public IMarketProvider GetMoex()
        {
            string connection = ConfigurationManager.AppSettings["mirconnection"];

            #region mapping mir_moex
            DataProvider.Input.MirReader.Mapping mapping = new DataProvider.Input.MirReader.Mapping();

            mapping.AI = new Dictionary <Enum, string>()
            {
                #region Финансовые инструменты
                { FinType.Equity, "12" },
                { FinType.Bond, "13" },
                { FinType.Fund, "14" },
                { FinType.Certificate, "15" },
                { FinType.DepositaryReceipt, "16" },
                { FinType.Default, "20" },
                { TimeSeriesAttribute.Close, "3" },
                { ScalarAttribute.Name, "4" },
                { ScalarAttribute.Nominal, "9" },
                { ScalarAttribute.MatDate, "11" },
                { ScalarAttribute.Currency, "8" },
                #endregion
            };

            mapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
            {
                #region Валюта
                { new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
                { new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
                { new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
                #endregion

                #region Фин.инструменты
                { new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
                { new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
                { new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
                { new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
                { new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
                { new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
                { new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
                #endregion
            };


            mapping.ET = new Dictionary <Enum, Type>()
            {
                { ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
                { ScalarAttribute.Currency, typeof(Currencies) },
                { ScalarAttribute.FinType, typeof(FinType) },
            };

            Dictionary <string, object> sq = new Dictionary <string, object>()
            {
                { DataProvider.Input.MirReader.Provider.QUOTE, "MOEX" },
                { DataProvider.Input.MirReader.Provider.SCALAR, "MOEX" },
            };
            #endregion

            DataProvider.Input.MirReader.Provider MoexProvider =
                new DataProvider.Input.MirReader.Provider(connection, mapping);
            MoexProvider.SetParams(sq);

            return(MoexProvider);
        }
Beispiel #2
0
        public IMarketProvider GetCbr()
        {
            string connection = "Host = localhost; Username =postgres; Password =roman; Database =MIR";

            #region mapping mir_cbr
            DataProvider.Input.MirReader.Mapping mapping2 = new DataProvider.Input.MirReader.Mapping();

            mapping2.AI = new Dictionary <Enum, string>()
            {
                #region Финансовые инструменты
                { FinType.Equity, "12" },
                { FinType.Bond, "13" },
                { FinType.Fund, "14" },
                { FinType.Certificate, "15" },
                { FinType.DepositaryReceipt, "16" },
                { FinType.Default, "20" },
                { TimeSeriesAttribute.Close, "3" },
                { ScalarAttribute.Name, "4" },
                { ScalarAttribute.Nominal, "9" },
                { ScalarAttribute.MatDate, "11" },
                { ScalarAttribute.Currency, "8" },
                { Currencies.CHF, "CHF" },
                { Currencies.EUR, "EUR" },
                { Currencies.USD, "USD" }
                #endregion
            };

            mapping2.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
            {
                #region Валюта
                { new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
                { new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
                { new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
                #endregion

                #region Фин.инструменты
                { new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
                { new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
                { new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
                { new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
                { new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
                { new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
                { new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
                #endregion
            };


            mapping2.ET = new Dictionary <Enum, Type>()
            {
                { ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
                { ScalarAttribute.Currency, typeof(Currencies) },
                { ScalarAttribute.FinType, typeof(FinType) },
            };

            Dictionary <string, object> sq2 = new Dictionary <string, object>()
            {
                { DataProvider.Input.MirReader.Provider.QUOTE, "CBR" },
                { DataProvider.Input.MirReader.Provider.SCALAR, "CBR" },
            };
            #endregion


            DataProvider.Input.MirReader.Provider CbrProvider =
                new DataProvider.Input.MirReader.Provider(connection, mapping2);
            CbrProvider.SetParams(sq2);

            return(CbrProvider);
        }
        public void ReadDataFromMoexAndCbr()
        {
            #region mapping mir_moex
            DataProvider.Input.MirReader.Mapping mapping = new DataProvider.Input.MirReader.Mapping();

            mapping.AI = new Dictionary <Enum, string>()
            {
                #region Финансовые инструменты
                { FinType.Equity, "12" },
                { FinType.Bond, "13" },
                { FinType.Fund, "14" },
                { FinType.Certificate, "15" },
                { FinType.DepositaryReceipt, "16" },
                { FinType.Default, "20" },
                { TimeSeriesAttribute.Close, "3" },
                { ScalarAttribute.Name, "4" },
                { ScalarAttribute.Nominal, "9" },
                { ScalarAttribute.MatDate, "11" },
                { ScalarAttribute.Currency, "8" },
                #endregion
            };

            mapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
            {
                #region Валюта
                { new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
                { new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
                { new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
                #endregion

                #region Фин.инструменты
                { new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
                { new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
                { new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
                { new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
                { new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
                { new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
                { new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
                #endregion
            };


            mapping.ET = new Dictionary <Enum, Type>()
            {
                { ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
                { ScalarAttribute.Currency, typeof(Currencies) },
                { ScalarAttribute.FinType, typeof(FinType) },
            };

            Dictionary <string, object> sq = new Dictionary <string, object>()
            {
                { DataProvider.Input.MirReader.Provider.QUOTE, "MOEX" },
                { DataProvider.Input.MirReader.Provider.SCALAR, "MOEX" },
            };
            #endregion

            DataProvider.Input.MirReader.Provider MoexProvider =
                new DataProvider.Input.MirReader.Provider(connection, mapping);
            MoexProvider.SetParams(sq);

            #region mapping mir_cbr
            DataProvider.Input.MirReader.Mapping mapping2 = new DataProvider.Input.MirReader.Mapping();

            mapping2.AI = new Dictionary <Enum, string>()
            {
                #region Финансовые инструменты
                { FinType.Equity, "12" },
                { FinType.Bond, "13" },
                { FinType.Fund, "14" },
                { FinType.Certificate, "15" },
                { FinType.DepositaryReceipt, "16" },
                { FinType.Default, "20" },
                { TimeSeriesAttribute.Close, "3" },
                { ScalarAttribute.Name, "4" },
                { ScalarAttribute.Nominal, "9" },
                { ScalarAttribute.MatDate, "11" },
                { ScalarAttribute.Currency, "8" },
                { Currencies.CHF, "CHF" },
                { Currencies.EUR, "EUR" },
                { Currencies.USD, "USD" }
                #endregion
            };

            mapping2.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
            {
                #region Валюта
                { new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
                { new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
                { new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
                { new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
                #endregion

                #region Фин.инструменты
                { new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
                { new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
                { new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
                { new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
                { new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
                { new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
                { new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
                #endregion
            };


            mapping2.ET = new Dictionary <Enum, Type>()
            {
                { ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
                { ScalarAttribute.Currency, typeof(Currencies) },
                { ScalarAttribute.FinType, typeof(FinType) },
            };

            Dictionary <string, object> sq2 = new Dictionary <string, object>()
            {
                { DataProvider.Input.MirReader.Provider.QUOTE, "CBR" },
                { DataProvider.Input.MirReader.Provider.SCALAR, "CBR" },
            };
            #endregion

            DataProvider.Input.MirReader.Provider CbrProvider =
                new DataProvider.Input.MirReader.Provider(connection, mapping2);
            CbrProvider.SetParams(sq2);

            DataProvider.Input.CombinedProvider.Provider combinedProvider =
                new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
            {
                MoexProvider, CbrProvider
            });

            var positionTS = combinedProvider.GetTimeSeries(position, TimeSeriesAttribute.Close);
            var currencyTS = combinedProvider.GetTimeSeries(Currencies.USD, TimeSeriesAttribute.Close);

            Assert.IsTrue(positionTS != null && positionTS.Series.Count != 0 &&
                          currencyTS != null && currencyTS.Series.Count != 0);
            Console.WriteLine(positionTS.Series.Count);
            Console.WriteLine(currencyTS.Series.Count);
        }