public void GetStatistics(string pair, ServiceConfiguration.TimeFrame frame, int span, double confidence, ref double max, ref double average, ref double min, ref double test)
{
double[][] data = GetMonteCarlo(pair, frame, span, Index);
double[] values;
if (Objects.IsNullOrEmpty(data))
{
return;
}
values = Doubles.ToArray(data.ToArray(), span - 1, true, false);
if (Objects.IsNullOrEmpty(values))
{
return;
}
average = values.Average();
double change = AMath.StandarConfidence(values, average, confidence, false);
max = average + change;
min = average - change;
double success = 0;
for (int i = 1; i < Indexes.Length; i++)
{
var pack = GetMonteCarlo(pair, frame, span, Indexes[i]);
if (pack == null)
{
success = 0;
break;
}
double[][] packet = pack.ToArray();
values = Doubles.ToArray(packet, span - 1, true, false);
if (Objects.IsNullOrEmpty(values))
{
success = 0;
break;
}
double avg = values.Average();
double ch = AMath.StandarConfidence(values, avg, confidence, false);
double mx = avg + ch;
double mn = avg - ch;
double value = TestData[Indexes[i] + span];
if (value >= mn && value <= mx)
{
++success;
}
}
test = ((double)success / (Indexes.Length - 1)) * 100;
}
