コード例 #1
0
        public static object eqIndexeGetHistory(
            [ExcelArgument(Description = "index name (USDOIS, USDLIB3M) ")] String name,
            [ExcelArgument(Description = "trigger ")] object trigger)
        {
            if (ExcelUtil.CallFromWizard())
            {
                return("");
            }

            string callerAddress = ExcelUtil.getActiveCellAddress();

            try
            {
                if (!name.Contains('@'))
                {
                    name = "IDX@" + name;
                }

                string name2;
                name2 = EliteQuant.Curves.IndexMapping.ExtIndexName2EQName(name);
                RealTimeSeries fixings = IndexManager.instance().getHistory(name2);

                double[,] ret = new double[fixings.size(), 2];

                for (int i = 0; i < ret.GetLength(0); i++)
                {
                    ret[i, 0] = fixings.dates()[i].serialNumber();
                    ret[i, 1] = fixings.values()[i];
                }

                return(ret);
            }
            catch (Exception e)
            {
                ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
                return("#EQ_ERR!");
            }
        }