static List<IAdjLogic> CreateUsdXxxSet()
{
List<IAdjLogic> output = new List<IAdjLogic>();
String instKey = MarketDataManager.Ins().GetKey("USDKRW Curncy",
MarketDataFieldType.PX_LAST, "KRW");
DummyAdj adj = new DummyAdj(instKey, 8.0);
output.Add(adj);
return output;
}
static List<IAdjLogic> CreateAdjSet1()
{
List<IAdjLogic> output = new List<IAdjLogic>();
G20 g20 = new G20();
List<G20_TickerInfo> tickerInfos = g20.Data;
foreach (G20_TickerInfo tickerInfo in tickerInfos)
{
String instKey = MarketDataManager.Ins().GetKey(tickerInfo.StockTicker,
MarketDataFieldType.PX_LAST, tickerInfo.Currency);
String currency = tickerInfo.Currency;
if (StringUtil.IsEmpty(instKey))
{
continue;
}
DummyAdj adj = new DummyAdj(instKey, 1.0);
output.Add(adj);
}
return output;
}
static List<IAdjLogic> CreateAdjSet1()
{
String kospiKey = MarketDataManager.Ins().GetKey("KOSPI Index", MarketDataFieldType.PX_LAST, "KRW");
DummyAdj kospiAdj1 = new DummyAdj(kospiKey, 1.0);
String spxKey = MarketDataManager.Ins().GetKey("SPX Index", MarketDataFieldType.PX_LAST, "USD");
DummyAdj spxAdj1 = new DummyAdj(spxKey, 1.0);
String chinaKey = MarketDataManager.Ins().GetKey("SHCOMP Index", MarketDataFieldType.PX_LAST, "CNY");
DummyAdj chinaAdj1 = new DummyAdj(chinaKey, 1.0);
List<IAdjLogic> output = new List<IAdjLogic>();
output.Add(kospiAdj1);
output.Add(spxAdj1);
output.Add(chinaAdj1);
return output;
}
static AdjTradingInput CreateInput(double investAmount)
{
AdjTradingInput input = new AdjTradingInput("simple", investAmount);
String kospiKey = MarketDataManager.Ins().GetKey("KOSPI Index", MarketDataFieldType.PX_LAST, "KRW");
DummyAdj kospiAdj1 = new DummyAdj(kospiKey, 1.0);
input.Append(kospiAdj1);
String spxKey = MarketDataManager.Ins().GetKey("SPX Index", MarketDataFieldType.PX_LAST, "USD");
DummyAdj spxAdj1 = new DummyAdj(spxKey, 1.0);
input.Append(spxAdj1);
String chinaKey = MarketDataManager.Ins().GetKey("SHCOMP Index", MarketDataFieldType.PX_LAST, "CNY");
DummyAdj chinaAdj1 = new DummyAdj(chinaKey, 1.0);
input.Append(chinaAdj1);
return input;
}
