MarketData GetMarketPriceData()
{
MarketData md = null;
string path = Directory.GetCurrentDirectory() + "\\EquityData";
DirectoryInfo dir = new DirectoryInfo(path);
foreach (FileInfo flInfo in dir.GetFiles())
{
string marketDataText = DataUtil.GetMarketDataStringFromTextFile(path, flInfo.Name);
String ticker = flInfo.Name.Replace(".txt", "");
try
{
md = new MarketDataTextReader().ReadMarketData(
ticker, marketDataText, _input.StartDate, _input.EndDate);
MarketDataSetKey key = DataUtil.GetMarketDataKeyFromTicker(md.Ticker);
}
catch (Exception ex)
{
logger.Warn(ex.ToString());
}
}
return md;
}
void LoadMarketCapData()
{
List<MarketData> inputData = new List<MarketData>();
string path = Directory.GetCurrentDirectory() + "\\EquityData\\Caps";
DirectoryInfo dir = new DirectoryInfo(path);
foreach (FileInfo flInfo in dir.GetFiles())
{
string marketDataText = DataUtil.GetMarketDataStringFromTextFile(path, flInfo.Name);
String ticker = flInfo.Name.Replace(".txt", "").Replace("dl", "").Replace("ac", "");
try
{
MarketData md = new MarketDataTextReader().ReadMarketData(
ticker, marketDataText, EquityVolPredefinedVariables.ReadStartDate, EquityVolPredefinedVariables.ReadEndDate);
MarketData mdKospi = ReadPivotMarketData(md.StartDate, md.EndDate);
List<MarketData> output =
DataUtil.FillByPivotData(mdKospi, new List<MarketData> { md });
MarketDataSetKey key = DataUtil.GetMarketDataKeyFromTicker(md.Ticker);
_capData.Add(key, output[0]);
}
catch (Exception ex)
{
logger.Warn(ex.ToString());
}
}
}
