public void testGetCotation()
{
DataGestion dg = new DataGestion();
DateTime date = new DateTime(2010, 1, 1);
double d = dg.getCotation("AC FP", date);
Console.WriteLine(d);
}
public void pick_a_name()
{
DataGestion dataConn = new DataGestion();
string accor = dataConn.getName("AC FP");
if (!accor.Contains("ACCOR SA"))
{
throw new ArgumentOutOfRangeException("Le nom récupéré ne correspond pas à l'ID saisi: " + accor);
}
}
public void listingNAMES()
{
DataGestion dataConn = new DataGestion();
List <String> liste = dataConn.getListofNames();
if (liste.Count != 14)
{
throw new ArgumentOutOfRangeException("La liste d'ID contiens " + liste.Count + " éléments au lieu de 14");
}
}
public void testGetID()
{
DataGestion dataConn = new DataGestion();
String id = dataConn.getID("ALSTOM");
if (!id.Contains("ALO FP"))
{
throw new ArgumentOutOfRangeException("l'ID récupéré n'est pas bon :" + id);
}
}
public void testFakeGetID()
{
DataGestion dataConn = new DataGestion();
String id = dataConn.getID("test");
if (id != null)
{
throw new ArgumentOutOfRangeException("id non null dans tastFakeGetId");
}
}
public void testTailleTableauCotation()
{
DataGestion dataConn = new DataGestion();
double[] tabCote = dataConn.getCotation("CA FP", 10);
if (tabCote.Length != 10)
{
throw new ArgumentOutOfRangeException("le tableau de cotation n'a pas la bonne taille");
}
Debug.Assert(tabCote.Length == 10);
}
public void testVolatility()
{
DataGestion dg = new DataGestion();
VanillaCallPricingModel vcpm = new VanillaCallPricingModel();
Share share = new Share("ACCOR SA", "AC FP ");
vcpm.oShares = new Share[1];
vcpm.oShares[0] = share;
List <DataFeed> ldf = dg.getListDataField(new DateTime(2013, 10, 10), new DateTime(2014, 10, 10), vcpm.oShares);
vcpm.calculVolatility(ldf);
}
public void testValeurTableauCotation()
{
DataGestion dataConn = new DataGestion();
double[] tabCote = dataConn.getCotation("CA FP", 10);
if (tabCote[0] != 29.4250 ||
tabCote[1] != 29.5050 ||
tabCote[2] != 30.2000 ||
tabCote[3] != 30.2800)
{
throw new ArgumentOutOfRangeException("une des valeurs n'est pas bonne dans le tableau de cotation");
}
}
public void getTable()
{
DataGestion dataConn = new DataGestion();
string[,] tableB = dataConn.getIDNames();
if (tableB.Length != 28)
{
throw new ArgumentOutOfRangeException("Le tableau n'a pas la bonne dimension : " + tableB.Length);
}
if (!tableB[3, 0].Contains("AIR FP") || !tableB[3, 1].Contains("AIRBUS GROUP SE"))
{
throw new ArgumentOutOfRangeException("les valeurs du tableau ne sont pas correctes");
}
}
public void TestGenHistOptionForward()
{
String VanillaCallName = "FistOptionName";
DataGestion dataConn = new DataGestion();
Share[] underlyingShares = new Share[dataConn.numberOfAssets()];
var listeID = dataConn.getListofID();
for (int i = 0; i < dataConn.numberOfAssets(); i++)
{
underlyingShares[i] = new Share(dataConn.getName(listeID.ToArray()[i]), listeID.ToArray()[i]);
}
DateTime endTime = new DateTime(2016, 1, 1);
DateTime startDate = new DateTime(2015, 10, 10);
double strike = 100.0;
double[] weight = new double[dataConn.numberOfAssets()];
for (int i = 0; i < dataConn.numberOfAssets(); i++)
{
weight[i] = 1 / dataConn.numberOfAssets();
}
IGenerateHistory test = new ForwardTestGenerate();
test.endTime = endTime; //
test.strike = strike; //
test.underlyingShares = underlyingShares; //
test.vanillaCallName = VanillaCallName; //
test.weight = weight; //
test.startDate = startDate; //
List <DataFeed> ret = test.generateHistory();
Console.WriteLine("----");
foreach (DataFeed dataf in ret)
{
List <string> keyList = new List <string> (ret.ToArray()[0].PriceList.Keys);
foreach (var ele in keyList)
{
Console.WriteLine(dataf.Date);
Console.WriteLine(dataf.PriceList[ele]);
}
}
}
public void TestMethod1()
{
BasketPricingModel bpm = new BasketPricingModel();
bpm.oMaturity = new DateTime(2015, 8, 20);
bpm.oName = "test";
Share share = new Share("ACCOR SA", "AC FP ");
bpm.oShares = new Share[1];
bpm.oShares[0] = share;
bpm.oStrike = 45.5;
DataGestion dg = new DataGestion();
DateTime date = new DateTime(2013, 8, 21);
List <DataFeed> ldf = dg.getListDataField(date, bpm.oMaturity, bpm.oShares);
PricingResults pR = bpm.getPayOff(ldf);
Console.WriteLine(pR.Price);
}
public void TestMethod1()
{
VanillaCallPricingModel vcpm = new VanillaCallPricingModel();
vcpm.oMaturity = new DateTime(2015, 8, 20);
vcpm.oName = "test";
Share share = new Share("ACCOR SA", "AC FP ");
vcpm.oShares = new Share[1];
vcpm.oShares[0] = share;
vcpm.oStrike = 45.5;
vcpm.oSpot = new double[1];
vcpm.oSpot[0] = 48;
DataGestion dg = new DataGestion();
DateTime date = new DateTime(2013, 8, 20);
List <DataFeed> ldf = dg.getListDataField(date, vcpm.oMaturity, vcpm.oShares);
PricingResults pR = vcpm.getPayOff(ldf);
Console.WriteLine(pR.Price);
}
public void TestMethod2()
{
DataGestion dg = new DataGestion();
VanillaCallPricingModel vcpm = new VanillaCallPricingModel();
vcpm.oMaturity = new DateTime(2015, 8, 20);
vcpm.oName = "test";
Share share = new Share("ACCOR SA", "AC FP ");
vcpm.oShares = new Share[1];
vcpm.oShares[0] = share;
vcpm.oStrike = 10;
vcpm.oSpot = new double[1];
DateTime date = new DateTime(2015, 1, 12);
vcpm.oSpot[0] = dg.getCotation("AC FP", date);
List <DataFeed> ldf = dg.getListDataField(date, vcpm.oMaturity, vcpm.oShares);
List <PricingResults> LpR = vcpm.pricingUntilMaturity(ldf);
foreach (PricingResults pr in LpR)
{
Console.WriteLine(pr.Price);
}
}
/**
* Transmet la liste des dataFeed venant de la base de données
* en précisant certains paramètres passés comme attributs de la classe
*
* */
public List <DataFeed> generateHistory()
{
DataGestion dg = new DataGestion();
return(dg.getListDataField(startDate, endTime, underlyingShares));
}
