AdjTable CreateAdjTable(AdjTradingInput input)
{
AdjTable adjTable = new AdjTable();
// Get InstrumentKeys
foreach (String instKey in input.InstKeyAdjDict.Keys)
{
// For each InstrumentKey, Calculate Adj
List<IAdjLogic> adjLogics = input.InstKeyAdjDict[instKey];
SortedList<DateTime, double> result =
AdjCalculator.Calculate(adjLogics, this.From, this.Until);
adjTable.Data.Add(instKey, result);
}
return adjTable;
}
AdjTradingResultTable CreateTradingResultTable(AdjTable adjTable, AdjTradingInput input)
{
AdjTradingResultTable resultTable = new AdjTradingResultTable(this.From, this.Until);
double investAmount = input.InvestAmount;
foreach (String instKey in adjTable.Data.Keys)
{
ZooData zoo =
AdjTradingResultCalculator.Calculate(instKey, adjTable, this.From, this.Until, investAmount);
resultTable.EachTradingResult.Add(instKey, zoo);
}
resultTable.CalculateTotal();
return resultTable;
}
AdjTradingInput CreateInput(String key, List<List<IAdjLogic>> adjSets, double investAmount)
{
AdjTradingInput input = new AdjTradingInput(key, investAmount);
foreach (List<IAdjLogic> adjSet in adjSets)
{
foreach (IAdjLogic adj in adjSet)
{
input.Append(adj);
}
}
return input;
}
public AdjTradingResultTable ExecuteSimulation(AdjTradingInput input)
{
AdjTable adjTable = CreateAdjTable(input);
AdjTradingResultTable resultTable = CreateTradingResultTable(adjTable, input);
return resultTable;
}
static AdjTradingInput CreateInput(double investAmount)
{
AdjTradingInput input = new AdjTradingInput("simple", investAmount);
String kospiKey = MarketDataManager.Ins().GetKey("KOSPI Index", MarketDataFieldType.PX_LAST, "KRW");
DummyAdj kospiAdj1 = new DummyAdj(kospiKey, 1.0);
input.Append(kospiAdj1);
String spxKey = MarketDataManager.Ins().GetKey("SPX Index", MarketDataFieldType.PX_LAST, "USD");
DummyAdj spxAdj1 = new DummyAdj(spxKey, 1.0);
input.Append(spxAdj1);
String chinaKey = MarketDataManager.Ins().GetKey("SHCOMP Index", MarketDataFieldType.PX_LAST, "CNY");
DummyAdj chinaAdj1 = new DummyAdj(chinaKey, 1.0);
input.Append(chinaAdj1);
return input;
}
