Ejemplo n.º 1
1
        public List<IAlloc> GetAllocs()
        {
            List<IAlloc> allocs = new List<IAlloc>();

            Boolean useStatic = false;
            if (useStatic)
            {
                StaticAlloc alloc = new StaticAlloc("Same", 0.33, 0.33, 0.34);
                allocs.Add(alloc);
            }
            else
            {
                StaticAlloc staticAlloc = new StaticAlloc("B", 0.33, 0.33, 0.34);
                List<IAdj> adjs = new List<IAdj>();
                AddAdjsForAdjAlloc(adjs);

                AdjAlloc alloc = new AdjAlloc("adjalloc", adjs, staticAlloc, MixupRule.Multiply);
                allocs.Add(alloc);
            }
            return allocs;
        }
Ejemplo n.º 2
0
        public AdjAlloc(String key, List<IAdj> adjs, StaticAlloc staticAlloc, MixupRule rule)
        {
            Trace.Assert(adjs != null);
            Trace.Assert(staticAlloc != null);

            _key = key;
            _adjs = adjs;
            _staticAlloc = staticAlloc;
            this.Rule = rule;
        }
Ejemplo n.º 3
0
        void RunCalculateThread(object o)
        {
            // calculate adjs
            TradingSessionData sessionData = o as TradingSessionData;

            IAlloc alloc = new StaticAlloc("sa", 0.333334, 0.333333, 0.333333);
            List<IAdj> adjs = LoadCurrentAdjs();
            MarketDataSet mds = sessionData.GetMarketDataSet();

            SimCase simCase =
                new SimCase(sessionData.SessionKey, alloc, adjs, sessionData.InputData, MixupRule.Multiply, mds);

            simCase.Test();

            this.Invoke(new AddNewResult(AddNewResult_Raw), new object[] { simCase, });
        }