public override IVolSurface RollSurface(DateTime newOrigin)
{
var newMaturities = Expiries.Where(x => x > newOrigin).ToArray();
var newVols = new double[newMaturities.Length][];
var newATMs = newMaturities.Select(m => GetForwardATMVol(newOrigin, m)).ToArray();
var newRRs = new double[newMaturities.Length][];
var newBFs = new double[newMaturities.Length][];
var numDropped = Expiries.Length - newMaturities.Length;
var newFwds = Forwards.Skip(numDropped).ToArray();
var newLabels = PillarLabels.Skip(numDropped).ToArray();
for (var i = 0; i < newMaturities.Length; i++)
{
newRRs[i] = Riskies[i + numDropped];
newBFs[i] = Flies[i + numDropped];
}
return(new RiskyFlySurface(newOrigin, newATMs, newMaturities, WingDeltas, newRRs, newBFs, newFwds, WingQuoteType, AtmVolType, StrikeInterpolatorType, TimeInterpolatorType, newLabels)
{
AssetId = AssetId,
Currency = Currency,
Name = Name,
});
}
public string Post(Forwards forward)
{
try
{
DataTable table = new DataTable();
DateTime time = forward.FechaCierre;
DateTime time2 = forward.FechaCierre;
string format = "yyyy-MM-dd HH:mm:ss";
string query = @"
exec itInsertNuevaForward '" + time.ToLocalTime().ToString(format) + "' , '" + time2.ToLocalTime().ToString(format) + "' , '" +
forward.CantidadDlls + "' , '" + forward.TipoCambio + "', '" + forward.CantidadMXN + "' , '" + forward.Garantia + "' , '" +
forward.GarantiaPagada + "' , '" + forward.CantidadPendiente + "' , '" + forward.Destino + "' , '" + forward.Promedio + "' , '" + forward.Estatus + @"';";
using (var con = new SqlConnection(ConfigurationManager.ConnectionStrings["Prolapp"].ConnectionString))
using (var cmd = new SqlCommand(query, con))
using (var da = new SqlDataAdapter(cmd))
{
cmd.CommandType = CommandType.Text;
da.Fill(table);
}
return("Se Agrego Correctamente");
}
catch (Exception exe)
{
return("Se produjo un error" + exe);
}
}
public void IsOppositeOf_OtherInvalidEnumerationDirection_ViolatesPrecondtion()
{
// Arrange
var invalidEnumerationDirection = (EnumerationDirection)2;
// Act & Assert
Assert.That(() => Forwards.IsOppositeOf(invalidEnumerationDirection), Violates.PreconditionSaying(EnumMustBeDefined));
}
public void IsForward_Forwards_True()
{
// Act
var isForward = Forwards.IsForward();
// Assert
Assert.That(isForward, Is.True);
}
public IActionResult GetOffendStrategy()
{
Player jordan = new Forwards("Jordan");
jordan.Offend();
Player susu = new Forwards("Jung Hao, Su");
susu.Offend();
return(this.Ok());
}
/// <summary>
/// NBA适配器模式
/// </summary>
static void TestNBAAdapter()
{
Player b = new Forwards("badier");
b.Attack();
Player m = new Guards("maike");
m.Attack();
Player ym = new Center("yaoming");
ym.Attack();
ym.Defence();
}
public override string ToString()
{
StringBuilder sb = new StringBuilder();
sb.AppendLine(Gk.Info);
sb.AppendLine(string.Join(", ", Defenders.Select(x => x.Info)));
sb.AppendLine(string.Join(", ", Midfielders.Select(x => x.Info)));
sb.AppendLine(string.Join(", ", Forwards.Select(x => x.Info)));
sb.AppendLine("--------------------------");
sb.AppendLine(SubGk.Info);
sb.AppendLine(string.Join(", ", SubDefenders.Select(x => x.Info)));
sb.AppendLine(string.Join(", ", SubMidfielders.Select(x => x.Info)));
sb.AppendLine(string.Join(", ", SubForwards.Select(x => x.Info)));
return(sb.ToString());
}
//适配
public static void testAdaptee()
{
Player b = new Forwards("巴蒂尔");
b.Attack();
Player m = new Guards("麦克格雷迪");
m.Attack();
//Player ym = new Center("姚明");
Player ym = new Translator("姚明");
ym.Attack();
ym.Defense();
Console.Read();
}
public void TestMethodAdapter_Example()
{
Player b = new Forwards("Leo");
b.Attack();
Player m = new Guards("ken");
m.Attack();
Player ym = new Center("小明");
ym.Attack();
ym.Defense();
Player ym2 = new Translator("阿木");
ym2.Attack();
ym2.Defense();
}
public override IVolSurface RollSurface(DateTime newOrigin)
{
//_suppressVarianceErrors = true;
var newMaturities = Expiries.Where(x => x > newOrigin).ToArray();
var newVols = new double[newMaturities.Length][];
var newATMs = newMaturities.Select(m => GetForwardATMVol(newOrigin, m)).ToArray();
//var newATMs = new double[newMaturities.Length];
var newRRs = new double[newMaturities.Length][];
var newBFs = new double[newMaturities.Length][];
var numDropped = Expiries.Length - newMaturities.Length;
var newFwds = Forwards.Skip(numDropped).ToArray();
var newLabels = PillarLabels.Skip(numDropped).ToArray();
for (var i = 0; i < newMaturities.Length; i++)
{
newRRs[i] = Riskies[i + numDropped];
newBFs[i] = Flies[i + numDropped];
//newATMs[i] = GetVolForDeltaStrike(0.5, newMaturities[i], newFwds[i]);
}
if (newATMs.Length == 0)
{
return new ConstantVolSurface(OriginDate, 0.32)
{
Name = Name,
AssetId = AssetId,
Currency = Currency,
}
}
;
return(new RiskyFlySurface(newOrigin, newATMs, newMaturities, WingDeltas, newRRs, newBFs, newFwds, WingQuoteType, AtmVolType, StrikeInterpolatorType, TimeInterpolatorType, newLabels)
{
AssetId = AssetId,
Currency = Currency,
Name = Name,
});
}
