2009年3月7日 星期六

RiskLib.NET 0.1.1 Released - Ideas about DataSource and DataDestination

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

1 則留言:

  1. Dear Alvin,

    I was exploring your library to get data from Bloomberg. But the example you developed does not work. It gives an error "Unable to cast object of type "RiskLib.DataSource.BloombergDataSource" to type "RiskLib.DataSource.IdailyClosingSource". Could you advice any solution. Thanks.
    -Gaurav

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