, THIS.SOURCE)
+
+    SQL.FIELDS   = "CodeMajorCurrencyIsoCode,CodeMinorCurrencyIsoCode"
+    SQL.TABLE    = "dbo.CurrencyPair"
+    SQL.WHERE    = "Active=1"
+    RES.COLUMNS  = ""
+    RES.DATA     = ""
+    RES.COUNT    = ""
+    SQL.KNOWN.AS = THIS.SOURCE<1>
+    SQL.ADDRESS  = THIS.SOURCE<2>
+    SQL.DATABASE = THIS.SOURCE<3>
+
+    CALL U_CRT.INFO("SOURCE", THIS.SOURCE)
 
-   SQL.FIELDS   = "CodeMajorCurrencyIsoCode,CodeMinorCurrencyIsoCode"
-   SQL.TABLE    = "dbo.CurrencyPair"
-   SQL.DATABASE = "rel_gateway_sal_prd_demo-sys-3"
-   SQL.WHERE    = "Active=1"
-   RES.COLUMNS  = ""
-   RES.DATA     = ""
-   RES.COUNT    = ""
+    GOSUB UPDATE.LIST
+  NEXT I
+  CALL U_STOP(PROCESS.NAME)
 
-   CALL U_MSSQL.SELECT(SQL.FIELDS, SQL.TABLE, SQL.DATABASE, SQL.WHERE, VERBOSE, ID.RESULT,RES.COLUMNS,RES.DATA,RES.COUNT)
+  RETURN
 
-      CALL U_CRT.INFO("RESULT", ID.RESULT)
-      CALL U_CRT.RECORD(RES.COLUMNS)
-      CALL U_CRT.RECORD(RES.DATA)
-      CALL U_CRT.INFO("NO RECORDS",RES.COUNT)
+UPDATE.LIST:
+  CALL U_MSSQL.SELECT(SQL.FIELDS, SQL.TABLE, SQL.ADDRESS, SQL.DATABASE, SQL.WHERE, VERBOSE, ID.RESULT,RES.COLUMNS,RES.DATA,RES.COUNT)
+  CALL U_CRT.INFO("RESULT", ID.RESULT)
+  CALL U_CRT.RECORD(RES.COLUMNS)
+  CALL U_CRT.RECORD(RES.DATA)
+  CALL U_CRT.INFO("NO RECORDS",RES.COUNT)
 
-ID.SIENA.CONFIG = SQL.DATABASE:"_forwards.list"
+  ID.SIENA.CONFIG = "tmp_":SQL.KNOWN.AS:"_ccyPair.list"
 
-R.NEW.LIST = ""
-R.NEW.LIST<-1> = "#=----------------------------------------------------------------------------="
-R.NEW.LIST<-1> = "#=AUTO GENERATED - FX SPOT & FORWARD CURVES TO FETCH="
-R.NEW.LIST<-1> = "#=GENERATED at ":OCONV(TIME(),"MTS."):" on ":OCONV(DATE(),"D4/"):"="
-R.NEW.LIST<-1> = "#=For ":ID.SIENA.CONFIG:" in SIENA.CONFIG="
-R.NEW.LIST<-1> = "#=----------------------------------------------------------------------------="
+  R.NEW.LIST = ""
+  R.NEW.LIST<-1> = "#=----------------------------------------------------------------------------="
+  R.NEW.LIST<-1> = "#=AUTO GENERATED - FX SPOT & FORWARD CURVES TO FETCH="
+  R.NEW.LIST<-1> = "#=GENERATED at ":OCONV(TIME(),"MTS."):" on ":OCONV(DATE(),"D4/"):"="
+  R.NEW.LIST<-1> = "#=Temp file is ":ID.SIENA.CONFIG:" in SIENA.CONFIG="
+  R.NEW.LIST<-1> = "#=----------------------------------------------------------------------------="
 
-FOR THIS.PAIR.POS = 1 TO RES.COUNT
-CCY.PAIR = RES.DATA<THIS.PAIR.POS,1>:RES.DATA<THIS.PAIR.POS,2>
-CALL U_CRT.INFO("PAIR",CCY.PAIR)
-R.NEW.LIST<-1> = "X=":CCY.PAIR:"="
-NEXT THIS.PAIR.POS
+  FOR THIS.PAIR.POS = 1 TO RES.COUNT
+    CCY.PAIR = RES.DATA<THIS.PAIR.POS,1>:RES.DATA<THIS.PAIR.POS,2>
+    CALL U_CRT.INFO("PAIR",CCY.PAIR)
+    R.NEW.LIST<-1> = "X=":CCY.PAIR:"="
+  NEXT THIS.PAIR.POS
 
-FN.SIENA.CONFIG = "SIENA.CONFIG" ; FV.SIENA.CONFIG = "" ; STOP.ON.ERROR = @TRUE ; ERROR.TEXT = ""
-CALL U_OPENFILE(FN.SIENA.CONFIG, FV.SIENA.CONFIG, STOP.ON.ERROR, ERROR.TEXT)
-CALL U_WRITE(FV.SIENA.CONFIG, ID.SIENA.CONFIG, R.NEW.LIST, STOP.ON.ERROR, ERROR.TEXT)
+  CALL U_WRITE(FV.SIENA.CONFIG, ID.SIENA.CONFIG, R.NEW.LIST, STOP.ON.ERROR, ERROR.TEXT)
 
-R.UTIL.LOG.EVENT = ""
-R.UTIL.LOG.EVENT<U_LOG_EVENT> = 'REGENERATE'
-R.UTIL.LOG.EVENT<U_LOG_MSG>   = 'SIENA.CONFIG UPDATED'
-R.UTIL.LOG.EVENT<U_LOG_ID>    = ID.SIENA.CONFIG
+  R.UTIL.LOG.EVENT = ""
+  R.UTIL.LOG.EVENT<U_LOG_EVENT> = 'REGENERATE'
+  R.UTIL.LOG.EVENT<U_LOG_MSG>   = 'SIENA.CONFIG UPDATED'
+  R.UTIL.LOG.EVENT<U_LOG_ID>    = ID.SIENA.CONFIG
 
-CALL U_CRT.RECORD(R.NEW.LIST)
-CALL U_LOG.CMD("", R.UTIL.LOG.EVENT)
+  CALL U_CRT.RECORD(R.NEW.LIST)
+  CALL U_LOG.CMD("", R.UTIL.LOG.EVENT)
 
-   CALL U_STOP(PROCESS.NAME)
+RETURN
 
-   RETURN
 END
diff --git a/SIENA.BP/SIENA.FXSP.HELPER b/SIENA.BP/SIENA.FXSP.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.FXSP.HELPER(PROCESS.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 $INCLUDE UTIL.BP I_UTIL.H
 

diff --git a/SIENA.BP/SIENA.GILTS.HELPER b/SIENA.BP/SIENA.GILTS.HELPER
@@ -11,7 +11,7 @@ SUBROUTINE SIENA.GILTS.HELPER(PROCESS.NAME)
 *
 $INCLUDE UTIL.BP I_UTIL.H
 $INCLUDE UTIL.BP I_UKTREASURY.H
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 *** https://www.londonstockexchange.com/download/csv/tbLSEBondsDownloadCSV_en.csv
 ***
 * INITIALISE

diff --git a/SIENA.BP/SIENA.MM.HELPER b/SIENA.BP/SIENA.MM.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.MM.HELPER(PROCESS.NAME, PROCESS.TYPE)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 * INITIALISE
    CALL U_START(PROCESS.NAME)

diff --git a/SIENA.BP/SIENA.NI.NAME b/SIENA.BP/SIENA.NI.NAME
@@ -10,7 +10,7 @@ SUBROUTINE SIENA.NI.NAME(IO.NAME, COUPON.VALUE, MATURITY.DATE)
 * -----------------------------------------------------------------------------
 *
 $INCLUDE UTIL.BP I_UTIL.H
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 
 
    MANIP.ARRAY = CONVERT(" ", @AM, IO.NAME)

diff --git a/SIENA.BP/SIENA.SCRIPT.HELPER b/SIENA.BP/SIENA.SCRIPT.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.SCRIPT.HELPER(SCRIPT.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 
 * INITIALISE

diff --git a/SIENA.BP/SIENA.TBILLS.HELPER b/SIENA.BP/SIENA.TBILLS.HELPER
@@ -9,7 +9,7 @@ SUBROUTINE SIENA.ECB.HELPER(PROCESS.NAME)
 *                : on ldn-srv-ubnt01 (Linux)
 * -----------------------------------------------------------------------------
 *
-$INCLUDE UTIL.BP I_UTIL.TRANSLATE.H
+$INCLUDE UTIL.BP F_UTIL.TRANSLATE.H
 $INCLUDE UTIL.BP I_RATECSV.H
 
 * INITIALISE

diff --git a/SIENA.CONFIG/ccyDatabases.list → SIENA.CONFIG/ccyPair.list b/SIENA.CONFIG/ccyDatabases.list → SIENA.CONFIG/ccyPair.list
diff --git a/SIENA.CONFIG/forwards.list → SIENA.CONFIG/ccyPairSources.list b/SIENA.CONFIG/forwards.list → SIENA.CONFIG/ccyPairSources.list
@@ -1,6 +1,6 @@
 #=----------------------------------------------------------------------------=
 #=FX SPOT & FORWARD CURVES TO FETCH=
-X=GBPUSD=
+SOURCE=37-3|192.168.1.1|rel_gw3=
 X=EURUSD=
 X=USDCAD=
 X=EURCAD=

diff --git a/SIENA.CONFIG/forward_tenors.list → SIENA.CONFIG/ccyTenor.list b/SIENA.CONFIG/forward_tenors.list → SIENA.CONFIG/ccyTenor.list
diff --git a/UTIL.BP/I_UTIL.LOG.EVENT.H b/UTIL.BP/I_UTIL.LOG.EVENT.H
diff --git a/UTIL.BP/I_UTIL.TRANSLATE.H b/UTIL.BP/I_UTIL.TRANSLATE.H