Initial commit

This commit is contained in:
fredmaloggia
2026-01-24 07:41:30 +01:00
commit 897507c838
209 changed files with 10265 additions and 0 deletions

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Pricer/Pricer.csproj Normal file
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net6.0-windows7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<UseWindowsForms>true</UseWindowsForms>
<Nullable>disable</Nullable>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)'=='Lite'">
<StartupObject>PricerAppLite.ProgramLite</StartupObject>
</PropertyGroup>
<ItemGroup>
<Content Include="pricer.ico" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="ConsoleTableExt" Version="3.3.0" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.20.1" />
<PackageReference Include="System.Data.SqlClient" Version="4.8.6" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\LibraryPricer\LibraryPricer.csproj" />
</ItemGroup>
<ItemGroup>
<Compile Remove="Program.Lite.cs" />
<None Include="Program.Lite.cs" />
</ItemGroup>
<ItemGroup>
<Compile Update="Properties\Resources.Designer.cs">
<DesignTime>True</DesignTime>
<AutoGen>True</AutoGen>
<DependentUpon>Resources.resx</DependentUpon>
</Compile>
<Compile Update="Properties\Settings.Designer.cs">
<DesignTimeSharedInput>True</DesignTimeSharedInput>
<AutoGen>True</AutoGen>
<DependentUpon>Settings.settings</DependentUpon>
</Compile>
</ItemGroup>
<ItemGroup>
<EmbeddedResource Update="Properties\Resources.resx">
<Generator>ResXFileCodeGenerator</Generator>
<LastGenOutput>Resources.Designer.cs</LastGenOutput>
</EmbeddedResource>
</ItemGroup>
<ItemGroup>
<None Update="appsettings.json">
<CopyToOutputDirectory>Always</CopyToOutputDirectory>
</None>
<None Update="Properties\Settings.settings">
<Generator>SettingsSingleFileGenerator</Generator>
<LastGenOutput>Settings.Designer.cs</LastGenOutput>
</None>
</ItemGroup>
</Project>

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Pricer/Program.Lite.Api.cs Normal file
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using System;
using System.IO;
using System.Collections.Generic;
using System.Linq;
using System.Net.Http;
using System.Threading;
using System.Threading.Tasks;
using System.Text.Json;
using ConsoleTableExt;
using LibraryPricer;
using Microsoft.SqlServer.Server;
using System.Data;
using System.Diagnostics;
using static LibraryPricer.CalcFunctions;
using MathNet.Numerics.Optimization;
using System.Reflection;
using MathNet.Numerics;
using MathNet.Numerics.Statistics;
using LibraryPricer.Payoffs;
using Accord.Math;
namespace PricerAppLite // Note: actual namespace depends on the project name.
{
internal class ProgramLite
{
static void Main(string[] args)
{
string version = "2.2 - [12/06/2025]";
Console.Title = $"Pricer v.{version}";
ManualRun(args);
}
public static void ManualRun(string[] args)
{
bool showSimulationDebug = args.Any(a => a.Equals("--sim-debug", StringComparison.OrdinalIgnoreCase));
// Input Isin da elaborare
Console.WriteLine("Inserire ISIN (default IT0006767633): "); // CH0456761649 (Airbag) , XS2306677134 (Sigma), IT0006746074 (Relief), CH0392531056 (TwinWin)
string? Isin = Console.ReadLine();
if (String.IsNullOrEmpty(Isin)) Isin = "IT0006767633";
// Input numero prezzi eod per calcolo matrice correlazione
Console.WriteLine("Num. Prezzi EOD per calcolo matrice correlazione e volatilità (default 252): ");
string? PrezziEOD = Console.ReadLine();
int numPrezziEOD = 0;
if (String.IsNullOrEmpty(PrezziEOD)) numPrezziEOD = 252;
else numPrezziEOD = Convert.ToInt32(PrezziEOD);
// Carica dati da API
PricerApiResponse apiData = LoadApiData(Isin, numPrezziEOD);
// Verifica Isin sia valido per il pricer
if (!string.IsNullOrEmpty(apiData.ISINCheck) && apiData.ISINCheck == "KO")
{
Console.WriteLine($"ISIN {Isin} non processabile!");
Console.WriteLine("Certificati nel pricer devono avere le seguenti caratteristiche : ");
Console.WriteLine("- Categoria: Coupon,StepUp,Bonus (con Barriera Discreta)");
Console.WriteLine("- Status: In Quotazione");
Console.WriteLine("- Direction: Long");
Console.WriteLine("- Basket Type : Worst");
Console.WriteLine("- Currency : EUR");
Console.WriteLine("- CedolaVariabile : FALSE");
Console.WriteLine("- Darwin : FALSE");
Console.WriteLine("- Domino : FALSE");
Console.WriteLine("- Magnet : FALSE");
RestartOrExit(args);
}
Console.WriteLine("Considerare i dividendi ? s/n (default s): ");
string? IsDividend = Console.ReadLine();
if (String.IsNullOrEmpty(IsDividend)) IsDividend = "s";
int num_sims = 0;
Console.WriteLine("Inserire # simulazioni montecarlo (default = 10000) : ");
string? numsim = Console.ReadLine();
if (String.IsNullOrEmpty(numsim)) num_sims = 10000;
else num_sims = Convert.ToInt32(numsim);
// Carica dettagli sottostanti
var detailsULModel = apiData.DetailsUL?.ToArray() ?? Array.Empty<DetailsULItem>();
if (detailsULModel.Length == 0)
{
Console.WriteLine("Nessun dettaglio sottostante disponibile.");
RestartOrExit(args);
}
// Calcolo matrice di correlazione e volatilita da prezzi EOD
var pricesById = BuildPriceSeries(apiData.HistPriceUL, numPrezziEOD);
double[,] corrMatrix = BuildCorrelationMatrix(detailsULModel, pricesById, numPrezziEOD);
double[] Volatility = BuildVolatility(detailsULModel, pricesById, numPrezziEOD);
// Visualizza matrice di correlazione in Console
string[] NomiSottostanti = detailsULModel.AsEnumerable().Select(r => r.Sottostante).ToArray();
ConsoleTableBuilder.From(CalcFunctions.ArraytoDatatable(corrMatrix, NomiSottostanti))
.WithTitle($"Matrix Correl {Isin}", ConsoleColor.Yellow, ConsoleColor.DarkGray)
.ExportAndWriteLine();
// Carica dettagli certificato
var detailsCTFModel = apiData.DetailsCTF?.ToArray() ?? Array.Empty<DetailsCTFItem>();
if (detailsCTFModel.Length == 0)
{
Console.WriteLine("Nessun dettaglio certificato disponibile.");
RestartOrExit(args);
}
// Carica dettagli eventi
var detailsEventModel = apiData.DetailsEvent?.ToArray() ?? Array.Empty<DetailsEventItem>();
var detailsEventExDateModel = apiData.DetailsEventExDate?.ToArray() ?? Array.Empty<DetailsEventExDateItem>();
// Inizializzazione parametri input per calcolo FairValue da detailsCTFModel
double TassoInteresse = detailsCTFModel.AsEnumerable().Select(r => r.TassoInteresse).FirstOrDefault();
DateTime baseDate = detailsCTFModel.AsEnumerable().Select(r => r.LastDatePrice).FirstOrDefault().Date;
DateTime maturityDate = detailsCTFModel.AsEnumerable().Select(r => r.Maturity_Date).FirstOrDefault().Date;
int DaysToMaturity = CountBusinessDaysInclusive(baseDate, maturityDate);
string? PDI_Style = detailsCTFModel.AsEnumerable().Select(r => r.PDI_Style).FirstOrDefault();
double PDI_Strike = detailsCTFModel.AsEnumerable().Select(r => r.PDI_Strike).FirstOrDefault();
double PDI_Barrier = Math.Round(detailsCTFModel.AsEnumerable().Select(r => r.PDI_Barrier).FirstOrDefault(), 4);
double CapitalValue = detailsCTFModel.AsEnumerable().Select(r => r.CapitalValue).FirstOrDefault();
double NominalAmount = detailsCTFModel.AsEnumerable().Select(r => r.NominalAmount).FirstOrDefault();
double Bid = detailsCTFModel.AsEnumerable().Select(r => r.Bid).FirstOrDefault();
double Ask = detailsCTFModel.AsEnumerable().Select(r => r.Ask).FirstOrDefault();
DateTime LastDatePrice = detailsCTFModel.AsEnumerable().Select(r => r.LastDatePrice).FirstOrDefault();
double CouponInMemory = detailsCTFModel.AsEnumerable().Select(r => r.CouponInMemory).FirstOrDefault();
double ProtMinVal = detailsCTFModel.AsEnumerable().Select(r => r.ProtMinVal).FirstOrDefault();
int AirBag = detailsCTFModel.AsEnumerable().Select(r => r.AirBag ? 1 : 0).FirstOrDefault();
double FattoreAirbag = detailsCTFModel.AsEnumerable().Select(r => r.FattoreAirbag).FirstOrDefault();
int OneStar = detailsCTFModel.AsEnumerable().Select(r => r.OneStar ? 1 : 0).FirstOrDefault();
double TriggerOnestar = Math.Round(detailsCTFModel.AsEnumerable().Select(r => r.TriggerOnestar).FirstOrDefault(),4);
int TwinWin = detailsCTFModel.AsEnumerable().Select(r => r.TwinWin ? 1 : 0).FirstOrDefault();
int Sigma = detailsCTFModel.AsEnumerable().Select(r => r.Sigma ? 1 : 0).FirstOrDefault();
int Relief = detailsCTFModel.AsEnumerable().Select(r => r.Relief ? 1 : 0).FirstOrDefault();
int Domino = detailsCTFModel.AsEnumerable().Select(r => r.Domino ? 1 : 0).FirstOrDefault();
string Category = detailsCTFModel.AsEnumerable().Select(r => r.Category).FirstOrDefault();
double CAP = detailsCTFModel.AsEnumerable().Select(r => r.CAP ?? 0.0).FirstOrDefault();
double Leva = detailsCTFModel.AsEnumerable().Select(r => r.Leva ?? 0.0).FirstOrDefault();
// Inizializzazione parametri input per calcolo FairValue da detailsULModel
double[] PricesUL = detailsULModel.AsEnumerable().Select(r => r.SpotPriceNormalized).ToArray();
double[] Dividends = detailsULModel.AsEnumerable().Select(r => r.Dividend).ToArray();
if (IsDividend != "s") System.Array.Clear(Dividends, 0, Dividends.Length); // non usa i dividendi se non richiesto
//double[] Volatility = detailsULModel.AsEnumerable().Select(r => r.Volatility).ToArray();
int numSottostanti = detailsULModel.Length;
// Inizializzazione parametri input per calcolo FairValue da detailsEventModel
int[] DaysToObs = detailsEventModel.Select(r => CountBusinessDaysInclusive(baseDate, r.ObsDate.Date)).ToArray();
int[] DaysToExDate = detailsEventExDateModel.Select(r => CountBusinessDaysInclusive(baseDate, r.ExDate.Date)).ToArray();
double[] DaysToObsYFract = DaysToObs.Select(r => r / 252.0).ToArray();
double[] DaysToExDateYFract = DaysToExDate.Select(r => r / 252.0).ToArray();
double[] CouponValues = detailsEventModel.Select(r => r.CouponValue).ToArray();
double[] CouponTriggers = detailsEventModel.Select(r => r.CouponTrigger).ToArray();
double[] AutocallValues = detailsEventModel.Select(r => r.AutocallValue).ToArray();
double[] AutocallTriggers = detailsEventModel.Select(r => r.AutocallTrigger).ToArray();
int[] MemoryFlags = detailsEventModel.Select(r => r.Memory ? 1 : 0).ToArray();
int numEventi = detailsEventModel.Length;
// Visualizza dati input Sottostanti
DataTable dtInputDataUL = new DataTable();
dtInputDataUL.Columns.Add("Sottostante", typeof(string));
dtInputDataUL.Columns.Add("Price", typeof(double));
dtInputDataUL.Columns.Add("Dividend", typeof(double));
dtInputDataUL.Columns.Add("Volatility", typeof(double));
for (int i = 0; i < numSottostanti; i++)
{
dtInputDataUL.Rows.Add(
NomiSottostanti[i],
Math.Round(PricesUL[i], 4),
Math.Round(Dividends[i], 4),
Math.Round(Volatility[i], 4)
);
}
Console.WriteLine();
ConsoleTableBuilder.From(dtInputDataUL)
.WithTitle($"Dati Input Sottostanti {Isin}", ConsoleColor.Cyan, ConsoleColor.DarkGray)
.ExportAndWriteLine();
// Visualizza dati input Certificato
DataTable dtInputDataCTF = new DataTable();
dtInputDataCTF.Columns.Add("TassoInteresse", typeof(double));
dtInputDataCTF.Columns.Add("DaysToMaturity", typeof(double));
dtInputDataCTF.Columns.Add("PDI Style", typeof(string));
dtInputDataCTF.Columns.Add("PDI Barrier", typeof(double));
dtInputDataCTF.Columns.Add("Capital Value", typeof(double));
dtInputDataCTF.Columns.Add("Coupon In Memoria", typeof(double));
dtInputDataCTF.Columns.Add("Prot Min Val %", typeof(double));
dtInputDataCTF.Rows.Add(Math.Round(TassoInteresse, 4), DaysToMaturity, PDI_Style, PDI_Barrier, Math.Round(CapitalValue * NominalAmount, 5), Math.Round(CouponInMemory, 5), Math.Round(ProtMinVal, 3));
Console.WriteLine();
ConsoleTableBuilder.From(dtInputDataCTF)
.WithTitle($"Dati Input Certificato {Isin}", ConsoleColor.Green, ConsoleColor.DarkGray)
.ExportAndWriteLine();
// Visualizza dati input Flag Certificato
DataTable dtInputFlagCTF = new DataTable();
dtInputFlagCTF.Columns.Add("AirBag", typeof(int));
dtInputFlagCTF.Columns.Add("Fattore Airbag", typeof(double));
dtInputFlagCTF.Columns.Add("OneStar", typeof(int));
dtInputFlagCTF.Columns.Add("TriggerOnestar", typeof(double));
dtInputFlagCTF.Columns.Add("TwinWin", typeof(int));
dtInputFlagCTF.Columns.Add("Sigma", typeof(int));
dtInputFlagCTF.Columns.Add("Relief", typeof(int));
//dtInputFlagCTF.Columns.Add("Domino", typeof(int));
dtInputFlagCTF.Rows.Add(AirBag, Math.Round(FattoreAirbag, 3), OneStar, TriggerOnestar, TwinWin, Sigma, Relief);
Console.WriteLine();
ConsoleTableBuilder.From(dtInputFlagCTF)
.WithTitle($"Dati Input Flags {Isin}", ConsoleColor.DarkCyan, ConsoleColor.DarkGray)
.ExportAndWriteLine();
// Visualizza dati input Eventi
DataTable dtInputDataEvents = new DataTable();
dtInputDataEvents.Columns.Add("DaysToObs.", typeof(int));
//dtInputDataEvents.Columns.Add("DaysToExDate", typeof(int)); // Solo Debug nuova colonna
dtInputDataEvents.Columns.Add("DaysToObsYFract", typeof(double));
dtInputDataEvents.Columns.Add("Cpn. Value", typeof(double));
dtInputDataEvents.Columns.Add("Cpn. Trigger", typeof(double));
dtInputDataEvents.Columns.Add("Autoc. Value", typeof(double));
dtInputDataEvents.Columns.Add("Autoc. Trigger", typeof(double));
dtInputDataEvents.Columns.Add("Memory", typeof(int));
for (int i = 0; i < numEventi; i++)
{
int exDate = (i < DaysToExDate.Length) ? DaysToExDate[i] : -1;
dtInputDataEvents.Rows.Add(
DaysToObs[i],
//exDate,
Math.Round(DaysToObsYFract[i], 4),
Math.Round(CouponValues[i] * NominalAmount, 6),
Math.Round(CouponTriggers[i], 6),
Math.Round(AutocallValues[i] * NominalAmount, 6),
Math.Round(AutocallTriggers[i], 6),
MemoryFlags[i]
);
}
Console.WriteLine();
ConsoleTableBuilder.From(dtInputDataEvents)
.WithTitle($"Dati Input Eventi {Isin}", ConsoleColor.DarkYellow, ConsoleColor.DarkGray)
.ExportAndWriteLine();
Console.WriteLine("Elaborazione Fair value in corso...");
// Costruzione del contesto originale dai dati caricati
var contextOriginal = new PayoffContext
{
DaysToMaturity = DaysToMaturity,
r = TassoInteresse,
CapitalValue = CapitalValue,
ProtMinVal = ProtMinVal,
PDI_Barrier = PDI_Barrier,
PDI_Style = PDI_Style,
CouponInMemory = CouponInMemory,
DaysToObsYFract = DaysToObsYFract,
CouponTriggers = CouponTriggers,
CouponValues = CouponValues,
AutocallTriggers = AutocallTriggers,
AutocallValues = AutocallValues,
MemoryFlags = MemoryFlags,
Caso = GetCasoString(AirBag, Sigma, Relief, TwinWin, OneStar),
PDI_Strike = PDI_Strike,
FattoreAirbag = FattoreAirbag,
TriggerOneStar = TriggerOnestar,
CAP = CAP,
DaysToObs = DaysToObs,
Airbag = AirBag,
Sigma = Sigma,
Relief = Relief,
TwinWin = TwinWin,
OneStar = OneStar,
Leva = Leva,
Volatility = Volatility,
PricesUL = PricesUL,
NominalAmount = NominalAmount,
EnableDebug = showSimulationDebug
};
// Cloni distinti per ogni motore
var contextForFairValue = FairValueComparison.CloneContext(contextOriginal);
var contextForArray = FairValueComparison.CloneContext(contextOriginal);
var contextForCompare = FairValueComparison.CloneContext(contextOriginal);
// Run FairValueArray per distribuzione
double[] fvalues = CalcFunctions.FairValueArray(
PricesUL,
corrMatrix,
numSottostanti,
num_sims,
TassoInteresse,
DaysToMaturity,
Dividends,
Volatility,
DaysToObs,
DaysToObsYFract,
CouponValues,
CouponTriggers,
AutocallValues,
AutocallTriggers,
MemoryFlags,
CouponInMemory,
PDI_Style,
PDI_Strike,
PDI_Barrier,
CapitalValue,
ProtMinVal,
AirBag,
Sigma,
TwinWin,
Relief,
FattoreAirbag,
OneStar,
TriggerOnestar,
CAP,
Leva).FairValueArray;
int[] fv = new int[fvalues.Length];
for (int i = 0; i < fvalues.Length; i++)
fv[i] = (int)Math.Floor(fvalues[i] * NominalAmount / 100);
var stopwatch = System.Diagnostics.Stopwatch.StartNew();
// Run GBM con Engine Payoff
FairValueComparison.CompareFairValues(
num_sims,
Enumerable.Range(0, num_sims)
.Select(_ => (double[])PricesUL.Clone())
.ToArray(),
corrMatrix,
numSottostanti,
DaysToMaturity,
TassoInteresse,
Dividends,
contextForCompare,
NominalAmount,
Isin,
Ask,
Bid,
LastDatePrice,
Category,
detailsEventModel.Select(r => r.ObsDate.Date).ToArray()
);
stopwatch.Stop();
Console.WriteLine($"\nTempo Elaborazione GBM Engine Payoff: {stopwatch.Elapsed.TotalSeconds:F2} sec");
Console.WriteLine("----------------------------------------");
// Verifica potenziale sottostima del fair value se ci sono ex-date future non ancora maturate
if (DaysToExDate.Length > DaysToObs.Length)
{
int lastObs = DaysToObs.Last();
int lastEx = DaysToExDate.Last();
if (lastObs < lastEx)
{
Console.ForegroundColor = ConsoleColor.Yellow;
Console.WriteLine("ATTENZIONE: POSSIBILE SOTTOSTIMA DEL FAIR VALUE");
Console.WriteLine("\n Il calcolo del fair value presume che il coupon sia già stato pagato,");
Console.WriteLine(" ma in realtà non è ancora maturato (la Ex-Date non è ancora stata raggiunta).");
Console.WriteLine(" Il titolo incorpora ancora quel coupon nel suo prezzo, ma il pricer lo ha già scontato.");
Console.WriteLine("\n Inoltre, se erano presenti coupon in memoria, questi sono stati azzerati nel calcolo,");
Console.WriteLine(" come se il pagamento fosse già avvenuto.");
Console.WriteLine(" In realtà il diritto al pagamento non è ancora stato acquisito.");
Console.WriteLine(" Questo comporta una POSSIBILE SOTTOSTIMA SIGNIFICATIVA del FAIR VALUE.");
Console.WriteLine("\n SUGGERIMENTO: verificare manualmente lultimo evento osservato");
Console.WriteLine(" e valutare limpatto potenziale sul fair value atteso.");
Console.ResetColor();
}
}
RestartOrExit(args);
}
private static PricerApiResponse LoadApiData(string isin, int numPrezziEOD)
{
string url = $"https://smartapi.smart-roots.net/api/Pricer?isin={Uri.EscapeDataString(isin)}&numPrezziEOD={numPrezziEOD}";
using HttpClient httpClient = new HttpClient();
httpClient.Timeout = TimeSpan.FromSeconds(60);
string json = httpClient.GetStringAsync(url).GetAwaiter().GetResult();
var options = new JsonSerializerOptions
{
PropertyNameCaseInsensitive = true
};
PricerApiResponse? data = JsonSerializer.Deserialize<PricerApiResponse>(json, options);
if (data == null)
{
throw new InvalidOperationException("Risposta API non valida.");
}
return data;
}
private static Dictionary<int, double[]> BuildPriceSeries(List<HistPriceULItem>? histPrice, int numPrezziEOD)
{
if (histPrice == null || histPrice.Count == 0)
{
return new Dictionary<int, double[]>();
}
var byUl = histPrice
.GroupBy(p => p.IDUnderlyings)
.ToDictionary(
g => g.Key,
g => g.OrderBy(p => p.rn).Select(p => p.Px_close).Take(numPrezziEOD).ToArray()
);
return byUl;
}
private static double[,] BuildCorrelationMatrix(DetailsULItem[] detailsULModel, Dictionary<int, double[]> pricesById, int numPrezziEOD)
{
int numUL = detailsULModel.Length;
double[,] correlMatrix = new double[numUL, numUL];
int expected = numUL * numPrezziEOD;
int actual = pricesById.Values.Sum(p => p.Length);
if (expected > 0 && actual < expected)
{
Console.ForegroundColor = ConsoleColor.Yellow;
Console.WriteLine($"Attenzione! Rilevati meno di {numPrezziEOD} prezzi eod in uno dei sottostanti");
Console.WriteLine($"Matrice di correlazione calcolata usando {actual / Math.Max(1, numUL)} prezzi eod");
Console.ResetColor();
}
for (int i = 0; i < numUL; i++)
{
correlMatrix[i, i] = 1.0;
int idA = detailsULModel[i].IDUnderlyings;
double[] seriesA = pricesById.ContainsKey(idA) ? pricesById[idA] : Array.Empty<double>();
for (int j = i + 1; j < numUL; j++)
{
int idB = detailsULModel[j].IDUnderlyings;
double[] seriesB = pricesById.ContainsKey(idB) ? pricesById[idB] : Array.Empty<double>();
int len = Math.Min(seriesA.Length, seriesB.Length);
double corr = 0.0;
if (len >= 2)
{
corr = Correlation.Pearson(seriesA.Take(len), seriesB.Take(len));
}
correlMatrix[i, j] = corr;
}
for (int k = 0; k < numUL; k++)
{
if (correlMatrix[i, k] == 0) correlMatrix[i, k] = correlMatrix[k, i];
}
}
return correlMatrix;
}
private static double[] BuildVolatility(DetailsULItem[] detailsULModel, Dictionary<int, double[]> pricesById, int numPrezziEOD)
{
int numUL = detailsULModel.Length;
double[] volatilities = new double[numUL];
for (int i = 0; i < numUL; i++)
{
int id = detailsULModel[i].IDUnderlyings;
double[] prices = pricesById.ContainsKey(id) ? pricesById[id] : Array.Empty<double>();
volatilities[i] = ComputeAnnualizedVolatility(prices);
}
int expected = numUL * numPrezziEOD;
int actual = pricesById.Values.Sum(p => p.Length);
if (expected > 0 && actual < expected)
{
Console.ForegroundColor = ConsoleColor.Yellow;
Console.WriteLine($"Volatilita calcolata usando {actual / Math.Max(1, numUL)} prezzi eod");
Console.ResetColor();
}
return volatilities;
}
private static double ComputeAnnualizedVolatility(double[] prices)
{
if (prices == null || prices.Length < 2)
{
return 0.0;
}
int n = prices.Length;
double[] logReturns = new double[n - 1];
for (int i = 0; i < n - 1; i++)
{
if (prices[i] > 0 && prices[i + 1] > 0)
{
logReturns[i] = Math.Log(prices[i] / prices[i + 1]);
}
else
{
logReturns[i] = 0.0;
}
}
double avg = logReturns.Average();
double sumSquared = logReturns.Select(r => Math.Pow(r - avg, 2)).Sum();
double variance = logReturns.Length > 1 ? sumSquared / (logReturns.Length - 1) : 0.0;
double stdDev = Math.Sqrt(variance);
return stdDev * Math.Sqrt(252);
}
private static int CountBusinessDaysInclusive(DateTime startDate, DateTime endDate)
{
if (endDate < startDate)
{
return 0;
}
int count = 0;
DateTime current = startDate;
while (current <= endDate)
{
if (current.DayOfWeek != DayOfWeek.Saturday && current.DayOfWeek != DayOfWeek.Sunday)
{
count++;
}
current = current.AddDays(1);
}
return count;
}
private class PricerApiResponse
{
public string ISINCheck { get; set; }
public List<HistPriceULItem> HistPriceUL { get; set; }
public List<DetailsULItem> DetailsUL { get; set; }
public List<DetailsEventItem> DetailsEvent { get; set; }
public List<DetailsEventExDateItem> DetailsEventExDate { get; set; }
public List<DetailsCTFItem> DetailsCTF { get; set; }
}
private class HistPriceULItem
{
public int IDUnderlyings { get; set; }
public string Sottostante { get; set; }
public double Px_close { get; set; }
public DateTime Px_date { get; set; }
public int rn { get; set; }
}
private class DetailsULItem
{
public int IDUnderlyings { get; set; }
public string Sottostante { get; set; }
public double LastPrice { get; set; }
public double Strike { get; set; }
public double SpotPriceNormalized { get; set; }
public double Dividend { get; set; }
public double Volatility { get; set; }
public double TassoInteresse { get; set; }
}
private class DetailsEventItem
{
public DateTime ObsDate { get; set; }
public double CouponValue { get; set; }
public double CouponTrigger { get; set; }
public double AutocallValue { get; set; }
public double AutocallTrigger { get; set; }
public bool Memory { get; set; }
}
private class DetailsEventExDateItem
{
public DateTime ExDate { get; set; }
public double CouponValue { get; set; }
public double CouponTrigger { get; set; }
public double AutocallValue { get; set; }
public double AutocallTrigger { get; set; }
public bool Memory { get; set; }
}
private class DetailsCTFItem
{
public double TassoInteresse { get; set; }
public DateTime Maturity_Date { get; set; }
public string PDI_Style { get; set; }
public double PDI_Strike { get; set; }
public double PDI_Barrier { get; set; }
public double CapitalValue { get; set; }
public double NominalAmount { get; set; }
public double Bid { get; set; }
public double Ask { get; set; }
public DateTime LastDatePrice { get; set; }
public double CouponInMemory { get; set; }
public double ProtMinVal { get; set; }
public bool AirBag { get; set; }
public double FattoreAirbag { get; set; }
public bool OneStar { get; set; }
public double TriggerOnestar { get; set; }
public bool TwinWin { get; set; }
public bool Sigma { get; set; }
public bool Relief { get; set; }
public bool Domino { get; set; }
public string Category { get; set; }
public double? CAP { get; set; }
public double? Leva { get; set; }
}
private static string GetCasoString(int airbag, int sigma, int relief, int twinwin, int onestar)
{
List<string> componenti = new();
if (airbag == 1) componenti.Add("Airbag");
if (sigma == 1) componenti.Add("Sigma");
if (relief == 1) componenti.Add("Relief");
if (twinwin == 1) componenti.Add("TwinWin");
if (onestar == 1) componenti.Add("OneStar");
return componenti.Count > 0 ? string.Join(" + ", componenti) : "Standard";
}
private static void RestartOrExit(string[] args)
{
Console.WriteLine();
Console.WriteLine("Premere Invio per riavviare il programma o Q per uscire...");
string? input = Console.ReadLine();
if (!string.IsNullOrWhiteSpace(input) &&
input.Equals("Q", StringComparison.OrdinalIgnoreCase))
{
Environment.Exit(0);
}
if (!Console.IsOutputRedirected)
{
try
{
Console.Clear();
}
catch (IOException)
{
// Ignore if console buffer isn't available (e.g., redirected output).
}
}
ManualRun(args);
}
}
}

63
Pricer/Properties/Resources.Designer.cs generated Normal file
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@@ -0,0 +1,63 @@
//------------------------------------------------------------------------------
// <auto-generated>
// Il codice è stato generato da uno strumento.
// Versione runtime:4.0.30319.42000
//
// Le modifiche apportate a questo file possono provocare un comportamento non corretto e andranno perse se
// il codice viene rigenerato.
// </auto-generated>
//------------------------------------------------------------------------------
namespace Pricer.Properties {
using System;
/// <summary>
/// Classe di risorse fortemente tipizzata per la ricerca di stringhe localizzate e così via.
/// </summary>
// Questa classe è stata generata automaticamente dalla classe StronglyTypedResourceBuilder.
// tramite uno strumento quale ResGen o Visual Studio.
// Per aggiungere o rimuovere un membro, modificare il file con estensione ResX ed eseguire nuovamente ResGen
// con l'opzione /str oppure ricompilare il progetto VS.
[global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "17.0.0.0")]
[global::System.Diagnostics.DebuggerNonUserCodeAttribute()]
[global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()]
internal class Resources {
private static global::System.Resources.ResourceManager resourceMan;
private static global::System.Globalization.CultureInfo resourceCulture;
[global::System.Diagnostics.CodeAnalysis.SuppressMessageAttribute("Microsoft.Performance", "CA1811:AvoidUncalledPrivateCode")]
internal Resources() {
}
/// <summary>
/// Restituisce l'istanza di ResourceManager nella cache utilizzata da questa classe.
/// </summary>
[global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)]
internal static global::System.Resources.ResourceManager ResourceManager {
get {
if (object.ReferenceEquals(resourceMan, null)) {
global::System.Resources.ResourceManager temp = new global::System.Resources.ResourceManager("Pricer.Properties.Resources", typeof(Resources).Assembly);
resourceMan = temp;
}
return resourceMan;
}
}
/// <summary>
/// Esegue l'override della proprietà CurrentUICulture del thread corrente per tutte le
/// ricerche di risorse eseguite utilizzando questa classe di risorse fortemente tipizzata.
/// </summary>
[global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)]
internal static global::System.Globalization.CultureInfo Culture {
get {
return resourceCulture;
}
set {
resourceCulture = value;
}
}
}
}

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@@ -0,0 +1,101 @@
<?xml version="1.0" encoding="utf-8"?>
<root>
<!--
Microsoft ResX Schema
Version 1.3
The primary goals of this format is to allow a simple XML format
that is mostly human readable. The generation and parsing of the
various data types are done through the TypeConverter classes
associated with the data types.
Example:
... ado.net/XML headers & schema ...
<resheader name="resmimetype">text/microsoft-resx</resheader>
<resheader name="version">1.3</resheader>
<resheader name="reader">System.Resources.ResXResourceReader, System.Windows.Forms, ...</resheader>
<resheader name="writer">System.Resources.ResXResourceWriter, System.Windows.Forms, ...</resheader>
<data name="Name1">this is my long string</data>
<data name="Color1" type="System.Drawing.Color, System.Drawing">Blue</data>
<data name="Bitmap1" mimetype="application/x-microsoft.net.object.binary.base64">
[base64 mime encoded serialized .NET Framework object]
</data>
<data name="Icon1" type="System.Drawing.Icon, System.Drawing" mimetype="application/x-microsoft.net.object.bytearray.base64">
[base64 mime encoded string representing a byte array form of the .NET Framework object]
</data>
There are any number of "resheader" rows that contain simple
name/value pairs.
Each data row contains a name, and value. The row also contains a
type or mimetype. Type corresponds to a .NET class that support
text/value conversion through the TypeConverter architecture.
Classes that don't support this are serialized and stored with the
mimetype set.
The mimetype is used for serialized objects, and tells the
ResXResourceReader how to depersist the object. This is currently not
extensible. For a given mimetype the value must be set accordingly:
Note - application/x-microsoft.net.object.binary.base64 is the format
that the ResXResourceWriter will generate, however the reader can
read any of the formats listed below.
mimetype: application/x-microsoft.net.object.binary.base64
value : The object must be serialized with
: System.Serialization.Formatters.Binary.BinaryFormatter
: and then encoded with base64 encoding.
mimetype: application/x-microsoft.net.object.soap.base64
value : The object must be serialized with
: System.Runtime.Serialization.Formatters.Soap.SoapFormatter
: and then encoded with base64 encoding.
mimetype: application/x-microsoft.net.object.bytearray.base64
value : The object must be serialized into a byte array
: using a System.ComponentModel.TypeConverter
: and then encoded with base64 encoding.
-->
<xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
<xsd:element name="root" msdata:IsDataSet="true">
<xsd:complexType>
<xsd:choice maxOccurs="unbounded">
<xsd:element name="data">
<xsd:complexType>
<xsd:sequence>
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
<xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
</xsd:sequence>
<xsd:attribute name="name" type="xsd:string" msdata:Ordinal="1" />
<xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
<xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
</xsd:complexType>
</xsd:element>
<xsd:element name="resheader">
<xsd:complexType>
<xsd:sequence>
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
</xsd:sequence>
<xsd:attribute name="name" type="xsd:string" use="required" />
</xsd:complexType>
</xsd:element>
</xsd:choice>
</xsd:complexType>
</xsd:element>
</xsd:schema>
<resheader name="resmimetype">
<value>text/microsoft-resx</value>
</resheader>
<resheader name="version">
<value>1.3</value>
</resheader>
<resheader name="reader">
<value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=2.0.3500.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
</resheader>
<resheader name="writer">
<value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=2.0.3500.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
</resheader>
</root>

26
Pricer/Properties/Settings.Designer.cs generated Normal file
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@@ -0,0 +1,26 @@
//------------------------------------------------------------------------------
// <auto-generated>
// Il codice è stato generato da uno strumento.
// Versione runtime:4.0.30319.42000
//
// Le modifiche apportate a questo file possono provocare un comportamento non corretto e andranno perse se
// il codice viene rigenerato.
// </auto-generated>
//------------------------------------------------------------------------------
namespace Pricer.Properties {
[global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()]
[global::System.CodeDom.Compiler.GeneratedCodeAttribute("Microsoft.VisualStudio.Editors.SettingsDesigner.SettingsSingleFileGenerator", "17.14.0.0")]
internal sealed partial class Settings : global::System.Configuration.ApplicationSettingsBase {
private static Settings defaultInstance = ((Settings)(global::System.Configuration.ApplicationSettingsBase.Synchronized(new Settings())));
public static Settings Default {
get {
return defaultInstance;
}
}
}
}

View File

@@ -0,0 +1,6 @@
<?xml version='1.0' encoding='utf-8'?>
<SettingsFile xmlns="http://schemas.microsoft.com/VisualStudio/2004/01/settings" CurrentProfile="(Default)">
<Profiles>
<Profile Name="(Default)" />
</Profiles>
</SettingsFile>

14
Pricer/appsettings.json Normal file
View File

@@ -0,0 +1,14 @@
{
"ConnectionStrings": {
"FirstSolutionDB": "Data Source=26.69.45.60;Initial Catalog=FirstSolutionDB;Persist Security Info=True;User ID=sa;Password=Skyline72"
},
"exclude": [
"**/bin",
"**/bower_components",
"**/jspm_packages",
"**/node_modules",
"**/obj",
"**/platforms"
]
}

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@@ -0,0 +1,7 @@
<!-- Mono library mapping mechanism -->
<configuration>
<dllmap dll="ntdll.dll">
<dllentry os="osx" dll="libc.dylib"/>
<dllentry os="linux,solaris,freebsd" dll="libc.so.6"/>
</dllmap>
</configuration>

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@@ -0,0 +1,659 @@
{
"runtimeTarget": {
"name": ".NETCoreApp,Version=v6.0",
"signature": ""
},
"compilationOptions": {},
"targets": {
".NETCoreApp,Version=v6.0": {
"Pricer/1.0.0": {
"dependencies": {
"ConsoleTableExt": "3.3.0",
"LibraryPricer": "1.0.0",
"MathNet.Numerics": "5.0.0",
"Microsoft.Data.Analysis": "0.20.1",
"System.Data.SqlClient": "4.8.6"
},
"runtime": {
"Pricer.dll": {}
}
},
"Accord/3.8.0": {
"runtime": {
"lib/netstandard2.0/Accord.dll": {
"assemblyVersion": "3.8.0.0",
"fileVersion": "3.8.0.6134"
}
}
},
"Accord.Math/3.8.0": {
"dependencies": {
"Accord": "3.8.0"
},
"runtime": {
"lib/netstandard2.0/Accord.Math.Core.dll": {
"assemblyVersion": "3.8.0.0",
"fileVersion": "3.8.0.6134"
},
"lib/netstandard2.0/Accord.Math.dll": {
"assemblyVersion": "3.8.0.0",
"fileVersion": "3.8.0.6134"
}
}
},
"Accord.Statistics/3.8.0": {
"dependencies": {
"Accord": "3.8.0",
"Accord.Math": "3.8.0"
},
"runtime": {
"lib/netstandard2.0/Accord.Statistics.dll": {
"assemblyVersion": "3.8.0.0",
"fileVersion": "3.8.0.6134"
}
}
},
"Apache.Arrow/2.0.0": {
"dependencies": {
"System.Buffers": "4.5.1",
"System.Memory": "4.5.3",
"System.Runtime.CompilerServices.Unsafe": "6.0.0",
"System.Threading.Tasks.Extensions": "4.5.2"
},
"runtime": {
"lib/netcoreapp2.1/Apache.Arrow.dll": {
"assemblyVersion": "2.0.0.0",
"fileVersion": "2.0.0.0"
}
}
},
"ConsoleTableExt/3.3.0": {
"runtime": {
"lib/netstandard2.0/ConsoleTableExt.dll": {
"assemblyVersion": "3.1.9.0",
"fileVersion": "3.1.9.0"
}
}
},
"Dapper/2.0.143": {
"runtime": {
"lib/net5.0/Dapper.dll": {
"assemblyVersion": "2.0.0.0",
"fileVersion": "2.0.143.55328"
}
}
},
"MathNet.Numerics/5.0.0": {
"runtime": {
"lib/net6.0/MathNet.Numerics.dll": {
"assemblyVersion": "5.0.0.0",
"fileVersion": "5.0.0.0"
}
}
},
"Microsoft.Data.Analysis/0.20.1": {
"dependencies": {
"Apache.Arrow": "2.0.0",
"Microsoft.ML.DataView": "2.0.1",
"System.Buffers": "4.5.1",
"System.Memory": "4.5.3",
"System.Runtime.CompilerServices.Unsafe": "6.0.0"
},
"runtime": {
"lib/netstandard2.0/Microsoft.Data.Analysis.dll": {
"assemblyVersion": "1.0.0.0",
"fileVersion": "0.2000.123.8101"
}
}
},
"Microsoft.Extensions.Configuration/7.0.0": {
"dependencies": {
"Microsoft.Extensions.Configuration.Abstractions": "7.0.0",
"Microsoft.Extensions.Primitives": "7.0.0"
},
"runtime": {
"lib/net6.0/Microsoft.Extensions.Configuration.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
"Microsoft.Extensions.Configuration.Abstractions/7.0.0": {
"dependencies": {
"Microsoft.Extensions.Primitives": "7.0.0"
},
"runtime": {
"lib/net6.0/Microsoft.Extensions.Configuration.Abstractions.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
"Microsoft.Extensions.Configuration.FileExtensions/7.0.0": {
"dependencies": {
"Microsoft.Extensions.Configuration": "7.0.0",
"Microsoft.Extensions.Configuration.Abstractions": "7.0.0",
"Microsoft.Extensions.FileProviders.Abstractions": "7.0.0",
"Microsoft.Extensions.FileProviders.Physical": "7.0.0",
"Microsoft.Extensions.Primitives": "7.0.0"
},
"runtime": {
"lib/net6.0/Microsoft.Extensions.Configuration.FileExtensions.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
"Microsoft.Extensions.Configuration.Json/7.0.0": {
"dependencies": {
"Microsoft.Extensions.Configuration": "7.0.0",
"Microsoft.Extensions.Configuration.Abstractions": "7.0.0",
"Microsoft.Extensions.Configuration.FileExtensions": "7.0.0",
"Microsoft.Extensions.FileProviders.Abstractions": "7.0.0",
"System.Text.Json": "7.0.0"
},
"runtime": {
"lib/net6.0/Microsoft.Extensions.Configuration.Json.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
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"Microsoft.Extensions.FileProviders.Abstractions/7.0.0": {
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"fileVersion": "7.0.22.51805"
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}
},
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"dependencies": {
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"Microsoft.Extensions.FileSystemGlobbing": "7.0.0",
"Microsoft.Extensions.Primitives": "7.0.0"
},
"runtime": {
"lib/net6.0/Microsoft.Extensions.FileProviders.Physical.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
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"runtime": {
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"fileVersion": "7.0.22.51805"
}
}
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"fileVersion": "7.0.22.51805"
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"Microsoft.ML.DataView/2.0.1": {
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"System.Memory": "4.5.3"
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"fileVersion": "2.0.123.8101"
}
}
},
"Microsoft.NETCore.Platforms/3.1.0": {},
"Microsoft.Win32.Registry/4.7.0": {
"dependencies": {
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"System.Security.Principal.Windows": "4.7.0"
}
},
"Microsoft.Win32.SystemEvents/7.0.0": {
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"fileVersion": "7.0.22.51805"
}
},
"runtimeTargets": {
"runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll": {
"rid": "win",
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"fileVersion": "7.0.22.51805"
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},
"runtime.native.System.Data.SqlClient.sni/4.7.0": {
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"runtime.win-x64.runtime.native.System.Data.SqlClient.sni": "4.4.0",
"runtime.win-x86.runtime.native.System.Data.SqlClient.sni": "4.4.0"
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},
"runtime.win-arm64.runtime.native.System.Data.SqlClient.sni/4.4.0": {
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"rid": "win-arm64",
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}
}
},
"runtime.win-x64.runtime.native.System.Data.SqlClient.sni/4.4.0": {
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"assetType": "native",
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"runtime.win-x86.runtime.native.System.Data.SqlClient.sni/4.4.0": {
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"fileVersion": "4.6.25512.1"
}
}
},
"SqlServerBulkTools.Core/1.0.0": {
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},
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"fileVersion": "1.0.0.0"
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"System.Data.SqlClient/4.8.6": {
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"System.Security.Principal.Windows": "4.7.0",
"runtime.native.System.Data.SqlClient.sni": "4.7.0"
},
"runtime": {
"lib/netcoreapp2.1/System.Data.SqlClient.dll": {
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"assetType": "runtime",
"assemblyVersion": "4.6.1.6",
"fileVersion": "4.700.23.52603"
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"assemblyVersion": "4.6.1.6",
"fileVersion": "4.700.23.52603"
}
}
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"System.Drawing.Common/7.0.0": {
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"Microsoft.Win32.SystemEvents": "7.0.0"
},
"runtime": {
"lib/net6.0/System.Drawing.Common.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
},
"runtimeTargets": {
"runtimes/win/lib/net6.0/System.Drawing.Common.dll": {
"rid": "win",
"assetType": "runtime",
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
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"System.Memory/4.5.3": {},
"System.Runtime.CompilerServices.Unsafe/6.0.0": {},
"System.Security.AccessControl/4.7.0": {
"dependencies": {
"Microsoft.NETCore.Platforms": "3.1.0",
"System.Security.Principal.Windows": "4.7.0"
}
},
"System.Security.Principal.Windows/4.7.0": {},
"System.Text.Encodings.Web/7.0.0": {
"dependencies": {
"System.Runtime.CompilerServices.Unsafe": "6.0.0"
},
"runtime": {
"lib/net6.0/System.Text.Encodings.Web.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
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"runtimeTargets": {
"runtimes/browser/lib/net6.0/System.Text.Encodings.Web.dll": {
"rid": "browser",
"assetType": "runtime",
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
"System.Text.Json/7.0.0": {
"dependencies": {
"System.Runtime.CompilerServices.Unsafe": "6.0.0",
"System.Text.Encodings.Web": "7.0.0"
},
"runtime": {
"lib/net6.0/System.Text.Json.dll": {
"assemblyVersion": "7.0.0.0",
"fileVersion": "7.0.22.51805"
}
}
},
"System.Threading.Tasks.Extensions/4.5.2": {},
"LibraryPricer/1.0.0": {
"dependencies": {
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"ConsoleTableExt": "3.3.0",
"Dapper": "2.0.143",
"MathNet.Numerics": "5.0.0",
"Microsoft.Data.Analysis": "0.20.1",
"Microsoft.Extensions.Configuration.Json": "7.0.0",
"SqlServerBulkTools.Core": "1.0.0",
"System.Data.SqlClient": "4.8.6",
"System.Drawing.Common": "7.0.0"
},
"runtime": {
"LibraryPricer.dll": {
"assemblyVersion": "1.0.0.0",
"fileVersion": "1.0.0.0"
}
}
}
}
},
"libraries": {
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"type": "project",
"serviceable": false,
"sha512": ""
},
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"sha512": "sha512-7kJrB570dO5ELim+2KWQNozuvWO9/BuZfZspdFy36fcWPNF2CEccblLuILeUlI8QJYd2DlBy0bfK8BlCx/uayA==",
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"hashPath": "accord.3.8.0.nupkg.sha512"
},
"Accord.Math/3.8.0": {
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"serviceable": true,
"sha512": "sha512-K3dzeQjDIrwRnoTRoMOoIbul2Uc0B8cnEtdrSlirmIo37C+jVkmYpJzme/z4Kg99XR2Vj5W5TTNlhjn+AKR+8A==",
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"hashPath": "accord.math.3.8.0.nupkg.sha512"
},
"Accord.Statistics/3.8.0": {
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"serviceable": true,
"sha512": "sha512-8WsmCE31Qdy3FmRvwtAY3F9/fJEi/6uyLQrhOvSI6pP6gpoaacmCrJRIphkGf2EB8gKHRWLAc4UXr1OOPHxkmQ==",
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"hashPath": "accord.statistics.3.8.0.nupkg.sha512"
},
"Apache.Arrow/2.0.0": {
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"sha512": "sha512-BG/TNxDFv0svAzx8OiMXDlsHfGw623BZ8tCXw4YLhDFDvDhNUEV58jKYMGRnkbJNm7c3JNNJDiN7JBMzxRBR2w==",
"path": "system.threading.tasks.extensions/4.5.2",
"hashPath": "system.threading.tasks.extensions.4.5.2.nupkg.sha512"
},
"LibraryPricer/1.0.0": {
"type": "project",
"serviceable": false,
"sha512": ""
}
}
}

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{
"runtimeOptions": {
"tfm": "net6.0",
"frameworks": [
{
"name": "Microsoft.NETCore.App",
"version": "6.0.0"
},
{
"name": "Microsoft.WindowsDesktop.App",
"version": "6.0.0"
}
],
"configProperties": {
"System.Reflection.Metadata.MetadataUpdater.IsSupported": false
}
}
}

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{
"ConnectionStrings": {
"FirstSolutionDB": "Data Source=26.69.45.60;Initial Catalog=FirstSolutionDB;Persist Security Info=True;User ID=sa;Password=Skyline72"
},
"exclude": [
"**/bin",
"**/bower_components",
"**/jspm_packages",
"**/node_modules",
"**/obj",
"**/platforms"
]
}

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// <autogenerated />
using System;
using System.Reflection;
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = ".NET 6.0")]

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//------------------------------------------------------------------------------
// <auto-generated>
// This code was generated by a tool.
//
// Changes to this file may cause incorrect behavior and will be lost if
// the code is regenerated.
// </auto-generated>
//------------------------------------------------------------------------------
using System;
using System.Reflection;
[assembly: System.Reflection.AssemblyCompanyAttribute("Pricer")]
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
[assembly: System.Reflection.AssemblyProductAttribute("Pricer")]
[assembly: System.Reflection.AssemblyTitleAttribute("Pricer")]
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
[assembly: System.Runtime.Versioning.TargetPlatformAttribute("Windows7.0")]
[assembly: System.Runtime.Versioning.SupportedOSPlatformAttribute("Windows7.0")]
// Generated by the MSBuild WriteCodeFragment class.

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905f5ec9eb6afa6e407204aca05ffa816c9f09caef96da9ef4c8a01e7ca32742

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is_global = true
build_property.ApplicationManifest =
build_property.StartupObject =
build_property.ApplicationDefaultFont =
build_property.ApplicationHighDpiMode =
build_property.ApplicationUseCompatibleTextRendering =
build_property.ApplicationVisualStyles =
build_property.TargetFramework = net6.0-windows7.0
build_property.TargetPlatformMinVersion = 7.0
build_property.UsingMicrosoftNETSdkWeb =
build_property.ProjectTypeGuids =
build_property.InvariantGlobalization =
build_property.PlatformNeutralAssembly =
build_property.EnforceExtendedAnalyzerRules =
build_property._SupportedPlatformList = Linux,macOS,Windows
build_property.RootNamespace = Pricer
build_property.ProjectDir = C:\Users\Admin\Sviluppo\PricerAPI\Pricer\
build_property.EnableComHosting =
build_property.EnableGeneratedComInterfaceComImportInterop =
build_property.CsWinRTUseWindowsUIXamlProjections = false
build_property.EffectiveAnalysisLevelStyle = 6.0
build_property.EnableCodeStyleSeverity =

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@@ -0,0 +1,10 @@
// <auto-generated/>
global using global::System;
global using global::System.Collections.Generic;
global using global::System.Drawing;
global using global::System.IO;
global using global::System.Linq;
global using global::System.Net.Http;
global using global::System.Threading;
global using global::System.Threading.Tasks;
global using global::System.Windows.Forms;

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5a961ce24feb543bc95d93f5516cc9c7d81c4892f24fb24d1ce7974fde89f7c4

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C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Pricer.exe
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Accord.dll.config
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\appsettings.json
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Pricer.deps.json
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Pricer.runtimeconfig.json
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Pricer.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Pricer.pdb
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Accord.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Accord.Math.Core.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Accord.Math.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Accord.Statistics.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Apache.Arrow.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\ConsoleTableExt.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Dapper.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\MathNet.Numerics.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Data.Analysis.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.Configuration.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.Configuration.Abstractions.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.Configuration.FileExtensions.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.Configuration.Json.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.FileProviders.Abstractions.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.FileProviders.Physical.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.FileSystemGlobbing.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Extensions.Primitives.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.ML.DataView.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\SqlBulkTools.Core.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\System.Data.SqlClient.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\System.Text.Encodings.Web.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\System.Text.Json.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win-arm64\native\sni.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win-x64\native\sni.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win-x86\native\sni.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\unix\lib\netcoreapp2.1\System.Data.SqlClient.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win\lib\netcoreapp2.1\System.Data.SqlClient.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\browser\lib\net6.0\System.Text.Encodings.Web.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\LibraryPricer.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\LibraryPricer.pdb
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.csproj.AssemblyReference.cache
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.Properties.Resources.resources
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.csproj.GenerateResource.cache
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.GeneratedMSBuildEditorConfig.editorconfig
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.AssemblyInfoInputs.cache
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.AssemblyInfo.cs
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.csproj.CoreCompileInputs.cache
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.csproj.Up2Date
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\refint\Pricer.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.pdb
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\Pricer.genruntimeconfig.cache
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\obj\Debug\net6.0-windows7.0\ref\Pricer.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\Microsoft.Win32.SystemEvents.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\System.Drawing.Common.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win\lib\net6.0\Microsoft.Win32.SystemEvents.dll
C:\Users\Admin\Sviluppo\PricerAPI\Pricer\bin\Debug\net6.0-windows7.0\runtimes\win\lib\net6.0\System.Drawing.Common.dll

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84487ecadbebbc9f2cd2972ff28fb1d3e09e2afeccddbed16f0dda065f926265

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