private MWNumericArray GetIndexTimeSeries(IndexType type, int yieldspan)
{
IndexSelector ids = new IndexSelector();
IndexGroup idgSWI = null;;
switch (type)
{
case IndexType.SWIndustry:
idgSWI = ids.GetSWIndustryIndex();
break;
case IndexType.ZXIndustry:
idgSWI = ids.GetZXIndustryIndex();
break;
case IndexType.JCIndustry:
idgSWI = ids.GetJCIndustryIndex();
break;
case IndexType.ZZSize:
idgSWI = ids.GetZZSizeIndex();
break;
case IndexType.JCSize:
idgSWI = ids.GetJCSizeIndex();
break;
case IndexType.SWProfit:
idgSWI = ids.GetSWProfitIndex();
break;
case IndexType.JCStyle:
idgSWI = ids.GetJCStyleIndex();
break;
default:
throw new Exception("未知的指数类型");
}
idgSWI.SetDatePeriod(this.StartDate, this.EndDate);
idgSWI.LoadData(DataInfoType.SecurityInfo);
idgSWI.LoadData(DataInfoType.TradingPrice);
int rows = idgSWI.SecurityHoldings[0].TradingPrice.AdjustedTimeSeries.Count;
int cols = idgSWI.SecurityHoldings.Count;
double[,] aryi = new double[rows, cols];
for (int irow = 0; irow < rows; irow++)
{
for (int icol = 0; icol < cols; icol++)
{
//从降序排列转换为升序排列
Nullable <double> d = null;
switch (yieldspan)
{
case 1:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay1;
break;
case 2:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay2;
break;
case 3:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay3;
break;
case 4:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay4;
break;
case 5:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay5;
break;
default:
d = idgSWI.SecurityHoldings[icol].TradingPrice.AdjustedTimeSeries[irow].UpAndDown.KLineDay1;
break;
}
if (d == null)
{
aryi[rows - irow - 1, icol] = 0;
}
else
{
aryi[rows - irow - 1, icol] = d.Value;
}
}
}
MWNumericArray x = aryi;
return(x);
}
