//コンストラクタ…t_allcorpから全銘柄のリストを取得
public static void RefreshCache()
{
dtCache = new DataTable();
String sql = "select * from t_allcorp where corpCode <10000 order by corpCode;";
//一時変数
DataRow dr_temp;
//dt_listに全銘柄リストを取得
dtCache = SQLManager.SendSQL(sql);
for (int i = 0; i < dtCache.Rows.Count; i++)
{
CorpInfo ci_temp = new CorpInfo();
dr_temp = dtCache.Rows[i];
ci_temp.corpCode = dr_temp.Field <int>("corpCode");
ci_temp.corpName = dr_temp.Field <String>("corpName");
ci_temp.gyousyuCode33 = dr_temp.Field <int>("33gyousyuCode");
ci_temp.gyousyuClass33 = dr_temp.Field <String>("33gyousyuClass");
ci_temp.gyousyuCode17 = dr_temp.Field <int>("17gyousyuCode");
ci_temp.gyousyuClass17 = dr_temp.Field <String>("17gyousyuClass");
ci_temp.kiboCode = dr_temp.Field <int>("kiboCode");
ci_temp.kiboClass = dr_temp.Field <String>("kiboClass");
CorpCache.SetData(ci_temp);
}
}
public static void CalcVoratility(params DateTime[] span)
{
DateTime start = new DateTime(1990, 01, 01);
DateTime end = new DateTime();
end = DateTime.Today;
if (span.Length != 2 || span[0] == span[1])
{
}
else if (span[0] <= span[1])
{
start = span[0]; end = span[1];
}
else if (span[1] <= span[0])
{
start = span[1]; end = span[0];
}
CorpInfo ci = new CorpInfo();
try {
int[] codelist = new int[CorpCache.KeyLength()];
CorpCache.Keys().CopyTo(codelist, 0);
for (int i = 0; i < codelist.Count(); i++)
// var codelist = CorpCache.Keys();
// foreach(int code in codelist)
{
try {
int code = codelist[i];
StockDataManager.StockCache.Get(code).CalcLogReturn();
var log_ret = (from row in StockDataManager.StockCache.Get(code).data.AsEnumerable()
where (row.date >= start) && (row.date <= end)
select row.logReturn).ToArray(); //目的期間の対数差収益率を取得
ci = CorpCache.Get(code);
ci.volatility = Statistics.PopulationStandardDeviation(log_ret);//標本平均分散
CorpCache.SetData(ci);
}
catch { }
}
}
catch (InvalidOperationException ioe) {
MessageBox.Show(ioe.Message + "\n" + ioe.Source + "\n" + ioe.StackTrace);
}
}
