public RecupData DataCommon()
{
RecupData res = new RecupData(this.dateDebut, this.dateFin);
res.Symbols = new List <String>(this.Symbols);
return(null);
}
static void Main()
{
Random random = new Random();
double prix = 0;
double tracking_error = 0;
DateTime dateDebut = new DateTime(2014, 12, 22);
DateTime dateFin = DateTime.Today;
DateTime finProduit = new DateTime(2022, 12, 08);
RecupData data = new RecupData(dateDebut, dateFin);
data.Fetch();
//data.exportPast(1,7,dateDebut,new DateTime(2022,12,22));
//data.exportCov(new DateTime(2014, 12, 22), new DateTime(2015, 5, 22));
//double[] euro = data.GetEurostralHisto(dateDebut, 28, DateTime.Today);
//data.Restreindre(new DateTime(2005,01,01), new DateTime(2005, 12, 31));
//double[,] cov = data.exportCov(new DateTime(2007, 01, 01), new DateTime(2007, 12, 31));
//double[] vol = data.exportVol();
//double[,] past = data.exportPast(2.5, 182, new DateTime(2014, 12, 18), DateTime.Today);
Stock stock = new Stock(data);
double[] deltas = new double[5];
double cash = 0.0;
int taille = 365;
for (int i = 0; i < taille; i++)
{
cash = random.NextDouble() * 100;
for (int j = 0; j < 5; j++)
{
deltas[j] = random.NextDouble() * 2 - 1;
}
if (i != 0)
{
prix = prix + 2 * random.NextDouble() - 1;
}
else
{
prix = 100 * random.NextDouble();
}
tracking_error = random.NextDouble() * 5 + 2.5;
stock.Add(i * data.DateToDouble(dateDebut, DateTime.Today, finProduit) / taille, deltas, prix, tracking_error, cash);
}
stock.SaveToCSV();
/*for (int i = 0; i<5; i++)
* {*/
//Console.WriteLine(stock.getDelta(0.00218798716185236)[0]);
//}
Stock stockRead = new Stock("histo.csv", data);
Console.WriteLine("Fin du programme ...");
Console.ReadLine();
}
public Stock(string filePath, RecupData data)
{
if (!File.Exists(filePath))
{
throw new Exception("[ERREUR]Fichier passé en entré non trouvé !");
}
this.data = data;
InitializeHeader();
donnees = new Dictionary <double, List <double> >();
List <string> AllDonnees = new List <string>();
using (TextFieldParser parser = new TextFieldParser(filePath))
{
parser.TextFieldType = FieldType.Delimited;
parser.SetDelimiters(";");
while (!parser.EndOfData)
{
string[] fields = parser.ReadFields();
foreach (string field in fields)
{
AllDonnees.Add(field);
}
}
}
double t;
double[] deltas = new double[5];
double prix;
double tracking_error;
double cash;
for (int i = header.Count + 1; i < AllDonnees.Count; i = i + header.Count)
{
t = double.Parse(AllDonnees[i], CultureInfo.CurrentCulture);
for (int j = 0; j < 5; j++)
{
deltas[j] = double.Parse(AllDonnees[j + 1 + i], CultureInfo.CurrentCulture);
}
prix = double.Parse(AllDonnees[i + 6], CultureInfo.CurrentCulture);
tracking_error = double.Parse(AllDonnees[i + 7], CultureInfo.CurrentCulture);
cash = double.Parse(AllDonnees[i + 8], CultureInfo.CurrentCulture);
this.Add(t, deltas, prix, tracking_error, cash);
}
}
public Stock(RecupData data)
{
donnees = new Dictionary <double, List <double> >();
this.data = data;
InitializeHeader();
}