static void UpdateOptionInfoDemo()
{
var repo = InstanceFactory.Get <OptionInfoRepository>(conn_type);
repo.UpdateOptionInfo("510050.SH");
}
static void Main(string[] args)
{
logger.Info("main method start...");
Initializer.Initialize(ConnectionType.Default);
//获取tick数据
var optionSource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockOptionTickDataSource>(new TypedParameter(typeof(ConnectionType), ConnectionType.Server170)));
var optionRepo = InstanceFactory.Get <StockOptionTickRepository>(conn_type, optionSource);
var stockSource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockTickDataSource>(new TypedParameter(typeof(ConnectionType), ConnectionType.Server170)));
var stockTickRepo = InstanceFactory.Get <StockTickRepository>(conn_type, stockSource);
//获取日线数据
var stockDailysource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockDailyDataSource>());
var stockDailyRepo = InstanceFactory.Get <StockDailyRepository>(conn_type, stockDailysource);
var optionDailySource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockOptionDailyDataSource>());
var optionDailyRepo = InstanceFactory.Get <StockOptionDailyRepository>(conn_type, optionDailySource);
var infoRepo = InstanceFactory.Get <OptionInfoRepository>(conn_type);
//获取分钟线数据
var stockMinutelySource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockMinuteDataSource>());
var stockMinutelyRepo = InstanceFactory.Get <StockMinuteRepository>(conn_type, stockMinutelySource);
//获取日期数据
TransactionDateTimeRepository dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
DateUtils.setTradeDays(dateRepo.GetStockTransactionDate("2007-01-01".ToDateTime(), "2019-12-31".ToDateTime()));
//StockTickToMinute myData = new StockTickToMinute(dateRepo,stockDailyRepo,stockMinutelyRepo,stockTickRepo, "2016-02-01".ToDateTime(), "2019-01-14".ToDateTime());
OptionMonitor50ETF2019 optionMonitor = new OptionMonitor50ETF2019(infoRepo, dateRepo, stockDailyRepo, stockMinutelyRepo, optionDailyRepo, "2015-02-09".ToDateTime(), "2019-01-14".ToDateTime());
//trendT0 myt0 = new trendT0(stockMinutelyRepo, stockDailyRepo, "000016.SH", "2016-02-01".ToDateTime(), "2019-01-14".ToDateTime());
//DualTrust dt0 = new DualTrust(stockMinutelyRepo, stockDailyRepo, "IF.CFE", "IF.CFE");
//dt0.compute("2016-02-23".ToDateTime(), "2016-07-29".ToDateTime());
//pairtradingDaily2 mypair = new pairtradingDaily2(stockDailyRepo,"600030.SH", "601688.SH");
//mypair = new pairtradingDaily2(stockDailyRepo, "000333.SZ", "000651.SZ");
//mypair = new pairtradingDaily2(stockDailyRepo, "601398.SH", "601939.SH");
//mypair = new pairtradingDaily2(stockDailyRepo, "601318.SH", "601601.SH");
//mypair.compute("2010-01-01".ToDateTime(), "2018-12-28".ToDateTime());
//RBreakStrategy mybreak = new RBreakStrategy(stockMinutelyRepo, stockDailyRepo, "IC.CFE");
//mybreak.compute("2016-01-01".ToDateTime(), "2018-11-20".ToDateTime());
//DiagonalSpread backtest = new DiagonalSpread(stockMinutelyRepo, stockDailyRepo, "510050.SH");
//backtest.compute("2016-01-01".ToDateTime(), "2018-09-25".ToDateTime());
//VolumeDistribitionStrategy vd = new VolumeDistribitionStrategy(stockMinutelyRepo, stockDailyRepo, "510050.SH");
//vd.compute("2016-01-01".ToDateTime(), "2018-11-20".ToDateTime());
//TDstrategy td = new TDstrategy(stockMinutelyRepo, stockDailyRepo, "RB.SHF");
//td.compute("2016-01-01".ToDateTime(), "2018-11-27".ToDateTime());
//CallDeltaHedge hedgeDemo = new CallDeltaHedge(stockTickRepo, stockDailyRepo, "510050.SH", 60);
//hedgeDemo.compute("2018-01-10".ToDateTime(), "2018-08-10".ToDateTime());
//var twap = new TWAP(stockTickRepo,dateRepo, stockMinutelyRepo,"603939.SH");
//twap.computeTWAP("2018-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//var twap = new STWAP(stockTickRepo, dateRepo, "000544.SZ");
//twap.computeSTWAP("2018-06-20".ToDateTime(), "2018-06-20".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "300274.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "000738.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "300230.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
logger.Info("main method end...");
}
static void UpdateStockInfoDemo()
{
var repo = InstanceFactory.Get <StockInfoRepository>(conn_type);
repo.UpdateStockInfoToNow();
}