Cleaning Up a Mess in InstrumentMap
Late today I had to start the process of re-writing two very important parts of the greek engine that I had given to another guy on the team. I don't like doing this for a lot of reasons - not the least of which is the fact that we lost a ton of time. I blame myself far more than I blame him - he was doing his best, and trying to get it all done to impress me. I was hoping that his little "updates" were correct, and I failed us both. Badly.
So I had to take it back, and I had to start looking at what was and quickly think about what I wanted it to be. The job I set before myself this evening was to get the "map" of Instruments in order. This is basically a trie with a thread-safe list that are going to hold the families of instruments - the stock and all it's futures, their options, and the options on the stock. It's a bit of a mess, but that's the nature of the beast. The idea was that this structure was going to make it easier to deal with these families.
There were a lot of things that were very broken. It took a couple of hours, but I was able to clean this up and cut out a lot of mess. Getting it to a point that it can do the job for me starting tomorrow when I have to handle the really nasty problem - the InstrumentFactory.
That's going to be nasty.