public IStock CalculateNewReceive(IStock newStock,IStock currentStock,bool includeMargin)
{
stock = null;
if (ValidationService.ValidateStockService(newStock, currentStock))
{
currentStock = BindCostFromLedger(currentStock);
decimal totalCost,totalQuantity;
// Add the TotalCost
totalCost = Math.Round(newStock.Quantity*newStock.UnitCost,2,MidpointRounding.AwayFromZero) + Math.Round(currentStock.Quantity*currentStock.UnitCost,2,MidpointRounding.AwayFromZero);
// Add the Quantities
totalQuantity = currentStock.Quantity + newStock.Quantity;
//Set the Quantity and UnitCost to the Averagecost
currentStock.Quantity = totalQuantity;
currentStock.UnitCost = Math.Round(totalCost/totalQuantity, 2, MidpointRounding.AwayFromZero);
//Set Margin From New Stock and calculate SellingPrice if necessary
currentStock.Margin = newStock.Margin;
currentStock.SellingPrice = includeMargin?Math.Round(currentStock.Margin* currentStock.UnitCost,2, MidpointRounding.AwayFromZero):currentStock.UnitCost;
currentStock.Identifier = newStock.Identifier;
stock = currentStock;
return stock;
}
return stock;
}
public void Update(IStock stock)
{
var stockObj = stock as Stock;
if (null != stockObj)
Console.WriteLine("Notified: {0}[Trading ID #{1}] Of {2} changed to {3:C}", Name, Id, stockObj.Symbol,
stockObj.Price);
}
public PlayDomino(int numberOfPlayers)
{
_myDomino=new DominoGame();
_stock=new Stock();
_stock.Shuffle(15);
_myDomino.InitializePlayers(numberOfPlayers);
_myDomino.InitializeTurns();
_currentPlayer = _myDomino.GetPlayerAtTurn(_myDomino.PlayerTurn);
}
public PlayDomino(IDominoGame myDominoGame,IStock stock,int numberOfPlayers)
{
_myDomino = myDominoGame;
_stock = stock;
_stock.Shuffle(15);
_myDomino.InitializePlayers(numberOfPlayers);
_myDomino.InitializeTurns();
_currentPlayer= _myDomino.GetPlayerAtTurn(_myDomino.PlayerTurn);
}
public virtual decimal CalculatePriceEarningsRatio(IStock stock, decimal marketPrice)
{
if (stock.LastDividend == 0)
throw new Exception("Cannot calculate price-earnings ratio as last dividend is zero.");
decimal ratio = marketPrice / stock.LastDividend;
return ratio;
}
public IStock BindCostFromLedgerLite(IStock stock)
{
LedgerService ledgerService = new LedgerService(repository);
LedgerLite ledger = ledgerService.GetLedgerLite(stock.ItemId, stock.UnitId, stock.ManufacturerId,
stock.MovingAverageId);
stock.UnitCost = ledger.UnitCost;
stock.Margin = ledger.Margin;
stock.SellingPrice = ledger.SellingPrice;
return stock;
}
public StockForm(string stkCode, string stkName)
{
InitializeComponent();
InitMainMenu();
CandleGraph();
stock = new StockDependsOnMemory(this.Handle, stkCode, stkName);
stock.LoadPK();
stock.LoadMins();
lineType = "日线";
}
public void Init()
{
prices = new decimal[] { 6, 50, 9, 1200 };
trades = GetTradesMock();
stocks = GetStocksMock();
common = stocks[1];
preferred = stocks[3];
gbce = new Exchange();
gbce.SetStocks(GetStocksMock());
}
public MyClass(IStock stock, IMarketDay marketDay) {
Stock = stock;
MarketDay = marketDay;
CreatedOn = DateTime.Now;
if (marketDay.Date.ToDateTimeUtc() == CreatedOn.Date) {
DoThing1();
}
else {
DoThing2();
}
}
public ParserD(String formula, IStock _stock)
{
stock = _stock;
Regex split = new Regex("([+\\-*/<>=()])|([\\[\\],])|[;]|(AND)|(OR)");
formulaElement=split.Split(formula);
//清除空字符串
int count = 0;
//for (int i = 0; i < formulaElement.Length; i++) {
// if (formulaElement[i] == "") {
// for (int j = i + 1; j < formulaElement.Length; j++) {
// formulaElement[j - 1] = formulaElement[j];
// }
// count++;
// formulaElement[formulaElement.Length - count] = null;
// }
//}
foreach (String s in formulaElement) {
if (s == "") {
count++;
}
}
String[] temp = new String[formulaElement.Length - count];
int countOfTemp=0;
for (int i = 0; i < formulaElement.Length; i++) {
if (formulaElement[i] != "") {
temp[countOfTemp]=formulaElement[i];
countOfTemp++;
}
}
//for (int i = 0; i < temp.Length; i++) {
// temp[i] = formulaElement[i];
//}
formulaElement = temp;
//test
//Decimal r=getResult(formulaElement);
//Console.WriteLine(r);
//test
//String[] test = { "[", "pow", "[", "30", ",", "open", "]", "+", "4", ",", "end", "]" };
//Queue<String>q=new Queue<string>();
//foreach (String s in test) {
// q.Enqueue(s);
//}
//breakFormula(q,",");
//this.getResult(formulaElement);
//foreach (String s in formulaElement) {
// Console.WriteLine(s);
// Comparer.typeOfElement(s);
//}
//simplifyForm(formulaElement);
}
public virtual decimal CalculateDividendYield(IStock stock, decimal marketPrice)
{
if (marketPrice == 0)
throw new Exception("Cannot calculate dividend yield when market price is zero.");
if (stock.StockType == Constants.StockTypePreferred && !stock.FixedDividend.HasValue)
throw new Exception("Preferred stock must have a fixed dividend value in order to calculate the yield.");
decimal yield = stock.StockType == Constants.StockTypePreferred
? (stock.FixedDividend ?? 0m * stock.ParValue * 0.01m) / marketPrice
: stock.LastDividend / marketPrice;
return yield;
}
public MyClassCurrentTimeInConstructor(
IStock stock,
IMarketDay marketDay) {
Stock = stock;
MarketDay = marketDay;
CreatedOn = SystemTime.Now();
if (marketDay.Date.ToDateTimeUtc() == CreatedOn.Date) {
DoThing1();
}
else {
DoThing2();
}
}
public IntPtr ReadStockPtr(IStock drive)
{
if (drive != null)
{
drive.ReadHeader();
BufferSize = drive.BufferSize;
binReceive = new byte[BufferSize];
GCHandle handler = GCHandle.Alloc(binReceive, GCHandleType.Pinned);
binReceivePtr = GCHandle.ToIntPtr(handler);
IntPtr rawpointer = handler.AddrOfPinnedObject();
drive.Read(rawpointer, BufferSize, 0);
ReceiveBytes(rawpointer, BufferSize);
}
return(DeserialPacketPtr);
}
public object ReadStock(IStock drive)
{
if (drive != null)
{
drive.ReadHeader();
BufferSize = drive.BufferSize;
byte[] bufferread = new byte[BufferSize];
GCHandle handler = GCHandle.Alloc(bufferread, GCHandleType.Pinned);
IntPtr rawpointer = handler.AddrOfPinnedObject();
drive.Read(rawpointer, BufferSize, 0L);
ReceiveBytes(bufferread, BufferSize);
handler.Free();
}
return(DeserialPacket);
}
public FormulaEdit(IStock _stock)
{
InitializeComponent();
stock = _stock;
tipStr = "说明：\n" +
"支持运算符：\n" +
" 运算类：+ - * / () [] pow sin cos tan asin acos atan\n" +
"\t exp ln log sqrt abs ceiling floor intpart\n" +
"\t rand sign round fracpart max min mod\n" +
"\t 多参数函数请用[arg0,arg1,…]予以标示\n" +
" 布尔类：if nif and or\n" +
"\t 布尔运算请用{}予以标示\n\n" +
"支持数据类型：\n" +
" 当日数据：open close high low vol";
}
static void Main(string[] args)
{
Console.Title = "Client";
Console.WriteLine("Press Enter when the service is ready");
Console.ReadLine();
InstanceContext context = new InstanceContext(new StockCallback());
DuplexChannelFactory <IStock> factory = new DuplexChannelFactory <IStock>(context, "StockEP");
IStock proxy = factory.CreateChannel();
proxy.RegisterForQuote("MSFT");
Console.WriteLine("Waiting for stock updates. Press Enter to stop");
Console.ReadLine();
}
public FormulaEdit(IStock _stock)
{
InitializeComponent();
stock = _stock;
tipStr = "说明：\n" +
"支持运算符：\n" +
" 运算类：+ - * / () [] pow sin cos tan asin acos atan\n" +
"\t exp ln log sqrt abs ceiling floor intpart\n" +
"\t rand sign round fracpart max min mod\n" +
"\t 多参数函数请用[arg0,arg1,…]予以标示\n" +
" 布尔类：if nif and or\n" +
"\t 布尔运算请用{}予以标示\n\n" +
"支持数据类型：\n" +
" 当日数据：open close high low vol";
}
public void RemoveStockFromWarehouse(IStock stock, IEmployee employee)
{
Validate.CheckNullObject(stock, employee);
//only employees with right (Responsibility) to SELL can perform this work
if (employee.Responsibilities.Contains(ResponsibilityType.Sell) ||
employee.Responsibilities.Contains(ResponsibilityType.Manage))
{
availableStocks.Remove(stock);
}
else
{
throw new ArgumentException("No authorization to remove stock from warehouse!");
}
}
/// <summary>
/// Get historical scaling factor for leadstock and child stock
/// </summary>
/// <param name="leadStock">The lead stock.</param>
/// <param name="childStock">The child stock.</param>
/// <returns></returns>
public decimal GetHistoricalScalFactor(IStock leadStock, IStock childStock)
{
decimal x = 0.0M;
if (AreNoETOs(childStock))
{
decimal childVol = DoHistVolCalc(childStock);
decimal parentVol = DoHistVolCalc(leadStock);
if (parentVol != 0 & childVol != 0)
{
x = childVol / parentVol;
}
}
return(x);
}
/*
* when a Stock is added to the portefolio it attaches to the given stock
* to be notified for any given changes for that stock
*/
public void AddStock(IStock stock, int amount)
{
var subject = (Subject)stock;
subject.Attach(this);
;
var mystock = new Ownstock
{
Amount = amount,
Name = stock.Navn,
Value = stock.Value
};
_myOwnStock.Add(mystock);
}
public double CalcDividendYield(IStock stock)
{
if (stock == null)
{
return(-1);
}
if (stock.LastPrice == 0)
{
return(-1);
}
if (stock.Type == StockType.Common)
{
return(Math.Round(stock.LastDividend / stock.LastPrice, 4));
}
return(Math.Round((stock.FixedDividend * stock.ParValue / stock.LastPrice), 4));
}
/// <summary>
/// Updates changes that are made in stock report
/// </summary>
/// <param name="stock"></param>
public void EditBookStatus(IStock stock)
{
string storedProcedure = StoredProcedures.EditBookStatus.ToString();
var obj = new
{
ItemsID = stock.ItemsID,
StockID = stock.StockID,
Available = stock.Available,
Reason = stock.Reason
};
using (var conn = Create_Connection())
{
conn.Execute(storedProcedure, obj, commandType: CommandType.StoredProcedure);
}
}
public void Init()
{
_portfolio = Substitute.For <IPortfolio>();
_stock = Substitute.For <IStock>();
_uut = new PortfolioDisplay();
_portfolio.Name.Returns("Folder1");
_portfolio.Total.Returns(1);
var tempDic = new Dictionary <IStock, int>();
tempDic.Add(_stock, 40);
_portfolio.Stocks.Returns(tempDic);
}
public void AddStockToWarehouse(IStock stock, IEmployee employee)
{
Validate.CheckNullObject(stock, employee);
//only employees with right (Responsibility) to BUY can perform this work
if (employee.Responsibilities.Contains(ResponsibilityType.BuyPartForWarehouse) ||
employee.Responsibilities.Contains(ResponsibilityType.Manage) ||
employee.Responsibilities.Contains(ResponsibilityType.BuyPartForClient) ||
employee.Responsibilities.Contains(ResponsibilityType.WorkInWarehouse))
{
availableStocks.Add(stock);
}
else
{
throw new ArgumentException("No authorization to put stock in warehouse parts.");
}
}
public void TestHistoricalExtrapolate()
{
IStock stockASXParent = LoadStock("AGK");
IVolatilitySurface stockASXChild = CreateNullVolSurface();
IVolatilitySurface targetChild = CreateNullVolSurface();
IStock stockSDParent = LoadStock("AGK");
stockASXParent.Valuations.Add(new Valuation(new DateTime(2008, 8, 28), 1208));
stockASXParent.Valuations.Add(new Valuation(new DateTime(2008, 8, 29), 1221));
stockASXParent.Valuations.Add(new Valuation(new DateTime(2008, 8, 30), 1218));
stockASXParent.Valuations.Add(new Valuation(new DateTime(2008, 8, 31), 1207));
stockASXParent.Valuations.Add(new Valuation(new DateTime(2008, 9, 1), 1250));
RateCurve rateCurve = CreateRateCurve();
List <Dividend> divCurve = CreateDividends();
IStock nullASXChild = new Stock(new DateTime(2009, 9, 9), 200.0M, "ZZZ", "ZZZ", rateCurve, divCurve);
nullASXChild.VolatilitySurface = stockASXChild;
nullASXChild.Valuations.Add(new Valuation(new DateTime(2008, 12, 12), 208));
nullASXChild.Valuations.Add(new Valuation(new DateTime(2008, 12, 13), 221));
nullASXChild.Valuations.Add(new Valuation(new DateTime(2008, 12, 14), 218));
nullASXChild.Valuations.Add(new Valuation(new DateTime(2008, 12, 15), 207));
nullASXChild.Valuations.Add(new Valuation(new DateTime(2008, 12, 16), 201));
ExtrapolationHelper extrap = new ExtrapolationHelper();
decimal histvol1 = extrap.DoHistVolCalc(stockASXParent);
decimal histvol2 = extrap.DoHistVolCalc(nullASXChild);
Assert.AreEqual(0.375846, Convert.ToDouble(histvol1), 0.0001);
Assert.AreEqual(0.770018, Convert.ToDouble(histvol2), 0.0001);
extrap.PopulateHistoricalVols(stockASXParent, nullASXChild, targetChild);
double scalFactor = Convert.ToDouble(extrap.GetHistoricalScalFactor(stockASXParent, nullASXChild));
Assert.AreEqual(scalFactor, 2.0487573, 0.0001);
//Spreadsheet fit SD parent to (5d, 1.000 * F) point, flatline endpoints.
decimal SDParentVol0 = 0.296175M;
// Spreadsheet fit SD parent to (7d,0.867 * F) point
decimal SDParentVol1 = 0.320240M;
// Spreadsheet fit SD parent to (21d,1.00 * F) point
decimal SDParentVol2 = 0.287656M;
double childExtrapVol0 = scalFactor * Convert.ToDouble(SDParentVol0);
double childExtrapVol1 = scalFactor * Convert.ToDouble(SDParentVol1);
double childExtrapVol2 = scalFactor * Convert.ToDouble(SDParentVol2);
Assert.AreEqual(Convert.ToDouble(SDParentVol0 * histvol2 / histvol1), childExtrapVol0, 0.001);
Assert.AreEqual(Convert.ToDouble(SDParentVol1 * histvol2 / histvol1), childExtrapVol1, 0.001);
Assert.AreEqual(Convert.ToDouble(SDParentVol2 * histvol2 / histvol1), childExtrapVol2, 0.001);
}
/// <summary>
/// Gets the vol at.
/// </summary>
/// <param name="stock"></param>
/// <param name="expiry">The expiry.</param>
/// <param name="moneyness">The moneyness.</param>
/// <returns></returns>
public double GetVolAt(IStock stock, DateTime expiry, double moneyness)
{
DateTime date0 = ((Stock)stock).Date;
double fwd = ((Stock)stock).GetForward(date0, expiry);
double y = fwd * moneyness;
double x = expiry.Subtract(date0).Days / 365.0;
IPoint point = new Point2D(x, y);
stock.VolatilitySurface.SetInterpolatedCurve();
ExtendedInterpolatedSurface interpCurve = stock.VolatilitySurface.GetInterpolatedCurve();
interpCurve.Forward = fwd;
interpCurve.Spot = Convert.ToDouble(((Stock)stock).Spot);
var vol = interpCurve.Value(point);
return(vol);
}
public MyClassCurrentTimeInConstructor(
IStock stock,
IMarketDay marketDay)
{
Stock = stock;
MarketDay = marketDay;
CreatedOn = SystemTime.Now();
if (marketDay.Date.ToDateTimeUtc() == CreatedOn.Date)
{
DoThing1();
}
else
{
DoThing2();
}
}
public void ChangeStockPrice(IStock stock, double newPrice)
{
var stockKvp = _stockIndex.Where(s => s.Key.Name == stock.Name)
.Select(s => s)
.FirstOrDefault();
var eventMessage = new StockPriceChangedEventMessage()
{
NewPrice = newPrice,
OldPrice = stockKvp.Value,
Stock = stock,
};
_stockIndex[stockKvp.Key] = newPrice;
StockPriceChangedEvent?.Invoke(this, eventMessage);
}
public void TestExtrapolate1()
{
IStock stockASXParent = LoadStock("AGK");
IStock stockASXChild = LoadStock("ANZ");
IStock stockSDParent = LoadStock("AGK");
IVolatilitySurface child = CreateTestVolSurface();
ExtrapolationHelper extrapHelper = new ExtrapolationHelper();
if (stockASXParent.VolatilitySurface.Expiries[0].Strikes[0].InterpModel.GetType() == typeof(WingInterp))
{
extrapHelper.DoExtrap(stockASXParent,
stockASXChild,
stockSDParent,
child);
Assert.AreEqual(Convert.ToDouble(child.NodalExpiries[0].Strikes[0].Volatility.Value), 0.295126142, 0.0001);
}
}
/// <summary>
/// 检查高库存预警状态
/// </summary>
/// <param name="wareHouse"></param>
/// <returns></returns>
public bool CheckStockHighWarning(string wareHouse)
{
bool result = false;
string condition = string.Format("WareHouse='{0}' ", wareHouse);
IStock dal = baseDal as IStock;
List <StockInfo> stockList = dal.Find(condition);
foreach (StockInfo info in stockList)
{
if (info.HighWarning > 0 && info.StockQuantity >= info.HighWarning)
{
result = true;
}
}
return(result);
}
/// <summary>
/// Adds the subsidiary.
/// </summary>
/// <param name="stock">The stock.</param>
/// <example>
/// <code>
/// // Adds the AMP subsidiary stock to the BHP lead stock instance
/// IStock stock = new Stock("123", "BHP");
/// LeadStock lead = new LeadStock("456", "AMP");
/// lead.AddSubsidiary(stock);
/// </code>
/// </example>
public void AddSubsidiary(IStock stock)
{
// 1. Ensure that parent/child expiries are not duplicated
// 2. Ensure that furthest child expiry does not extend beyond furthest observable parent
//StockHelper.CheckChildExpiriesWellDefined(this, stock);
IStock matchedStock = FindSubsidiary(stock);
if (matchedStock == null)
{
_subsidiaries.Add(stock);
}
else
{
throw new DuplicateNotAllowedException($"Stock with Asset Id {stock.AssetId} already exists");
}
//StockHelper.CheckChildStrikesWellDefined(this, stock);
}
static void Main(string[] args)
{
string market = Properties.Settings.Default.Market;
string className = $"AbstractFactory.{market}Factory";
IFactory factory = (IFactory)Assembly.Load("AbstractFactory").CreateInstance(className);
IStock stock = factory.CreateStock();
stock.Buy();
stock.Sell();
IFund fund = factory.CreateFund();
fund.Buy();
fund.Sell();
Console.Read();
}
public OrderFunctions(string Constring, IOrderFunctions testOrderFunctions, IAdminProductFunctions testProductFunctions, IStockFunctions testStockFunctions, IStock testStock)
{
if (testOrderFunctions != null || testProductFunctions != null)
{
IOrderFunctions = testOrderFunctions;
ProductFunctions = testProductFunctions;
StockFunctions = testStockFunctions;
Stock = testStock;
}
else
{
ConnectionString = Constring;
IOrderFunctions = Factory.Factory.CreateIOrderFunctions(Constring);
Stock = Factory.Factory.CreateIStock(Constring);
ProductFunctions = null;
StockFunctions = null;
}
}
public void UpdateMarketPrice(String symbol, Decimal price)
{
try
{
if (price <= Decimal.Zero)
{
throw new ArgumentOutOfRangeException("price", "Price cannot be zero or lower");
}
IStock stock = GetStock(symbol);
stock.MarketPrice = price;
}
catch (Exception ex)
{
Logger.LogError(Logging.Events.UPDATE_MARKET_PRICE, ex, "Failure updating market price");
throw new Exception("Failure updating market price", ex);
}
}
public MyClassNodaTime(
IStock stock,
IMarketDay marketDay,
IClock clock)
{
Stock = stock;
MarketDay = marketDay;
CreatedOn = clock.Now;
if (marketDay.Date.InUtc().Date == CreatedOn.InUtc().Date)
{
DoThing1();
}
else
{
DoThing2();
}
}
/// <summary>
/// Does the extrap.
/// </summary>
/// <param name="asxParent">The ASX parent.</param>
/// <param name="asxChild">The ASX child.</param>
/// <param name="sdParent">The SD parent.</param>
/// <param name="child">The child.</param>
public void DoExtrap(IStock asxParent, IStock asxChild, IStock sdParent, IVolatilitySurface child)
{
//foreach expiry in child, interpolate ratio at ASX parent, child and interpolate SD Parent and apply to SD Parent.
foreach (ForwardExpiry exp in child.NodalExpiries)
{
foreach (Strike str in exp.Strikes)
{
if (!str.VolatilityHasBeenSet)
{
double moneyness = str.StrikePrice / Convert.ToDouble(exp.FwdPrice);
double parentVol = GetVolAt(sdParent, exp.ExpiryDate, moneyness);
double scalingFactor = CalcExtrapFactor(asxParent, asxChild, exp.ExpiryDate);
IVolatilityPoint vp = new VolatilityPoint();
vp.SetVolatility(Convert.ToDecimal(parentVol * scalingFactor), VolatilityState.Default());
str.SetVolatility(vp);
}
}
}
}
public void buyStock(int amount, IStock stock)
{
if (amount < 0)
{
return;
}
int bought = stock.Buy(amount);
//see if stock exsists:
foreach (var VARIABLE in StockList)
{
if (VARIABLE.Name == stock.Name)
{
VARIABLE.AvailibleAmount += bought;
return;
}
}
StockList.Add(new Stock(stock.Name, stock.Price, bought));
}
/// <summary>
/// Checks the child expiries well defined. Obsolete.
/// </summary>
/// <param name="leadStock">The lead stock.</param>
/// <param name="childStock">The child stock.</param>
public static void CheckChildExpiriesWellDefined(IStock leadStock, IStock childStock)
{
foreach (ForwardExpiry childExpiry in childStock.VolatilitySurface.Expiries)
{
var parentExpiries = new List <ForwardExpiry>(leadStock.VolatilitySurface.Expiries);
List <ForwardExpiry> matchedExpiries = parentExpiries.FindAll(delegate(ForwardExpiry expiryItem)
{
// Time between parent and child
TimeSpan span = childExpiry.ExpiryDate - expiryItem.ExpiryDate;
//For each child we should find a mapping expiry i.e matchesPerExpiry = 1
return(Math.Abs(span.Days) <= CExpiryProximityDays);
}
);
if (matchedExpiries.Count != 1)
{
throw new IncompleteLeadSurfaceException("Not all child expiries map 1:1 to a parent");
}
}
}
public Decimal GetPERatio(String symbol)
{
try
{
IStock stock = GetStock(symbol);
if (stock.LastDividendPrice == 0)
{
throw new Exception("Cannot calculate a P/E ratio when the last dividend price was zero");
}
return(Math.Round(stock.MarketPrice / stock.LastDividendPrice, 1));
}
catch (Exception ex)
{
Logger.LogError(Logging.Events.GET_PERATIO_YIELD, ex, "Failure calculating the P/E ratio");
throw new Exception("Failure calculating the P/E ratio", ex);
}
}
/// <summary>
/// Populates the historical vols.
/// </summary>
/// <param name="leadStock">The lead stock.</param>
/// <param name="childStock">The child stock.</param>
/// <param name="child">The child.</param>
public void PopulateHistoricalVols(IStock leadStock, IStock childStock, IVolatilitySurface child)
{
decimal scalingFactor = GetHistoricalScalFactor(leadStock, childStock);
foreach (ForwardExpiry exp in child.NodalExpiries)
{
foreach (Strike str in exp.Strikes)
{
if (!str.VolatilityHasBeenSet)
{
double moneyness = str.StrikePrice / Convert.ToDouble(exp.FwdPrice);
double parentVol = GetVolAt(leadStock, exp.ExpiryDate, moneyness);
IVolatilityPoint vp = new VolatilityPoint();
vp.SetVolatility(Convert.ToDecimal(parentVol) * scalingFactor, VolatilityState.Default());
str.SetVolatility(vp);
}
}
}
}
public void GetResult_ShouldReturnStock_WithSameBasicProperties_AsStockEntity()
{
/* ARRANGE */
StockEntity basicProps = new StockEntity {
Id = 111, ProductId = 222, Amount = 300, Date = DateTime.Now
};
SetBasicPropertiesInMockStockEntity(basicProps);
SetupMockDomainFactoryToReturnStock();
/* ACT */
StockConverter builder = CreateStockBuilderWithMocks();
IStock stock = builder.Convert(basicProps, (a, b) => { });
/* ASSERT */
Assert.AreEqual(stock.Id, basicProps.Id);
Assert.AreEqual(stock.ProductId, basicProps.ProductId);
Assert.AreEqual(stock.Amount, basicProps.Amount);
Assert.AreEqual(stock.Date, basicProps.Date);
}
public void TestGetVol()
{
IStock stockASXParent = LoadStock("AGK");
ExtrapolationHelper extrapHelper = new ExtrapolationHelper();
double vol0 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 0.05);
double vol1 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 0.60);
double vol2 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 0.80);
double vol3 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 1.00);
double vol4 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 2.00);
double vol5 = extrapHelper.GetVolAt(stockASXParent, new DateTime(2009, 9, 16), 3.00);
//Extrap below
Assert.AreEqual(0.6413, vol0, 0.001);
Assert.AreEqual(0.5950, vol1, 0.001);
Assert.AreEqual(0.3545, vol2, 0.001);
Assert.AreEqual(0.2962, vol3, 0.001);
Assert.AreEqual(0.3765, vol4, 0.001);
//Extrap above
Assert.AreEqual(0.3765, vol5, 0.001);
}
private void OrderStockFromSupplier(IStock stock)
{
if (stock.ResponsibleEmployee.Responsibilities.Contains(ResponsibilityType.BuyPartForWarehouse) ||
stock.ResponsibleEmployee.Responsibilities.Contains(ResponsibilityType.WorkInWarehouse) ||
stock.ResponsibleEmployee.Responsibilities.Contains(ResponsibilityType.Manage))
{
IOrderStock orderStock = factory.CreateOrderStock(stock.ResponsibleEmployee, stock.Supplier, stock);
this.warehouse.AddStockToWarehouse(stock, stock.ResponsibleEmployee);
}
else
{
throw new ArgumentException(
$"Employee {stock.ResponsibleEmployee.FirstName} {stock.ResponsibleEmployee.LastName} does not have the required repsonsibilities to register asset {stock.Name}");
}
Console.WriteLine(
$"{stock.Name} ordered from {stock.Supplier.Name} for the amount of {stock.PurchasePrice} are stored in the Warehouse." +
Environment.NewLine +
$"Employee responsible for the transaction: {stock.ResponsibleEmployee.FirstName} {stock.ResponsibleEmployee.LastName}");
}
public ParserB(String formula, IStock _stock) {
stock = _stock;
Regex r = new Regex("([<>=])");
m_formula = r.Split(formula);
int count = 0;
foreach (String s in m_formula) {
if (s == "") {
count++;
}
}
String[] temp = new String[m_formula.Length - count];
int countOfTemp = 0;
for (int i = 0; i < m_formula.Length; i++) {
if (m_formula[i] != "") {
temp[countOfTemp] = m_formula[i];
countOfTemp++;
}
}
m_formula = temp;
//test
//foreach(string i in m_formula)
//Console.WriteLine(i);
}
public StockViewModel(IStock stock)
{
_stock = stock;
_stockDataManager = Composition.Compose<IStockDataManager>();
_settingsModel = Composition.Compose<ISettingsModel>();
}
public SyncDataProgressEventArgs(IStock stock, int index, int count)
{
Progress = new SyncDataProgress(stock, index, count);
}
public void CreateStock(IStock stock)
{
_factory.StockRepository.Create(stock);
}
public MyClassNodaTime(
IStock stock,
IMarketDay marketDay,
IClock clock) {
Stock = stock;
MarketDay = marketDay;
CreatedOn = clock.Now;
if (marketDay.Date.InUtc().Date == CreatedOn.InUtc().Date) {
DoThing1();
}
else {
DoThing2();
}
}
public SyncDataProgress(IStock stock, int index, int count)
: base(index, count)
{
Stock = stock;
}
/// <summary>
/// Dispatch event
/// </summary>
/// <param name="stock"></param>
/// <param name="index"></param>
/// <param name="count"></param>
private void OnSyncDataProgressEvent(IStock stock, int index, int count)
{
if (SyncDataProgressEvent != null)
{
SyncDataProgressEvent(new SyncDataProgressEventArgs(stock, index, count));
}
}
public void UpdateStock(IStock stock)
{
_factory.StockRepository.Update(stock);
_factory.StockHistoryRepository.Add(new Model.StockHistory()
{
StockId = stock.ID,
IsEod = false,
ObservationTime = DateTime.Now,
Price = stock.LastPrice
});
}
public void Create(IStock entity)
{
dbContext.Stocks.Add(Mapper.Map<IStock, Data.Stock>(entity));
dbContext.SaveChanges();
}
public void Update(IStock entity)
{
Stock dbStock = dbContext.Stocks.Where(s => s.ID == entity.ID).FirstOrDefault();
dbStock.LastPrice = entity.LastPrice;
dbStock.Symbol = entity.Symbol;
dbStock.CompanyName = entity.CompanyName;
dbContext.SaveChanges();
}
public void AddStock(IStock s)
{
if (s == null && s.StockSymbol == null || s.StockSymbol.Equals(""))
throw new ArgumentException();
stocks.Add(s.StockSymbol, s);
}