public DayDataKtbAvgSpotFuture GetTenDaysAvg() { DayDataKtbAvgSpotFuture ret = new DayDataKtbAvgSpotFuture(); ret.Spot = GetTenDaysAvg_Raw(_spotData); ret.Future = GetTenDaysAvg_Raw(_futureData); return ret; }
public DayDataKtbAvgSpotFuture GetTenDaysAvgWithoutMinMax() { DateTime minPriceDiffDate = GetMinPriceDiffDate(_spotData, _futureData); DateTime maxPriceDiffDate = GetMaxPriceDiffDate(_spotData, _futureData); DayDataKtbAvgSpotFuture ret = new DayDataKtbAvgSpotFuture(); ret.Spot = GetTenDaysAvgWithoutMinMax_Raw(_spotData, minPriceDiffDate, maxPriceDiffDate); ret.Future = GetTenDaysAvgWithoutMinMax_Raw(_futureData, minPriceDiffDate, maxPriceDiffDate); return ret; }
public void GetTenDaysAvgWithoutMinMaxTest() { string spotCode = "KR1035027161"; string futureCode = "167FC000"; DateTime targetDate = new DateTime(2011, 10, 24); HistoricAvgDayDataGenerator_KtbSkel target = new HistoricAvgDayDataGenerator_KtbSkel(spotCode, futureCode, targetDate); DayDataKtbAvgSpotFuture data = target.GetTenDaysAvg(); DayDataKtbAvgSpotFuture expected = new DayDataKtbAvgSpotFuture(); expected.Spot = GetExpectedSpotDayData(); expected.Future = GetExpectedFutureDayData(); Compare(data.Spot, expected.Spot); Compare(data.Future, expected.Future); }
IMonitorEnterPolicy CreateDynamic(DayDataKtbAvgSpotFuture pair) { return new DynamicTenDaysAvg(pair.Spot, pair.Future); }