public void Bind(ReturnsEval.DataSeries series_)
{
lblDailyLargestLoss.Bind(series_, "Min", new Validators.DoubleValidator("#0.00%"));
lblDailyLargestProfit.Bind(series_, "Max", new Validators.DoubleValidator("#0.00%"));
lblKurtosis.Bind(series_, "Kurtosis", new Validators.DoubleValidator("#0.00"));
lblSkew.Bind(series_, "Skewness", new Validators.DoubleValidator("#0.00"));
lblavgLoss.Bind(series_, "AverageLoss", new Validators.DoubleValidator("#0.00%"));
lblAvgProfit.Bind(series_, "AverageWin", new Validators.DoubleValidator("#0.00%"));
m_series = series_;
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, DateTime startDate_, DateTime endDate_)
{
ReturnsEval.DataSeries[] series;
DataRow row;
ultraChart.DataSource = null;
dt.Columns.Clear();
dt.Rows.Clear();
if (eval_ == null)
return;
if (eval_.InnerSeries.Count == 0)
return;
series = new ReturnsEval.DataSeries[eval_.InnerSeries.Count];
for (int i = 0; i < series.Length; ++i)
{
series[i] = eval_.InnerSeries[i][ReturnsEval.Period.Daily];
dt.Columns.Add(eval_.InnerSeries[i].Name.Replace("_GSLE_1", string.Empty), typeof(double));
}
int startIndex = 0;
int endIndex = 0;
for(int i=0;i<eval_[ReturnsEval.Period.Daily].Dates.Length;++i)
{
if(eval_[ReturnsEval.Period.Daily].Dates[i]<=startDate_)
startIndex=i;
if(eval_[ReturnsEval.Period.Daily].Dates[i]>endDate_)
{
break;
}
else
{
endIndex=i;
}
}
row = dt.NewRow();
for (int j = 0; j < series.Length; ++j)
{
row[j] = series[j].Data.Slice(startIndex, endIndex - startIndex).Sum();
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
showChartSeparateControl1.Create(dt, GetType(),
"Return attribution of " + eval_.Name);
}
public void Bind(ReturnsEval.DataSeries series_)
{
lblDailyLargestLoss.Bind(series_, "Min", new Validators.DoubleValidator("#0.00%"));
lblDailyLargestProfit.Bind(series_, "Max", new Validators.DoubleValidator("#0.00%"));
lblDailyAverageReturn.Bind(series_, "Mean", new Validators.DoubleValidator("#0.00%"));
lblDailyVolOfReturns.Bind(series_,"RealisedVolPerAnnum", new Validators.DoubleValidator("#0.00%"));
lblDailyLosingPeriods.Bind(series_, "NumberOfLosingPeriods", new Validators.DoubleValidator("###"));
lblDailyWinningPeriods.Bind(series_, "NumberOfWinningPeriods", new Validators.DoubleValidator("###"));
lblKurtosis.Bind(series_, "Kurtosis", new Validators.DoubleValidator("#0.00"));
lblSkew.Bind(series_, "Skewness", new Validators.DoubleValidator("#0.00"));
lblavgLoss.Bind(series_, "AverageLoss", new Validators.DoubleValidator("#0.00%"));
lblAvgProfit.Bind(series_, "AverageWin", new Validators.DoubleValidator("#0.00%"));
m_series = series_;
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_)
{
ReturnsEval.DataSeries[] series;
DataRow row;
ultraChart.DataSource = null;
dt.Columns.Clear();
dt.Rows.Clear();
if (eval_ == null)
return;
// 1 row per period
// each col is component part (e.g. ccy)
if (eval_.InnerSeries.Count == 0)
return;
series = new ReturnsEval.DataSeries[eval_.InnerSeries.Count];
for (int i = 0; i < series.Length; ++i)
{
series[i] = eval_.InnerSeries[i][period_];
dt.Columns.Add(eval_.InnerSeries[i].Name.Replace("_GSLE_1",string.Empty), typeof(double));
}
row = dt.NewRow();
for (int j = 0; j < series.Length; ++j)
{
row[j] = series[j].TotalReturn;
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
showChartSeparateControl1.Create(dt, GetType(),
"Return attribution of " + eval_.Name);
}
