sirs

package
v4.1.19 Latest Latest
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Published: Aug 10, 2022 License: Apache-2.0 Imports: 6 Imported by: 0

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var ShowSecurityMasterCmd = &cobra.Command{
	Use:   "show <file-name>",
	Short: "show cusip -> symbol mapping of a given sirs file",
	Long: `This command shows the actual state of cusip -> symbol mapping at the given file - it displays information
	accumulated from the last snapshot and including the current file`,
	RunE: func(cmd *cobra.Command, args []string) error {
		if len(args) != 1 {
			return cmd.Help()
		}
		fileName := args[0]
		basePath := filepath.Dir(fileName)
		dateStr := filepath.Ext(fileName)[1:]
		log.Info("loading security master file: %s", dateStr)
		sirsFiles, err := sirs.CollectSirsFiles(basePath, dateStr)
		if err != nil {
			return err
		}
		master, err := sirs.BuildSecurityMasterMap(sirsFiles)
		if err != nil {
			return err
		}
		cusips := map[string]string{}
		symbols := make([]string, 0, len(master))
		for cusip, symbol := range master {
			if symbol != "" {
				cusips[symbol] = cusip
				symbols = append(symbols, symbol)
			}
		}
		sort.Strings(symbols)
		for _, symbol := range symbols {

			fmt.Println(symbol, cusips[symbol])
		}
		return nil
	},
}

ShowSecurityMasterCmd provides a command line option to view Symbol -> CUSIP mappings for a given SIRS file ICE provides a snapshot of securities information on each Friday and incremental updates relative to this snapshot from Monday till Thursday. Snapshots are named 'sirs.refresh.*' while updates are simply come in the form of 'sirs.*' This function shows the actual state of cusip -> symbol mapping at the given file - it displays information accumulated from the last snapshot and including the current file.

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Types

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