public TWAP(StockTickRepository stockRepo, TransactionDateTimeRepository dateRepo, StockMinuteRepository stockMinuteRepo, string code) { this.code = code; this.stockRepo = stockRepo; this.stockMinuteRepo = stockMinuteRepo; this.dateRepo = dateRepo; }
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; }
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); }
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; }