Ejemplo n.º 1
0
        public static string ConstructStrategyAlias(string ticker1, string ticker2, string ticker3, int direction)

        {
            InstumentSpecs InstrumentSpecs1 = Instrument.GetSpecs(ticker1);
            InstumentSpecs InstrumentSpecs2 = Instrument.GetSpecs(ticker2);
            InstumentSpecs InstrumentSpecs3 = Instrument.GetSpecs(ticker3);

            string StrategyAlias;

            if (direction > 0)
            {
                StrategyAlias = InstrumentSpecs1.TickerHead +
                                InstrumentSpecs1.TickerMonthString + InstrumentSpecs1.TickerYear.ToString() +
                                InstrumentSpecs2.TickerMonthString + InstrumentSpecs2.TickerYear.ToString() +
                                InstrumentSpecs2.TickerMonthString + InstrumentSpecs2.TickerYear.ToString() +
                                InstrumentSpecs3.TickerMonthString + InstrumentSpecs3.TickerYear.ToString();
            }
            else
            {
                StrategyAlias = InstrumentSpecs1.TickerHead +
                                InstrumentSpecs2.TickerMonthString + InstrumentSpecs2.TickerYear.ToString() +
                                InstrumentSpecs3.TickerMonthString + InstrumentSpecs3.TickerYear.ToString() +
                                InstrumentSpecs1.TickerMonthString + InstrumentSpecs1.TickerYear.ToString() +
                                InstrumentSpecs2.TickerMonthString + InstrumentSpecs2.TickerYear.ToString();
            }

            return(StrategyAlias);
        }
Ejemplo n.º 2
0
        public static InstumentSpecs GetSpecs(string ticker)

        {
            InstumentSpecs SpecsOutput = new InstumentSpecs();

            SpecsOutput.TickerHead        = ticker.Substring(0, ticker.Length - 5);
            SpecsOutput.TickerYear        = int.Parse(ticker.Substring(ticker.Length - 4, 4));
            SpecsOutput.TickerMonthString = ticker.Substring(ticker.Length - 5, 1);
            SpecsOutput.TickerMonthNum    = ConvertMonthFromStringToNumber(SpecsOutput.TickerMonthString);
            SpecsOutput.ContINDX          = 100 * SpecsOutput.TickerYear + SpecsOutput.TickerMonthNum;

            Console.WriteLine(SpecsOutput.TickerYear);
            Console.WriteLine(SpecsOutput.TickerHead);
            Console.WriteLine(SpecsOutput.TickerMonthString);
            Console.WriteLine(SpecsOutput.TickerMonthNum);
            Console.WriteLine(SpecsOutput.ContINDX);

            return(SpecsOutput);
        }
Ejemplo n.º 3
0
        public static InstumentSpecs GetSpecs(string ticker)

        {
            InstumentSpecs SpecsOutput = new InstumentSpecs();

            SpecsOutput.TickerHead = ticker.Substring(0, ticker.Length-5);
            SpecsOutput.TickerYear = int.Parse(ticker.Substring(ticker.Length - 4, 4));
            SpecsOutput.TickerMonthString = ticker.Substring(ticker.Length - 5, 1);
            SpecsOutput.TickerMonthNum = ConvertMonthFromStringToNumber(SpecsOutput.TickerMonthString);
            SpecsOutput.ContINDX = 100 * SpecsOutput.TickerYear + SpecsOutput.TickerMonthNum;

            Console.WriteLine(SpecsOutput.TickerYear);
            Console.WriteLine(SpecsOutput.TickerHead);
            Console.WriteLine(SpecsOutput.TickerMonthString);
            Console.WriteLine(SpecsOutput.TickerMonthNum);
            Console.WriteLine(SpecsOutput.ContINDX);

            return SpecsOutput;


        }