public IMarketProvider GetMoex()
{
string connection = ConfigurationManager.AppSettings["mirconnection"];
#region mapping mir_moex
DataProvider.Input.MirReader.Mapping mapping = new DataProvider.Input.MirReader.Mapping();
mapping.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.Default, "20" },
{ TimeSeriesAttribute.Close, "3" },
{ ScalarAttribute.Name, "4" },
{ ScalarAttribute.Nominal, "9" },
{ ScalarAttribute.MatDate, "11" },
{ ScalarAttribute.Currency, "8" },
#endregion
};
mapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
#region Фин.инструменты
{ new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
{ new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
{ new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
{ new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
{ new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
{ new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
{ new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
#endregion
};
mapping.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
Dictionary <string, object> sq = new Dictionary <string, object>()
{
{ DataProvider.Input.MirReader.Provider.QUOTE, "MOEX" },
{ DataProvider.Input.MirReader.Provider.SCALAR, "MOEX" },
};
#endregion
DataProvider.Input.MirReader.Provider MoexProvider =
new DataProvider.Input.MirReader.Provider(connection, mapping);
MoexProvider.SetParams(sq);
return(MoexProvider);
}
public IMarketProvider GetCbr()
{
string connection = "Host = localhost; Username =postgres; Password =roman; Database =MIR";
#region mapping mir_cbr
DataProvider.Input.MirReader.Mapping mapping2 = new DataProvider.Input.MirReader.Mapping();
mapping2.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.Default, "20" },
{ TimeSeriesAttribute.Close, "3" },
{ ScalarAttribute.Name, "4" },
{ ScalarAttribute.Nominal, "9" },
{ ScalarAttribute.MatDate, "11" },
{ ScalarAttribute.Currency, "8" },
{ Currencies.CHF, "CHF" },
{ Currencies.EUR, "EUR" },
{ Currencies.USD, "USD" }
#endregion
};
mapping2.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
#region Фин.инструменты
{ new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
{ new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
{ new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
{ new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
{ new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
{ new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
{ new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
#endregion
};
mapping2.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
Dictionary <string, object> sq2 = new Dictionary <string, object>()
{
{ DataProvider.Input.MirReader.Provider.QUOTE, "CBR" },
{ DataProvider.Input.MirReader.Provider.SCALAR, "CBR" },
};
#endregion
DataProvider.Input.MirReader.Provider CbrProvider =
new DataProvider.Input.MirReader.Provider(connection, mapping2);
CbrProvider.SetParams(sq2);
return(CbrProvider);
}
public void ReadDataFromMoexAndCbr()
{
#region mapping mir_moex
DataProvider.Input.MirReader.Mapping mapping = new DataProvider.Input.MirReader.Mapping();
mapping.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.Default, "20" },
{ TimeSeriesAttribute.Close, "3" },
{ ScalarAttribute.Name, "4" },
{ ScalarAttribute.Nominal, "9" },
{ ScalarAttribute.MatDate, "11" },
{ ScalarAttribute.Currency, "8" },
#endregion
};
mapping.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
#region Фин.инструменты
{ new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
{ new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
{ new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
{ new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
{ new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
{ new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
{ new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
#endregion
};
mapping.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
Dictionary <string, object> sq = new Dictionary <string, object>()
{
{ DataProvider.Input.MirReader.Provider.QUOTE, "MOEX" },
{ DataProvider.Input.MirReader.Provider.SCALAR, "MOEX" },
};
#endregion
DataProvider.Input.MirReader.Provider MoexProvider =
new DataProvider.Input.MirReader.Provider(connection, mapping);
MoexProvider.SetParams(sq);
#region mapping mir_cbr
DataProvider.Input.MirReader.Mapping mapping2 = new DataProvider.Input.MirReader.Mapping();
mapping2.AI = new Dictionary <Enum, string>()
{
#region Финансовые инструменты
{ FinType.Equity, "12" },
{ FinType.Bond, "13" },
{ FinType.Fund, "14" },
{ FinType.Certificate, "15" },
{ FinType.DepositaryReceipt, "16" },
{ FinType.Default, "20" },
{ TimeSeriesAttribute.Close, "3" },
{ ScalarAttribute.Name, "4" },
{ ScalarAttribute.Nominal, "9" },
{ ScalarAttribute.MatDate, "11" },
{ ScalarAttribute.Currency, "8" },
{ Currencies.CHF, "CHF" },
{ Currencies.EUR, "EUR" },
{ Currencies.USD, "USD" }
#endregion
};
mapping2.TKE = new Dictionary <KeyValuePair <Type, string>, Enum>()
{
#region Валюта
{ new KeyValuePair <Type, string>(typeof(Currencies), "CHF"), Currencies.CHF },
{ new KeyValuePair <Type, string>(typeof(Currencies), "EUR"), Currencies.EUR },
{ new KeyValuePair <Type, string>(typeof(Currencies), "GBP"), Currencies.GBP },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUB"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "RUR"), Currencies.RUB },
{ new KeyValuePair <Type, string>(typeof(Currencies), "USD"), Currencies.USD },
#endregion
#region Фин.инструменты
{ new KeyValuePair <Type, string>(typeof(FinType), "CERTIFICATE"), FinType.Certificate },
{ new KeyValuePair <Type, string>(typeof(FinType), "DEPOSITARY RECEIPT"), FinType.DepositaryReceipt },
{ new KeyValuePair <Type, string>(typeof(FinType), "BOND"), FinType.Bond },
{ new KeyValuePair <Type, string>(typeof(FinType), "EQUITY"), FinType.Equity },
{ new KeyValuePair <Type, string>(typeof(FinType), "FUND"), FinType.Fund },
{ new KeyValuePair <Type, string>(typeof(FinType), "FX_RATE"), FinType.FxRate },
{ new KeyValuePair <Type, string>(typeof(FinType), "PERCENT_CURVE"), FinType.PercentCurve },
#endregion
};
mapping2.ET = new Dictionary <Enum, Type>()
{
{ ScalarAttribute.DetailedType, typeof(FinTypeDetailedLevel) },
{ ScalarAttribute.Currency, typeof(Currencies) },
{ ScalarAttribute.FinType, typeof(FinType) },
};
Dictionary <string, object> sq2 = new Dictionary <string, object>()
{
{ DataProvider.Input.MirReader.Provider.QUOTE, "CBR" },
{ DataProvider.Input.MirReader.Provider.SCALAR, "CBR" },
};
#endregion
DataProvider.Input.MirReader.Provider CbrProvider =
new DataProvider.Input.MirReader.Provider(connection, mapping2);
CbrProvider.SetParams(sq2);
DataProvider.Input.CombinedProvider.Provider combinedProvider =
new DataProvider.Input.CombinedProvider.Provider(new List <IMarketProvider>()
{
MoexProvider, CbrProvider
});
var positionTS = combinedProvider.GetTimeSeries(position, TimeSeriesAttribute.Close);
var currencyTS = combinedProvider.GetTimeSeries(Currencies.USD, TimeSeriesAttribute.Close);
Assert.IsTrue(positionTS != null && positionTS.Series.Count != 0 &&
currencyTS != null && currencyTS.Series.Count != 0);
Console.WriteLine(positionTS.Series.Count);
Console.WriteLine(currencyTS.Series.Count);
}
