public TWAP(StockTickRepository stockRepo, TransactionDateTimeRepository dateRepo, StockMinuteRepository stockMinuteRepo, string code)
 {
     this.code            = code;
     this.stockRepo       = stockRepo;
     this.stockMinuteRepo = stockMinuteRepo;
     this.dateRepo        = dateRepo;
 }
Пример #2
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 public DailyDataRecord(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository tickRepo, TransactionDateTimeRepository dateRepo, StockInfoRepository stockInfoRepo)
 {
     this.stockMinutelyRepo = stockMinutelyRepo;
     this.stockDailyRepo    = stockDailyRepo;
     this.tickRepo          = tickRepo;
     this.dateRepo          = dateRepo;
     this.stockInfoRepo     = stockInfoRepo;
 }
Пример #3
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 public StockTickToMinute(TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteRepository stockMinutelyRepo, StockTickRepository tickRepo, DateTime startDate, DateTime endDate)
 {
     this.tickRepo          = tickRepo;
     this.stockDailyRepo    = stockDailyRepo;
     this.stockMinutelyRepo = stockMinutelyRepo;
     this.tradedays         = dateRepo.GetStockTransactionDate(startDate, endDate);
     getStockTickData("510050.SH");
 }
 public StockTickToMinute(TransactionDateTimeRepository dateRepo, StockDailyRepository stockDailyRepo, StockMinuteFromTickRepository stockMinutelyRepo, StockTickRepository tickRepo, StockInfoRepository infoRepo)
 {
     this.tickRepo          = tickRepo;
     this.dateRepo          = dateRepo;
     this.stockDailyRepo    = stockDailyRepo;
     this.stockMinutelyRepo = stockMinutelyRepo;
     this.infoRepo          = infoRepo;
 }
 public Intraday1(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository tickRepo, TransactionDateTimeRepository dateRepo)
 {
     this.stockMinutelyRepo = stockMinutelyRepo;
     this.stockDailyRepo    = stockDailyRepo;
     this.dateRepo          = dateRepo;
     this.tickRepo          = tickRepo;
     sqlWriter = new SqlServerWriter(ConnectionType.Server84);
     sqlReader = new SqlServerReader(ConnectionType.Local);
 }
Пример #6
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 public ETFArbitrary(StockTickRepository stockRepo, StockDailyRepository stockDailyRepo, string code)
 {
     this.stockRepo      = stockRepo;
     this.stockDailyRepo = stockDailyRepo;
     dateRepo            = new TransactionDateTimeRepository(ConnectionType.Default);
     sqlWriter           = new SqlServerWriter(ConnectionType.Server84);
     sqlReader           = new SqlServerReader(ConnectionType.Server84);
     this.code           = code;
 }
 public CallDeltaHedge(StockTickRepository stockRepo, StockDailyRepository stockDailyRepo, string code, int duration)
 {
     this.stockRepo      = stockRepo;
     this.stockDailyRepo = stockDailyRepo;
     dateRepo            = new TransactionDateTimeRepository(ConnectionType.Default);
     sqlWriter           = new SqlServerWriter(ConnectionType.Server84);
     sqlReader           = new SqlServerReader(ConnectionType.Server84);
     this.code           = code;
     this.duration       = duration;
 }
 public Impv(OptionInfoRepository infoRepo, StockOptionTickRepository optionRepo, StockTickRepository stockRepo, double rate = 0.04)
 {
     this.infoRepo   = infoRepo;
     this.optionRepo = optionRepo;
     this.stockRepo  = stockRepo;
     this.rate       = rate;
     dateRepo        = new TransactionDateTimeRepository(ConnectionType.Default);
     sqlWriter       = new SqlServerWriter(ConnectionType.Server84);
     sqlReader       = new SqlServerReader(ConnectionType.Server84);
 }
 //构造函数
 public priceCeilingMoving2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository stockTickRepo, StockInfoRepository stockInfoRepo)
 {
     this.stockMinutelyRepo = stockMinutelyRepo;
     this.stockDailyRepo    = stockDailyRepo;
     this.stockTickRepo     = stockTickRepo;
     dateRepo           = new TransactionDateTimeRepository(ConnectionType.Default);
     sqlWriter          = new SqlServerWriter(ConnectionType.Server84);
     sqlReader          = new SqlServerReader(ConnectionType.Local);
     this.windReader    = new WindReader();
     this.stockInfoRepo = stockInfoRepo;
 }