public static SI.Controls.ShowForm DisplayEvals(string[] argsList_)
{
List<ReturnsEval.DataSeriesEvaluator> list = GetEvalListFromArgs(argsList_);
if (list.Count == 0) return null;
List<KeyValuePair<string, Control>> controlList = new List<KeyValuePair<string, Control>>();
foreach (ReturnsEval.DataSeriesEvaluator eval in list)
{
ReturnsEvalDisplay.ReturnsDisplay rd = new ReturnsDisplay();
rd.Bind(eval);
controlList.Add(new KeyValuePair<string, Control>(eval.Name, rd));
}
return controlList.DisplayInShowForm("Returns Analysis");
}
private void handleStratNameClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
if ((ModifierKeys & Keys.Shift) != 0)
{
PerfRow pr = (PerfRow)e_.ListObject;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
eval.Evaluate();
ReturnsDisplay rd = new ReturnsDisplay();
rd.Bind(eval);
SI.Controls.ShowForm.Show(rd, eval.Name + " PnL");
}
if ((ModifierKeys & Keys.Control) != 0)
{
PerfRow pr = (PerfRow)e_.ListObject;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
eval.Evaluate();
DatedDataCollectionGen<double> orig = new DatedDataCollectionGen<double>(eval.All.Dates, eval.All.Data);
int maxDays=5;
DatedDataCollectionGen<double>[] arr = new DatedDataCollectionGen<double>[maxDays];
for(int i=0;i<arr.Length;++i) arr[i] = (DatedDataCollectionGen<double>) orig.Clone();
for (int i = 1; i < orig.Length; ++i)
{
if (orig.Dates[i].Month != orig.Dates[i - 1].Month)
{
int indexOfLastDay = i - 1;
// iterate over array with j; first in array will have just last day blanked out, last in array with have 'maxDay's blanked out
for (int j = 0; j < maxDays; ++j)
for (int k = 0; k <= j; ++k)
{
int indexToBlank = indexOfLastDay - k;
if(indexToBlank>=0)
arr[j].Data[indexToBlank] = 0d;
}
}
}
List<ReturnsEval.DataSeriesEvaluator> newEvals = new List<ReturnsEval.DataSeriesEvaluator>();
newEvals.Add(new ReturnsEval.DataSeriesEvaluator(orig.Dates, orig.Data, pr.StrategyName.Name, ReturnsEval.DataSeriesType.Returns));
for (int i = 0; i < maxDays; ++i)
newEvals.Add(new ReturnsEval.DataSeriesEvaluator(arr[i].Dates, arr[i].Data, string.Format("{0} - {1} days month end", pr.StrategyName.Name, (i + 1).ToString()),ReturnsEval.DataSeriesType.Returns));
EvalComparerControl con = new EvalComparerControl();
con.Create(newEvals);
con.DisplayInShowForm(string.Format("Month End Analysis of {0}", pr.StrategyName.Name));
}
}
public static void Display(ReturnsEval.DataSeriesEvaluator eval_,string title_, List<DateTime> rebalDates_)
{
ReturnsDisplay rd = new ReturnsDisplay();
rd.Bind(eval_);
rd.RebalDates = rebalDates_;
SI.Controls.ShowForm.Show(rd, title_);
}
public static SI.ReturnsEvalDisplay.ReturnsDisplay GetReturnsDisplay(this SI.ReturnsEval.DataSeriesEvaluator eval_)
{
ReturnsEvalDisplay.ReturnsDisplay rd = new ReturnsEvalDisplay.ReturnsDisplay();
rd.Bind(eval_);
return rd;
}
private void showFXRegion(Data.FXGroup group_)
{
ReturnsEval.DataSeriesEvaluator eval = new ReturnsEval.DataSeriesEvaluator(group_.ToString(), m_evaluator.DataType);
foreach (ReturnsEval.DataSeriesEvaluator innerEval in m_evaluator.InnerSeries)
{
Data.Currency ccy = Singleton<Data.FXIDs>.Instance[innerEval.Name];
if (ccy == null)
continue;
if (ccy.IsGroup(group_))
eval.AddInnerEvaluator(innerEval);
}
eval.Evaluate(eval.All.MinDate, eval.All.MaxDate);
ReturnsDisplay rd = new ReturnsDisplay();
rd.Bind(eval);
SI.Controls.ShowForm.Show(rd, FormBorderStyle.Sizable, null, FindForm().Text + " - " + group_.ToString());
}
