示例#1
0
        //kurwa, czemu to łączy na sztywno?
        public void GetData()
        {
            IndexData.Clear();
            var      idx       = Dal.GetIndexData();
            DateTime startDate = ("5/15/2005").To <DateTime>();
            DateTime endDate   = ("5/15/2014").To <DateTime>();

            IndexData.AddRange(Dal.GetIndexData(startDate, endDate));

            StockData.Clear();
            startDate = ("11/25/2013").To <DateTime>();
            endDate   = ("11/25/2015").To <DateTime>();
            StockData.AddRange(Dal.GetPairStockData("^GSPC", Ticker, startDate, endDate, "Close", DataSourceEnum.Yahoo));

            StockReturnData.Clear();
            for (int i = 1; i < StockData.Count; i++)
            {
                var p0 = StockData[i - 1];
                var p1 = StockData[i];
                StockReturnData.Add(new PairStockData
                {
                    Date   = p1.Date,
                    Price1 = (p1.Price1 - p0.Price1) / p0.Price1,
                    Price2 = (p1.Price2 - p0.Price2) / p0.Price2
                });
            }
        }