public void listingIDs() { DataGestion dataConn = new DataGestion(); List <String> liste = dataConn.getListofID(); if (liste.Count != 14) { throw new ArgumentOutOfRangeException("La liste d'ID contiens " + liste.Count + " éléments au lieu de 14"); } }
public void TestGenHistOptionForward() { String VanillaCallName = "FistOptionName"; DataGestion dataConn = new DataGestion(); Share[] underlyingShares = new Share[dataConn.numberOfAssets()]; var listeID = dataConn.getListofID(); for (int i = 0; i < dataConn.numberOfAssets(); i++) { underlyingShares[i] = new Share(dataConn.getName(listeID.ToArray()[i]), listeID.ToArray()[i]); } DateTime endTime = new DateTime(2016, 1, 1); DateTime startDate = new DateTime(2015, 10, 10); double strike = 100.0; double[] weight = new double[dataConn.numberOfAssets()]; for (int i = 0; i < dataConn.numberOfAssets(); i++) { weight[i] = 1 / dataConn.numberOfAssets(); } IGenerateHistory test = new ForwardTestGenerate(); test.endTime = endTime; // test.strike = strike; // test.underlyingShares = underlyingShares; // test.vanillaCallName = VanillaCallName; // test.weight = weight; // test.startDate = startDate; // List <DataFeed> ret = test.generateHistory(); Console.WriteLine("----"); foreach (DataFeed dataf in ret) { List <string> keyList = new List <string> (ret.ToArray()[0].PriceList.Keys); foreach (var ele in keyList) { Console.WriteLine(dataf.Date); Console.WriteLine(dataf.PriceList[ele]); } } }