static List<IAdjLogic> CreateUsdXxxSet() { List<IAdjLogic> output = new List<IAdjLogic>(); String instKey = MarketDataManager.Ins().GetKey("USDKRW Curncy", MarketDataFieldType.PX_LAST, "KRW"); DummyAdj adj = new DummyAdj(instKey, 8.0); output.Add(adj); return output; }
static List<IAdjLogic> CreateAdjSet1() { List<IAdjLogic> output = new List<IAdjLogic>(); G20 g20 = new G20(); List<G20_TickerInfo> tickerInfos = g20.Data; foreach (G20_TickerInfo tickerInfo in tickerInfos) { String instKey = MarketDataManager.Ins().GetKey(tickerInfo.StockTicker, MarketDataFieldType.PX_LAST, tickerInfo.Currency); String currency = tickerInfo.Currency; if (StringUtil.IsEmpty(instKey)) { continue; } DummyAdj adj = new DummyAdj(instKey, 1.0); output.Add(adj); } return output; }
static List<IAdjLogic> CreateAdjSet1() { String kospiKey = MarketDataManager.Ins().GetKey("KOSPI Index", MarketDataFieldType.PX_LAST, "KRW"); DummyAdj kospiAdj1 = new DummyAdj(kospiKey, 1.0); String spxKey = MarketDataManager.Ins().GetKey("SPX Index", MarketDataFieldType.PX_LAST, "USD"); DummyAdj spxAdj1 = new DummyAdj(spxKey, 1.0); String chinaKey = MarketDataManager.Ins().GetKey("SHCOMP Index", MarketDataFieldType.PX_LAST, "CNY"); DummyAdj chinaAdj1 = new DummyAdj(chinaKey, 1.0); List<IAdjLogic> output = new List<IAdjLogic>(); output.Add(kospiAdj1); output.Add(spxAdj1); output.Add(chinaAdj1); return output; }
static AdjTradingInput CreateInput(double investAmount) { AdjTradingInput input = new AdjTradingInput("simple", investAmount); String kospiKey = MarketDataManager.Ins().GetKey("KOSPI Index", MarketDataFieldType.PX_LAST, "KRW"); DummyAdj kospiAdj1 = new DummyAdj(kospiKey, 1.0); input.Append(kospiAdj1); String spxKey = MarketDataManager.Ins().GetKey("SPX Index", MarketDataFieldType.PX_LAST, "USD"); DummyAdj spxAdj1 = new DummyAdj(spxKey, 1.0); input.Append(spxAdj1); String chinaKey = MarketDataManager.Ins().GetKey("SHCOMP Index", MarketDataFieldType.PX_LAST, "CNY"); DummyAdj chinaAdj1 = new DummyAdj(chinaKey, 1.0); input.Append(chinaAdj1); return input; }