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);
}
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);
}
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;
}