public void Purge(DateTime t0, DateTime t1, int nTI)
{
bool[] delflag = new bool[titles.Length];
for (int i = 0; i < delflag.Length; i++)
{
delflag[i] = false;
}
for (int i = 0; i < titles.Length; i++)
{
if (titles[i].Tstart > t0 || titles[i].Tend < t1)
{
delflag[i] = true;
}
if (!titles[i].Cut(t0, t1, nTI))
{
delflag[i] = true;
}
double total = titles[i].Close[titles[i].Close.Length - 1] / titles[i].Close[0];
if (total > 5)
{
delflag[i] = true;
}
if (total < 0.2)
{
delflag[i] = true;
}
total = titles[i].High[titles[i].High.Length - 1] / titles[i].High[0];
if (total > 5)
{
delflag[i] = true;
}
if (total < 0.2)
{
delflag[i] = true;
}
total = titles[i].Low[titles[i].Low.Length - 1] / titles[i].Low[0];
if (total > 5)
{
delflag[i] = true;
}
if (total < 0.2)
{
delflag[i] = true;
}
double[] dperc = TI.calculate_dperc(titles[i].Close, 1);
for (int k = 1; k < dperc.Length; k++)
{
if (Math.Abs(dperc[k]) > 0.5)
{
delflag[i] = true;
break;
}
}
dperc = TI.calculate_dperc(titles[i].High, 1);
for (int k = 1; k < dperc.Length; k++)
{
if (Math.Abs(dperc[k]) > 0.5)
{
delflag[i] = true;
break;
}
}
dperc = TI.calculate_dperc(titles[i].Low, 1);
for (int k = 1; k < dperc.Length; k++)
{
if (Math.Abs(dperc[k]) > 0.5)
{
delflag[i] = true;
break;
}
}
double gamma = 6;
for (int k = 1; k < 10; k++)
{
dperc = TI.calculate_dperc(titles[i].Close, k);
for (int z = 1; z < dperc.Length; z++)
{
if (Math.Abs(dperc[z]) > gamma * TI.SimulationSigmaFTSEraw(k))
{
delflag[i] = true;
break;
}
}
}
}
// remove elements and stuff
int newlength = 0;
for (int i = 0; i < titles.Length; i++)
{
if (!delflag[i])
{
newlength++;
}
}
Title[] newtitles = new Title[newlength];
// MessageBox.Show("Total Purged(): " + newtitles.Length + " over: " + titles.Length);
int index = 0;
for (int i = 0; i < titles.Length; i++)
{
if (!delflag[i])
{
titles[i].SetDay0(t0);
newtitles[index++] = titles[i];
} // else System.Console.WriteLine("purged: " + i);
}
titles = newtitles;
}
