目前的這個網站是存放在我自己的主機. 由於網路流量太大經常會有延遲的現象,
所以即日起這個網誌將移到新的位址: http://alvincho.blogspot.com

歡迎大家光臨我新的網誌.

I released RiskLib.NET 0.1.1 yesterday after I finished a SQLCeDataSource and an example to retrieve and save data.

The idea I present in this release is getting data from any DataSource and save into any DataDestination. A datasource with IHistoricalSource or IDailyClosingSource interface can retrieve data and convert into generic HistoricalDataList format, then fire a HistoricalDataEvent (defined in IHistoricalBase). The example handle the event at application layer and call SaveData from any DataDestination instance, which can accept HistoricalData as input and save in specified table defined in derived DataDestination class.

The fundamental fields can be handled in the same way and I don't have plan to implement another example. I might focus on mathematical and portfolio parts of RiskLib.NET from now, after I add some content on scope of RiskLib.DataSource.

RiskLib.NET is an open source project hosted in CodePlex.com. You can visit the project at http://risklib.codeplex.com

I added 3 datasource to RiskLib.NET to demostrate how to implement two different interface: IDailyClosingSource, IHisotricalSource, and a special designed datasource: Bloomberg. I also added a example to retrieve data from these datasources.

Although there are still a lot should be modified, the example worked fine to retrieve data from these datasource.

THe first part of RiskLib.NET source code has been uploaded to codeplex.com. It contains ready for use source code in namespace DataSource and Product. Although not all the code of these two namespace is finished, these are codes that might not be change until next major release.

The RiskLib.DataSource is designed to contain flexible and extensible classes for various financial information sources. A Bloomberg datasource implementation has been included. Bloomberg Professional Services is a very good source for informations for investment. I will include a working example using Bloomberg class to retrieve daily closing and real-time data. Please note: You must have a Bloomberg Professional Service terminal to use this class.

The RiskLib.Product contains object model for some basic financial product. This namespace might have some modification but not expected huge.