Last active
December 5, 2017 23:10
-
-
Save jakesays-old/a6964a88c5b1588ff0e5eb7c7f54f826 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
products.AddRange(from row in sheet.GetRowEnumerator() | |
.AsEnumerable<HSSFRow>() | |
.SkipUntil(r => r.Cells[0].StringCellValue == "Clearing") | |
let clearingSymbol = row.Cells[clearingCell].StringCellValue | |
let globexSymbol = row.Cells[globexCell].StringCellValue | |
let floorSymbol = row.Cells[floorCell].StringCellValue | |
let clearportSymbol = row.Cells[clearportCell].StringCellValue | |
let productName = row.Cells[productNameCell].StringCellValue | |
let specUrl = row.Cells[productNameCell].Hyperlink?.Address | |
let @group = row.Cells[groupCell].StringCellValue | |
let subGroup = row.Cells[subGroupCell].StringCellValue | |
let category = row.Cells[categoryCell].StringCellValue | |
let subCategory = row.Cells[subCategoryCell].StringCellValue | |
let clearedAs = row.Cells[clearedAsCell].StringCellValue | |
let exchange = row.Cells[exchangeCell].StringCellValue | |
let volume = (decimal) row.Cells[volumeCell].NumericCellValue | |
let openInterest = (decimal) row.Cells[openInterestCell].NumericCellValue | |
select new CmeProduct(clearingSymbol, globexSymbol, floorSymbol, clearportSymbol, | |
productName, specUrl, @group, subGroup, category, subCategory, clearedAs, | |
GetSymbolType(@group), GetMarketType(exchange), volume, openInterest)); |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment