public List <double> volatilityList(DateTime startDate, DateTime endDate, Underlying under, string type)
{
HistoryVolCalculator histVolCal = new HistoryVolCalculator();
OracleDataBaseConnect connect = new OracleDataBaseConnect();
connect.DBSetting_ = DBSettingInfoManger.dbSetting("MRO");
string queryName = "Underlying";
connect.addQuery(queryName, "");
connect.excute();
List <double> resultVol = new List <double>();
foreach (DataRow item in connect.ResultDataSet_.Tables[queryName].Rows)
{
double vol = Convert.ToDouble(item["Value"].ToString());
resultVol.Add(vol);
}
histVolCal.ValueList_ = resultVol;
histVolCal.historyCalVol();
return(histVolCal.ValueList_);
}
public static OracleDataBaseConnect CreateOracleDBConnet(string p)
{
OracleDataBaseConnect conn = new OracleDataBaseConnect();
conn.DBSetting_ = DBSettingInfoManger.dbSetting(p);
return(conn);
}
private DataSet connectDB()
{
DataSet dataSet = new DataSet();
string query = "";
OracleDataBaseConnect dbConnect = new OracleDataBaseConnect();
dbConnect.DBSetting_ = DBSettingInfoManger.dbSetting("MRO");
dbConnect.addQuery("OptionPositionHist", query);
dbConnect.excute();
return(dbConnect.ResultDataSet_);
}