private void btnSynthTest_Click(object sender, EventArgs e)
{
var dlg = new SynthCurxForm(tbFolder.Text,
int.Parse(tbInterval.Text), int.Parse(tbDataCount.Text),
dpStartDate.Value);
dlg.ShowDialog();
return;
/*var index = "cad0.38769 eur0.33699# jpy0.1322 gbp0.0838# chf0.0302 aud0.0248# nzd0.0042#";
* var ci = new CurrencyIndexInfo(index);
*
* var startDate = new DateTime(2010, 1, 5);
* var endDate = new DateTime(2010, 10, 14);
* var priceZeroAsk = new decimal[ci.pairs.Length];
* var priceZeroBid = new decimal[ci.pairs.Length];
*
* var currencyStream = new Dictionary<string, CurrencyStream>();
* // открыть потоки чтения
* foreach (var curName in ci.pairs)
* {
* currencyStream.Add(curName, new CurrencyStream(curName,
* tbFolder.Text));
* }
* var streamOut = new StreamWriter("d:\\portfolio.quote");
*
* try
* {
* for (var time = startDate; time <= endDate; time = time.AddMinutes(1))
* {
* var sumAsk = 0M;
* var sumBid = 0M;
* for (var i = 0; i < ci.pairs.Length; i++)
* {
* var curName = ci.pairs[i];
* var quote = currencyStream[curName].GetQuote(time);
* if (!quote.HasValue) continue;
* if (priceZeroAsk[i] == 0) priceZeroAsk[i] = quote.Value.ask;
* if (priceZeroBid[i] == 0) priceZeroBid[i] = quote.Value.bid;
*
* decimal deltaAsk;
* if (ci.weights[i] < 0)
* deltaAsk = (-ci.weights[i] / priceZeroAsk[i]) * (priceZeroAsk[i] - quote.Value.ask);
* else
* deltaAsk = ci.weights[i] * (quote.Value.ask - priceZeroAsk[i]);
* sumAsk += deltaAsk;
*
* decimal deltaBid;
* if (ci.weights[i] < 0)
* deltaBid = (-ci.weights[i] / priceZeroBid[i]) * (priceZeroBid[i] - quote.Value.bid);
* else
* deltaBid = ci.weights[i] * (quote.Value.bid - priceZeroBid[i]);
* sumBid += deltaBid;
* }
* var line = string.Format("{0};{1};{2}",
* sumBid, sumAsk,
* time.ToString("dd.MM.yyyy HH:mm:ss"));
* streamOut.WriteLine(line);
* }
* }
* finally
* {
* streamOut.Close();
* // закрыть потоки
* foreach (var curName in ci.pairs)
* {
* currencyStream[curName].CloseStream();
* }
* }*/
}
private void btnSynthTest_Click(object sender, EventArgs e)
{
var dlg = new SynthCurxForm(tbFolder.Text,
int.Parse(tbInterval.Text), int.Parse(tbDataCount.Text),
dpStartDate.Value);
dlg.ShowDialog();
return;
/*var index = "cad0.38769 eur0.33699# jpy0.1322 gbp0.0838# chf0.0302 aud0.0248# nzd0.0042#";
var ci = new CurrencyIndexInfo(index);
var startDate = new DateTime(2010, 1, 5);
var endDate = new DateTime(2010, 10, 14);
var priceZeroAsk = new decimal[ci.pairs.Length];
var priceZeroBid = new decimal[ci.pairs.Length];
var currencyStream = new Dictionary<string, CurrencyStream>();
// открыть потоки чтения
foreach (var curName in ci.pairs)
{
currencyStream.Add(curName, new CurrencyStream(curName,
tbFolder.Text));
}
var streamOut = new StreamWriter("d:\\portfolio.quote");
try
{
for (var time = startDate; time <= endDate; time = time.AddMinutes(1))
{
var sumAsk = 0M;
var sumBid = 0M;
for (var i = 0; i < ci.pairs.Length; i++)
{
var curName = ci.pairs[i];
var quote = currencyStream[curName].GetQuote(time);
if (!quote.HasValue) continue;
if (priceZeroAsk[i] == 0) priceZeroAsk[i] = quote.Value.ask;
if (priceZeroBid[i] == 0) priceZeroBid[i] = quote.Value.bid;
decimal deltaAsk;
if (ci.weights[i] < 0)
deltaAsk = (-ci.weights[i] / priceZeroAsk[i]) * (priceZeroAsk[i] - quote.Value.ask);
else
deltaAsk = ci.weights[i] * (quote.Value.ask - priceZeroAsk[i]);
sumAsk += deltaAsk;
decimal deltaBid;
if (ci.weights[i] < 0)
deltaBid = (-ci.weights[i] / priceZeroBid[i]) * (priceZeroBid[i] - quote.Value.bid);
else
deltaBid = ci.weights[i] * (quote.Value.bid - priceZeroBid[i]);
sumBid += deltaBid;
}
var line = string.Format("{0};{1};{2}",
sumBid, sumAsk,
time.ToString("dd.MM.yyyy HH:mm:ss"));
streamOut.WriteLine(line);
}
}
finally
{
streamOut.Close();
// закрыть потоки
foreach (var curName in ci.pairs)
{
currencyStream[curName].CloseStream();
}
}*/
}
