public void ReadyData()
        {
            // Load data
            MarketData mdKospi = new MarketData(Input.StartDate, Input.EndDate, "KM1 R:00_0_R Index");
            MarketData mdBond = new MarketData(Input.StartDate, Input.EndDate, "KE1 R:00_0_R Comdty");
            MarketData mdDollar = new MarketData(Input.StartDate, Input.EndDate, "KU1 R:00_0_R Curncy");
            mdKospi.LoadDataFromDB();
            mdBond.LoadDataFromDB();
            mdDollar.LoadDataFromDB();

            // Ready data
            List<MarketData> l = new List<MarketData>();
            l.Add(mdKospi);
            l.Add(mdBond);
            l.Add(mdDollar);
            List<MarketData> alignedData = DataUtil.FillByPivotData(mdKospi, l);
            Boolean arranged = DataUtil.IsArrangedDateAndIndex(alignedData);
            Trace.Assert(arranged);

            //Set data
            this._readyData.Add(MarketDataSetKey.KospiFuture, alignedData[0]);
            this._readyData.Add(MarketDataSetKey.KtbFuture, alignedData[1]);
            this._readyData.Add(MarketDataSetKey.DollarFuture, alignedData[2]);
            this._readyData.RegisterPivotData(alignedData[0]);
        }
Example #2
0
 static MarketData LoadDataAndAddToList(String ticker, DateTime startDate, DateTime endDate, List<MarketData> l)
 {
     MarketData md = new MarketData(startDate, endDate, ticker);
     md.LoadDataFromDB();
     l.Add(md);
     return md;
 }