public void Create(DoubleSeries series)
{
foreach (PadTemplate padTemplate in this.padTemplates.Values)
{
padTemplate.Create(series);
}
}
private void chartToolStrip1_TimeFrameChanged(ChartTimeFrame timeFrame)
{
BarSeries barSeries = new BarSeries();
((TimeSeries)barSeries).DataSeries = ((TimeSeries)this.instrument.GetDailySeries()).DataSeries;
BarSeries series = null;
switch (timeFrame)
{
case ChartTimeFrame.Day:
series = barSeries;
series.Name = ((FIXInstrument)this.instrument).Symbol + " - Daily";
break;
case ChartTimeFrame.Week:
series = barSeries.Compress(604800L);
series.Name = ((FIXInstrument)this.instrument).Symbol + " - Weely";
break;
case ChartTimeFrame.Month:
series = barSeries.Compress(2419200L);
series.Name = ((FIXInstrument)this.instrument).Symbol + " - Monthly";
break;
case ChartTimeFrame.Year:
series = barSeries.Compress(29030400L);
series.Name = ((FIXInstrument)this.instrument).Symbol + " - Annual";
break;
}
this.UpdateMe(series);
}
public AddIndicatorForm(System.Type indicatorType, int padCount, DoubleSeries series, List <Indicator> indicatorList, int selectedPad, Color color)
{
this.InitializeComponent();
this.padNumber = padCount;
this.sq_indicator = Activator.CreateInstance(indicatorType) as Indicator;
this.indicator = Activator.CreateInstance(System.Type.GetType("OpenQuant.API.Indicators." + indicatorType.Name + ", OpenQuant.API"), true) as Indicator;
this.sq_indicator = this.indicator.GetType().GetField("indicator", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField).GetValue((object)this.indicator) as Indicator;
this.txtName.Text = ((TimeSeries)this.sq_indicator).Name;
((TimeSeries)this.sq_indicator).Color = color;
this.propertyGrid1.SelectedObject = (object)this.indicator;
for (int index = 0; index < this.padNumber; ++index)
{
this.cbxPads.Items.Add((object)index);
}
this.cbxSeries.Items.Add((object)new SeriesItem(series));
using (List <Indicator> .Enumerator enumerator = indicatorList.GetEnumerator())
{
while (enumerator.MoveNext())
{
this.cbxSeries.Items.Add((object)new SeriesItem((DoubleSeries)enumerator.Current));
}
}
this.cbxPads.SelectedIndex = selectedPad;
this.cbxSeries.SelectedIndex = 0;
if (selectedPad != -1 && this.sq_indicator.Type == EIndicatorType.Price)
{
return;
}
this.cbxNewPad.Checked = true;
}
public RoundTrip(Position Position, Instrument Instrument, PositionSide TradePosition, double Amount, double EntryPrice, double ExitPrice, DateTime EntryDateTime, DateTime ExitDateTime, RoundTripStatus Status)
: base()
{
this.position = Position;
this.instrument = Instrument;
this.tradePosition = TradePosition;
this.amount = Amount;
this.entryPrice = EntryPrice;
this.exitPrice = ExitPrice;
this.entryDateTime = EntryDateTime;
this.exitDateTime = ExitDateTime;
this.entryCost = 0.0;
this.exitCost = 0.0;
this.entryValue = EntryPrice * Amount;
this.exitValue = ExitPrice * Amount;
this.roundTripLowPrice = EntryPrice;
this.roundTripHighPrice = EntryPrice;
this.status = Status;
if (this.status != RoundTripStatus.Opened)
{
return;
}
this.series = new DoubleSeries();
this.series.Add(EntryDateTime, this.entryPrice);
this.Connect();
}
public AccumulateQuotes(string Name, int WindowSizeTime, int WindowSizeCount,
double BBMultiplier, bool CalcTrade, Color color)
:
base(Name, color, WindowSizeTime, WindowSizeCount)
{
this.CalcTrade = CalcTrade;
ms = new TimeSpan(0, 0, 0, 0, 1);
this.BBMultiplier = BBMultiplier;
// see page 157 in Bollinger on Bollinger Bands
slopeAvg = new AccumulateValues("slope(avg) " + Name, color, WindowSizeTime / 4);
//dsSlopeAvg = slopeAvg.dsSlope;
dsSlopeAvg = new DoubleSeries("slope(avg) " + Name);
dsSlopeAvg.Color = color;
slopeAvg.dsSlope.ItemAdded += new ItemAddedEventHandler(slopeItemAddedEventHandler);
accelAvg = new AccumulateValues("accel(avg) " + Name, color, WindowSizeTime / 16);
dsAccelAvg = new DoubleSeries("accel(avg) " + Name);
dsAccelAvg.Color = color;
accelAvg.dsSlope.ItemAdded += new ItemAddedEventHandler(accelItemAddedEventHandler);
dsBBUpper = new DoubleSeries("bbu " + Name);
dsBBUpper.Color = color;
dsBBLower = new DoubleSeries("bbl " + Name);
dsBBLower.Color = color;
dsB = new DoubleSeries("%b " + Name);
dsB.Color = color;
dsBandwidth = new DoubleSeries("bbw " + Name);
dsBandwidth.Color = color;
}
public SimpleSeriesItem(string name, DoubleSeries parentSeries) : base()
{
this.enabled = true;
this.parentSeries = parentSeries;
this.name = name;
this.series = parentSeries;
this.fillSeries = true;
}
protected override void OnInit()
{
Add(new OutputDescriptor(Color.FromKnownColor(KnownColor.Gray), "bull_power"));
Add(new OutputDescriptor(Color.FromKnownColor(KnownColor.Gray), "bear_power"));
ds_bull_power = new DoubleSeries(this);
ds_bear_power = new DoubleSeries(this);
}
public void CreateSeries()
{
dsOpen = new DoubleSeries("open ");
dsDayCl = new DoubleSeries("day cls " + daycl.ToString("#.00"));
dsDayPv = new DoubleSeries("day pv " + dayPv.ToString("#.00"));
dsDayR1 = new DoubleSeries("day r1 " + dayR1.ToString("#.00"));
dsDayR2 = new DoubleSeries("day r2 " + dayR2.ToString("#.00"));
dsDayR3 = new DoubleSeries("day r3 " + dayR3.ToString("#.00"));
dsDayS1 = new DoubleSeries("day s1 " + dayS1.ToString("#.00"));
dsDayS2 = new DoubleSeries("day s2 " + dayS2.ToString("#.00"));
dsDayS3 = new DoubleSeries("day s3 " + dayS3.ToString("#.00"));
dsWeekCl = new DoubleSeries("week cls " + weekcl.ToString("#.00"));
dsWeekPv = new DoubleSeries("week pv " + weekPv.ToString("#.00"));
dsWeekR1 = new DoubleSeries("week r1" + weekR1.ToString("#.00"));
dsWeekR2 = new DoubleSeries("week r2 " + weekR2.ToString("#.00"));
dsWeekR3 = new DoubleSeries("week r3 " + weekR3.ToString("#.00"));
dsWeekS1 = new DoubleSeries("week s1 " + weekS1.ToString("#.00"));
dsWeekS2 = new DoubleSeries("week s2 " + weekS2.ToString("#.00"));
dsWeekS3 = new DoubleSeries("week s3 " + weekS3.ToString("#.00"));
dsMonCl = new DoubleSeries("mon cls " + moncl.ToString("#.00"));
dsMonPv = new DoubleSeries("mon pv " + monPv.ToString("#.00"));
dsMonR1 = new DoubleSeries("mon r1 " + monR1.ToString("#.00"));
dsMonR2 = new DoubleSeries("mon r2 " + monR2.ToString("#.00"));
dsMonR3 = new DoubleSeries("mon r3 " + monR3.ToString("#.00"));
dsMonS1 = new DoubleSeries("mon s1 " + monS1.ToString("#.00"));
dsMonS2 = new DoubleSeries("mon s2 " + monS2.ToString("#.00"));
dsMonS3 = new DoubleSeries("mon s3 " + monS3.ToString("#.00"));
dsSma20Day = new DoubleSeries("sma 20 " + sma20day.ToString("#.00"));
dsSma200Day = new DoubleSeries("sma 200 " + sma200day.ToString("#.00"));
dsOpen.Color = Color.Violet;
dsDayCl.Color = Color.Black;
dsDayPv.Color = Color.Green;
dsDayR1.Color = Color.Blue;
dsDayR2.Color = Color.Red;
dsDayR3.Color = Color.Orange;
dsDayS1.Color = Color.Blue;
dsDayS2.Color = Color.Red;
dsDayS3.Color = Color.Beige;
dsWeekCl.Color = Color.Black;
dsWeekPv.Color = Color.Green;
dsWeekR1.Color = Color.Blue;
dsWeekS1.Color = Color.Blue;
dsMonCl.Color = Color.Black;
dsMonPv.Color = Color.Green;
dsMonR1.Color = Color.Blue;
dsMonS1.Color = Color.Blue;
dsSma20Day.Color = Color.DarkSlateBlue;
dsSma200Day.Color = Color.DarkSeaGreen;
}
private DoubleSeries GenerateSeriesByType()
{
var series = new DoubleSeries();
double startPhase = 0.12;
switch (_dataType)
{
case GeneratedDataType.Eeg:
series = DataManager.Instance.GenerateEEG(PointCount, ref startPhase, 15);
break;
case GeneratedDataType.ClusteredPoints:
series = DataManager.Instance.GetClusteredPoints(12, 45, 1, PointCount);
break;
case GeneratedDataType.DampedSinewave:
series = DataManager.Instance.GetDampedSinewave(15, 2, PointCount);
break;
case GeneratedDataType.ExponentialCurve:
series = DataManager.Instance.GetExponentialCurve(15, PointCount);
break;
case GeneratedDataType.FourierSeries:
series = DataManager.Instance.GetFourierSeries(15, 2, PointCount);
break;
case GeneratedDataType.FourierSeriesZoomed:
series = DataManager.Instance.GetFourierSeriesZoomed(15, 2, 1, 10, PointCount);
break;
case GeneratedDataType.LissajousCurve:
series = DataManager.Instance.GetLissajousCurve(0.23, 0.64, 0.87, PointCount);
break;
case GeneratedDataType.RandomDoubleSeries:
series = DataManager.Instance.GetRandomDoubleSeries(PointCount);
break;
case GeneratedDataType.Sinewave:
series = DataManager.Instance.GetSinewave(0.12, 0.4, PointCount);
break;
case GeneratedDataType.Spiral:
series = DataManager.Instance.GenerateSpiral(0, 0, 100, PointCount);
break;
case GeneratedDataType.SquirlyWave:
series = DataManager.Instance.GetSquirlyWave();
break;
case GeneratedDataType.StraightLine:
series = DataManager.Instance.GetStraightLine(12, 5, PointCount);
break;
}
return(series);
}
public void Create(DoubleSeries series)
{
this.indicator = Activator.CreateInstance(this.indicatorType) as Indicator;
foreach (KeyValuePair <string, object> keyValuePair in this.properties)
{
this.indicatorType.GetProperty(keyValuePair.Key).SetValue(this.indicator, keyValuePair.Value, (object[])null);
}
this.indicator.Input = series;
}
public DSView(Pad pad, DoubleSeries series, Color color, EIndexOption option, SmoothingMode smoothing)
: base(pad)
{
this.mainSeries = series;
this.option = option;
this.KNRy1kSrcC = color;
this.IXfyvDxxVL = smoothing;
this.ToolTipFormat = "toool";
// this.ToolTipFormat = this.toolTipFormat.Replace(FJDHryrxb1WIq5jBAt.mT707pbkgT(2828), pad.Chart.LabelDigitsCount.ToString());
}
public void Create(DoubleSeries series)
{
this.table.Clear();
foreach (IndicatorTemplateItem indicatorTemplateItem1 in this.indicatorTemplateList)
{
foreach (IndicatorTemplateItem indicatorTemplateItem2 in indicatorTemplateItem1.GetIndicatorTemplates(series))
{
this.table[indicatorTemplateItem2.Indicator] = indicatorTemplateItem2;
}
}
}
private static void FillDataSeries(HlDataSeries <double, double> dataSeries, DoubleSeries sourceData, double scale)
{
var random = new Random(42);
var xData = sourceData.XData;
var yData = sourceData.YData;
for (var i = 0; i < sourceData.Count; i++)
{
dataSeries.Append(xData[i], yData[i] + scale, random.NextDouble() * 0.2, random.NextDouble() * 0.2);
}
}
public List <IndicatorTemplateItem> GetIndicatorTemplates(DoubleSeries series)
{
List <IndicatorTemplateItem> list = new List <IndicatorTemplateItem>();
this.Create(series);
list.Add(this);
foreach (IndicatorTemplateItem indicatorTemplateItem in this.children)
{
list.AddRange((IEnumerable <IndicatorTemplateItem>)indicatorTemplateItem.GetIndicatorTemplates((DoubleSeries)this.indicator));
}
return(list);
}
public Trigger(Strategy strategy, TriggerType type, DoubleSeries series, double level, Signal signal)
{
this.fStrategy = strategy;
this.fType = type;
this.fSeries = series;
this.fLevel = level;
this.fSignal = signal;
this.fStatus = TriggerStatus.Active;
this.fCreationTime = Clock.Now;
this.fCompletionTime = DateTime.MinValue;
this.fStrategy.AddTrigger(this);
this.Connect();
}
public override DoubleSeries GetNegativeSeries()
{
DoubleSeries ds = new DoubleSeries();
for (int i = this.fFirstIndex; i < this.fLastIndex; ++i)
{
if (this[i] < 0.0)
{
ds.Add(this.GetDateTime(i), this[i]);
}
}
return(ds);
}
protected override void OnUpdateChart(ICollection <IDataObject> objects)
{
DoubleSeries doubleSeries = new DoubleSeries("Trade");
using (IEnumerator <IDataObject> enumerator = ((IEnumerable <IDataObject>)objects).GetEnumerator())
{
while (((IEnumerator)enumerator).MoveNext())
{
Trade trade = (Trade)enumerator.Current;
doubleSeries.Add(trade.DateTime, trade.Price);
}
}
((TimeSeries)doubleSeries).Draw(Color.Black);
}
private IDataSeries <double, double> GenerateDataSeries(AxisAlignment axisAlignment, int index)
{
var dataSeries = new XyDataSeries <double, double>();
dataSeries.SeriesName = string.Format("Series {0}", index);
double gradient = axisAlignment == AxisAlignment.Right ? index : -index;
double start = axisAlignment == AxisAlignment.Right ? 0.0 : 14000;
DoubleSeries straightLineData = DataManager.Instance.GetStraightLine(gradient, start, SeriesPointCount);
dataSeries.Append(straightLineData.XData, straightLineData.YData);
return(dataSeries);
}
public static double Value(TimeSeries input, int index, int length1, int length2)
{
if (index < length1 - 1 + input.FirstIndex || index < length2 - 1 + input.FirstIndex)
{
return(double.NaN);
}
DoubleSeries doubleSeries = new DoubleSeries();
for (int index1 = index; index1 > index - Math.Max(length1, length2); --index1)
{
doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.Volume]);
}
return(SMA.Value((TimeSeries)doubleSeries, length1 - 1, length1, BarData.Close) - SMA.Value((TimeSeries)doubleSeries, length2 - 1, length2, BarData.Close));
}
public Performance(Portfolio portfolio)
{
this.enabled = true;
this.equitySeries = new DoubleSeries("Equity");
this.coreEquitySeries = new DoubleSeries("CoreEquity");
this.pnlSeries = new DoubleSeries("PnL");
this.drawdownSeries = new DoubleSeries("Drawdown");
this.drawdownPercentSeries = new DoubleSeries("DrawdownPercent");
this.InjBy1lkoo = double.NaN;
this.MrYBqYV87G = double.NaN;
this.portfolio = portfolio;
this.CalculatePnL = true;
this.CalculateDrawdown = true;
this.portfolio.ValueChanged += new PositionEventHandler(this.RLrBXT2waX);
}
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
{
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = name;
this.series.Title = title;
this.parentComponent = parentSeriesItem;
this.parentSeries = parentSeriesItem.Series;
if (this.parentSeries != null)
{
this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
}
this.FillSeries = fillSeries;
}
public static double Value(TimeSeries input, int index, int length1, int length2)
{
if (index < length2 - 1 + input.FirstIndex)
{
return(double.NaN);
}
DoubleSeries doubleSeries = new DoubleSeries();
for (int index1 = 0; index1 <= index; ++index1)
{
doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.High] - input[index1, BarData.Low]);
}
EMA ema = new EMA((TimeSeries)doubleSeries, length1, BarData.Close);
return((ema[index] - ema[index - length2 + 1]) / ema[index - length2 + 1] * 100.0);
}
protected override void OnInit()
{
IsEntry = true;
IsStop = false;
IsTarget = false;
Add(new OutputDescriptor(new Pen(this.Plot0Color, this.Plot0Width), OutputSerieDrawStyle.Line, "Occurred"));
Add(new OutputDescriptor(new Pen(this.Plot0Color, this.Plot1Width), OutputSerieDrawStyle.Line, "Entry"));
ds_bull_power = new DoubleSeries(this);
ds_bear_power = new DoubleSeries(this);
IsOverlay = false;
CalculateOnClosedBar = true;
this.RequiredBarsCount = 20;
}
private void FillSeries(HlcDataSeries <double, double> hlcDataSeries, DoubleSeries sourceData, double scale)
{
var xData = sourceData.XData;
var yData = sourceData.YData.Select(x => x * scale).ToArray();
// Generate some random error data. Errors must be absolute values,
// e.g. if a series has a Y-value of 5.0, and YError of =/-10% then you must enter YErrorHigh=5.5, YErrorLow=4.5 into the HlcDataSeries
var random = new FasterRandom();
var yErrorHigh = yData.Select(y => y + random.NextDouble() * 0.2);
var yErrorLow = yData.Select(y => y - random.NextDouble() * 0.2);
// HlcDataSeries requires X, Y, High, Low.
// For Error bars the High, Low becomes the High Low error,
// while X,Y is the location of the error
hlcDataSeries.Append(xData, yData, yErrorHigh, yErrorLow);
}
public static double Value(TimeSeries input, int index, int length, BarData option)
{
if (index < 1 + input.FirstIndex)
{
return(double.NaN);
}
DoubleSeries doubleSeries = new DoubleSeries();
for (int firstIndex = input.FirstIndex; firstIndex <= index; ++firstIndex)
{
doubleSeries.Add(input.GetDateTime(firstIndex), input[firstIndex, option]);
}
EMA ema = new EMA((TimeSeries) new EMA((TimeSeries) new EMA((TimeSeries)doubleSeries, length, option), length, option), length, option);
return((ema[index - input.FirstIndex] - ema[index - 1 - input.FirstIndex]) / ema[index - 1 - input.FirstIndex] * 100.0);
}
public DoubleSeries GetRandomWalkSeries(int count)
{
var doubleSeries = new DoubleSeries(count);
// Generate a slightly positive biased random walk
// y[i] = y[i-1] + random,
// where random is in the range -0.5, +0.5
for(int i = 0; i < count; i++)
{
double next = _last + (_random.NextDouble() - 0.5 + _bias);
_last = next;
doubleSeries.Add(new XYPoint() { X = _i++, Y = next});
}
return doubleSeries;
}
protected override void Init()
{
this.Name = "DX" + (object)this.fLength;
this.Title = "DX";
this.Clear();
this.fCalculate = true;
if (this.fInput == null)
{
return;
}
if (TimeSeries.fNameOption == ENameOption.Long)
{
this.Name = this.fInput.Name + this.Name;
}
this.fPDM = new DoubleSeries();
this.fMDM = new DoubleSeries();
}
protected override void OnUpdateChart(ICollection <IDataObject> objects)
{
DoubleSeries doubleSeries1 = new DoubleSeries("Bid");
DoubleSeries doubleSeries2 = new DoubleSeries("Ask");
using (IEnumerator <IDataObject> enumerator = ((IEnumerable <IDataObject>)objects).GetEnumerator())
{
while (((IEnumerator)enumerator).MoveNext())
{
Quote quote = (Quote)enumerator.Current;
doubleSeries1.Add(quote.DateTime, quote.Bid);
doubleSeries2.Add(quote.DateTime, quote.Ask);
}
}
((TimeSeries)doubleSeries1).Draw(Color.Blue);
((TimeSeries)doubleSeries2).Draw(Color.Red);
}
public Accumulation(
string Name, Color color, int WindowSizeSeconds, int WindowSizeCount)
: base(WindowSizeSeconds, WindowSizeCount)
{
this.color = color;
rs = new RunningStats();
dsSlope = new DoubleSeries("b1 " + Name);
dsSlope.Color = color;
dsRR = new DoubleSeries("rr " + Name);
dsRR.Color = color;
dsAvg = new DoubleSeries("avg " + Name);
dsAvg.SecondColor = Color.Purple;
dsAvg.Color = color;
}
public ATSStop(Position position, DateTime time)
{
this.fPosition = position;
this.fInstrument = position.Instrument;
this.fQty = position.Qty;
this.fSide = position.Side;
this.fType = StopType.Time;
this.fCreationTime = Clock.Now;
this.fCompletionTime = time;
this.fStopPrice = this.fInstrument.Price();
this.series = new DoubleSeries();
if (this.fType == StopType.Trailing)
{
this.series.Add(this.fCreationTime, this.GetStopPrice());
}
if (this.fCompletionTime > this.fCreationTime)
{
Clock.AddReminder(new ReminderEventHandler(this.OnClock), this.fCompletionTime, null);
}
}
public Trigger(Strategy strategy, TriggerType type, DoubleSeries series, double level, Signal signal)
: base()
{
this.pEXA4yCenN = Color.Brown;
this.pZXAJFXyGb = Color.Green;
this.YCKA0R33mr = Color.DarkGray;
this.yXsAvQ0snw = true;
this.wuIAEWD0JW = true;
this.HKDAVnUw46 = "fdsdf";
this.nquAKcUOSY = strategy;
this.k5kAXvwmyK = type;
this.fISADbUH9Z = series;
this.J3YAFHAWt0 = level;
this.eiNALoFbZL = signal;
this.lh4APrSwVL = TriggerStatus.Active;
this.a9QA39LDVd = Clock.Now;
this.gixAsE4W2J = DateTime.MinValue;
this.nquAKcUOSY.YFmhKSovu(this);
this.ULWAhR6fQR();
}
public TimeSeries(string name, string title)
{
this.series = new DoubleSeries(name, title);
}
public DoubleSeries GetDampedSinewave(int pad, double amplitude, double phase, double dampingFactor, int pointCount, int freq = 10)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < pad; i++)
{
double time = 10 * i / (double)pointCount;
doubleSeries.Add(new XYPoint() { X = time });
}
for (int i = pad, j = 0; i < pointCount; i++, j++)
{
var xyPoint = new XYPoint();
double time = 10 * i / (double)pointCount;
double wn = 2 * Math.PI / (pointCount / (double)freq);
xyPoint.X = time;
xyPoint.Y = amplitude * Math.Sin(j * wn + phase);
doubleSeries.Add(xyPoint);
amplitude *= (1.0 - dampingFactor);
}
return doubleSeries;
}
public DoubleSeries GenerateEEG(int count, ref double startPhase, double phaseStep)
{
var doubleSeries = new DoubleSeries();
var rand = new Random((int)DateTime.Now.Ticks);
for (int i = 0; i < count; i++)
{
var xyPoint = new XYPoint();
var time = i / (double)count;
xyPoint.X = time;
//double mod = 0.2 * Math.Sin(startPhase);
xyPoint.Y = //mod * Math.Sin(startPhase / 4.9) +
0.05 * (rand.NextDouble() - 0.5) +
1.0;
doubleSeries.Add(xyPoint);
startPhase += phaseStep;
}
return doubleSeries;
}
internal TimeSeries(DoubleSeries series)
{
this.series = series;
}
public DoubleSeries GetButterflyCurve(int count=2000)
{
// From http://en.wikipedia.org/wiki/Butterfly_curve_%28transcendental%29
// x = sin(t) * (e^cos(t) - 2cos(4t) - sin^5(t/12))
// y = cos(t) * (e^cos(t) - 2cos(4t) - sin^5(t/12))
var temp = 0.01;
var doubleSeries = new DoubleSeries(count);
for (int i = 0; i < count; i++)
{
var t = i*temp;
double multiplier = Math.Pow(Math.E, Math.Cos(t)) - 2*Math.Cos(4*t) - Math.Pow(Math.Sin(t/12), 5);
double x = Math.Sin(t)*multiplier;
double y = Math.Cos(t) * multiplier;
doubleSeries.Add(new XYPoint {X = x, Y = y});
}
return doubleSeries;
}
public DoubleSeries GetAcousticChannel(int channelNumber)
{
if (channelNumber > 7)
throw new InvalidOperationException("Only channels 0-7 allowed");
if (_acousticPlotData.Count != 0)
{
return _acousticPlotData[channelNumber];
}
// e.g. resource format: Abt.Controls.SciChart.Example.Resources.EURUSD_Daily.csv
var csvResource = string.Format("{0}.{1}", ResourceDirectory, "AcousticPlots.csv");
var ch0 = new DoubleSeries(100000);
var ch1 = new DoubleSeries(100000);
var ch2 = new DoubleSeries(100000);
var ch3 = new DoubleSeries(100000);
var ch4 = new DoubleSeries(100000);
var ch5 = new DoubleSeries(100000);
var ch6 = new DoubleSeries(100000);
var ch7 = new DoubleSeries(100000);
var assembly = typeof(DataManager).Assembly;
using (var stream = assembly.GetManifestResourceStream(csvResource))
using (var streamReader = new StreamReader(stream))
{
string line = streamReader.ReadLine();
line = streamReader.ReadLine();
while (line != null)
{
// Line Format:
// Date, Open, High, Low, Close, Volume
// 2007.07.02 03:30, 1.35310, 1.35310, 1.35280, 1.35310, 12
var tokens = line.Split(',');
double x = double.Parse(tokens[0], NumberFormatInfo.InvariantInfo);
double y0 = double.Parse(tokens[1], NumberFormatInfo.InvariantInfo);
double y1 = double.Parse(tokens[2], NumberFormatInfo.InvariantInfo);
double y2 = double.Parse(tokens[3], NumberFormatInfo.InvariantInfo);
double y3 = double.Parse(tokens[4], NumberFormatInfo.InvariantInfo);
double y4 = double.Parse(tokens[5], NumberFormatInfo.InvariantInfo);
double y5 = double.Parse(tokens[6], NumberFormatInfo.InvariantInfo);
double y6 = double.Parse(tokens[7], NumberFormatInfo.InvariantInfo);
double y7 = double.Parse(tokens[8], NumberFormatInfo.InvariantInfo);
ch0.Add(new XYPoint() { X = x, Y = y0 });
ch1.Add(new XYPoint() { X = x, Y = y1 });
ch2.Add(new XYPoint() { X = x, Y = y2 });
ch3.Add(new XYPoint() { X = x, Y = y3 });
ch4.Add(new XYPoint() { X = x, Y = y4 });
ch5.Add(new XYPoint() { X = x, Y = y5 });
ch6.Add(new XYPoint() { X = x, Y = y6 });
ch7.Add(new XYPoint() { X = x, Y = y7 });
line = streamReader.ReadLine();
}
}
_acousticPlotData.AddRange(new[] { ch0, ch1, ch2, ch3, ch4, ch5, ch6, ch7});
return _acousticPlotData[channelNumber];
}
private void Draw(DoubleSeries series, int padNumber)
{
this.Draw(series, padNumber, DrawStyle.Line);
}
private void Draw(DoubleSeries series, int padNumber, DrawStyle stype)
{
Dictionary<SmartQuant.Instruments.Instrument, Dictionary<DoubleSeries, Tuple<int, DrawStyle>>> dictionary;
if (Map.DrawTable.ContainsKey(this.strategyName))
{
dictionary = (Map.DrawTable[this.strategyName] as Dictionary<SmartQuant.Instruments.Instrument, Dictionary<DoubleSeries, Tuple<int, DrawStyle>>>);
}
else
{
dictionary = new Dictionary<SmartQuant.Instruments.Instrument, Dictionary<DoubleSeries, Tuple<int, DrawStyle>>>();
Map.DrawTable[this.strategyName] = dictionary;
}
Dictionary<DoubleSeries, Tuple<int, DrawStyle>> dictionary2;
if (dictionary.ContainsKey(this.sq_Instrument))
{
dictionary2 = dictionary[this.sq_Instrument];
}
else
{
dictionary2 = new Dictionary<DoubleSeries, Tuple<int, DrawStyle>>();
dictionary[this.sq_Instrument] = dictionary2;
}
dictionary2[series] = new Tuple<int, DrawStyle>(padNumber, stype);
this.maxPadNumber = Math.Max(this.maxPadNumber, padNumber);
}
public DoubleSeries GetFourierSeries(double amplitude, double phaseShift, int count = 5000)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < count; i++)
{
var xyPoint = new XYPoint();
double time = 10 * i / (double)count;
double wn = 2 * Math.PI / (count / 10);
xyPoint.X = time;
xyPoint.Y = Math.PI * amplitude *
(Math.Sin(i * wn + phaseShift) +
0.33 * Math.Sin(i * 3 * wn + phaseShift) +
0.20 * Math.Sin(i * 5 * wn + phaseShift) +
0.14 * Math.Sin(i * 7 * wn + phaseShift) +
0.11 * Math.Sin(i * 9 * wn + phaseShift) +
0.09 * Math.Sin(i * 11 * wn + phaseShift));
doubleSeries.Add(xyPoint);
}
return doubleSeries;
}
public DoubleSeries GetClusteredPoints(double xCentre, double yCentre, double deviation, int count)
{
var doubleSeries = new DoubleSeries();
for (int i = 0; i < count; i++)
{
double x = GetGaussianRandomNumber(xCentre, deviation);
double y = GetGaussianRandomNumber(yCentre, deviation);
doubleSeries.Add(new XYPoint() { X = x, Y = y});
}
return doubleSeries;
}
public DoubleSeries GetStraightLine(double gradient, double yIntercept, int pointCount)
{
var doubleSeries = new DoubleSeries(pointCount);
for (int i = 0; i <= pointCount; i++)
{
double x = i + 1;
double y = gradient * x + yIntercept;
doubleSeries.Add(new XYPoint() { X = x, Y = y });
}
return doubleSeries;
}
public DoubleSeries GetSquirlyWave()
{
var doubleSeries = new DoubleSeries();
var rand = new Random((int)DateTime.Now.Ticks);
const int COUNT = 1000;
for (int i = 0; i < COUNT; i++)
{
var xyPoint = new XYPoint();
var time = i / (double)COUNT;
xyPoint.X = time;
xyPoint.Y = time * Math.Sin(2 * Math.PI * i / (double)COUNT) +
0.2 * Math.Sin(2 * Math.PI * i / (COUNT / 7.9)) +
0.05 * (rand.NextDouble() - 0.5) +
1.0;
doubleSeries.Add(xyPoint);
}
return doubleSeries;
}
public DoubleSeries GetRandomDoubleSeries(int pointCount)
{
var doubleSeries = new DoubleSeries();
double amplitude = _random.NextDouble() + 0.5;
double freq = Math.PI * (_random.NextDouble() + 0.5) * 10;
double offset = _random.NextDouble() - 0.5;
for(int i = 0; i < pointCount; i++)
{
doubleSeries.Add(new XYPoint() { X=i, Y=offset + amplitude*Math.Sin(freq*i) });
}
return doubleSeries;
}
public DoubleSeries GetLissajousCurve(double alpha, double beta, double delta, int count=200)
{
// From http://en.wikipedia.org/wiki/Lissajous_curve
// x = Asin(at + d), y = Bsin(bt)
var doubleSeries = new DoubleSeries(count);
for (int i = 0; i < count; i++)
{
double x = Math.Sin(alpha*i*0.1 + delta);
double y = Math.Sin(beta*i*0.1);
doubleSeries.Add(new XYPoint() {X = x, Y = y});
}
return doubleSeries;
}
public DoubleSeries GetFourierSeriesZoomed(double amplitude, double phaseShift, double xStart, double xEnd, int count = 5000)
{
var data = GetFourierSeries(amplitude, phaseShift, count);
int index0 = 0;
int index1 = 0;
for (int i = 0; i < count; i++)
{
if (data.XData[i] > xStart && index0 == 0)
index0 = i;
if (data.XData[i] > xEnd && index1 == 0)
{
index1 = i;
break;
}
}
var result = new DoubleSeries();
var xData = data.XData.Skip(index0).Take(index1 - index0).ToArray();
var yData = data.YData.Skip(index0).Take(index1 - index0).ToArray();
for (int i = 0; i < xData.Length; i++)
{
result.Add(new XYPoint() {X = xData[i], Y = yData[i]});
}
return result;
}
public DoubleSeries GenerateSpiral(double xCentre, double yCentre, double maxRadius, int count)
{
var doubleSeries = new DoubleSeries();
double radius = 0;
double x, y;
double deltaRadius = maxRadius/count;
for (int i = 0; i < count; i++)
{
double sinX = Math.Sin(2*Math.PI*i*0.05);
double cosX = Math.Cos(2*Math.PI*i*0.05);
x = xCentre + radius * sinX;
y = yCentre + radius*cosX;
doubleSeries.Add(new XYPoint() { X = x, Y = y});
radius += deltaRadius;
}
return doubleSeries;
}
public DoubleSeries GetExponentialCurve(double power, int pointCount)
{
var doubleSeries = new DoubleSeries(pointCount);
double x = 0.00001;
const double fudgeFactor = 1.4;
for(int i = 0; i < pointCount; i++)
{
x *= fudgeFactor;
double y = Math.Pow((double)i + 1, power);
doubleSeries.Add(new XYPoint() {X = x, Y = y});
}
return doubleSeries;
}