public void GetTenDaysAvgWithoutMinMaxTest()
        {
            string spotCode = "KR1035027161";
            string futureCode = "167FC000";
            DateTime targetDate = new DateTime(2011, 10, 24);

            HistoricAvgDayDataGenerator_KtbSkel target =
                new HistoricAvgDayDataGenerator_KtbSkel(spotCode, futureCode, targetDate);

            DayDataKtbAvgSpotFuture data = target.GetTenDaysAvg();

            DayDataKtbAvgSpotFuture expected = new DayDataKtbAvgSpotFuture();
            expected.Spot = GetExpectedSpotDayData();
            expected.Future = GetExpectedFutureDayData();

            Compare(data.Spot, expected.Spot);
            Compare(data.Future, expected.Future);
        }
Example #2
0
        void InitMonitorEnter()
        {
            DateTime targetDate = DateUtil.GetDate(DateTime.Now);
            DateTime yesterDay = DateUtil.GetYesterDay(DateTime.Now);
            yesterDay = DateUtil.GetDate(yesterDay);

            HistoricAvgDayDataGenerator_KtbSkel generator =
                new HistoricAvgDayDataGenerator_KtbSkel(this.SpotCode, this.FutureCode, yesterDay);

            RawMarketData rmdSpot = RmdManager.Ins().KtbSpot.GetData(this.SpotCode);
            RawMarketData rmdFuture = RmdManager.Ins().Future.GetData(this.FutureCode);

            if (rmdSpot == null || rmdFuture == null)
            {
                logger.Error("Empty data problem rmd data is null");
                Util.KillWithNotice("Empty data problem rmd data is null");
            }

            //DayDataKtbAvgSpotFuture pair = generator.GetTenDaysAvg();
            //if (pair == null || pair.Spot == null || pair.Future == null)
            //{
            //    logger.Error("Empty data problem day data is null, do you forget insert daydata?");
            //    Util.KillWithNotice("Empty data problem day data is null, do you forget insert daydata?");
            //}
            //DayDataKtbAvg spotDayData = pair.Spot;
            //DayDataKtbAvg futureDayData = pair.Future;
            //IMonitorEnterPolicy policy = CreateDynamic(pair);
            //_monitorEnter = new MonitorEnter_KtbSkel(spotDayData, futureDayData, rmdSpot, rmdFuture, policy);

            IMonitorEnterPolicy policy = CreateStatic();
            _monitorEnter = new MonitorEnter_KtbSkel(rmdSpot, rmdFuture, policy);
        }