public IndexDeltaHedge(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; dateRepo = new TransactionDateTimeRepository(ConnectionType.Default); sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Server84); this.code = code; indexCode = code == "IF" ? "000300.SH" : "000905.SH"; }
public IntradayMonitor(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository tickRepo, TransactionDateTimeRepository dateRepo) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; this.dateRepo = dateRepo; this.tickRepo = tickRepo; sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Local); getMonitorData(); }
public MinuteDataRecord(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, TransactionDateTimeRepository dateRepo, StockInfoRepository stockInfoRepo, ConnectionType type = ConnectionType.Server170) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; this.dateRepo = dateRepo; this.stockInfoRepo = stockInfoRepo; this.sqlReaderLocal = new SqlServerReader(ConnectionType.Local); this.sqlReaderSource = new SqlServerReader(type); this.sqlWriter = new SqlServerWriter(ConnectionType.Local); }
public DualTrust2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockInfoRepository stockInfoRepo) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; dateRepo = new TransactionDateTimeRepository(ConnectionType.Default); sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Local); this.windReader = new WindReader(); this.stockInfoRepo = stockInfoRepo; }
public TDstrategy(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; dateRepo = new TransactionDateTimeRepository(ConnectionType.Default); this.code = code; sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Local); CreateDBOrTableIfNecessary(databaseName, tableName); CreateDBOrTableIfNecessary2(databaseName, tableName2); }
public DualTrust(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code, string underlyingCode) { this.stockMinutelyRepo = stockMinutelyRepo; this.stockDailyRepo = stockDailyRepo; dateRepo = new TransactionDateTimeRepository(ConnectionType.Default); this.code = code; this.underlyingCode = underlyingCode; sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Local); if (code == "IF.CFE") { multiplicator = 300; } }
public OptionMonitor50ETF2019(OptionInfoRepository infoRepo, TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteRepository stockMinutelyRepo, StockOptionDailyRepository optionDailyRepo, DateTime startDate, DateTime endDate, double rate = 0.04) { this.infoRepo = infoRepo; this.dateRepo = dateRepo; this.stockDailyRepo = stockDailyRepo; this.stockMinutelyRepo = stockMinutelyRepo; this.optionDailyRepo = optionDailyRepo; this.rate = rate; this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate); this.optionList = getOptionInformation(startDate, endDate); this.underlyingDailyData = getUnderlyingDailyData(startDate, endDate); this.dividendList = getUnderlyingDividendInformation(); this.optionListWithModified = getModifiedOptionList(optionList, dividendList); this.optionDailyDataByCode = getEtfOptionDailyDataByCode(startDate, endDate); this.optionDailyDataByDate = getEtfOptionDailyDataByDate(startDate, endDate); this.optionListModifiedByCode = getOptionInformationWithModifiedByCode(optionListWithModified); computeOptionStatus(startDate, endDate); }
public trendT0(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string stockBoard, DateTime startDate, DateTime endDate) { this.stockDailyRepo = stockDailyRepo; this.stockMinutelyRepo = stockMinutelyRepo; dateRepo = new TransactionDateTimeRepository(ConnectionType.Default); sqlWriter = new SqlServerWriter(ConnectionType.Server84); sqlReader = new SqlServerReader(ConnectionType.Local); this.stockBoard = stockBoard; this.startDate = startDate; this.endDate = endDate; this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate); var list = searchAllStocks(stockBoard, startDate, endDate); list = new List <stockInfo>(); stockInfo stock = new stockInfo(); stock.code = "IF.CFE"; stock.startDate = startDate; stock.endDate = endDate; list.Add(stock); getAllStocks(list); computeOnAllStocks(list); }
public TWAP(StockTickRepository stockRepo, TransactionDateTimeRepository dateRepo, StockMinuteRepository stockMinuteRepo, string code) { this.code = code; this.stockRepo = stockRepo; this.stockMinuteRepo = stockMinuteRepo; this.dateRepo = dateRepo; }
public StockTickToMinute(TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteRepository stockMinutelyRepo, StockTickRepository tickRepo, DateTime startDate, DateTime endDate) { this.tickRepo = tickRepo; this.stockDailyRepo = stockDailyRepo; this.stockMinutelyRepo = stockMinutelyRepo; this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate); getStockTickData("510050.SH"); }