public IndexDeltaHedge(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Server84);
this.code = code;
indexCode = code == "IF" ? "000300.SH" : "000905.SH";
}
public IntradayMonitor(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository tickRepo, TransactionDateTimeRepository dateRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.dateRepo = dateRepo;
this.tickRepo = tickRepo;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
getMonitorData();
}
public MinuteDataRecord(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, TransactionDateTimeRepository dateRepo, StockInfoRepository stockInfoRepo, ConnectionType type = ConnectionType.Server170)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.dateRepo = dateRepo;
this.stockInfoRepo = stockInfoRepo;
this.sqlReaderLocal = new SqlServerReader(ConnectionType.Local);
this.sqlReaderSource = new SqlServerReader(type);
this.sqlWriter = new SqlServerWriter(ConnectionType.Local);
}
public DualTrust2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockInfoRepository stockInfoRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
this.windReader = new WindReader();
this.stockInfoRepo = stockInfoRepo;
}
public TDstrategy(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code = code;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
CreateDBOrTableIfNecessary(databaseName, tableName);
CreateDBOrTableIfNecessary2(databaseName, tableName2);
}
public DualTrust(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code, string underlyingCode)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code = code;
this.underlyingCode = underlyingCode;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
if (code == "IF.CFE")
{
multiplicator = 300;
}
}
public OptionMonitor50ETF2019(OptionInfoRepository infoRepo, TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteRepository stockMinutelyRepo, StockOptionDailyRepository optionDailyRepo, DateTime startDate, DateTime endDate, double rate = 0.04)
{
this.infoRepo = infoRepo;
this.dateRepo = dateRepo;
this.stockDailyRepo = stockDailyRepo;
this.stockMinutelyRepo = stockMinutelyRepo;
this.optionDailyRepo = optionDailyRepo;
this.rate = rate;
this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate);
this.optionList = getOptionInformation(startDate, endDate);
this.underlyingDailyData = getUnderlyingDailyData(startDate, endDate);
this.dividendList = getUnderlyingDividendInformation();
this.optionListWithModified = getModifiedOptionList(optionList, dividendList);
this.optionDailyDataByCode = getEtfOptionDailyDataByCode(startDate, endDate);
this.optionDailyDataByDate = getEtfOptionDailyDataByDate(startDate, endDate);
this.optionListModifiedByCode = getOptionInformationWithModifiedByCode(optionListWithModified);
computeOptionStatus(startDate, endDate);
}
public trendT0(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string stockBoard, DateTime startDate, DateTime endDate)
{
this.stockDailyRepo = stockDailyRepo;
this.stockMinutelyRepo = stockMinutelyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
this.stockBoard = stockBoard;
this.startDate = startDate;
this.endDate = endDate;
this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate);
var list = searchAllStocks(stockBoard, startDate, endDate);
list = new List <stockInfo>();
stockInfo stock = new stockInfo();
stock.code = "IF.CFE";
stock.startDate = startDate;
stock.endDate = endDate;
list.Add(stock);
getAllStocks(list);
computeOnAllStocks(list);
}
public TWAP(StockTickRepository stockRepo, TransactionDateTimeRepository dateRepo, StockMinuteRepository stockMinuteRepo, string code)
{
this.code = code;
this.stockRepo = stockRepo;
this.stockMinuteRepo = stockMinuteRepo;
this.dateRepo = dateRepo;
}
public StockTickToMinute(TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteRepository stockMinutelyRepo, StockTickRepository tickRepo, DateTime startDate, DateTime endDate)
{
this.tickRepo = tickRepo;
this.stockDailyRepo = stockDailyRepo;
this.stockMinutelyRepo = stockMinutelyRepo;
this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate);
getStockTickData("510050.SH");
}
