public OptiTester(IAlloc alloc, IAdj adj, double startKospiWeight, double endKospiWeight, int testCount)
{
this.StartKospiWeight = startKospiWeight;
this.EndKospiWeight = endKospiWeight;
this.TestCount = testCount;
this.Alloc = alloc;
this.Adj = adj;
Trace.Assert(TestCount != 0);
}
SortedList<DateTime, AdjRateDatum> CreateAdjRateData(IAdj adj)
{
SortedList<DateTime, AdjRateDatum> data = new SortedList<DateTime, AdjRateDatum>();
DateTime curDate = _input.StartDate;
while (curDate <= _input.EndDate)
{
if (_marketData.IsExistDate(curDate))
{
AdjRateDatum datum = adj.CalculateAdjRateDatum(curDate, _marketData);
data.Add(curDate, datum);
}
curDate = curDate.AddDays(1);
}
return data;
}