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org.unizone.0.8545
Instance of TypeScriptInfo
| Node data | Value |
| org.edgescript.TypeScriptInfo.prerequisiteParcels | List{} |
| org.edgescript.TypeScriptInfo.prerequisiteMethods | List{} |
| org.edgescript.TypeScriptInfo.script | /* instance InstrumentPower power; instance InstrumentPower spot; instance InstrumentPower yieldGovBond; constructor() { TimeBuffer:(); instance spot = ~power_system_average; instance yieldGovBond = ~yieldGovBond; addNextSource(instance spot); addNextSource(instance yieldGovBond); } constructor(InstrumentPower power) { TimeBuffer:(); instance power = power; instance spot = ~power_system_average; instance yieldGovBond = ~yieldGovBond; addNextSource(power); addNextSource(instance spot); addNextSource(instance yieldGovBond); } Object preferredFrom(Condition condition) { if (condition.class == ConditionHistory) return Time{ConditionHistory{condition}.to}.addDays(-30); TimeBuffer:preferredFrom(condition); } Void setPower(InstrumentPower power) { instance power = power; addNextSource(power); } class Boolean isResourceOf(Listable node, Symbol aspect) { if (aspect == #adaptors) return true; false; } class String resourceLabel() "Name of resource" { "convenience yield"; } String resourceString() "Description of resource" { "convenience yield of " + instance power.toString(); } Mixable mixWith(Mixable item) { if (item.class.subclassOf(InstrumentPower)) { setPower(InstrumentPower{item}); return this; } return TimeBuffer:mixWith(item); } Symbol valueType() {#convenienceYield} trace TimeData createData(Time time, Symbol resolution) { Producer.report("Preparing " + toString() + " at " + time.toString); instance power.addLoadAspect(#deliveryStart); instance power.addLoadAspect(#deliveryStop); instance power.addLoadAspect(#tradingStop); TimeData data = new TimeData(this, time); external cond_history = time; Time date = Time{instance power.aspectValue(#deliveryStart)}; if (date==null) return data; Time lastDate = Time{instance power.aspectValue(#deliveryStop)}; Time t = date.addDays(((lastDate.subtractDate(date))/2).floor); Real sum = 0.0; Int count = 0; Time focus = time; //bryt vid sista handelsdagen (annars kommer några x-tra helgvärden med); if (focus > instance power.aspectValue(#tradingStop)) {return data} Real spotValue = instance spot.aspectReal(#value); Real powerValue = instance power.aspectReal(#value); // räntefuturering; while (date <= lastDate) { //delta-T; external cond_maturity = date.subtractDate(time)/365; //sum = sum + 2.718281828^(yieldGovBond.valueAspect*date.subtractDate(focus) / 365); if (date.subtractDate(focus) <= 365) sum = sum + (1 + instance yieldGovBond.aspectReal(#value) * date.subtractDate(focus) / 36500); else sum = sum + (1 + instance yieldGovBond.aspectReal(#value) / 100)^(date.subtractDate(focus) / 365); count = count + 1; date = date.addDays(1); } data.setAspect(#value, (sum / count*(spotValue / powerValue)).ln / ((t.subtractDate(focus))/365)); Producer.report(""); data; } String instanceScript(InstanceScriptInfo info) { nextSource().instanceScript(info); // create variables info.objectId(this, AdaptorAverageDay, "ave"); } String initScript(InstanceScriptInfo info) { String prefix = info.methodPrefix(this); " " + prefix + "setPower(" + instance power.instanceScript(info) + "); "; } */ |
| org.edgescript.TypeScriptInfo.defineType | org.unizone.finance.power.ConvenienceYield |
| org.edgescript.TypeScriptInfo.prerequisiteScripts | List{} |