private Dictionary <DateTime, double> GetTimeSeries(VariablePair vp)
{
Dictionary <DateTime, double> series;
IDataQuerier q = mCustomTickerHistoryDataQuerier.HasTicker(vp.ticker) ? mCustomTickerHistoryDataQuerier : mReferenceDataQuerier;
switch (vp.seriesType)
{
case SeriesType.Price:
series = q.GetClosePriceSeries(mMraParams.fromDt, mMraParams.toDt, vp.ticker);
break;
case SeriesType.NavTr:
{
series = q.GetNavPriceSeries(mMraParams.fromDt, mMraParams.toDt, vp.ticker);
Dictionary <DateTime, double> divSeries = q.GetEtfDividendSeries(mMraParams.fromDt, mMraParams.toDt, vp.ticker);
AddCumulativeDivsToTimeSeries(series, divSeries);
break;
}
case SeriesType.PriceTr:
{
series = q.GetClosePriceSeries(mMraParams.fromDt, mMraParams.toDt, vp.ticker);
Dictionary <DateTime, double> divSeries = q.GetStockDividendSeries(mMraParams.fromDt, mMraParams.toDt, vp.ticker);
AddCumulativeDivsToTimeSeries(series, divSeries);
break;
}
default:
throw new Exception("Unexpected Series Type: " + vp.seriesType + " ticker: " + vp.ticker);
}
if (series == null || series.Count <= 0)
{
throw new Exception("No data retrieved for series Type: " + vp.seriesType + " ticker: " + vp.ticker);
}
return(series);
}
public AnalysisEngine(MraParams p, IDataQuerier q, CustomTickerHistoryDataQuerier c)
{
this.mMraParams = p;
this.mReferenceDataQuerier = q;
this.mCustomTickerHistoryDataQuerier = c;
}
