public void TestVolatAll()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new MarketData(provider);
CalculationOneData calculation = new CalculateVolat.Volat();
calculation.ReportDate = new DateTime(2018, 05, 12);
Dictionary <string, object> pars = new Dictionary <string, object>()
{
{ CalculateVolat.Volat.WINDOW, 5 },
{ CalculateVolat.Volat.MINIMAL_AMOUT, 90 },
};
calculation.SetParams(pars);
calculation.Environment = environment;
calculation.Run();
}
public void Yield_()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(
new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new Core.Mir.MarketData(provider);
CalculationOneData calculation =
new Yield();
calculation.Environment = environment;
calculation.ReportDate = new DateTime(2018, 05, 14);
calculation.Run();
foreach (var x in calculation.returnResultSet().TimeSeries)
{
if (x.Value.Series.ContainsKey(calculation.ReportDate))
{
string message = string.Format("{0}\t{1}", x.Key.Ident, x.Value.Series[calculation.ReportDate]);
Console.WriteLine(message);
}
}
}
public void TestCalculateVar()
{
IMarketProvider moex = GetMoex();
IMarketProvider cbr = GetCbr();
DataProvider.Input.CombinedProvider.Provider provider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
moex,
cbr
});
Core.Mir.Environment environment =
new Core.Mir.Environment();
environment.Market = new MarketData(provider);
CalculationOneData calculation = new Var();
calculation.ReportDate = new DateTime(2018, 05, 04);
Dictionary <string, object> pars = new Dictionary <string, object>()
{
{ Var.WINDOW, 5 },
{ Var.QUANTILE, 0.9m },
};
calculation.SetParams(pars);
calculation.Environment = environment;
bool result = false;
try
{
result = calculation.Run();
}
catch
{
result = false;
}
#region Settings Output
#region Выгрузка данных в мир
if (result)
{
#region Settings outputProvider
string mirConnection = ConfigurationManager.AppSettings["mirconnection"];
DataProvider.Output.Mir.Mapping outMapping = new DataProvider.Output.Mir.Mapping();
outMapping.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.FxRate, "20" },
{ TimeSeriesAttribute.Var, "21675" },
#endregion
};
outMapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
};
outMapping.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
mirConnection = "Host = localhost; Username =postgres; Password =roman; Database =MIR";
using (var outProvider = new DataProvider.Output.Mir.Provider(mirConnection, outMapping))
{
outProvider.SetParams(new Dictionary <string, object>()
{
{ DataProvider.Output.Mir.Provider.SCALAR, "CALCULATED" },
{ DataProvider.Output.Mir.Provider.QUOTE, "CALCULATED" }
});
outProvider.Save(calculation.returnResultSet());
}
#endregion
}
#endregion
#region Выгрузка данных в Excel
string excelPath = @"C:\Users\RomanBushuev\YandexDisk\MarketData\Reports\Var\";
string excelFileName = string.Format("{0}.xlsx",
calculation.ReportDate.ToString("yyyy.MM.dd"));
DataProvider.Output.Excel.Provider excelProvider =
new DataProvider.Output.Excel.Provider(excelPath + excelFileName);
excelProvider.Save(calculation.returnResultSet());
#endregion
#endregion
}