static void Main()
{
// can use interface but in that case only methods declared in interface can be used
//IPredictingStrategy strategy1 = new KNNPredictingStrategy();
//strategy1.Work();
KNNPredictingStrategy strategy1 = new KNNPredictingStrategy();
strategy1.Work(); // method not declared in interface
StockPricePredictor stockPricePredictor1 = new StockPricePredictor(strategy1); // passing a strategy to context
double result1 = stockPricePredictor1.CalculatePrediction();
Console.WriteLine("KNN: " + result1);
LinearRegressionStrategy strategy2 = new LinearRegressionStrategy();
StockPricePredictor stockPricePredictor2 = new StockPricePredictor(strategy2); // passing a strategy to context
double result2 = stockPricePredictor2.CalculatePrediction();
Console.WriteLine("Linear regression: " + result2);
KMeansStrategy strategy3 = new KMeansStrategy();
StockPricePredictor stockPricePredictor3 = new StockPricePredictor(strategy3); // passing a strategy to context
double result3 = stockPricePredictor3.CalculatePrediction();
Console.WriteLine("K-means: " + result3);
}
public static List <LinearRegressionStrategy> GetLrosSampleData()
{
List <LinearRegressionStrategy> nLROSList = new List <LinearRegressionStrategy>();
Stock nRsxStock = new Stock("RSX", "VanEck Vectors Russia ETF", "NYSE");
Option nRsxOption1 = new Option(nRsxStock, Option.ContractType.PUT, Option.ActionType.SELL,
new DateTime(2016, 11, 18), 1, 19.00, 0.80, new DateTime(2016, 10, 21));
Option nRsxOption2 = new Option(nRsxStock, Option.ContractType.PUT, Option.ActionType.SELL,
new DateTime(2016, 12, 17), 1, 19.00, 0.74, new DateTime(2016, 11, 18));
Option nRsxOption3 = new Option(nRsxStock, Option.ContractType.PUT, Option.ActionType.BUY,
new DateTime(2016, 12, 17), 1, 19.00, 0.54, new DateTime(2016, 12, 15));
LinearRegressionStrategy nLROS_RSX = new LinearRegressionStrategy(nRsxStock);
nLROS_RSX.Add(nRsxOption1);
nLROS_RSX.Add(nRsxOption2);
nLROS_RSX.Add(nRsxOption3);
nLROSList.Add(nLROS_RSX);
return(nLROSList);
}
