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());
}
}
DataFromDB LoadDataFromDB(MacroSpotData last_data, int limit)
{
DBManager manager = new DBManager();
MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);
SortedList<DateTime, double> kospi_data =
LoadDataFromDB_Raw(con, "KOSPI Index", limit);
SortedList<DateTime, double> ktb_data =
LoadDataFromDB_Raw(con, "KWNDF3 CMPN CURNCY", limit);
SortedList<DateTime, double> usdkrw_data =
LoadDataFromDB_Raw(con, "USDKRW Curncy", limit);
SortedList<DateTime, double> kospi_future_data =
LoadDataFromDB_Raw(con, "KM1 R:00_0_R Index", limit);
SortedList<DateTime, double> ktb_future_data =
LoadDataFromDB_Raw(con, "KE1 R:00_0_R Comdty", limit);
SortedList<DateTime, double> usdkrw_future_data =
LoadDataFromDB_Raw(con, "KU1 R:00_0_R Curncy", limit);
SortedList<DateTime, double> active_days =
new SortedList<DateTime, double>();
active_days = GetActiveDays(kospi_data, ktb_data);
active_days = GetActiveDays(active_days, usdkrw_data);
active_days = GetActiveDays(active_days, kospi_future_data);
active_days = GetActiveDays(active_days, ktb_future_data);
active_days = GetActiveDays(active_days, usdkrw_future_data);
DataFromDB output = new DataFromDB();
output.ActiveDays = active_days;
output.Kospi = kospi_data;
output.Ktb = ktb_data;
output.Usdkrw = usdkrw_data;
output.KospiFuture = kospi_future_data;
output.KtbFuture = ktb_future_data;
output.UsdkrwFuture = usdkrw_future_data;
if (last_data != null)
{
DateTime key = last_data.CurDateTime;
output.ActiveDays.Add(key, 0);
output.Kospi.Add(key, last_data.KospiPrice);
output.KospiFuture.Add(key, last_data.KospiFuturePrice);
output.Ktb.Add(key, last_data.BondRate);
output.KtbFuture.Add(key, last_data.BondFuturePrice);
output.Usdkrw.Add(key, last_data.UsdkrwPrice);
output.UsdkrwFuture.Add(key, last_data.UsdkrwFuturePrice);
}
con.Close();
return output;
}
public Boolean Init(MacroSpotData last_data, int limit)
{
try
{
// Load data from DB
this._DataFromDB = LoadDataFromDB(last_data, limit);
this._RangeData = new RangeData(this._DataFromDB);
this._IncrementData = new IncrementData(this._DataFromDB);
this._VolData = new VolData(this._DataFromDB, this._IncrementData);
this._Weight = new Weight(
this._DataFromDB,
this._RangeData,
this._VolData);
return true;
}
catch (Exception ex)
{
logger.Error(ex.ToString());
return false;
}
}
