コード例 #1
0
        public AssetWeightLog Execute(long caseNumber)
        {
            DateTime curDate = this.Input.StartDate;
            AssetWeightLog log = new AssetWeightLog();

            IAdjustment adj = this._adjs[(int)caseNumber];
            log.ExperimentKey = _descriptions[(int)caseNumber];

            while (curDate <= this.Input.EndDate)
            {
                if (this._readyData.IsExistDate(curDate))
                {
                    AssetWeight aw = this._allocBase.CalculateAssetWeight(curDate, this._readyData);
                    AssetAdjustment aa = adj.CalculateAssetWeight(null, curDate, _readyData);
                    aw.Multiply(aa);
                    aw.SetScale();
                    log.Add(curDate, aw);
                }

                curDate = curDate.AddDays(1);
            }

            return log;
        }
コード例 #2
0
        public AssetWeightLog Execute(long caseNumber)
        {
            IAllocBase allocBase = this._allocBases[(int)caseNumber];
            DateTime curDate = this.Input.StartDate;
            AssetWeightLog log = new AssetWeightLog();

            _curKey = String.Format("SAO({0})", allocBase.GetKey());

            while (curDate <= this.Input.EndDate)
            {
                if (this._readyData.IsExistDate(curDate))
                {
                    AssetWeight aw = allocBase.CalculateAssetWeight(curDate, this._readyData);
                    AssetAdjustment aa = new AssetAdjustment(1, 1, 1);
                    aw.Multiply(aa);
                    aw.SetScale();
                    log.Add(curDate, aw);
                }

                curDate = curDate.AddDays(1);
            }

            return log;
        }
コード例 #3
0
        public AssetWeightLog Execute(long caseNumber)
        {
            DateTime curDate = this.Input.StartDate;
            AssetWeightLog log = new AssetWeightLog();

            _opSet.SetOpFlag(caseNumber);

            this._adjustment.Clear();

            while (curDate <= this.Input.EndDate)
            {
                if (this._readyData.IsExistDate(curDate))
                {
                    AssetWeight aw = this._allocBase.CalculateAssetWeight(curDate, this._readyData);
                    AssetAdjustment aa = this._adjustment.CalculateAssetWeight(_opSet, curDate, _readyData);
                    aw.Multiply(aa);
                    aw.SetScale();
                    log.Add(curDate, aw);
                }

                curDate = curDate.AddDays(1);
            }

            return log;
        }