public static void Go(ComID[] commodities_, bool dispBW_=false)
{
var wts = CalculateWeights(commodities_);
//wts.DisplayInGrid("weightings");
var pnl = DoPnl(commodities_, wts);
//pnl.DisplayInGrid("pnl");
//return;
var eval = new ReturnsEval.DataSeriesEvaluator("blah", ReturnsEval.DataSeriesType.Returns);
var weightedBW = !dispBW_ ? null : DoBW(commodities_, wts);
for (int i = 0; i < pnl.ArrayLength; ++i)
{
var comPnl = pnl.GetColumnValuesAsDDC(i);
eval.AddInnerSeries(comPnl.Dates, comPnl.Data, pnl.ColumnHeadings[i]);
if (weightedBW != null)
{
var chart = new SI.Controls.LineChartDataDisplay();
chart.AddSeries(
dates_: comPnl.Dates,
values_: comPnl.ToCumulative().Data,
desc_: "pnl",
yAxisExtent_: 40,
yLabelFormat_: "##0.0#%",
yAxisLeft_: true);
var com = weightedBW.GetColumnValuesAsDDC(i);
com = new DatedDataCollectionGen<double>(wts.Dates.ToArray(), wts.Dates.Select(x => com.ValueOnDate(x)).ToArray());
chart.AddSeries(
dates_: com.Dates,
values_: com.Data,
desc_: "bw",
yAxisExtent_: 40,
yLabelFormat_: "##0.0###%",
yAxisLeft_: false);
chart.DisplayInShowForm(commodities_[i].Mnemonic);
}
}
eval.Evaluate();
eval.Display();
}
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());
}