예제 #1
0
        /// <summary>
        ///     Initializes a new instance of the <see cref="IntrinioEconomicData" /> class.
        /// </summary>
        /// <param name="dataTransformation">The item.</param>
        public IntrinioEconomicData(IntrinioDataTransformation dataTransformation)
        {
            _dataTransformation = dataTransformation;

            // If the user and the password is not set then then throw error.
            if (!IntrinioConfig.IsInitialized)
            {
                throw new
                      InvalidOperationException("Please set a valid Intrinio user and password using the 'IntrinioEconomicData.SetUserAndPassword' static method. " +
                                                "For local backtesting, the user and password can be set in the 'parameters' fields from the 'config.json' file.");
            }
        }
예제 #2
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        private static string GetStringForDataTransformation(IntrinioDataTransformation dataTransformation)
        {
            var item = "level";

            switch (dataTransformation)
            {
            case IntrinioDataTransformation.Roc:
                item = "change";
                break;

            case IntrinioDataTransformation.AnnualyRoc:
                item = "yr_change";
                break;

            case IntrinioDataTransformation.CompoundedAnnualRoc:
                item = "c_annual_roc";
                break;

            case IntrinioDataTransformation.AnnualyCCRoc:
                item = "cc_annual_roc";
                break;

            case IntrinioDataTransformation.CCRoc:
                item = "cc_roc";
                break;

            case IntrinioDataTransformation.Level:
                item = "level";
                break;

            case IntrinioDataTransformation.Ln:
                item = "log";
                break;

            case IntrinioDataTransformation.Pc:
                item = "percent_change";
                break;

            case IntrinioDataTransformation.AnnualyPc:
                item = "yr_percent_change";
                break;
            }
            return(item);
        }
예제 #3
0
 /// <summary>
 ///     Initializes a new instance of the <see cref="IntrinioEconomicData" /> class.
 /// </summary>
 /// <param name="dataTransformation">The item.</param>
 public IntrinioEconomicData(IntrinioDataTransformation dataTransformation)
 {
     _dataTransformation = dataTransformation;
 }