public ProductInfo(
Boolean bTested, MarketDataSetKey key, String description, double onePointAmount, BaseCurncy curncy)
{
this.IsTested = bTested;
this.Key = key;
this.Description = description;
this.OnePointAmount = onePointAmount;
this.Curncy = curncy;
}
public KospiIntradayTester(DeltaVolInput input, MarketDataSetKey key, List<IPnLResultHandler> resultHandlers)
{
this.Key = key;
_input = input;
_onePointAmount = ProductInfoManager.Ins().GetProductInfo(key).OnePointAmount;
_resultHandlers = resultHandlers;
AddMATrendTester(10, 50);
UseMASpreadSwitch(0.005, -0.005);
}
public EquityDeltaHedger(MarketDataSetKey hedgingInstKey,
DateTime startDate, DateTime endDate, double baseInvest, int hedgingInterval)
{
this.HedgingInstKey = hedgingInstKey;
_grossDeltas = null;
_startDate = startDate;
_endDate = endDate;
_baseInvest = baseInvest;
_hedingInterval = hedgingInterval;
_onePointAmount = ProductInfoManager.Ins().GetProductInfo(HedgingInstKey).OnePointAmount;
}
public BandTradingHedger(
MarketDataSetKey hedgingInstKey, DateTime startDate, DateTime endDate,
Dictionary<DateTime, double> grossDeltas, double baseInvest)
{
this.HedgingInstKey = hedgingInstKey;
_grossDeltas = grossDeltas;
_startDate = startDate;
_endDate = endDate;
_baseInvest = baseInvest;
_onePointAmount = ProductInfoManager.Ins().GetProductInfo(HedgingInstKey).OnePointAmount;
}
public void AddKey(MarketDataSetKey key, String ticker)
{
if (!_keyToTicker.ContainsKey(key))
{
_keyToTicker.Add(key, ticker);
}
if (!_tickerToKey.ContainsKey(ticker))
{
_tickerToKey.Add(ticker, key);
}
}
public IndividualTradingSimulator(MarketDataSetKey key, double baseInvest, TradingDirection direction,
PayOffType payOffType, double strikePriceDiffRate, int livePeriod, double impliedVol,
bool bAmountBasis, List<PriceData> prices)
{
_key = key;
_baseInvest = baseInvest;
_direction = direction;
_payoffType = payOffType;
_strikePriceDiffRate = strikePriceDiffRate;
_livePeriod = livePeriod;
_impliedVol = impliedVol;
_bAmountBasis = bAmountBasis;
_priceDataList = prices;
_bUseReturnModel = false;
}
public SinglePnLResult(
MarketDataSetKey key, string name, TradingDirection direction,
bool bAmountBasis, List<RawTradingData> tradingDataList)
{
this.Key = key;
this.Name = name;
this.Direction = direction;
if (!bAmountBasis)
{
_onePointAmount = ProductInfoManager.Ins().GetProductInfo(key).OnePointAmount;
}
TradingDataList = tradingDataList;
TradingDataList.Sort();
StartDate = DateTime.MaxValue;
EndDate = DateTime.MinValue;
TotalPnL = 0;
AvgInvest = 0;
MaxInvest = 0;
}
public bool ContainsMarketPriceData(MarketDataSetKey key)
{
return _priceData.ContainsKey(key);
}
public static double GetKrwAmount(MarketDataSetKey ticker, double price, long size)
{
ProductInfo info = ProductInfoManager.Ins().GetProductInfo(ticker);
double curncyRate = GetBaseCurncyToKrw(info.Curncy);
double onePointAmount = info.OnePointAmount;
double krwAmount = curncyRate * price * size * onePointAmount;
return krwAmount;
}
public static double GetTickerPrice(MarketDataSetKey ticker, double krwAmount, long size)
{
ProductInfo info = ProductInfoManager.Ins().GetProductInfo(ticker);
double curncyRate = GetBaseCurncyToKrw(info.Curncy);
double onePointAmount = info.OnePointAmount;
double price = krwAmount / size / onePointAmount / curncyRate;
return price;
}
public String GetTicker(MarketDataSetKey key)
{
return _keyToTicker[key];
}
public static MarketData GetKeyMarketData(MarketDataSetKey key, DateTime startDate, DateTime endDate)
{
String ticker = GetTickerFromMarketDataKey(key);
MarketData md = new MarketData(startDate, endDate, ticker);
md.LoadDataFromDB();
return md;
}
public ProductInfo GetProductInfo(MarketDataSetKey key)
{
foreach (ProductInfo pi in _info)
{
if (pi.Key.Equals(key))
{
if (pi.IsTested)
{
//pass
}
else
{
logger.Warn("테스트 하지 않은 상품 정보를 사용하였습니다. {0}", key);
}
return pi;
}
}
Trace.Assert(false, String.Format("{0} 상품 등록 필요", key));
return null;
}
List<RawTradingData> SelectTradingDataList(
MarketDataSetKey marketKey,
List<RawTradingData> tradingList,
Dictionary<DateTime, List<MarketDataSetKey>> dateKeys)
{
List<RawTradingData> selectedTradingList = new List<RawTradingData>();
double prevSize = 0;
bool bDataExist = false;
foreach (RawTradingData data in tradingList)
{
RawTradingData newData;
if (dateKeys.ContainsKey(data.CurDate))
{
List<MarketDataSetKey> keys = dateKeys[data.CurDate];
if (keys.Contains(marketKey))
{
newData = data;
prevSize = data.PositionSize;
bDataExist = true;
}
else
{
newData = new RawTradingData(marketKey, data.CurDate, data.Price, 0);
prevSize = 0;
}
}
else
{
newData = new RawTradingData(marketKey, data.CurDate, data.Price, prevSize);
}
selectedTradingList.Add(newData);
}
if (bDataExist)
{
return selectedTradingList;
}
else
{
return new List<RawTradingData>();
}
}
public PriceData(MarketDataSetKey key, DateTime curDate, double price)
{
this.Key = key;
this.CurDate = curDate;
this.Price = price;
}
SelectionBaseData CalculateEquitySelectionScore(
MarketDataSetKey key, DateTime targetDate, int vlookupPeriod, int mLookupPeriod)
{
MarketData md = _mds.GetData(key);
//임시코드 : 중간에 인수합병 등으로 가격 데이터가 더이상 존재하지 않을 경우, 계산하지 않는다.
if (md.EndDate < targetDate.AddDays(20) && targetDate < _endDate.AddDays(-20))
{
return null;
}
int lookUpPeriod = 0;
if (vlookupPeriod > mLookupPeriod)
{
lookUpPeriod = vlookupPeriod;
}
else
{
lookUpPeriod = mLookupPeriod;
}
List<double> dailyChangeRates = new List<double>();
int count = 0;
DateTime curDate = targetDate;
double lastPrice = double.MinValue;
double firstPrice = double.MaxValue;
double tomorrowPrice = lastPrice;
while (count < lookUpPeriod)
{
if (curDate < md.StartDate)
{
return null;
}
if (md.IsExistDate(curDate))
{
OHLC ohlc = _mds.GetData(key).GetData(curDate).OHLC;
if (count == 0)
{
lastPrice = ohlc.Close;
}
else if (count < vlookupPeriod)
{
double changeRate = MathUtil.GetUpDownRate(ohlc.Close, tomorrowPrice);
dailyChangeRates.Add(changeRate);
}
if (count == mLookupPeriod - 1)
{
firstPrice = ohlc.Close;
}
tomorrowPrice = ohlc.Close;
count++;
}
curDate = curDate.AddDays(-1);
}
SelectionBaseData data = new SelectionBaseData();
data.toDate = targetDate;
data.fromDate = curDate;
data.Key = key;
data.UpDownRate = MathUtil.GetUpDownRate(firstPrice, lastPrice);
data.yearVol = dailyChangeRates.Count == 0 ? 0 : MathUtil.GetYearVol(dailyChangeRates);
data.CompositeScore = data.yearVol == 0 ? -100 : data.UpDownRate * data.yearVol;
return data;
}
Dictionary<DateTime, double> GetDeltaVolAdjRates(MarketDataSetKey key, MarketData md)
{
DeltaVolInput input = GetDefaultDeltaVolAdjInput(key);
DeltaVolTradingSimulator simulator =
new DeltaVolTradingSimulator(key, input.BaseInvest, input.PayoffType, input.DefaultStrikeDiff,
input.DefaultPeriod, input.IssueInterval, input.DefaultVol, input.bAmountBasis, md);
if (input.bMATrendTest)
{
if (MarketDataSetKey.KospiFuture == key)
{
simulator.AddMATrendFilter(10, 50);
}
else if (MarketDataSetKey.KtbFuture == key)
{
simulator.AddMATrendFilter(15, 50);
}
else
{
simulator.AddMATrendFilter(10, 50);
}
if (input.bMaSpreadSwitchTest)
{
if (input.bMaSpreadSwitchTest)
{
if (MarketDataSetKey.KospiFuture == key)
{
simulator.UseMASpreadSwitch(0.2, -0.2);
}
else if (MarketDataSetKey.KtbFuture == key)
{
simulator.UseMASpreadSwitch(0.05, -0.05);
}
else
{
simulator.UseMASpreadSwitch(0.2, -0.2);
}
}
}
}
if (input.bDeltaSwitchUpDown)
{
simulator.AddDeltaSwitchUpDownFilter(20);
}
if (input.bReturnModel)
{
simulator.ReplaceWithReturnModel(input.ReturnCap);
}
SinglePnLResult result = simulator.Simulate();
Dictionary<DateTime, double> adjRates = GetTradingInvestAdjFromResult(result);
return adjRates;
}
DeltaVolInput GetDefaultDeltaVolAdjInput(MarketDataSetKey key)
{
DeltaVolInput input = new DeltaVolInput();
input.BaseInvest = 1 * 1000 * 1000 * 1000;
input.DefaultPeriod = 10;
input.IssueInterval = 1;
input.PayoffType = PayOffType.ShortPut;
input.ReturnCap = 0.1;
input.bAmountBasis = true;
input.bMATrendTest = true;
input.bMaSpreadSwitchTest = true;
input.bDeltaSwitchUpDown = true; // 이 값이 true이면 델타에 스위치 업다운 모델 적용됨.
input.bReturnModel = false; //이 값이 true 이면 Return 모델 사용, false 이면 BSM 모델 사용
String kospiFutureKey = MarketDataSetKey.KospiFuture.ToString();
String ktbFutureKey = MarketDataSetKey.KtbFuture.ToString();
if (MarketDataSetKey.KospiFuture.Equals(key))
{
input.DefaultStrikeDiff = 0.05;
input.DefaultVol = 0.25;
input.ReturnCap = 0.1;
}
else if (MarketDataSetKey.KtbFuture.Equals(key))
{
input.DefaultStrikeDiff = 0.01;
input.DefaultVol = 0.05;
input.ReturnCap = 0.05;
}
else if (MarketDataSetKey.DollarFuture.Equals(key))
{
input.DefaultStrikeDiff = 0.01;
input.DefaultVol = 0.15;
input.ReturnCap = 0.1;
}
else
{
input.DefaultStrikeDiff = 0.01;
input.DefaultVol = 0.2;
input.ReturnCap = 0.1;
}
return input;
}
public static string GetTickerFromMarketDataKey(MarketDataSetKey key)
{
switch (key)
{
case MarketDataSetKey.KospiFuture:
return "KM1 R:00_0_R Index";
case MarketDataSetKey.KtbFuture:
return "KE1 R:00_0_R Comdty";
case MarketDataSetKey.DollarFuture:
return "KU1 R:00_0_R Curncy";
case MarketDataSetKey.KrxCreditDepositRate:
return "KrxCreditDepositRate";
case MarketDataSetKey.DollarSpot:
return "USDKRW Curncy";
case MarketDataSetKey.BokRate:
return "KORP7D Index";
case MarketDataSetKey.KospiSpot:
return "KOSPI Index";
case MarketDataSetKey.KtbSpot:
return "KOTB3YR Index";
case MarketDataSetKey.CycleLeadingIndex:
return "SKLILY Index";
case MarketDataSetKey.ConsumerPriceIndex:
return "KOCPI Index";
case MarketDataSetKey.KodexETF:
return "069500 KS Equity";
case MarketDataSetKey.KodexInversETF:
return "114800 KS Equity";
case MarketDataSetKey.KodexLeverageETF:
return "122630 KS Equity";
//kospi100
case MarketDataSetKey.YuhanCorp: return "000100 KS Equity";
case MarketDataSetKey.KoreaExpressCo: return "000120 KS Equity";
case MarketDataSetKey.DoosanCorp: return "000150 KS Equity";
case MarketDataSetKey.DaelimIndusCo: return "000210 KS Equity";
case MarketDataSetKey.HankookTireCo: return "000240 KS Equity";
case MarketDataSetKey.KiaMotorsCorp: return "000270 KS Equity";
case MarketDataSetKey.HynixSemiconduc: return "000660 KS Equity";
case MarketDataSetKey.HyundaiEngCons: return "000720 KS Equity";
case MarketDataSetKey.SamsungFireM: return "000810 KS Equity";
case MarketDataSetKey.SamsungCT: return "000830 KS Equity";
case MarketDataSetKey.HanwhaCorp: return "000880 KS Equity";
case MarketDataSetKey.CjCorp: return "001040 KS Equity";
case MarketDataSetKey.LgIntlCorp: return "001120 KS Equity";
case MarketDataSetKey.DongkukSteel: return "001230 KS Equity";
case MarketDataSetKey.CheilIndusInc: return "001300 KS Equity";
case MarketDataSetKey.SkNetworksCo: return "001740 KS Equity";
case MarketDataSetKey.OrionCorp: return "001800 KS Equity";
case MarketDataSetKey.KccCorp: return "002380 KS Equity";
case MarketDataSetKey.AmorepacificGro: return "002790 KS Equity";
case MarketDataSetKey.HyundaiSecsCo: return "003450 KS Equity";
case MarketDataSetKey.KoreanAirLines: return "003490 KS Equity";
case MarketDataSetKey.LgCorp: return "003550 KS Equity";
case MarketDataSetKey.SkHoldings: return "003600 KS Equity";
case MarketDataSetKey.SamsungFine: return "004000 KS Equity";
case MarketDataSetKey.HyundaiSteel: return "004020 KS Equity";
case MarketDataSetKey.ShinsegaeCoLtd: return "004170 KS Equity";
case MarketDataSetKey.NongshimCoLtd: return "004370 KS Equity";
case MarketDataSetKey.HyosungCorp: return "004800 KS Equity";
case MarketDataSetKey.KoreaExchngBnk: return "004940 KS Equity";
case MarketDataSetKey.LotteConfection: return "004990 KS Equity";
case MarketDataSetKey.LotteChilsung: return "005300 KS Equity";
case MarketDataSetKey.HyundaiMotor: return "005380 KS Equity";
case MarketDataSetKey.Posco: return "005490 KS Equity";
case MarketDataSetKey.SamsungElectron: return "005930 KS Equity";
case MarketDataSetKey.WooriInvtSec: return "005940 KS Equity";
case MarketDataSetKey.LsCorp: return "006260 KS Equity";
case MarketDataSetKey.GsEngineering: return "006360 KS Equity";
case MarketDataSetKey.SamsungSdiCo: return "006400 KS Equity";
case MarketDataSetKey.DaewooSecsCo: return "006800 KS Equity";
case MarketDataSetKey.SamsungElectro: return "009150 KS Equity";
case MarketDataSetKey.HyundaiHeavy: return "009540 KS Equity";
case MarketDataSetKey.HanwhaChemCorp: return "009830 KS Equity";
case MarketDataSetKey.OciCoLtd: return "010060 KS Equity";
case MarketDataSetKey.LsIndusSystems: return "010120 KS Equity";
case MarketDataSetKey.KoreaZincCo: return "010130 KS Equity";
case MarketDataSetKey.SamsungHeavyIn: return "010140 KS Equity";
case MarketDataSetKey.HyundaiHysco: return "010520 KS Equity";
case MarketDataSetKey.HyundaiMipoDoc: return "010620 KS Equity";
case MarketDataSetKey.SOilCorp: return "010950 KS Equity";
case MarketDataSetKey.LgInnotekCo: return "011070 KS Equity";
case MarketDataSetKey.HonamPetrochem: return "011170 KS Equity";
case MarketDataSetKey.HyundaiMerchant: return "011200 KS Equity";
case MarketDataSetKey.HyundaiMobis: return "012330 KS Equity";
case MarketDataSetKey.SamsungTechwin: return "012450 KS Equity";
case MarketDataSetKey.HyundaiDevelopm: return "012630 KS Equity";
case MarketDataSetKey.S1Corp: return "012750 KS Equity";
case MarketDataSetKey.KoreaElecPower: return "015760 KS Equity";
case MarketDataSetKey.SamsungSecsCo: return "016360 KS Equity";
case MarketDataSetKey.SkTelecom: return "017670 KS Equity";
case MarketDataSetKey.HallaClimate: return "018880 KS Equity";
case MarketDataSetKey.WoongjinCoway: return "021240 KS Equity";
case MarketDataSetKey.LotteShopping: return "023530 KS Equity";
case MarketDataSetKey.IndustrialBank: return "024110 KS Equity";
case MarketDataSetKey.SamsungEngineer: return "028050 KS Equity";
case MarketDataSetKey.StxPanOcean: return "028670 KS Equity";
case MarketDataSetKey.SamsungCardCo: return "029780 KS Equity";
case MarketDataSetKey.CheilWorldwide: return "030000 KS Equity";
case MarketDataSetKey.KtCorp: return "030200 KS Equity";
case MarketDataSetKey.LgUplusCorp: return "032640 KS Equity";
case MarketDataSetKey.SamsungLifeIns: return "032830 KS Equity";
case MarketDataSetKey.KtGCorp: return "033780 KS Equity";
case MarketDataSetKey.DoosanHeavy: return "034020 KS Equity";
case MarketDataSetKey.LgDisplayCo: return "034220 KS Equity";
case MarketDataSetKey.SkCC: return "034730 KS Equity";
case MarketDataSetKey.KangwonLandInc: return "035250 KS Equity";
case MarketDataSetKey.NhnCorp: return "035420 KS Equity";
case MarketDataSetKey.KoreaGasCorp: return "036460 KS Equity";
case MarketDataSetKey.NcsoftCorp: return "036570 KS Equity";
case MarketDataSetKey.MiraeAssetSec: return "037620 KS Equity";
case MarketDataSetKey.DaewooShipbldg: return "042660 KS Equity";
case MarketDataSetKey.DoosanInfracore: return "042670 KS Equity";
case MarketDataSetKey.DaewooEngCon: return "047040 KS Equity";
case MarketDataSetKey.DaewooIntlCorp: return "047050 KS Equity";
case MarketDataSetKey.LgHouseholdH: return "051900 KS Equity";
case MarketDataSetKey.LgChemLtd: return "051910 KS Equity";
case MarketDataSetKey.KepcoEngineerin: return "052690 KS Equity";
case MarketDataSetKey.WooriFinance: return "053000 KS Equity";
case MarketDataSetKey.ShinhanFinancia: return "055550 KS Equity";
case MarketDataSetKey.LgElectronics: return "066570 KS Equity";
case MarketDataSetKey.HyundaiDeptSto: return "069960 KS Equity";
case MarketDataSetKey.KoreaInvestment: return "071050 KS Equity";
case MarketDataSetKey.GsHoldings: return "078930 KS Equity";
case MarketDataSetKey.HyundaiGlovis: return "086280 KS Equity";
case MarketDataSetKey.HanaFinancialG: return "086790 KS Equity";
case MarketDataSetKey.KoreaLifeInsur: return "088350 KS Equity";
case MarketDataSetKey.AmorepacificCor: return "090430 KS Equity";
case MarketDataSetKey.SkInnovation: return "096770 KS Equity";
case MarketDataSetKey.CjCheil: return "097950 KS Equity";
case MarketDataSetKey.KbFinancialGro: return "105560 KS Equity";
case MarketDataSetKey.BsFinancialGro: return "138930 KS Equity";
//kospi100 exclued stock
case MarketDataSetKey.TaihanElecWire: return "001440 KS Equity";
case MarketDataSetKey.SeoulBroadcast: return "034120 KS Equity";
case MarketDataSetKey.BusanBank: return "005280 KS Equity";
case MarketDataSetKey.HiteHoldingsCo: return "000140 KS Equity";
case MarketDataSetKey.KoreanReinsuran: return "003690 KS Equity";
case MarketDataSetKey.SamyangCorp: return "000070 KS Equity";
case MarketDataSetKey.SsangyongMotor: return "003620 KS Equity";
case MarketDataSetKey.SindohCoLtd: return "029530 KS Equity";
case MarketDataSetKey.KecHoldingsCo: return "006200 KS Equity";
case MarketDataSetKey.TrigemComputer: return "014900 KS Equity";
case MarketDataSetKey.PantechCoLtd: return "025930 KS Equity";
case MarketDataSetKey.DaesangCorp: return "001680 KS Equity";
case MarketDataSetKey.LgDacomCorp: return "015940 KS Equity";
case MarketDataSetKey.KolonCorp: return "002020 KS Equity";
case MarketDataSetKey.GreenCrossHold: return "005250 KS Equity";
case MarketDataSetKey.IsuChemicalCo: return "005950 KS Equity";
case MarketDataSetKey.DongwonSystems: return "014820 KS Equity";
case MarketDataSetKey.DaouTechnology: return "023590 KS Equity";
case MarketDataSetKey.SamYoungElectr: return "005680 KS Equity";
case MarketDataSetKey.HansolCsn: return "009180 KS Equity";
case MarketDataSetKey.HyundaiCorp: return "011760 KS Equity";
case MarketDataSetKey.SsangyongCem: return "003410 KS Equity";
case MarketDataSetKey.ChongKunDang: return "001630 KS Equity";
case MarketDataSetKey.BukwangPharmCo: return "003000 KS Equity";
case MarketDataSetKey.DaishinSecsCo: return "003540 KS Equity";
case MarketDataSetKey.DaesungGroupPa: return "005620 KS Equity";
case MarketDataSetKey.SuheungCapsule: return "008490 KS Equity";
case MarketDataSetKey.SeondoElectric: return "007610 KS Equity";
case MarketDataSetKey.LgLifeSciences: return "068870 KS Equity";
case MarketDataSetKey.DgbFinancialGr: return "139130 KS Equity";
case MarketDataSetKey.DaeguBank: return "005270 KS Equity";
case MarketDataSetKey.SkcCoLtd: return "011790 KS Equity";
case MarketDataSetKey.HanjinShipping: return "000700 KS Equity";
case MarketDataSetKey.HyundaiAutonet: return "042100 KS Equity";
case MarketDataSetKey.HanilCementCo: return "003300 KS Equity";
case MarketDataSetKey.HanjinHeavyHld: return "003480 KS Equity";
case MarketDataSetKey.KtFreetelCo: return "032390 KS Equity";
case MarketDataSetKey.PoongsanHolding: return "005810 KS Equity";
case MarketDataSetKey.KookminBank: return "060000 KS Equity";
case MarketDataSetKey.HansolPaper: return "004150 KS Equity";
case MarketDataSetKey.LgPetrochemical: return "012990 KS Equity";
case MarketDataSetKey.DaeduckElect: return "008060 KS Equity";
case MarketDataSetKey.ShinhanCardCo: return "032710 KS Equity";
case MarketDataSetKey.Dongbuelectronic: return "001830 KS Equity";
case MarketDataSetKey.SungshinCement: return "004980 KS Equity";
case MarketDataSetKey.HankukElectric: return "009720 KS Equity";
case MarketDataSetKey.MiraeCorp: return "025560 KS Equity";
case MarketDataSetKey.HankukGlass: return "002000 KS Equity";
case MarketDataSetKey.ShinhanInvestme: return "008670 KS Equity";
case MarketDataSetKey.DongaPharm: return "000640 KS Equity";
case MarketDataSetKey.LotteMidopaCo: return "004010 KS Equity";
case MarketDataSetKey.SkChemicals: return "006120 KS Equity";
case MarketDataSetKey.CitibankKorea: return "016830 KS Equity";
case MarketDataSetKey.JahwaElectronic: return "033240 KS Equity";
case MarketDataSetKey.ChohungBank: return "000010 KS Equity";
case MarketDataSetKey.SkSecurities: return "001510 KS Equity";
case MarketDataSetKey.HyundaiGreenfoo: return "005440 KS Equity";
case MarketDataSetKey.SamjinPharm: return "005500 KS Equity";
case MarketDataSetKey.NamhaeChemical: return "025860 KS Equity";
case MarketDataSetKey.KukdoChemical: return "007690 KS Equity";
case MarketDataSetKey.HitronSystems: return "019490 KS Equity";
case MarketDataSetKey.ComtecSystems: return "031820 KS Equity";
case MarketDataSetKey.DaeduckGdsCo: return "004130 KS Equity";
case MarketDataSetKey.DoosanEC: return "011160 KS Equity";
case MarketDataSetKey.WillbesCoLtd: return "008600 KS Equity";
case MarketDataSetKey.HotelShillaCo: return "008770 KS Equity";
case MarketDataSetKey.HyundaiElevator: return "017800 KS Equity";
}
Trace.Assert(false);
return null;
}
public EquitySectorKey GetEquitySectorKey(MarketDataSetKey key)
{
return _sectorEquityMapping[key];
}
public MarketData GetMarketPriceData(MarketDataSetKey key)
{
return _priceData[key];
}
public void Add(MarketDataSetKey key, MarketData data)
{
_data.Add(key, data);
_tickers.Add(data.Ticker, data.Ticker);
_marketDataKeys.Add(key);
MarketDataSetKeyManager.Ins().AddKey(key, data.Ticker);
}
public MarketData GetData(MarketDataSetKey key)
{
return _data[key];
}
public void Add(MarketDataSetKey key, MarketData data)
{
_data.Add(key, data);
}