public static ZooData Calculate(
String instKey, AdjTable adjTable, DateTime from, DateTime until, double investAmount)
{
SortedList<DateTime, double> adjs = adjTable.Data[instKey];
SortedList<DateTime, double> investAmts = CreateInvestAmount(adjs, investAmount);
SortedList<DateTime, double> instData = MarketDataManager.Ins().GetData(instKey);
SortedList<DateTime, double> increments = ConvertUtil.ToIncrement(instData);
// create pivot dates
List<DateTime> pivotDates = CreatePivotDates(from, until, instData);
// create ZooData, Set adj and instData
ZooData zoo = new ZooData();
zoo.SetPivotDates(pivotDates);
zoo.Append("insts", instData); // instruments market data
zoo.Append("increments", increments);
zoo.Append("adjs", adjs, 1.0);
zoo.Append("investAmts", investAmts);
SortedList<DateTime, double> pnls = CalculatePnl(zoo, investAmount);
SortedList<DateTime, double> sum = ConvertUtil.ToSum(pnls);
zoo.Append("pnls", pnls);
zoo.Append("sum", sum);
return zoo;
}
void ReportResultData()
{
ZooData zoo = new ZooData();
zoo.SetPivot("CumPnl", GetCumPnls());
zoo.Append("Index", _marketData);
zoo.Append("Investment", GetInvestments());
zoo.ToCsv(String.Format("C:\\report\\result_data_{0}.csv", this.Key));
}