// takes meta data from the first series
public ISignalSeries Create( IEnumerable<ISignalSeries> signals )
{
if ( !signals.Any() )
{
return SignalSeries.Null;
}
var dateSignalsMap = CreateDateSignalsMap( signals );
int expectedSignalCount = signals.Count();
InterpolateMissingSignals( dateSignalsMap, expectedSignalCount );
var combinedSignals = GenerateCombinedSignals( dateSignalsMap );
var masterInputSeries = signals.FirstOrDefault( s => s.Reference.Identifier.Type.Name == DatumNames.Prices );
if ( masterInputSeries == null )
{
// then lets take the reference with max points
var maxPoints = signals.Max( s => s.Count);
masterInputSeries = signals.First( s => s.Count == maxPoints );
// throw new Exception( "We could not find any signal series which seem to reference raw prices" );
}
var identifier = new SeriesIdentifier( masterInputSeries.Identifier.Owner, new ObjectDescriptor( "Combined" ), signals.Select( s => s.Identifier ).ToArray() );
var series = new SignalSeries( masterInputSeries.Reference, identifier, combinedSignals );
return series;
}
// takes meta data from the first series
public ISignalSeries Create(IEnumerable <ISignalSeries> signals)
{
if (!signals.Any())
{
return(SignalSeries.Null);
}
var dateSignalsMap = CreateDateSignalsMap(signals);
int expectedSignalCount = signals.Count();
InterpolateMissingSignals(dateSignalsMap, expectedSignalCount);
var combinedSignals = GenerateCombinedSignals(dateSignalsMap);
var masterInputSeries = signals.FirstOrDefault(s => s.Reference.Identifier.Type.Name == DatumNames.Prices);
if (masterInputSeries == null)
{
// then lets take the reference with max points
var maxPoints = signals.Max(s => s.Count);
masterInputSeries = signals.First(s => s.Count == maxPoints);
// throw new Exception( "We could not find any signal series which seem to reference raw prices" );
}
var identifier = new SeriesIdentifier(masterInputSeries.Identifier.Owner, new ObjectDescriptor("Combined"), signals.Select(s => s.Identifier).ToArray());
var series = new SignalSeries(masterInputSeries.Reference, identifier, combinedSignals);
return(series);
}
/**
* Computes signal for terms.
* @param term term
* @return signal of term
*/
public int[] computeSignal(String term)
{
double[] termC = this.intervals.getTermCountInIntervals(term);
double[] tupleC = this.intervals.getTupleCountInIntervals();
double[] inputData = new double[termC.Length];
for (int i = 0; i < termC.Length; i++)
{
double tuplecc = tupleC[i] + 1.0;
double termcc = termC[i] + 1.0;
double value = Math.Log(tuplecc) - Math.Log(tuplecc / termcc);
inputData[i] = value > 0.0 ? value : 1.0;
}
double[] kzResults = this.kzfilter.kz(inputData, this.windowSize, this.iterationCount);
double[] kzaResults = this.kzfilter.kza(inputData, kzResults, this.windowSize, this.iterationCount);
long[] times = new long[inputData.Length];
for (int i = 0; i < times.Length; i++)
{
times[i] = (long)i;
}
//Create signal series
SignalSeries signalSeries = new SignalSeries(kzaResults, times);
//Apply continuous wavelet transformation
WavCwt wavCwt = new WavCwt(signalSeries);
//Apply tree map
WavCwtTree tree = new WavCwtTree(wavCwt);
if (tree.getBranches() != null)
{
//Find peaks of tree
WavCwtTreePeaks wavCwtTreePeaks = new WavCwtTreePeaks(tree);
// if (term.equals("healthy")) {
// for (double d : inputData) {
// System.out.println(String.valueOf(d));
// }
// System.exit(0);
// }
return wavCwtTreePeaks.getIEndTimes();
}
else
{
return new int[] { };
}
}
/// <summary>
/// 添加标记
/// </summary>
/// <param name="panelID"></param>
/// <param name="timeKey"></param>
/// <param name="st"></param>
public SignalSeries AddSignal(int panelID, string timeKey, SignalType st, Color stColor, double value, bool canDrag)
{
if (this.dicChartPanel.ContainsKey(panelID))
{
ChartPanel chartPanel = this.dicChartPanel[panelID];
SignalSeries ss = new SignalSeries(value, st, stColor,canDrag);
if (!chartPanel.SignalSeriesDic.ContainsKey(timeKey))
{
chartPanel.SignalSeriesDic[timeKey] = new List<SignalSeries>();
}
chartPanel.SignalSeriesDic[timeKey].Add(ss);
return ss;
}
return null;
}
