/*** Test for data simulation ***/
/* Print all loaded values
* for one share between two dates */
public void TestLoadedData()
{
DateTime date = DateTime.Now;
PricingLibrary.FinancialProducts.Share Action = new PricingLibrary.FinancialProducts.Share("ALO FP", "ALO FP");
PricingLibrary.FinancialProducts.Share[] tabAction = { Action };
PricingLibrary.FinancialProducts.VanillaCall Call = new PricingLibrary.FinancialProducts.VanillaCall("ALO FP", tabAction, date, 30.0);
DateTime date1 = new DateTime(2015, 6, 1, 0, 0, 0);
ShareHisto myShareHisto = new ShareHisto(date1, date, Call);
myShareHisto.loadingSQL();
foreach (PricingLibrary.Utilities.MarketDataFeed.DataFeed d in myShareHisto.Data)
{
foreach (KeyValuePair<string, decimal> t in d.PriceList)
{
Console.WriteLine("Date : " + d.Date);
Console.WriteLine(" " + t.Key + " " + t.Value);
}
}
}
/*** Test for data simulation ***/
/* Print all loaded values
* for one share between two dates */
public void TestLoadedDataBasket()
{
DateTime date = DateTime.Now;
PricingLibrary.FinancialProducts.Share Action1 = new PricingLibrary.FinancialProducts.Share("JJ", "ALO FP");
PricingLibrary.FinancialProducts.Share Action2 = new PricingLibrary.FinancialProducts.Share("JJ", "BNP FP");
PricingLibrary.FinancialProducts.Share[] tabAction = { Action1, Action2};
double[] poids = new double[2] {0.4, 0.6};
PricingLibrary.FinancialProducts.BasketOption Call = new PricingLibrary.FinancialProducts.BasketOption("JJ", tabAction, poids, date, 30.0);
DateTime date1 = new DateTime(2015, 6, 1, 0, 0, 0);
ShareHisto myShareHisto = new ShareHisto(date1, date, Call);
myShareHisto.loadingSQL();
foreach (PricingLibrary.Utilities.MarketDataFeed.DataFeed d in myShareHisto.Data)
{
foreach (KeyValuePair<string, decimal> t in d.PriceList)
{
Console.WriteLine("Date : " + d.Date);
Console.WriteLine("" + t.Key + " " + t.Value);
}
}
}