Merge branch 'master' of https://github.com/cetusfinance/qwack

cetusfinance · Sep 14, 2021 · 9b89cb4 · 9b89cb4
2 parents 7c4c1b4 + ea19ec0
commit 9b89cb4
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Showing 4 changed files with 11 additions and 8 deletions.
diff --git a/clients/Qwack.CLI/Program.cs b/clients/Qwack.CLI/Program.cs
@@ -32,11 +32,13 @@ static void Main(string[] args)
             var commandRows = new List<CommandFileRow>();
             using var textReader = File.OpenText(FileName);
             {
-                using var csv = new CsvReader(textReader);
+                var cfg = new CsvConfiguration(System.Globalization.CultureInfo.InvariantCulture)
                 {
-                    csv.Configuration.HasHeaderRecord = false;
-                    csv.Configuration.CultureInfo = System.Globalization.CultureInfo.InvariantCulture;
-                    csv.Configuration.MissingFieldFound = null;
+                    HasHeaderRecord = false,
+                    MissingFieldFound = null
+                };
+                using var csv = new CsvReader(textReader, cfg);
+                {      
                     commandRows = csv.GetRecords<CommandFileRow>().ToList();
                 }
             }

diff --git a/clients/Qwack.CLI/Qwack.CLI.csproj b/clients/Qwack.CLI/Qwack.CLI.csproj
@@ -20,7 +20,7 @@
   </ItemGroup>
 
   <ItemGroup>
-    <PackageReference Include="CsvHelper" Version="12.2.2" />
+    <PackageReference Include="CsvHelper" Version="27.1.0" />
     <PackageReference Include="Utility.CommandLine.Arguments" Version="4.0.0" />
   </ItemGroup>
 

diff --git a/clients/Qwack.Excel/Qwack.Excel.csproj b/clients/Qwack.Excel/Qwack.Excel.csproj
@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <Import Project="..\..\common.props" />
   <PropertyGroup>
     <TargetFramework>net471</TargetFramework>
@@ -37,7 +37,7 @@
   </ItemGroup>
 
   <ItemGroup>
-      <PackageReference Include="CsvHelper" Version="12.2.2" />
+      <PackageReference Include="CsvHelper" Version="27.1.0" />
       <PackageReference Include="ExcelDna.AddIn" Version="1.5.0-rc1" />
       <PackageReference Include="ExcelDna.Integration" Version="1.5.0-rc1" />
       <PackageReference Include="Microsoft.Extensions.Configuration" Version="3.1.0" />

diff --git a/test/Qwack.Models.Tests/PFETests.cs b/test/Qwack.Models.Tests/PFETests.cs
@@ -54,7 +54,7 @@ public void TurboPFETest()
             var am = GetModel();
             var swap = AssetProductFactory.CreateTermAsianSwap(valDate.AddDays(100), valDate.AddDays(100), assetPrice, "CL", null, valDate.AddDays(101), usd);
             swap.DiscountCurve = "USD";
-
+            swap.TradeId = "BLAH";
             var pfe = swap.QuickPFE(CI, am);
 
             var t = am.BuildDate.CalculateYearFraction(swap.AverageEndDate, Transport.BasicTypes.DayCountBasis.Act365F);
@@ -70,6 +70,7 @@ public void QuickPFETest()
             var am = GetModel();
             var swap = AssetProductFactory.CreateTermAsianSwap(valDate.AddDays(100), valDate.AddDays(100), assetPrice, "CL", null, valDate.AddDays(101), usd);
             swap.DiscountCurve = "USD";
+            swap.TradeId = "BLAH";
             var pf = new Portfolio { Instruments = new List<IInstrument> { swap } };
 
             var pfeCube = QuickPFECalculator.Calculate(am, pf, CI, usd, TestProviderHelper.CurrencyProvider, TestProviderHelper.CalendarProvider);