Breaking Out Fundamental Data for Greek Engine
This morning we realized that some of the fundamental data we are using in the Greek Engine is not fixed for each security, but in fact, is dependent on the prime broker for that trade. This means that we needed to take that piece of data out of the security definitions table, and make it a separate data table, with set names, and all that noise, so that we could define the right rate in the profiles.
It's a complicated way of saying we took what we believed to be a dependent variable in the Greek Engine and made it independent. The upshot of that is that we needed to be able to handle data source updates as well, and that means threading this new independent variable's updating scheme through out the code. Not horrible, but it takes time to do it right and update all the classes where the control logic needs to flow.
In the end, I wanted to get this done before lunch, and I just made it. Nicely done, as the last time I did this it took me all day.