public void LoadData(DataTable dtGZB, PortfolioDataAdapterType type, DateTime start, DateTime end, string benchmarkcode)
{
//加载数据
try
{
//纠正时间
if (end < start)
{
DateTime tmp = end;
end = start;
start = tmp;
}
if (end > DateTime.Today.AddDays(-1))
{
end = DateTime.Today.AddDays(-1);
}
//读取估值表
IPortfolioDataAdapter adapter = PortfolioDataAdaptorFactory.GetAdapter(type);
this.PortfGroup = adapter.BuildPortfolios(dtGZB, start, end);
this.StartDate = this.PortfGroup.ExchangeTradingDays[0];
this.EndDate = this.PortfGroup.ExchangeTradingDays[this.PortfGroup.ExchangeTradingDays.Count - 1];
//计算收益率和持仓
if (PortfGroup.IsDataComplete() && PortfGroup.Portfolios.Count > 1)
{
this.Calculate();
}
else
{
throw new Exception(Message.C_Msg_PD3);
}
//无需比较基准
if (benchmarkcode == null || benchmarkcode.Length == 0)
{
return;
}
//建立比较基准并计算收益率
this.Benchmark = new Index(benchmarkcode);
this.Benchmark.SetDatePeriod(start, end);
this.Benchmark.LoadData(DataInfoType.IndexComponents);
this.Benchmark.LoadData(DataInfoType.HistoryTradePrice);
this.Benchmark.ComponentsCalculate();
}
catch (Exception ex)
{
throw ex;
}
}
public virtual void BuildPortfolio(DataTable dtGZB, PortfolioDataAdapterType type, DateTime tradeday)
{
try
{
IPortfolioDataAdapter adapter = PortfolioDataAdaptorFactory.GetAdapter(type);
PortfolioGroup group = adapter.BuildPortfolios(dtGZB, tradeday, tradeday);
this.SecurityPortfolio = group.Portfolios[0]; //仅需要最新一期的持仓数据
}
catch (Exception ex)
{
throw ex;
}
}