public void pick_a_name()
{
DataGestion dataConn = new DataGestion();
string accor = dataConn.getName("AC FP");
if (!accor.Contains("ACCOR SA"))
{
throw new ArgumentOutOfRangeException("Le nom récupéré ne correspond pas à l'ID saisi: " + accor);
}
}
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]);
}
}
}