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")); }
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()); } }
private void button9_Click(object sender, EventArgs e) { //전일데이터계산 MacroAssetAllocation maa = new MacroAssetAllocation(); maa.Init(null, 20); SetColumnValue(maa, 1); }