public void IndexData(DateTime refDate)
{
string refDateStr = refDate.ToString("yyyyMMdd");
//string fileName = @"D:\data_etl\INDEX_" + refDateStr + ".TXT";
string fileName = @"C:\batch\INDEX_" + refDateStr + ".TXT";
/* Download a File */
this.FtpConnector_.download("/marketdata/index/INDEX_" + refDateStr + ".TXT", fileName);
if (!File.Exists(fileName))
throw new FileNotFoundException();
DataSet ds = TextToDataSet.Convert(fileName, "testTB", "|");
// db 에 올림.
clsHDAT_MARKETDATA_TB clstb = new clsHDAT_MARKETDATA_TB();
clstb.REF_DT = refDateStr;
clstb.DeleteDate();
foreach (DataRow dr in ds.Tables[0].Select())
{
if (dr[0].ToString() != "")
{
if ( dr[1].ToString().Trim().Substring(0,3) != "KRA")
{
clstb.REF_DT = dr[0].ToString().Trim();
clstb.INDEX_CD = dr[1].ToString().Trim();
if (dr[10].ToString().Trim() != "")
{
if (clstb.INDEX_CD == "KOSPI_029") { clstb.INDEX_CD = "KOSPI200"; }
clstb.LAST = Convert.ToDouble(dr[6].ToString().Trim()) / 100.0;
clstb.LOW = Convert.ToDouble(dr[7].ToString().Trim()) / 100.0;
clstb.HIGH = Convert.ToDouble(dr[8].ToString().Trim()) / 100.0;
}
else
{
clstb.LAST = Convert.ToDouble(dr[6].ToString().Trim());
clstb.LOW = Convert.ToDouble(dr[7].ToString().Trim());
clstb.HIGH = Convert.ToDouble(dr[8].ToString().Trim());
}
clstb.Insert();
}
}
}
clstb.INDEX_CD = "CD91";
clstb.LAST = 0.0185;
clstb.LOW = 0.0185;
clstb.HIGH = 0.0185;
clstb.Insert();
}
//public void historyIndexData(GBMParameter para, DateTime startDate, DateTime endDate)
//{
// DayCounter dc = new SimpleDayCounter();
// CalendarManager cm = new CalendarManager(DateTime.Now,CalendarManager.CountryType.SOUTH_KOREA);
// double initialValue = para.Initial_;
// double preValue = initialValue;
// double drift = para.Drift_;
// double vol = para.Vol_;
// double t0 = 0.0;
// double dt = 0.0;
// double x0 = preValue;
// double dw = 0.0;
// DateTime roopDate = startDate;
// GeometricBrownianMotionProcess gbm = new GeometricBrownianMotionProcess(initialValue, drift, vol);
// PseudoRandom random = new PseudoRandom();
// //RandomSequenceGenerator<MersenneTwisterUniformRng> randGen = random.make_sequence_generator(1000, 1) as RandomSequenceGenerator<MersenneTwisterUniformRng>;
// int genNum = Convert.ToInt32((endDate - startDate).TotalDays);
// IRNG randGen = random.make_sequence_generator(genNum, Convert.ToUInt64( this.random_.Next())) as IRNG;
// int i = 0;
// Sample<List<double>> sample = randGen.nextSequence();
// //Sample<List<double>> sample = new Sample<List<double>>();
// clsHDAT_MARKETDATA_TB clstb = new clsHDAT_MARKETDATA_TB();
// clstb.INDEX_CD = para.Name_;
// while (roopDate < endDate)
// {
// clstb.REF_DT = roopDate.ToString("yyyyMMdd");
// DateTime nextDate = cm.adjust(roopDate,"1D");
// t0 = dc.yearFraction(startDate, roopDate);
// dt = dc.yearFraction(roopDate, nextDate);
// dw = sample.value[i];
// double v = Math.Round(gbm.evolve(t0, x0, dt, dw),2);
// clstb.LAST = v;
// clstb.LOW = v;
// clstb.HIGH = v;
// clstb.Insert();
// roopDate = nextDate;
// x0 = v;
// i += 1;
// }
//}
//public void historyIRData(VasicekParameter para, DateTime startDate, DateTime endDate)
//{
// DayCounter dc = new SimpleDayCounter();
// CalendarManager cm = new CalendarManager(DateTime.Now, CalendarManager.CountryType.SOUTH_KOREA);
// double initialValue = para.Initial_;
// double preValue = initialValue;
// double longTermRate = para.LongTermRate_;
// double spreed = para.Speed_;
// double vol = para.Vol_;
// double t0 = 0.0;
// double dt = 0.0;
// double x0 = preValue;
// double dw = 0.0;
// DateTime roopDate = startDate;
// SquareRootProcess vasicek = new SquareRootProcess(longTermRate, spreed, vol, initialValue);
// PseudoRandom random = new PseudoRandom();
// int genNum = Convert.ToInt32((endDate - startDate).TotalDays);
// IRNG randGen
// = random.make_sequence_generator(genNum, Convert.ToUInt64(this.random_.Next())) as IRNG;
// int i = 0;
// Sample<List<double>> sample = randGen.nextSequence();
// clsHDAT_MARKETDATA_TB clstb = new clsHDAT_MARKETDATA_TB();
// clstb.INDEX_CD = para.Name_;
// while (roopDate < endDate)
// {
// clstb.REF_DT = roopDate.ToString("yyyyMMdd");
// DateTime nextDate = cm.adjust(roopDate, "1D");
// t0 = dc.yearFraction(startDate, roopDate);
// dt = dc.yearFraction(roopDate, nextDate);
// dw = sample.value[i];
// double v = Math.Round(vasicek.evolve(t0, x0, dt, dw));
// clstb.LAST = v;
// clstb.LOW = v;
// clstb.HIGH = v;
// clstb.Insert();
// roopDate = nextDate;
// x0 = v;
// i += 1;
// }
//}
public void getData(DateTime refDate)
{
// 전일자 구함.
clsHDAT_MARKETDATA_TB clstb = new clsHDAT_MARKETDATA_TB();
clstb.REF_DT = refDate.ToString("yyyyMMdd");
clstb.DeleteDate();
DateTime preDate = clstb.SelectMaxDate();
// ㄱㄱ
this.build_indexHistoryData(preDate,refDate,false);
this.build_irHistoryData(preDate, refDate, false);
this.build_curveHistoryData(preDate, refDate, false);
}
