@Override
protected void execute() throws Exception {
Formula formula =
Formula.create()
.putConstant("162.31")
.putMultinomial(ProdEnum.JiaoTan, "1")
.putMultinomial(ProdEnum.JiaoMei, "-1.60584");
dataProcessor.testEndPriceFormula("2014-01-01", "2016-09-02", formula);
}
public List<Series> compareProd(Futures f1, Futures f2) {
Series s1 = dailyPriceBuss.querySeriesByCode(f1.getCode(), -1);
Series s2 = dailyPriceBuss.querySeriesByCode(f2.getCode(), -1);
Formula formula =
Formula.create()
.putConstant(BigDecimal.ZERO)
.putMultinomial(f1.getCode(), "1")
.putMultinomial(f2.getCode(), "-1");
List<Price> diffPriceList = this.calculateKLine(formula, dailyPriceBuss.queryAllGroup());
String diffName = f1.getName() + "-" + f2.getName();
Series diffSeries = new Series("", diffName, diffPriceList);
return Arrays.asList(s1, s2, diffSeries);
}
