MarketData ReadPivotMarketData(DateTime startDate, DateTime endDate)
{
MarketData md = new MarketData(startDate, endDate, _mdPivot.Ticker);
DateTime curDate = startDate;
while (curDate <= endDate)
{
if (_mdPivot.IsExistDate(curDate))
{
DOHLC dohlc = _mdPivot.GetData(curDate);
md.AddDatum(dohlc);
}
curDate = curDate.AddDays(1);
}
return md;
}
void LoadEquityPriceDataFromDB()
{
foreach (string keyString in Enum.GetNames(typeof(KospiEquityDataKey)))
{
MarketDataSetKey key = (MarketDataSetKey)Enum.Parse(typeof(MarketDataSetKey), keyString, true);
try
{
MarketData dbMarketData = DataUtil.GetKeyMarketData(
key, EquityVolPredefinedVariables.ReadStartDate, EquityVolPredefinedVariables.ReadEndDate);
if (dbMarketData.GetTotalCount() == 0)
{
continue;
}
DateTime readStartDate = dbMarketData.GetByIndex(0).CurDate;
DateTime readEndDate = dbMarketData.GetByIndex((int)dbMarketData.GetTotalCount() - 1).CurDate;
string ticker = DataUtil.GetTickerFromMarketDataKey(key);
MarketData md = new MarketData(readStartDate, readEndDate, ticker);
for (int i = 0; i < dbMarketData.GetTotalCount(); i++)
{
DOHLC dohlc = dbMarketData.GetByIndex(i);
DateTime curDate = dohlc.CurDate;
if (curDate.DayOfWeek == DayOfWeek.Saturday
|| curDate.DayOfWeek == DayOfWeek.Sunday)
{
continue;
}
md.AddDatum(dohlc);
}
MarketData mdKospi = ReadPivotMarketData(md.StartDate, md.EndDate);
List<MarketData> output =
DataUtil.FillByPivotData(mdKospi, new List<MarketData> { md });
_priceData.Add(key, output[0]);
}
catch (Exception ex)
{
logger.Warn(ex.ToString());
}
}
}