private void MakeCalculation()
{
riskPercentiles = TickerCorrelationCalculator.CalculateRisks(actives, corrMatrix,
sigmas, testSettings.intervalMinutes,
testSettings.simIntervalsCount,
testSettings.numSimulations, testSettings.percentiles,
UpdateProgressSafe);
ReportCompletedSafe(riskPercentiles == null ? DialogResult.No : DialogResult.OK);
}
private void BtnCalculateClick(object sender, EventArgs e)
{
// посчитать и вывести корреляцию
var tickers = portfolio.Select(p => p.Ticker).ToList();
List <string> errors;
double[][] corMatrix;
var oldBtnCaption = btnCalculate.Text;
btnCalculate.Text = "Производится расчет";
btnCalculate.Enabled = false;
try
{
TickerCorrelationCalculator.CalculateCorrelation(tickers, testSettings.intervalMinutes,
testSettings.corrIntervalsCount,
testSettings.minCorrIntervalsCount,
testSettings.uploadQuotesFromDB,
out errors, out corMatrix, out tickerSigmas);
}
catch (Exception ex)
{
Logger.Error("TickerCorrelationCalculator.CalculateCorrelation()", ex);
throw;
}
btnCalculate.Text = oldBtnCaption;
btnCalculate.Enabled = true;
if (errors != null && errors.Count > 0)
{
MessageBox.Show(string.Join(Environment.NewLine, errors),
Localizer.GetString("MessageErrorCalculatingCorrelations"),
MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
// показать матрицу корреляций
rtbCorr.Clear();
var sb = new StringBuilder();
sb.Append(" ");
for (var i = 0; i < tickers.Count; i++)
{
sb.AppendFormat(" {0} ", tickers[i]);
}
for (var i = 0; i < tickers.Count; i++)
{
sb.AppendLine();
sb.AppendFormat("{0} ", tickers[i]);
for (var j = 0; j < tickers.Count; j++)
{
var rStr = corMatrix[i][j] < 0
? string.Format(CultureProvider.Common, " {0:f2} ", corMatrix[i][j])
: string.Format(CultureProvider.Common, " {0:f2} ", corMatrix[i][j]);
sb.Append(rStr);
}
}
rtbCorr.Text = sb.ToString();
// перейти на страницу расчета риска
tabControl.SelectedTab = tabPageCorrelation;
btnCalcRisk.Focus();
}
