public static DataSeries <Value> Trim(this DataSeries <Value> values, double value)
{
var first = values.First(x => x.Val != value).Timestamp;
var last = values.Reverse().First(x => x.Val != value).Timestamp;
return(values.From(first).To(last));
}
public static DataSeries <Value> SignalAccuracy(this DataSeries <Bar> bars, DataSeries <Value> signal)
{
var bs = bars.From(signal.First().Timestamp);
return(bs.ZipElements <Value, Value>(signal, (b, s, v) =>
s[0] == 0 ? 0 :
b[0].IsGreen == (s[0] > 0) ? 1 :
-1));
}
