Example #1
0
        void SetColumnValue(MacroAssetAllocation maa, int index)
        {
            IList<DateTime> days = maa._DataFromDB.ActiveDays.Keys;
              DateTime lastday = days[days.Count - 1];
              double kospi_price = maa._DataFromDB.Kospi[lastday];
              double kospi_future_price =
            maa._DataFromDB.KospiFuture[lastday];
              double bond_rate = maa._DataFromDB.Ktb[lastday];
              double bond_future_price =
            maa._DataFromDB.KtbFuture[lastday];
              double usdkrw_price = maa._DataFromDB.Usdkrw[lastday];
              double usdkrw_future_price =
            maa._DataFromDB.UsdkrwFuture[lastday];

              SetData(DATE_KEY, index, lastday.ToString("yyyy-MM-dd"));
              SetData(KOSPI_PRICE, index, kospi_price.ToString("n2"));
              SetData(KOSPI_FUTURE_PRICE, index, kospi_future_price.ToString("n2"));
              SetData(BOND_RATE, index, bond_rate.ToString("n2"));
              SetData(BOND_FUTURE_PRICE, index, bond_future_price.ToString("n2"));
              SetData(USDKRW_PRICE, index, usdkrw_price.ToString("n2"));
              SetData(USDKRW_FUTURE_PRICE, index, usdkrw_future_price.ToString("n2"));

              double kospi_avg_vol = maa._VolData.Kospi[lastday];
              SetData(KOSPI_AVG_VOL, index, kospi_avg_vol.ToString("n4"));
              double kospi_basic_weight = maa._Weight.KospiBasic[lastday];
              SetData(KOSPI_BASIC_WEIGHT, index, kospi_basic_weight.ToString("n4"));

              double kospi_vol_boost = maa._Weight.KospiVolBoost[lastday];
              SetData(KOSPI_VOL_BOOST, index, kospi_vol_boost.ToString("n4"));
              double kospi_price_boost = maa._Weight.KospiPriceBoost[lastday];
              SetData(KOSPI_PRICE_BOOST, index, kospi_price_boost.ToString("n4"));

              double stock_weight = maa._Weight.KospiVolAdjustedWeight[lastday];
              double bond_weight = maa._Weight.KtbVolAdjustedWeight[lastday];
              double usdkrw_weight = maa._Weight.UsdkrwVolAdjustedWeight[lastday];

              SetData(STOCK_WEIGHT, index, stock_weight.ToString("n4"));
              SetData(BOND_WEIGHT, index, bond_weight.ToString("n4"));
              SetData(DOLLAR_WEIGHT, index, usdkrw_weight.ToString("n4"));

              double total_notional = Convert.ToDouble(textBox1.Text);

              double stock_weight_not = total_notional * stock_weight;
              double bond_weight_not = total_notional * bond_weight;
              double usdkrw_weight_not = total_notional * usdkrw_weight;

              SetData(STOCK_WEIGHT_NOTIONAL, index, stock_weight_not.ToString("n0"));
              SetData(BOND_WEIGHT_NOTIONAL, index, bond_weight_not.ToString("n0"));
              SetData(DOLLAR_WEIGHT_NOTIONAL, index, usdkrw_weight_not.ToString("n0"));
        }
Example #2
0
        private void button10_Click(object sender, EventArgs e)
        {
            try
              {
            // 당일 output 계산
            String datetime = GetData(DATE_KEY, RowType.Output);
            String kospi_price = GetData(KOSPI_PRICE, RowType.Output);
            String kospi_fut_price = GetData(KOSPI_FUTURE_PRICE, RowType.Output);
            String bond_rate = GetData(BOND_RATE, RowType.Output);
            String bond_fut_price = GetData(BOND_FUTURE_PRICE, RowType.Output);
            String dollar_price = GetData(USDKRW_PRICE, RowType.Output);
            String dollar_fut_price = GetData(USDKRW_FUTURE_PRICE, RowType.Output);

            MacroSpotData msd = new MacroSpotData();
            msd.KospiPrice = Convert.ToDouble(kospi_price);
            msd.KospiFuturePrice = Convert.ToDouble(kospi_fut_price);
            msd.BondRate = Convert.ToDouble(bond_rate);
            msd.BondFuturePrice = Convert.ToDouble(bond_fut_price);
            msd.UsdkrwPrice = Convert.ToDouble(dollar_price);
            msd.UsdkrwFuturePrice = Convert.ToDouble(dollar_fut_price);
            msd.CurDateTime = Convert.ToDateTime(datetime);

            MacroAssetAllocation maa = new MacroAssetAllocation();
            maa.Init(msd, 20);
            SetColumnValue(maa, 2);

            SetRowColor();
              }
              catch (Exception ex)
              {
            logger.Error(ex.ToString());
              }
        }
Example #3
0
 private void button9_Click(object sender, EventArgs e)
 {
     //전일데이터계산
       MacroAssetAllocation maa = new MacroAssetAllocation();
       maa.Init(null, 20);
       SetColumnValue(maa, 1);
 }