adding a try/catch around the leg lookup

2019-05-28 16:58:27 -05:00
1 changed files with 9 additions and 3 deletions
@@ -321,9 +321,15 @@ namespace mbts.spark {
         return string.Empty;
      }

-      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
-         synthetic.Synthetic.Legs
-         .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
+      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) {
+         try {
+            var results = synthetic.Synthetic.Legs
+            .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone())).ToList();
+            return results;
+         } catch (KeyNotFoundException) {
+            return Enumerable.Empty<LegSpreaderParamsTuple>();
+         }
+      }

      void _close_new_leg_popup() {
         is_new_leg_popup_open = false;