void loadPrevious()
{
if (bundle != null)
{
// Debug.Log("Testing in previous");
bundle.Unload(false);
}
// Debug.Log("Testing Inside focus-13");
Destroy(mBundleInstance);
mBundleInstance.SetActive(false);
//changed on 11/6/19
mAttached = false;
AndroidJavaClass UnityPlayer = new AndroidJavaClass("com.unity3d.player.UnityPlayer");
currentActivity = UnityPlayer.GetStatic <AndroidJavaObject>("currentActivity");
if (orders.Count > 0)
{
flag_order = 1;
var a = new WrapperClass()
{
list = orders
};
json = JsonUtility.ToJson(a);
}
else
{
flag_order = 0;
json = "null";
}
currentActivity.Call("onBackAndroid", flag_order, json, panId);
}
public static WrapperClass GetEverything()
{
var wrapper = new WrapperClass();
// set wrapper properties
return(wrapper);
}
void loadScne()
{
if (bundle != null)
{
bundle.Unload(false);
}
Destroy(mBundleInstance);
mAttached = true;
AndroidJavaClass UnityPlayer = new AndroidJavaClass("com.unity3d.player.UnityPlayer");
currentActivity = UnityPlayer.GetStatic <AndroidJavaObject>("currentActivity");
var a = new WrapperClass()
{
list = orders
};
string json = JsonUtility.ToJson(a);
Debug.Log("JSON" + json);
loadingpanel.SetActive(true);
currentActivity.Call("onGameFinish", json);
}
protected override MyCollection Revert(WrapperClass value)
{
var c = new MyCollection();
c.AddRange(value.Items);
c.MyField = value.MyField;
return(c);
}
protected override MyCollection Revert(string fieldName, WrapperClass fieldValue)
{
var c = new MyCollection();
c.AddRange(fieldValue.Items);
c.MyField = fieldValue.MyField;
return(c);
}
static void Main(string[] args)
{
Console.WriteLine("---------Start---------");
var wrapper = new WrapperClass();
wrapper.Run();
Console.WriteLine("---------End---------");
}
public static WrapperClass GetEverything()
{
var wrapper = new WrapperClass();
wrapper.DayNightControl = DNControl.Instance;
wrapper.MapHandler = MapHandler.Instance;
wrapper.TemperatureControl = TemperatureControl.Instance;
return(wrapper);
}
private void goBtn_Click(object sender, EventArgs e)
{
// Retrieve the values of the parameters in the TextBoxes
WrapperClass wc = new WrapperClass();
wc.getPriceCallEuro(nbSamples, maturity, S0, strike, sigma, r);
prixLabel.Text = wc.getPrice().ToString();
icLabel.Text = wc.getIC().ToString();
}
public void TestHierarchicalAutoSerialization()
{
var o1 = new WrapperClass(new WrapperClass(new string[] { "request", "response", "event" }, new WrapperClass(new WrapperClass(new Guid[] { Guid.NewGuid(), Guid.NewGuid(), Guid.NewGuid() }, null), null)), null);
writer.Write(o1);
var result = writer.ToString();
Assert.IsNotNull(result, "Expected serialized object");
Assert.IsFalse(result.Contains("null"), "Unexpected token found");
}
public void price(object sender, EventArgs e)
{
// Récupérer les valeurs des paramètres dans les différentes TextBox
WrapperClass wc = new WrapperClass();
/*double strike = double.Parse(strike_tb.Text);
* int size = int.Parse(size_tb.Text);
* double r = double.Parse(r_tb.Text);
* double he = double.Parse(h_tb.Text);
* int sample = int.Parse(samples_tb.Text);*/
//byte[] abyte1 = new byte[type.Text.Length];
//System.Text.ASCIIEncoding encoding = new System.Text.ASCIIEncoding();
//abyte1 = encoding.GetBytes(type.Text);
//sbyte[] baske = Array.ConvertAll(abyte1, q => Convert.ToSByte(q));
String type = "basket";
//double[] sigma = new double[5];
//sigm[0] = double.Parse(sigma.Text);
//double[] rho = new double[1];
//ro[0] = double.Parse(rho.Text);
// Valeurs manuels
const int size = 5;
double strike = 100;
double[] spot = new double[size] {
90, 80, 100, 120, 110
};
double maturity = 1;
double[] sigma = new double[size] {
0.2, 0.2, 0.2, 0.15, 0.15
};
double r = 0.05;
double[] rho = new double[(size - 1) * size / 2] {
0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2
};
double[] coeff = new double[size] {
0.2, 0.2, 0.2, 0.2, 0.2
};
int timeStep = 1;
int samples = 50000;
wc.getPriceOption(type, size, spot, strike, maturity, sigma, r, rho, coeff, timeStep, samples);
prix_label.Text = wc.getPrice().ToString();
ic_label.Text = wc.getIC().ToString();
}
private void Form1_Load(object sender, EventArgs e)
{
//Configure remoting.
RemotingConfiguration.Configure(Application.StartupPath + "\\Client.exe.config", false);
// Create a proxy from remote object.
remoteClass = (RemoteClass)Activator.GetObject(typeof(RemoteClass), "http://localhost:5000/Chat");
//Create an instance of wrapper class.
wrapperClass = new WrapperClass();
//Associate remote object event with wrapper method.
remoteClass.MessageReceived += new MessageHandler(wrapperClass.WrapperMessageReceivedHandler);
//Associate wrapper event with current form event handler.
wrapperClass.WrapperMessageReceived += new MessageHandler(MessageReceivedHandler);
}
public UserControls.FormControl BuildFormControl <T>(T Class)
{
if (Debug)
{
formControl.DebugStatsWrapPanel.Visibility = Visibility.Visible;
}
var sw = Stopwatch.StartNew();
object RootClass = Class;
if (Class is System.Collections.IList)
{
var wrapperClass = new WrapperClass
{
List = Class
};
RootClass = wrapperClass;
}
formControl.Tag = RootClass;
ProcessRootClass(RootClass, formControl);
OnPropertyModified += (name, value) =>
{
HasChanged = true;
};
sw.Stop();
if (Debug)
{
formControl.LoadTimeLabel.Content = $"Load Time: {sw.ElapsedMilliseconds}ms";
sw.Restart();
formControl.Loaded += (sender, args) =>
{
formControl.DisplayTimeLabel.Content = $"Display Time: {sw.ElapsedMilliseconds}ms";
sw.Stop();
};
}
return(formControl);
}
public View()
{
InitializeComponent();
this.wrapperClass = new WrapperClass();
this.typeDocuments = new Dictionary <Type, DockControl> ();
this.loadedAssemblies = new List <string> ();
this.Size = new Size(1200, 750);
this.languageToolStripComboBox.SelectedIndex = 0;
string mscorlib = Environment.ExpandEnvironmentVariables(@"%WinDir%\Microsoft.NET\Framework\v2.0.50727\mscorlib.dll");
//if (File.Exists (mscorlib))
//{
// this.assemblyBrowser.Assemblies.Add (mscorlib);
//}
}
protected void Button3_Click(object sender, EventArgs e)
{
int samples = int.Parse(TextBox5.Text);
int size = 4;
double[] spot = new double[] { 100, 100, 100, 100 };
double[] sigma = new double[] { 0.2, 0.2, 0.2, 0.2 };
double r = 0.05;
double[] coeff = new double[] { .25, .25, .25, .25 };
double[] rho = new double[] { 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 };
double T = 6;
int N = 6;
int M = 50000;
WrapperClass wc = new WrapperClass();
double K = 0.0;
wc.getPriceSamples(size, spot, K, sigma, r, coeff, rho, T, N, M, samples);
Label7.Text = Math.Round(wc.getVrP(), 4).ToString();
Label8.Text = Math.Round(wc.getMxP(), 4).ToString();
}
static void Main(string[] args)
{
WrapperClass wc = new WrapperClass();
double px, ic;
int M = 50000;
double T = 2;
double S0 = 100;
double K = 110;
double L = 80;
double sigma = 0.2;
double r = 0.05;
int J = 24;
wc.getPriceOption(M, T, S0, K, L, sigma, r, J);
px = wc.getPrice();
ic = wc.getIC();
System.Console.WriteLine("prix: %f\nic: %f\n", px, ic);
System.Console.ReadKey();
}
public Form1()
{
InitializeComponent();
// Récupérer les valeurs des paramètres dans les différentes TextBox
WrapperClass wc = new WrapperClass();
double S0 = 100;
double sigma = 0.2;
double r = 0.095;
double T = 1;
double K = 100;
int J = 12;
int M = 50000;
wc.getPriceOptionMC(S0, sigma, r, T, K, J, M);
PrixMC_Lab.Text = wc.getPrice().ToString();
ICMC_Lab.Text = wc.getIC().ToString();
wc.getPriceOptionMCC(S0, sigma, r, T, K, J, M);
PrixMCC_Lab.Text = wc.getPrice().ToString();
ICMCC_Lab.Text = wc.getIC().ToString();
}
protected void Button2_Click(object sender, EventArgs e)
{
double t = double.Parse(TextBox3.Text);
int H = int.Parse(TextBox4.Text);
int size = 4;
double[] spot = new double[] { 100, 100, 100, 100 };
double[] sigma = new double[] { 0.2, 0.2, 0.2, 0.2 };
double r = 0.05;
double[] coeff = new double[] { .25, .25, .25, .25 };
double[] rho = new double[] { 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 };
double T = 6;
int N = 6;
int M = 50000;
WrapperClass wc = new WrapperClass();
double K = 0.0;
wc.getDelta(t, size, spot, K, sigma, r, coeff, rho, T, N, H, M);
Label4.Text = Math.Round(wc.getDelta(), 4).ToString();
Label5.Text = Math.Round(wc.getICD(), 4).ToString();
Label6.Text = Math.Round(wc.getDeltaBS(), 4).ToString();
}
public void price(object sender, EventArgs e)
{
// Récupérer les valeurs des paramètres dans les différentes TextBox
WrapperClass wc = new WrapperClass();
/*double strike = double.Parse(strike_tb.Text);
int size = int.Parse(size_tb.Text);
double r = double.Parse(r_tb.Text);
double he = double.Parse(h_tb.Text);
int sample = int.Parse(samples_tb.Text);*/
//byte[] abyte1 = new byte[type.Text.Length];
//System.Text.ASCIIEncoding encoding = new System.Text.ASCIIEncoding();
//abyte1 = encoding.GetBytes(type.Text);
//sbyte[] baske = Array.ConvertAll(abyte1, q => Convert.ToSByte(q));
String type = "basket";
//double[] sigma = new double[5];
//sigm[0] = double.Parse(sigma.Text);
//double[] rho = new double[1];
//ro[0] = double.Parse(rho.Text);
// Valeurs manuels
const int size = 5;
double strike = 100;
double[] spot = new double[size] {90, 80, 100, 120, 110};
double maturity = 1;
double[] sigma = new double[size] { 0.2, 0.2, 0.2, 0.15, 0.15 };
double r = 0.05;
double[] rho = new double[(size - 1) * size / 2] { 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2 };
double[] coeff = new double[size] { 0.2, 0.2, 0.2, 0.2, 0.2 };
int timeStep = 1;
int samples = 50000;
wc.getPriceOption(type, size, spot, strike, maturity, sigma, r, rho, coeff, timeStep, samples);
prix_label.Text = wc.getPrice().ToString();
ic_label.Text = wc.getIC().ToString();
}
static void Main(string[] args)
{
int resultNumber = 0;
// ����Managed C++����ʵ��
WrapperClass wrapperObj = new WrapperClass();
// ���ó˷�������P/Invoke)
resultNumber = wrapperObj.MultiplyNumbers_PInvoke(2, 3);
Console.WriteLine("�˷���P/Invoke����2x3 = {0}", resultNumber);
// ���ó˷�������C++ Interop)
resultNumber = wrapperObj.MultiplyNumbers_CppInterop(4, 5);
Console.WriteLine("�˷���C++ Interop����4x5 = {0}", resultNumber);
// ��ת�ַ�������(P/Invoke)
wrapperObj.ReverseString_PInvoke();
// ��ת�ַ�������(C++ Interop)
wrapperObj.ReverseString_CppInterop();
Console.WriteLine("\r\n��������˳�...");
Console.Read();
}
public double displayPrice()
{
DateTime date = new DateTime(2015, 03, 27);
DateTime debutProduit = new DateTime(2014, 12, 18);
DateTime finProduit = new DateTime(2022, 12, 08);
Data.RecupData recup = new RecupData(new DateTime(2000, 1, 1), date);
//Data.RecupData recup1 = new RecupData(new DateTime(2000, 1, 1), debutProduit);
recup.Fetch();
//recup1.Fetch();
double t = recup.DateToDouble(debutProduit, date, finProduit);
double[,] covLogR = recup.exportCov(new DateTime(2004, 01, 01), new DateTime(2014, 01, 01));
double[,] pastDelta = recup.exportPast(t, 7, debutProduit, finProduit);
double[,] pastPrice = recup.exportPast(t, 182, debutProduit, finProduit);
DateTime debutBackTest = new DateTime(2010, 03, 22);
DateTime finBacktest = new DateTime(2018, 03, 22);
double t0 = recup.DateToDouble(debutBackTest, finBacktest, finBacktest);
double[,] donneesHistoriques = recup.exportPast(t0, 7, debutBackTest, finBacktest);
//int size, double r, double* VarHis, double* spot, double* trend, double fdStep, int nbSamples, double strike, double T1, int nbTimeSteps1, double* lambdas1
double r_eu = 0.002;
double r_aus = 0.025;
double r_us = 0.00025;
int size = 5;
double r = r_eu;
double[] spots = new double[5];
for (int i = 0; i < 5; i++)
{
spots[i] = pastPrice[0, i];
}
double[] trends = new double[5];
trends[0] = r_eu;
trends[1] = r_us - covLogR[1, 3];
trends[2] = r_aus - covLogR[2, 4];
trends[3] = r_eu - r_us;
trends[4] = r_eu - r_aus;
double[] lambdas = new double[5];
for (int i = 0; i < 5; i++)
{
lambdas[i] = 0.05;
}
WrapperClass wc = new WrapperClass(size, r, covLogR, spots, trends, 0.1, 500, 10, 8.0, 16, lambdas);
double[] delta = new double[5];
double H = 416;
int m = pastDelta.GetLength(0);
double[] price = new double[m];
double[] pocket = new double[m];
double[] tracking = new double[m - 1];
wc.trackingError(pastDelta, pastPrice, t, H, price, pocket, tracking, m, pastPrice.GetLength(0));
Stock stock = new Stock(recup);
stock.Add(0.0, wc.getDeltaEurostral(recup.exportPast(0, 182, debutProduit, finProduit), 0.0, H), price[0], 0.0);
for (int i = 1; i < m - 1; i++)
{
stock.Add(i * 8.0 / H, wc.getDeltaEurostral(recup.exportPast(i * 8.0 / H, 182, debutProduit, finProduit), i * 8.0 / H, H), price[i], tracking[i - 1]);
}
stock.Add(t, wc.getDeltaEurostral(recup.exportPast(t, 182, debutProduit, finProduit), t, H), price[m - 1], tracking[m - 2]);
stock.SaveToCSV();
return(wc.getPriceEurostral(t, pastPrice));
}
public Bind(ref WrapperClass wrapper)
{
wrapper = new WrapperClass();
wrapper.Input = new OtherClass(); // instantiating the object
_wrapper = wrapper; // keeping a reference of the created object for later usage!
}
protected void Start_Click()
{
DateTime DateDeb = DateTime.Now;
DateTime DateFin = new DateTime(2016,05,29);
rebalancement = double.Parse(estimate_time.Text.ToString());
Dictionary<string,string> dic = acces.getLastCouv(DateTime.Now);
double[] delt = new double[4];
delt[0] = double.Parse(dic["deltaFTSE"]);
delt[1] = double.Parse(dic["deltaS_P"]);
delt[2] = double.Parse(dic["deltaNIKKEI"]);
delt[3] = double.Parse(dic["deltaEURO"]);
double riskinit = double.Parse(dic["risk"]);
double riskfreeinit = double.Parse(dic["riskfree"]);
double ValLiq = double.Parse(dic["ValLiq"]);
wrap = new WrapperClass(4, 60, ValLiq, delt, riskinit, riskfreeinit);
acces.DeleteCompo(DateTime.Now.Date.AddHours(1), new DateTime(2016, 5, 29));
//On fait l'approximation que tout les spots commençent à la même date et on ne tient pas compte des paramètres pour le moment
//Préparation du calcul des valeurs
DateTime previousDate = DateDeb;
DateTime LastTimeBD = new DateTime(1, 1, 1);
spot = acces.getLastSpot(ref LastTimeBD);
int taille = ((((DateFin.Date - DateDeb.Date).Days) / pas) + 1);
//Calcul des valeurs de marché durant la couverture
int taille_bis = (DateFin.Date - DateDeb.Date).Days;
double[] futurSpot = new double[4];
double[] PathSim = new Double[4 * (taille_bis+1)];
Chart1.Titles.Add("Composition du portefeuille de couverture");
Chart1.Legends.Add(new Legend("Valeur du portefeuille"));
Chart1.Legends.Add(new Legend("Valeur du produit"));
Chart1.Series[0].Name = "Valeur du portefeuille";
Chart1.Series[1].Name = "Valeur du produit";
past[0] = acces.getAssetSpot("FTSE", DateDeb, Datee, pas);
past[1] = acces.getAssetSpot("S&P", DateDeb, Datee, pas);
past[2] = acces.getAssetSpot("NIKKEI", DateDeb, Datee, pas);
past[3] = acces.getAssetSpot("EUROSTOXX", DateDeb, Datee,pas);
double[] realPast = new double[past[0].Length * 4];
for (int i = 0; i < 4; i++)
{
for (int j = 0; j < past[0].Length; j++)
{
realPast[i * past[0].Length + j] = past[i][j];
}
}
double risk = acces.getCurrentRisk(previousDate);
double riskfree = acces.getCurrentRiskFree(previousDate);
double[] tmpDelta = acces.getDelta(previousDate);
DateTime lastDatCouv = new DateTime(1,1,1);
acces.getLastCompoDate(ref lastDatCouv);
//Traitement du cas où la date de départ est celle de début du produit
if (lastDatCouv.AddDays(pas) == DateTime.Now.Date)
{
// wrap.computePortfolio(past[0].Length, 4, 30, 1000, (int)rebalancement, ((Maturity.Date - Datee.Date).Days) / 365.0, (DateTime.Now - Datee).Days / 365.0, 0.05, sigma, rho, coeff, realPast);
// acces.Insert(DateDeb, wrap.getPrice(), wrap.getDelta(), wrap.getRiskFree(), wrap.getRisk());
previousDate = DateDeb;
String[,] values = acces.extractData(Datee, DateTime.Now.AddDays(pas));
for (int i = 0; i < values.Length / 3; ++i)
{
Chart1.Series[0].Points.AddXY(DateTime.Parse(values[2, i]), double.Parse(values[1, i]));
Chart1.Series[1].Points.AddXY(DateTime.Parse(values[2, i]), double.Parse(values[0, i]));
Chart1.Series[0].Points[i].ToolTip = string.Format("Date = {0}, Valeur Portefeuille = {1}", values[2, i], Math.Round(double.Parse(values[1, i]), 2));
Chart1.Series[1].Points[i].ToolTip = string.Format("Date = {0}, Valeur Liquidative = {1}", values[2, i], Math.Round(double.Parse(values[0, i]), 2));
}
}
else
{
String[,] values = acces.extractData(Datee, DateTime.Now);
for (int i = 0; i < values.Length / 3; ++i)
{
Chart1.Series[0].Points.AddXY(DateTime.Parse(values[2, i]), double.Parse(values[1, i]));
Chart1.Series[1].Points.AddXY(DateTime.Parse(values[2, i]), double.Parse(values[0, i]));
Chart1.Series[0].Points[i].ToolTip = string.Format("Date = {0}, Valeur Portefeuille = {1}", values[2, i], Math.Round(double.Parse(values[1, i]), 2));
Chart1.Series[1].Points[i].ToolTip = string.Format("Date = {0}, Valeur Liquidative = {1}", values[2, i], Math.Round(double.Parse(values[0, i]), 2));
}
}
DateTime LastCov = new DateTime(1, 1, 1);
double[] parts = acces.getLastParts(ref LastCov);
double[] sp = new double[4];
sp[0] = acces.getAssetSpot("FTSE", LastCov.AddHours(23), LastCov, 1)[0];
sp[1] = acces.getAssetSpot("S&P", LastCov.AddHours(23), LastCov, 1)[0];
sp[2] = acces.getAssetSpot("NIKKEI", LastCov.AddHours(23), LastCov, 1)[0];
sp[3] = acces.getAssetSpot("EUROSTOXX", LastCov.AddHours(23), LastCov, 1)[0];
double ValPort = acces.getCurrentRisk(LastCov) + acces.getCurrentRiskFree(LastCov);
CreateChart(parts,sp);
BisCreatChart(acces.getAllStackedColumn(pas));
//Portfolio_value.Text = "0";
//Product_value.Text = "0";
//Err_value.Text = "0";
//Start.Visible = false;
// Next_day.Text = "Calcul au jour " + day.ToString();
}
protected void Hedge(object sender, EventArgs e)
{
//Affichage de la courbe associée au portefeuille
DateTime DateDeb = DateTime.Parse(datepicker.Text.ToString());
DateTime DateFin = DateTime.Parse(datepicker2.Text.ToString());
TimeSpan difference = DateFin.Date - DateDeb.Date ;
double rebalancement = double.Parse(estimate_time.Text.ToString());
WrapperClass wrap = new WrapperClass(4,60);
AccesBD acces = new AccesDB.AccesBD();
acces.DeleteCompo(new DateTime(2000, 1, 1), new DateTime(2010, 4, 28));
//acces.getAssetSpot("FTSE", DateDeb, DateDeb);
AfficheBD affiche = new AffichageBD.AfficheBD();
double[] spot = new double[4];
//On fait l'approximation que tout les spots commençent à la même date et on ne tient pas compte des paramètres pour le moment
ComputeParam cp = new ComputeParam();
cp.param(400,DateDeb.AddDays(-300));
double[] sigma = new double[4];
double[] rho = new double[16];
for (int i = 0; i<4; i++){
sigma[i] = cp.Volatility[i];
for (int j = 0 ; j < 4; j++){
rho[i*4+j] = cp.Corel[i,j];
}
}
double[] coeff = new double[4];
double[][] past = new double[4][];
for (int i = 0; i<4; i++){
coeff[i] = 0.25;
}
String Date = datepicker.Text.ToString();
DateTime Datee = DateDeb;
Chart1.Titles.Add("Composition du portefeuille de couverture");
Chart1.Legends.Add(new Legend("Valeur du portefeuille"));
Chart1.Legends.Add(new Legend("Valeur du produit"));
Chart1.Series[0].Name = "Valeur du portefeuille";
Chart1.Series[1].Name = "Valeur du produit";
DateTime previousDate = DateDeb;
int pas = (difference.Days) / (int)rebalancement+1;
DateTime DateFinBD = new DateTime(1,1,1);
spot = acces.getLastSpot(ref DateFinBD);
bool firstPas = true;
int taille = ((((DateFin.Date - DateDeb.Date).Days) / pas) + 1);
while ((DateFin.CompareTo(DateDeb) > 0 && acces.getCurrentValLiq(DateDeb)!=0) || firstPas)
{
firstPas = false;
past[0] = acces.getAssetSpot("FTSE", DateDeb, Datee,pas);
past[1] = acces.getAssetSpot("S&P", DateDeb, Datee,pas);
past[2] = acces.getAssetSpot("NIKKEI", DateDeb, Datee,pas);
past[3] = acces.getAssetSpot("EUROSTOXX", DateDeb, Datee,pas);
double[] realPast = new double[past[0].Length * 4];
for (int i = 0; i < 4; i++)
{
for (int j = 0; j < past[0].Length; j++)
{
realPast[i * past[0].Length + j] = past[i][j];
}
}
double risk = acces.getCurrentRisk(previousDate);
double riskfree = acces.getCurrentRiskFree(previousDate);
double[] tmpDelta = acces.getDelta(previousDate);
//Traitement du cas où la date de départ est celle de début du produit
//Changer le Past en tableaux bidimmensionnels !!
wrap.computePortfolio(past[0].Length, 4, 30, 1000, (int)rebalancement, ((DateFin.Date - Datee.Date).Days) / 365.0, (DateDeb-Datee).Days/365.0, 0.05, sigma, rho, coeff, realPast);
acces.Insert(DateDeb, wrap.getPrice(), wrap.getDelta(), wrap.getRiskFree(), wrap.getRisk());
//Affichage du portefeuille
if (wrap.getPrice() != 0)
{
Chart1.Series[0].Points.AddXY(DateDeb, wrap.getRisk() + wrap.getRiskFree());
Chart1.Series[1].Points.AddXY(DateDeb, wrap.getPrice());
}
//Chart1.Series[1].Points.AddXY(DateDeb, risk + riskfree);
previousDate = DateDeb;
DateDeb = DateDeb.AddDays(pas);
}
string[,] toolti = acces.extractData(DateTime.Parse(datepicker.Text.ToString()), DateTime.Parse(datepicker2.Text.ToString()));
for (int i = 0; i < Chart1.Series[0].Points.Count; i++)
{
Chart1.Series[0].Points[i].ToolTip = string.Format("Date = {0}, Valeur Portefeuille = {1}", toolti[2,i], Math.Round(double.Parse(toolti[1,i]),2));
Chart1.Series[1].Points[i].ToolTip = string.Format("Date = {0}, Valeur Liquidative = {1}", toolti[2, i], Math.Round(double.Parse(toolti[0, i]), 2));
}
Affichage.Style.Add(HtmlTextWriterStyle.Display, "inline");
}
protected void Page_Load(object sender, EventArgs e)
{
if (!IsPostBack)
{
//DateTime DateDeb = new DateTime(2010, 4, 29);
DateTime DateDeb = new DateTime(1, 1, 1);
acces.getLastCompoDate(ref DateDeb);
bool att = false;
if (DateDeb.CompareTo(Datee) < 0)
{
DateDeb = Datee;
att = true;
}
DateTime DateFin = DateTime.Now;
TimeSpan difference = Maturity.Date - Datee.Date;
rebalancement = double.Parse(estimate_time.Text.ToString());
wrap = new WrapperClass(4, 60);
//On fait l'approximation que tout les spots commençent à la même date et on ne tient pas compte des paramètres pour le moment
cp.param(600, DateDeb.AddDays(-600));
for (int i = 0; i < 4; i++)
{
coeff[i] = 0.25;
sigma[i] = cp.Volatility[i] + 0.1;
for (int j = 0; j < 4; j++)
{
rho[i * 4 + j] = cp.Corel[i, j];
}
}
//Préparation du calcul des valeurs
DateTime previousDate = DateDeb;
pas = (difference.Days) / (int)rebalancement + 1;
//Traitement du cas où la date de départ est celle de début du produit
int taille = ((((DateFin.Date - DateDeb.Date).Days) / pas) + 1);
if (DateDeb.CompareTo(Datee) >= 0 && !att)
{
DateDeb = DateDeb.AddDays(pas);
}
att = false;
while (DateFin.CompareTo(DateDeb) > 0)
{
past[0] = acces.getAssetSpot("FTSE", DateDeb, Datee, pas);
past[1] = acces.getAssetSpot("S&P", DateDeb, Datee, pas);
past[2] = acces.getAssetSpot("NIKKEI", DateDeb, Datee, pas);
past[3] = acces.getAssetSpot("EUROSTOXX", DateDeb, Datee, pas);
double[] realPast = new double[past[0].Length * 4];
for (int i = 0; i < 4; i++)
{
for (int j = 0; j < past[0].Length; j++)
{
realPast[i * past[0].Length + j] = past[i][j];
}
}
if (DateDeb.CompareTo(Datee) > 0)
{
Dictionary<string, string> dic = acces.getLastCouv(DateTime.Now);
double[] tmpDelta = new double[4];
tmpDelta[0] = double.Parse(dic["deltaFTSE"]);
tmpDelta[1] = double.Parse(dic["deltaS_P"]);
tmpDelta[2] = double.Parse(dic["deltaNIKKEI"]);
tmpDelta[3] = double.Parse(dic["deltaEURO"]);
double risk = double.Parse(dic["risk"]);
double riskfree = double.Parse(dic["riskfree"]);
double ValLiq = double.Parse(dic["ValLiq"]);
wrap = new WrapperClass(4, 60, ValLiq, tmpDelta, risk, riskfree);
}
//Traitement du cas où la date de départ est celle de début du produit
wrap.computePortfolio(past[0].Length, 4, 30, 1000, (int)rebalancement, ((Maturity.Date - Datee.Date).Days) / 365.0, (DateDeb - Datee).Days / 365.0, 0.05, sigma, rho, coeff, realPast);
acces.Insert(DateDeb, wrap.getPrice(), wrap.getDelta(), wrap.getRiskFree(), wrap.getRisk());
previousDate = DateDeb;
DateDeb = DateDeb.AddDays(pas);
}
Start_Click();
}
else
{
Start_Click();
}
}
void FixedUpdate()
{
//Check if the current scene is AR view
if (SceneManager.GetActiveScene() == SceneManager.GetSceneByName("ARMainScreen_3"))
{
//Null check on BundleInstance
clear = GameObject.Find("ImageTarget").GetComponent <ARLoader>().clear;
android_order = GameObject.Find("ImageTarget").GetComponent <ARLoader>().android_order;
// Debug.Log("Android order in fixed update of App manager:" + android_order);
mBundleInstance = GameObject.Find("ImageTarget").GetComponent <ARLoader>().mBundleInstance;
mAttached = GameObject.Find("ImageTarget").GetComponent <ARLoader>().mAttached;
bundle = GameObject.Find("ImageTarget").GetComponent <ARLoader>().bundle;
string temp = GameObject.Find("ImageTarget").GetComponent <ARLoader>().temp;
sn = JsonUtility.FromJson <Restaurants>(temp);
restaurant_id = GameObject.Find("ImageTarget").GetComponent <ARLoader>().restaurant_id;
panId = GameObject.Find("ImageTarget").GetComponent <ARLoader>().category_id;
if (Input.GetKey(KeyCode.Escape))
{
if (bundle != null)
{
// Debug.Log("Testing in previous");
bundle.Unload(false);
}
// Debug.Log("Testing Inside focus-13");
Destroy(mBundleInstance);
mBundleInstance.SetActive(false);
//changed on 11/6/19
mAttached = false;
AndroidJavaClass UnityPlayer = new AndroidJavaClass("com.unity3d.player.UnityPlayer");
currentActivity = UnityPlayer.GetStatic <AndroidJavaObject>("currentActivity");
if (orders.Count > 0)
{
flag_order = 1;
var a = new WrapperClass()
{
list = orders
};
json = JsonUtility.ToJson(a);
}
else
{
flag_order = 0;
json = "null";
}
currentActivity.Call("onBackAndroid", flag_order, json, panId);
}
if (GameObject.Find("ImageTarget").GetComponent <ARLoader>().mBundleInstance != null)
{
mCurrentInstance = new ARItems();
}
//Create a new ARItems object and assign it to CurrentInstance
try
{
//Set item names & their customization options
mCurrentAssetName = GameObject.Find("ImageTarget").GetComponent <ARLoader>().Assename.text;
mCurrentInstance.name = mCurrentAssetName;
mCurrentInstance.price = GameObject.Find("ImageTarget").GetComponent <ARLoader>().Price.text.Substring(1);
// Debug.Log("Price:"+mCurrentInstance.price);
mCurrentInstance.description = GameObject.Find("ImageTarget").GetComponent <ARLoader>().Description.text;
// mCurrentInstance.Labels = sn.Restaurants[restaurant_id].Categories[panId].Items[GameObject.Find("ImageTarget").GetComponent<ARLoader>().currentAsset].Customisation;
//mCurrentInstance.mOptions = new Options[mCurrentInstance.Labels.Length];
//for (int l = 0; l < mCurrentInstance.Labels.Length; l++)
//{
// mCurrentInstance.mOptions[l] = new Options();
// if (mCurrentInstance.Labels[l] =="999")
// {
// mCurrentInstance.Labels[l] = "null";
// }
// mCurrentInstance.mOptions[l].label = mCurrentInstance.Labels[l];
//}
if (android_order.Equals("nodata") && orders.Count < 1)
{
mCurrentInstance.jain = 0;
mCurrentInstance.quantity = 0;
mCurrentInstance.instructions = " ";
mCurrentInstance.hasCustomisation = false;
}
else
{
if (!orders.Contains(mCurrentInstance))
{
mCurrentInstance.jain = 0;
mCurrentInstance.quantity = 0;
mCurrentInstance.instructions = " ";
mCurrentInstance.hasCustomisation = false;
}
else
{
// Debug.Log("sdasddad");
mCurrentInstance.jain = orders[orders.IndexOf(mCurrentInstance)].jain;
mCurrentInstance.quantity = orders[orders.IndexOf(mCurrentInstance)].quantity;
mCurrentInstance.instructions = orders[orders.IndexOf(mCurrentInstance)].instructions;
mCurrentInstance.hasCustomisation = orders[orders.IndexOf(mCurrentInstance)].hasCustomisation;
//Debug.Log("Instruction: " + ""+orders[orders.IndexOf(mCurrentInstance)].instructions);
}
}
mCurrentAssetName = GameObject.Find("ImageTarget").GetComponent <ARLoader>().Assename.text;
mCurrentItemCount = "" + mCurrentInstance.quantity;
}
catch
{
}
if (addBtn == null || remBtn == null)
{
shwBtn = GameObject.Find("ShowTable").GetComponent <Button>();
remBtn = GameObject.Find("RemoveItem").GetComponent <Button>();
addBtn = GameObject.Find("AddItem").GetComponent <Button>();
loadingpanel = GameObject.Find("LoadingPanel");
g = GameObject.Find("ViewOrders").GetComponent <Button>();
back = GameObject.Find("Back").GetComponent <Button>();
back.onClick.AddListener(loadPrevious);
g.GetComponent <Button>().onClick.AddListener(loadScne);
addBtn.onClick.AddListener(AddItem);
remBtn.onClick.AddListener(RemoveItem);
mcountText = shwBtn.GetComponentInChildren <Text>();
mcountText.text = mCurrentItemCount;
shwBtn.GetComponent <Image>().sprite = mButtonMask[0];
addBtn.GetComponent <Image>().sprite = mButtonMask[1];
remBtn.GetComponent <Image>().sprite = mButtonMask[2];
}
mcountText.text = mCurrentItemCount;
// mCurrentItemCount = "" + orderItems.Count(x => x.Equals(mCurrentAssetName));
//int index = orders.FindIndex(x => x.Equals(mCurrentAssetName));
if (orders.Count < 1 && mActivated)
{
mActivated = false;
if (g.gameObject.activeSelf)
{
g.gameObject.SetActive(false);
}
}
//Else if order is not empty, show the View Orders button
if (orders.Count > 0 && !mActivated)
{
mActivated = true;
if (g != null)
{
g.gameObject.SetActive(true);
}
}
}
}
public static string GenerateWrapper(WrapperClass wrapperClass, Language language)
{
// Namespace
CodeNamespace _namespace = new CodeNamespace(wrapperClass.Namespace);
// Comments
string comment =
@"------------------------------------------------------------------------------" + Environment.NewLine +
@" <auto-generated>" + Environment.NewLine +
@" This code was generated by '.NET Wrapper Class Generator'" + Environment.NewLine +
@" Product Version:" + Assembly.GetExecutingAssembly().GetName().Version + Environment.NewLine + Environment.NewLine +
@" Changes to this file may cause incorrect behavior and will be lost if" + Environment.NewLine +
@" the code is regenerated." + Environment.NewLine +
@" </auto-generated>" + Environment.NewLine +
@" ------------------------------------------------------------------------------";
_namespace.Comments.Add(new CodeCommentStatement(comment));
// Class
CodeTypeDeclaration classDeclaration = new CodeTypeDeclaration(wrapperClass.ClassName);
classDeclaration.IsPartial = wrapperClass.Partial;
if (wrapperClass.Sealed)
{
classDeclaration.TypeAttributes |= TypeAttributes.Sealed;
}
_namespace.Types.Add(classDeclaration);
// Initialization
CodeParameterDeclarationExpressionCollection initializationParameters = null;
CodeStatementCollection initiazationStatements = null;
if (wrapperClass.Partial)
{
// Initialization method
CodeMemberMethod initializer = new CodeMemberMethod();
classDeclaration.Members.Add(initializer);
initializer.Name = "InitializeWrapper";
initializer.Attributes = MemberAttributes.Private;
{
comment =
@"***************************************************************" + Environment.NewLine +
@" This method should be called by the user-provided constructor!" + Environment.NewLine +
@"***************************************************************";
initializer.Comments.Add(new CodeCommentStatement(comment));
}
initializationParameters = initializer.Parameters;
initiazationStatements = initializer.Statements;
}
else
{
// Constructor
CodeConstructor constructor = new CodeConstructor();
classDeclaration.Members.Add(constructor);
constructor.Attributes = MemberAttributes.Public;
initializationParameters = constructor.Parameters;
initiazationStatements = constructor.Statements;
}
// Iterate over the wrapped types
foreach (WrappedType wrappedType in wrapperClass.WrappedTypes)
{
// Fields
CodeMemberField field = new CodeMemberField(wrappedType.Type, wrappedType.FieldName);
if (wrappedType.Acquisition != Acquisition.UserManaged)
{
classDeclaration.Members.Add(field);
}
string memberPrefix = string.Empty;
if (wrappedType.PrefixMembers)
{
memberPrefix = wrappedType.FieldName;
memberPrefix = memberPrefix.Substring(0, 1).ToUpper() + memberPrefix.Substring(1);
}
CodeFieldReferenceExpression fieldReference = new CodeFieldReferenceExpression(new CodeThisReferenceExpression(), wrappedType.FieldName);
if (wrappedType.Acquisition == Acquisition.Construct)
{
// Instantiation
CodeObjectCreateExpression instantiation = new CodeObjectCreateExpression(wrappedType.Type);
CodeAssignStatement instanceAssignment = new CodeAssignStatement(fieldReference, instantiation);
initiazationStatements.Add(instanceAssignment);
}
else if (wrappedType.Acquisition == Acquisition.Parameter)
{
// Pass as parameter
initializationParameters.Add(new CodeParameterDeclarationExpression(wrappedType.Type, wrappedType.FieldName));
initiazationStatements.Add(new CodeAssignStatement(fieldReference, new CodeVariableReferenceExpression(wrappedType.FieldName)));
}
else if (wrappedType.Acquisition == Acquisition.Property)
{
// Set as property
CodeMemberProperty property = new CodeMemberProperty();
property.Attributes = MemberAttributes.Public;
property.HasGet = property.HasSet = true;
property.Type = new CodeTypeReference(wrappedType.Type);
property.Name = wrappedType.Type.Name;
property.GetStatements.Add(new CodeMethodReturnStatement(fieldReference));
property.SetStatements.Add(new CodeAssignStatement(fieldReference, new CodeVariableReferenceExpression("value")));
classDeclaration.Members.Add(property);
}
// Methods
foreach (WrappedMethod wrappedMethod in wrappedType.WrappedMethods)
{
// Method
CodeMemberMethod method = new CodeMemberMethod();
classDeclaration.Members.Add(method);
method.Name = memberPrefix + wrappedMethod.Method.Name;
method.ReturnType = new CodeTypeReference(wrappedMethod.Method.ReturnType);
Generator.SetMember(method, wrappedMethod);
if (!string.IsNullOrEmpty(wrappedMethod.Interface))
{
method.PrivateImplementationType = new CodeTypeReference(wrappedMethod.Interface);
}
// Parameters
List <CodeExpression> arguments = Generator.SetParameters(method, wrappedMethod.Method.GetParameters());
// Statement
CodeMethodInvokeExpression invocation = null;
if (!wrappedMethod.Method.IsStatic)
{
invocation = new CodeMethodInvokeExpression(fieldReference, wrappedMethod.Method.Name, arguments.ToArray());
}
else
{
invocation = new CodeMethodInvokeExpression(new CodeTypeReferenceExpression(wrappedType.Type), wrappedMethod.Method.Name, arguments.ToArray());
method.Attributes |= MemberAttributes.Static;
}
if (wrappedMethod.Method.ReturnType == typeof(void))
{
method.Statements.Add(invocation);
}
else
{
method.Statements.Add(new CodeMethodReturnStatement(invocation));
}
}
// Properties
foreach (WrappedProperty wrappedProperty in wrappedType.WrappedProperties)
{
// Property
CodeMemberProperty property = new CodeMemberProperty();
classDeclaration.Members.Add(property);
property.Name = memberPrefix + wrappedProperty.Property.Name;
property.Type = new CodeTypeReference(wrappedProperty.Property.PropertyType);
Generator.SetMember(property, wrappedProperty);
if (!string.IsNullOrEmpty(wrappedProperty.Interface))
{
property.PrivateImplementationType = new CodeTypeReference(wrappedProperty.Interface);
}
CodePropertyReferenceExpression invocation = null;
if (true) // TODO: check if property is static
{
invocation = new CodePropertyReferenceExpression(fieldReference, wrappedProperty.Property.Name);
}
else
{
}
// Get statement
if (wrappedProperty.Get)
{
property.GetStatements.Add(new CodeMethodReturnStatement(invocation));
}
// Set statement
if (wrappedProperty.Set)
{
property.SetStatements.Add(new CodeAssignStatement(invocation, new CodeVariableReferenceExpression("value")));
}
}
// Events
foreach (WrappedEvent wrappedEvent in wrappedType.WrappedEvents)
{
// Event
MethodInfo eventDelegate = wrappedEvent.Event.EventHandlerType.GetMethod("Invoke");
CodeMemberEvent _event = new CodeMemberEvent();
classDeclaration.Members.Add(_event);
_event.Name = memberPrefix + wrappedEvent.Event.Name;
_event.Type = new CodeTypeReference(wrappedEvent.Event.EventHandlerType);
Generator.SetMember(_event, wrappedEvent);
if (!string.IsNullOrEmpty(wrappedEvent.Interface))
{
_event.PrivateImplementationType = new CodeTypeReference(wrappedEvent.Interface);
}
// Event handler/raiser
CodeMemberMethod eventHandler = new CodeMemberMethod();
classDeclaration.Members.Add(eventHandler);
eventHandler.Name = string.Format("On{0}", _event.Name);
eventHandler.ReturnType = new CodeTypeReference(eventDelegate.ReturnType);
eventHandler.Attributes = MemberAttributes.Private;
List <CodeExpression> arguments = Generator.SetParameters(eventHandler, eventDelegate.GetParameters());
CodeEventReferenceExpression eventReference = new CodeEventReferenceExpression(new CodeThisReferenceExpression(), _event.Name);
CodeConditionStatement conditional = new CodeConditionStatement();
eventHandler.Statements.Add(conditional);
conditional.Condition = new CodeBinaryOperatorExpression(eventReference, CodeBinaryOperatorType.IdentityInequality, new CodePrimitiveExpression(null));
CodeDelegateInvokeExpression eventInvocation = new CodeDelegateInvokeExpression(eventReference, arguments.ToArray());
if (eventDelegate.ReturnType == typeof(void))
{
conditional.TrueStatements.Add(eventInvocation);
}
else
{
conditional.TrueStatements.Add(new CodeMethodReturnStatement(eventInvocation));
}
// Event registration
CodeEventReferenceExpression wrappedEventReference = new CodeEventReferenceExpression(fieldReference, wrappedEvent.Event.Name);
CodeMethodReferenceExpression eventRaiserReference = new CodeMethodReferenceExpression(new CodeThisReferenceExpression(), eventHandler.Name);
CodeAttachEventStatement eventRegistration = new CodeAttachEventStatement(wrappedEventReference, eventRaiserReference);
initiazationStatements.Add(eventRegistration);
}
}
// Generate the code
StringWriter stringWriter = new StringWriter();
CodeDomProvider codeProvider = null;
if (language == Language.CSharp)
{
codeProvider = new CSharpCodeProvider();
}
else if (language == Language.VBNet)
{
codeProvider = new VBCodeProvider();
}
else
{
throw new ArgumentException("Specified language is not supported: " + language);
}
CodeGeneratorOptions options = new CodeGeneratorOptions();
options.BracingStyle = "C";
codeProvider.GenerateCodeFromNamespace(_namespace, stringWriter, options);
return(stringWriter.ToString());
}
public ActionResult DeltaEnt()
{
if (ind != 0)
{
return(View(eurost));
}
else
{
ind++;
//ViewBag.Message = "Your contact page.";
DateTime date = DateTime.Today;
DateTime debutProduit = new DateTime(2014, 12, 18);
DateTime finProduit = new DateTime(2022, 12, 08);
RecupData recup = new RecupData(new DateTime(2005, 12, 18), date);
eurost.t = recup.DateToDouble(debutProduit, eurost.DateCourante, finProduit);
List <String> Symbols = new List <String>();
Symbols.Add("^STOXX50E");
Symbols.Add("^GSPC");
Symbols.Add("^AXJO");
eurost.dataPoints_GSPC = new List <DataPoint>();
eurost.dataPoints_STOXX50E = new List <DataPoint>();
eurost.dataPoints_AXJO = new List <DataPoint>();
Symbols.Add("USDEUR=X");
Symbols.Add("AUDEUR=X");
eurost.dataPoints_EURUSD = new List <DataPoint>();
eurost.dataPoints_EURAUD = new List <DataPoint>();
eurost.dataPoints_trackingError = new List <DataPoint>();
eurost.dataPoints_PfC = new List <DataPoint>();
eurost.dataPoints_prix = new List <DataPoint>();
DateTime debut = new DateTime(2014, 12, 18);
DateTime fin = DateTime.Today;
recup.Fetch();
List <double> values = recup.getData("^GSPC").Values.ToList();
List <DateTime> dates = recup.getData("^GSPC").Keys.ToList();
List <double> values2 = recup.getData("^STOXX50E").Values.ToList();
List <DateTime> dates2 = recup.getData("^STOXX50E").Keys.ToList();
List <double> values3 = recup.getData("^AXJO").Values.ToList();
List <DateTime> dates3 = recup.getData("^AXJO").Keys.ToList();
List <double> values4 = recup.getData("USDEUR=X").Values.ToList();
List <DateTime> dates4 = recup.getData("USDEUR=X").Keys.ToList();
List <double> values5 = recup.getData("AUDEUR=X").Values.ToList();
List <DateTime> dates5 = recup.getData("AUDEUR=X").Keys.ToList();
for (int i = 0; i < values.Count; i++)
{
eurost.dataPoints_GSPC.Add(new DataPoint(recup.DateToDouble(debutProduit, dates[i], finProduit) + 2014, values[i]));
}
for (int i = 0; i < values2.Count; i++)
{
eurost.dataPoints_STOXX50E.Add(new DataPoint(recup.DateToDouble(debutProduit, dates2[i], finProduit) + 2014, values2[i]));
}
for (int i = 0; i < values3.Count; i++)
{
eurost.dataPoints_AXJO.Add(new DataPoint(recup.DateToDouble(debutProduit, dates3[i], finProduit) + 2014, values3[i]));
}
for (int i = 0; i < values4.Count; i++)
{
eurost.dataPoints_EURUSD.Add(new DataPoint(recup.DateToDouble(debutProduit, dates4[i], finProduit) + 2014, values4[i]));
}
for (int i = 0; i < values5.Count; i++)
{
eurost.dataPoints_EURAUD.Add(new DataPoint(recup.DateToDouble(debutProduit, dates5[i], finProduit) + 2014, values5[i]));
}
List <string> symbols = recup.getSymbols();
Dictionary <DateTime, double> dico = recup.getData(symbols[0]);
eurost.covLogR = recup.exportCov(new DateTime(2004, 12, 18), debutProduit);
eurost.pastDelta = recup.exportPast(eurost.t, 7, debutProduit, finProduit);
//eurost.pastPrice = recup.exportPast(eurost.t, 182, debutProduit, finProduit);
eurost.pastPrice = recup.exportPastSemestre(eurost.t, debutProduit, finProduit);
double r_eu = 0.0026;
double r_aus = 0.025;
double r_us = 0.00025;
int size = 5;
double r = r_eu;
double[] spots = new double[5];
for (int i = 0; i < 5; i++)
{
spots[i] = eurost.pastPrice[0, i];
}
double[] trends = new double[5];
trends[0] = r_eu;
trends[1] = r_us - eurost.covLogR[1, 3];
trends[2] = r_aus - eurost.covLogR[2, 4];
trends[3] = r_eu - r_us;
trends[4] = r_eu - r_aus;
double[] lambdas = new double[5];
for (int i = 0; i < 5; i++)
{
lambdas[i] = 0.05;
}
WrapperClass wr1 = new WrapperClass(size, r, eurost.covLogR, spots, trends, 0.1, eurost.nb_iterations, 100, 8.0, 16, lambdas);
eurost.wc = wr1;
double H = 416;
eurost.deltaEnt = wr1.getDeltaEurostral(eurost.pastPrice, eurost.t, H);
//wr1.getPriceEurostral(eurost.t, pastPrice);
eurost.prixEnt = wr1.getPriceEurostral(eurost.t, eurost.pastPrice);
/*DateTime debutBackTest = new DateTime(2010, 03, 22);
* DateTime finBacktest = new DateTime(2018, 03, 22);
* double t0 = recup.DateToDouble(debutBackTest, finBacktest, finBacktest);
* double[,] donneesHistoriques = recup.exportPast(t0, 7, debutBackTest, finBacktest);
* eurost.PL=wr1.getPLEurostral(donneesHistoriques, H);*/
// eurost.pastPrice = recup.exportPast(eurost.t, 182, debutProduit, finProduit);
double[] track = new double[eurost.pastDelta.GetLength(0) - 1];
double[] pp = new double[eurost.pastDelta.GetLength(0)];
double[] pock = new double[eurost.pastDelta.GetLength(0)];
double[] v = new double[eurost.pastDelta.GetLength(0)];
wr1.trackingError(eurost.pastDelta, eurost.pastPrice, eurost.t, H, pp, pock, track, v, eurost.pastDelta.GetLength(0), eurost.pastPrice.GetLength(0));
eurost.PandL = track;
eurost.pock = pock;
eurost.pp = pp;
eurost.v = v[eurost.pastDelta.GetLength(0) - 1];
int m = eurost.pastDelta.GetLength(0);
eurost.stock = new Stock(recup);
eurost.stock.Add(0.0, wr1.getDeltaEurostral(recup.exportPast(0, 182, debutProduit, finProduit), 0.0, H), pp[0], 0.0, v[0]);
for (int i = 1; i < m - 1; i++)
{
eurost.stock.Add(i * 8.0 / H, wr1.getDeltaEurostral(recup.exportPast(i * 8.0 / H, 182, debutProduit, finProduit), i * 8.0 / H, H), pp[i], track[i - 1], v[i]);
}
eurost.stock.Add(eurost.t, wr1.getDeltaEurostral(recup.exportPast(eurost.t, 182, debutProduit, finProduit), eurost.t, H), pp[m - 1], track[m - 2], v[m - 1]);
eurost.stock.SaveToCSV();
eurost.deltaD = eurost.stock.getPreDelta(eurost.t);
//Ajout
for (int i = 0; i < 5; i++)
{
eurost.prixActifs[i] = eurost.pastPrice[(eurost.pastPrice.GetLength(0)) - 1, i];
}
eurost.prixActifs[1] = eurost.prixActifs[1] * eurost.prixActifs[3];
eurost.prixActifs[2] = eurost.prixActifs[2] * eurost.prixActifs[4];
eurost.prixActifs[3] = eurost.prixActifs[3] * Math.Exp(-r_us * (8.0 - eurost.t));
eurost.prixActifs[4] = eurost.prixActifs[4] * Math.Exp(-r_aus * (8.0 - eurost.t));
for (int i = 0; i < 5; i++)
{
eurost.pocketD += eurost.prixActifs[i] * eurost.deltaD[i];
}
eurost.pocketD += eurost.stock.getPreCash(eurost.t) * Math.Exp(eurost.t - eurost.stock.findPre(eurost.t));
eurost.dataPoints_trackingError.Add(new DataPoint(0, 0));
for (int j = 1; j < track.Count <double>(); j++)
{
eurost.dataPoints_trackingError.Add(new DataPoint(j, 100 * track[j - 1] / pp[j - 1]));
}
for (int k = 0; k < pock.Count <double>(); k++)
{
eurost.dataPoints_PfC.Add(new DataPoint(k, eurost.pock[k]));
}
for (int k = 0; k < pp.Count <double>(); k++)
{
eurost.dataPoints_prix.Add(new DataPoint(k, eurost.pp[k]));
}
ViewData["price"] = eurost.prixEnt;
//return RedirectToAction("PrixEnt");
return(View(eurost));
}
}
static void Main(string[] args)
{
string gg = "66";
// A way to make Main async.
MainAsync().Wait();
// Thread sample:
Thread thread1 = new Thread(new ThreadStart(ThreadMethod));
Thread thread2 = new Thread(new ParameterizedThreadStart(ThreadMethodI));
thread1.Start();
thread2.Start(1);
thread1.Join();
thread2.Join();
// Delegate usage sample:
OwnDelegate a = IntMethod1;
a += IntMethod2;
a += (x => x.Length + 1);
int b = a(gg);
// Task usage sample:
Task <int> taskInt1 = new Task <int>(WrapperMethod, gg);
taskInt1.Start();
WrapperClass <string, int> wrapperClass = new WrapperClass <string, int>(IntMethod2, gg);
Task <int> taskInt2 = Task.Run(wrapperClass.Call);
Task <int> abc = Task.Run(() => IntMethod1(gg));
// async method call from sync code:
Task <int> innyTask = IntMethodAsync(1);
// async lambda:
var test = new Func <Task <int> >(async() => await IntMethodAsync(gg));
Task.WaitAll(taskInt1, innyTask);
// btw: Nullable
int?nullableInt = null;
nullableInt = 6;
if (nullableInt != null)
{
nullableInt++;
}
// LINQ
var list = new List <int> {
1, 2, 3, 4
};
var aa = list.Select(x => x + 3);
aa.Where(x => x != null);
var cc = list.Aggregate((x, y) => x + y);
Console.WriteLine(cc);
int WrapperMethod(object state)
{
return(IntMethod1(gg));
}
}
