Ejemplo n.º 1
0
        public void doPlot(IEnumerable <Position> positions)
        {
            clear();
            var closed      = O.accept(positions, position => position.isClosed());
            var pnls        = O.sort(O.convert(closed, toValue));
            var min         = O.first(pnls);
            var max         = O.last(pnls);
            var range       = max - min;
            var bucketCount = Math.Max(Math.Min(150, pnls.Count / 5), 1);
            var blockSize   = Math.Max(1, range / bucketCount);

            if (blockSize == 1)
            {
                bucketCount = (int)range + 1;
            }
            var buckets = O.array(O.nCopies(bucketCount, 0.0));

            O.each(pnls, pnl => {
                var bucket = (int)((pnl - min) / blockSize);
                if (bucket == bucketCount)
                {
                    bucket--;
                }
                buckets[bucket]++;
            });
            var bucketStarts  = O.array(O.convert(buckets, (i, unused) => i * blockSize + min));
            var pnlCount      = O.count(pnls);
            var lowerQuartile = pnls[pnlCount / 4];
            var upperQuartile = pnls[3 * pnlCount / 4];
            var median        = pnls[pnlCount / 2];
            var mean          = O.average(pnls);
            var sd            = O.populationStandardDeviation(pnls);
            var colors        = O.array(O.convert(bucketStarts, (i, bucket) => {
                var isLow    = bucket < median;
                var isBright = bucket <= lowerQuartile || bucket >= upperQuartile;
                if (isLow)
                {
                    return(isBright ? (2.0 / 3.0) : 0.0);
                }
                return(isBright ? 1.0 : (1.0 / 3.0));
            }));
            var points = new PointPairList(bucketStarts, buckets, colors);

            addBars("pnls", O.array(Color.DarkRed, Color.FromArgb(0, 18, 110), Color.Red, Color.FromArgb(0, 60, 255)), points);

            GraphObjList.Add(new LineObj(Color.Lime, 0, 0, 0, 1)
            {
                Location = { CoordinateFrame = CoordType.XScaleYChartFraction },
                Line     = { Style = DashStyle.Dot, Width = 2 }
            });
            GraphObjList.Add(new TextObj(O.join("\n", O.list(
                                                    "min = " + O.prettyNumber(min),
                                                    "25% = " + O.prettyNumber(lowerQuartile),
                                                    "50% = " + O.prettyNumber(median),
                                                    "75% = " + O.prettyNumber(upperQuartile),
                                                    "max = " + O.prettyNumber(max), "",
                                                    "mean = " + O.prettyNumber(mean),
                                                    "sd(pop) = " + O.prettyNumber(sd)
                                                    )), 0.9, 0.12, CoordType.ChartFraction)
            {
                FontSpec = { StringAlignment = StringAlignment.Near }
            });
            BarSettings.MinClusterGap = 0;
            XAxis.Scale.MinGrace      = 0;
            XAxis.Scale.MaxGrace      = 0;
        }