Updates to support calculated betas in the fundamental feed.

MarketDataLib/MarketDataModel/FundamentalV2.cs

@@ -0,0 +1,76 @@
+using System;
+using System.Collections.Generic;
+using System.Net.Http.Headers;
+using System.Text;
+using MarketData.Utils;
+
+namespace MarketData.MarketDataModel
+{
+  public class FundamentalsV2 : Dictionary<String,FundamentalV2>
+  {
+    public FundamentalsV2()
+    {
+    }
+  }
+  public class FundamentalV2
+  {
+    private String symbol;
+    private DateTime asOf;
+    private double marketCap;
+    private double pe;
+    private double ebitda;     
+    private double revenuePerShare;    
+    private double beta;
+    private double betaCalc36;
+    private double betaCalc06;
+
+    public FundamentalV2()
+    {
+    }
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+    public DateTime AsOf
+    {
+      get { return asOf; }
+      set { asOf = value; }
+    }
+    public double MarketCap
+    {
+      get { return marketCap; }
+      set { marketCap = value; }
+    }
+    public double PE
+    {
+      get { return pe; }
+      set { pe = value; }
+    }
+    public double RevenuePerShare
+    {
+      get { return revenuePerShare; }
+      set { revenuePerShare = value; }
+    }  
+    public double EBITDA
+    {
+      get { return ebitda; }
+      set { ebitda = value; }
+    }      
+    public double Beta
+    {
+      get { return beta; }
+      set { beta = value; }
+    }      
+    public double BetaCalc36
+    {
+      get { return betaCalc36; }
+      set { betaCalc36 = value; }
+    }      
+    public double BetaCalc06
+    {
+      get { return betaCalc06; }
+      set { betaCalc06 = value; }
+    }      
+  }
+}

MarketDataLib/MarketDataModel/Fundamentals.cs

@@ -18,6 +18,8 @@ namespace MarketData.MarketDataModel
     private DateTime asOf;
     private DateTime nextEarningsDate;
     private double beta;
+    private double betaCalc36;
+    private double betaCalc06;
     private double low52;
     private double high52;
     private Int64 volume;
@@ -74,6 +76,16 @@ namespace MarketData.MarketDataModel
       get { return beta; }
       set { beta = value; }
     }
+    public double BetaCalc36
+    {
+      get { return betaCalc36; }
+      set { betaCalc36 = value; }
+    }
+    public double BetaCalc06
+    {
+      get { return betaCalc06; }
+      set { betaCalc06 = value; }
+    }
     public double Low52
     {
       get { return low52; }
@@ -329,6 +341,8 @@ namespace MarketData.MarketDataModel
         sb.Append("Source,");
         sb.Append("NextEarningsDate").Append(",");
         sb.Append("Beta").Append(",");
+        sb.Append("BetaCalc36").Append(",");
+        sb.Append("BetaCalc06").Append(",");
         sb.Append("Low52").Append(",");
         sb.Append("High52").Append(",");
         sb.Append("Volume").Append(",");
@@ -366,6 +380,8 @@ namespace MarketData.MarketDataModel
       sb.Append(null == Source ? "" : Source).Append(",");
       sb.Append(Utility.DateTimeToStringMMSDDSYYYY(NextEarningsDate)).Append(",");
       sb.Append(String.Format("{0:0.00}",Beta )).Append(",");
+      sb.Append(String.Format("{0:0.00}",BetaCalc36 )).Append(",");
+      sb.Append(String.Format("{0:0.00}",BetaCalc06 )).Append(",");
       sb.Append(String.Format("{0:0.00}",Low52)).Append(",");
       sb.Append(String.Format("{0:0.00}",High52)).Append(",");
       sb.Append(String.Format("{0:0.00}", Volume)).Append(",");