| public Add ( System.DateTime dateTime, double value ) : void | ||
| dateTime | System.DateTime | |
| value | double | |
| return | void | |
private TimeSeries MathTransform(string name, Func <double, double> func)
{
var ts = new TimeSeries(name, this.description, -1);
for (int i = 0; i < Count; i++)
{
ts.Add(GetDateTime(i), func(this[i, 0]));
}
return(ts);
}
private static TimeSeries OpTimeSeriesAndValue(TimeSeries series, double value, string name, Func <double, double, double> op, bool valueAsSecond = true, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < series.Count; ++i)
{
var dt = series.GetDateTime(i);
var sv = series[i, 0];
if (valueAsSecond)
{
ts.Add(dt, op(sv, value));
}
else
{
if (!checkZero || sv != 0.0)
{
ts.Add(dt, op(value, sv));
}
}
}
return(ts);
}
public virtual TimeSeries GetNegativeSeries()
{
var ts = new TimeSeries();
for (int i = 0; i < Count; i++)
{
if (this[i] < 0)
{
ts.Add(GetDateTime(i), this[i]);
}
}
return(ts);
}
private static TimeSeries OpTwoTimeSeries(TimeSeries ts1, TimeSeries ts2, string name, Func <double, double, double> op, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < ts1.Count; ++i)
{
var datetime = ts1.GetDateTime(i);
if (ts2.Contains(datetime))
{
var d2 = ts2[datetime, SearchOption.ExactFirst];
if (!checkZero || d2 != 0.0)
{
ts.Add(datetime, op(ts1[datetime, 0, SearchOption.ExactFirst], d2));
}
}
}
return(ts);
}
public virtual TimeSeries GetReturnSeries()
{
var ts = new TimeSeries(this.name, this.description + " (return)", -1);
if (Count <= 1)
{
return(ts);
}
double p0 = this[0];
for (var i = 0; i < Count; i++)
{
var p1 = this[i];
ts.Add(GetDateTime(i), p0 != 0 ? p1 / p0 : 0);
p0 = p1;
}
return(ts);
}
private static TimeSeries OpTimeSeriesAndValue(TimeSeries series, double value, string name, Func<double, double, double> op, bool valueAsSecond = true, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < series.Count; ++i)
{
var dt = series.GetDateTime(i);
var sv = series[i, 0];
if (valueAsSecond)
ts.Add(dt, op(sv, value));
else
{
if (!checkZero || sv != 0.0)
ts.Add(dt, op(value, sv));
}
}
return ts;
}
private static TimeSeries OpTwoTimeSeries(TimeSeries ts1, TimeSeries ts2, string name, Func<double, double, double> op, bool checkZero = false)
{
var ts = new TimeSeries(name, "", -1);
for (int i = 0; i < ts1.Count; ++i)
{
var datetime = ts1.GetDateTime(i);
if (ts2.Contains(datetime))
{
var d2 = ts2[datetime, SearchOption.ExactFirst];
if (!checkZero || d2 != 0.0)
ts.Add(datetime, op(ts1[datetime, 0, SearchOption.ExactFirst], d2));
}
}
return ts;
}
public virtual TimeSeries GetReturnSeries()
{
var ts = new TimeSeries(this.name, this.description + " (return)", -1);
if (Count <= 1)
return ts;
double p0 = this[0];
for (var i = 0; i < Count; i++)
{
var p1 = this[i];
ts.Add(GetDateTime(i), p0 != 0 ? p1/p0 : 0);
p0 = p1;
}
return ts;
}
public virtual TimeSeries GetNegativeSeries()
{
var ts = new TimeSeries();
for (int i = 0; i < Count; i++)
if (this[i] < 0)
ts.Add(GetDateTime(i), this[i]);
return ts;
}
private TimeSeries MathTransform(string name, Func<double, double> func)
{
var ts = new TimeSeries(name, this.description, -1);
for (int i = 0; i < Count; i++)
ts.Add(GetDateTime(i), func(this[i, 0]));
return ts;
}
