public void GetEventPointsTest()
{
const String KTB_SPOT_10YR_PATH = @"C:\MadViperData\ktb\output\2011_07_13_38000_ktb_spot_market_data_KR1035027161_period.txt";
const String KTB_FUTURE_10YR_PATH = @"C:\MadViperData\ktb\output\2011_07_13_25412_future_market_data_167FC000_period.txt";
PeriodicMarketDataCollection spot = new PeriodicMarketDataCollection(KTB_SPOT_10YR_PATH);
PeriodicMarketDataCollection future = new PeriodicMarketDataCollection(KTB_FUTURE_10YR_PATH);
EventPointsFinder target = new EventPointsFinder();
//skip
// List<EventPoint> eventPoints = target.GetEventPoints(spot, future, TradingDirection.Long);
}
public void WriteTo(String fileOutPath, PeriodicMarketDataCollection spot,
PeriodicMarketDataCollection future, TradingDirection spotDirection)
{
EventPointsFinder target = new EventPointsFinder();
List<EventPoint> eventPoints = target.GetEventPoints(spot, future, spotDirection);
CsvFileWriter writer = new CsvFileWriter(fileOutPath);
WriteHeader(writer);
WriteBody(writer, eventPoints);
logger.Info("Write {0} complete...", fileOutPath);
writer.Close();
}
