private void Peacemaker()
{
if (!IsFeed || !Manager.IsLoadedRate)
{
return;
}
string pair = this.Pair;
ServiceConfiguration.TimeFrame frame = this.Frame;
int span = this.Span;
double confidence = this.Confidecne;
int tests = TTbxBacktests.GetInt(this);
Rate[] Rates = Manager.ForexArchive.Data.GetValuesArray <ServiceConfiguration.TimeFrame, DateTime, Rate>(pair, frame); //Manager.ForexArchive.Data[pair][ServiceConfiguration.TimeFrame.DAILY].ValuesArray;// //
// TTbxMax.dec
if (Objects.IsNullOrEmpty(Rates) || !ServiceConfiguration.IsSpan(frame))
{
return;
}
Manager.ForexAnalysis.MonteCarlo(pair, frame, span, tests);
double[][] MonteCarloData = Manager.ForexAnalysis.GetMonteCarlo(pair, frame, span, -1);
if (Objects.IsNullOrEmpty(MonteCarloData))
{
Chart.Main.ClearSeries(this);
return;
}
double[] data = Objects.ToArray <double>(RateInfo.Extract(Rates, RateInfo.Properties.CLOSE));
DateTime[] dates = Objects.ToArray <DateTime>(RateInfo.Extract(Rates, RateInfo.Properties.DateTime));
double Min = 0;
double Avg = 0;
double Max = 0;
double Test = 0;
Manager.ForexAnalysis.GetStatistics(pair, frame, span, confidence, ref Max, ref Avg, ref Min, ref Test);
this.SetOutputStatistic(pair, Max, Avg, Min);
TTbxBacktestConfidence.SetValue(this, Test);
TTbxBacktestSamples.SetValue(this, Manager.ForexAnalysis.MonteCarloBacktestSamples);
double[] next = MonteCarloData.Last();// MonteCarloSimulation.Next(data, 50).ToArray();
if (next == null)
{
return;
}
TTbxTestSamples.SetValue(this, MonteCarloData.Length);
List <double> combine = new List <double>();
combine.AddRange(data);
combine.AddRange(next);
if (Chart.Main.Series.Count <= 0 || Chart.Main.Series[0].Name != pair || Chart.Main.ID != frame + pair + span + tests)
{
Chart.Main.ID = frame + pair + span + tests;
Chart.Main.ClearSeries(this);
Chart.Main.Add(pair, SeriesChartType.Line, this);
DataPoint[] points = ChartPointInfo.ToDataPoints(data, dates, ServiceConfiguration.Span(frame));
Chart.Main.AddRange(this, pair, points, ChartValueType.DateTime, ChartValueType.Double);
}
else
{
DataPoint[] points = ChartPointInfo.ToDataPoints(next, dates.Last(), ServiceConfiguration.Span(frame));
Chart.Main.UpdateRange(this, pair, points, ChartValueType.DateTime, ChartValueType.Double);
}
}
