public DoubleSeries GetArray(int index1, int index2, BarData barData)
{
DoubleSeries ds = new DoubleSeries();
for (int i = index1; i <= index2; ++i)
{
ds.Add(this.GetDateTime(i), this[i, barData]);
}
return(ds);
}
public DoubleSeries GetOpenIntSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
ds.Add(this[i].DateTime, this[i].OpenInt);
}
return(ds);
}
public DoubleSeries Pow(double Pow)
{
DoubleSeries ds = this.GetType().GetConstructor(new Type[0]).Invoke(new object[0]) as DoubleSeries;
ds.fName = this.fName;
ds.fTitle = this.fTitle;
for (int i = 0; i < this.Count; ++i)
{
ds.Add(this.GetDateTime(i), Math.Pow(this[i, 0], Pow));
}
return(ds);
}
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2)
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
if (this[i].DateTime >= date1 && this[i].DateTime <= date2)
{
ds.Add(this[i].DateTime, this[i].Close);
}
}
return(ds);
}
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2)
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name);
for (int index = 0; index < this.Count; ++index)
{
if (this[index].DateTime >= date1 && this[index].DateTime <= date2)
{
doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt);
}
}
return(doubleSeries);
}
public virtual DoubleSeries GetNegativeSeries()
{
DoubleSeries ds = new DoubleSeries();
for (int i = 0; i < this.Count; ++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);
}
public static DoubleSeries operator *(double val, DoubleSeries series)
{
if (series == null)
{
throw new ArgumentException("series == null");
}
DoubleSeries ds = new DoubleSeries("series1.Name" + series.Name);
for (int i = 0; i < series.Count; ++i)
{
ds.Add(series.GetDateTime(i), val * series[i, 0]);
}
return(ds);
}
public virtual DoubleSeries GetPercentReturnSeries()
{
DoubleSeries ds = new DoubleSeries(this.fName, this.fTitle);
if (this.Count > 1)
{
double t0 = this[0];
for (int i = 0; i < this.Count; ++i)
{
DateTime dt = this.GetDateTime(i);
double t1 = this[i];
if (t0 != 0.0)
{
ds.Add(dt, (t1 / t0 - 1.0) * 100.0);
}
else
{
ds.Add(dt, 0.0);
}
t0 = t1;
}
}
return(ds);
}
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 static DoubleSeries operator /(DoubleSeries series1, DoubleSeries series2)
{
if (series1 == null || series2 == null)
{
throw new ArgumentException("series1 = null || series2 == null");
}
DoubleSeries ds = new DoubleSeries("series1.Name" + series1.Name + "series2.Name" + series2.Name);
for (int i = 0; i < series1.Count; ++i)
{
DateTime dt = series1.GetDateTime(i);
if (series2.Contains(dt) && series2[dt] != 0.0)
{
ds.Add(dt, series1[dt, EIndexOption.Null] / series2[dt, EIndexOption.Null]);
}
}
return(ds);
}
public DoubleSeries GetHighSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name + "HighSeries");
for (int i = 0; i < this.Count; ++i)
ds.Add(this[i].DateTime, this[i].High);
return ds;
}
public DoubleSeries GetLowSeries()
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name + "LowSeries");
for (int index = 0; index < this.Count; ++index)
doubleSeries.Add(this[index].DateTime, this[index].Low);
return doubleSeries;
}
public DoubleSeries GetCloseSeries()
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name + "CloseSeries");
for (int i = 0; i < this.Count; ++i)
doubleSeries.Add(this[i].DateTime, this[i].Close);
return doubleSeries;
}
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;
}
public virtual DoubleSeries GetNegativeSeries()
{
DoubleSeries ds = new DoubleSeries();
for (int i = 0; i < this.Count; ++i)
{
if (this[i] < 0.0)
ds.Add(this.GetDateTime(i), this[i]);
}
return ds;
}
public DoubleSeries GetOpenIntSeries()
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name + "OpenIntSeries");
for (int i = 0; i < this.Count; ++i)
doubleSeries.Add(this[i].DateTime, (double)this[i].OpenInt);
return doubleSeries;
}
public DoubleSeries GetArray(int index1, int index2, BarData barData)
{
DoubleSeries ds = new DoubleSeries();
for (int i = index1; i <= index2; ++i)
ds.Add(this.GetDateTime(i), this[i, barData]);
return ds;
}
public static DoubleSeries operator *(DoubleSeries series, double val)
{
if (series == null)
throw new ArgumentException("series == null");
DoubleSeries ds = new DoubleSeries("series1.Name" + series.Name);
for (int i = 0; i < series.Count; ++i)
ds.Add(series.GetDateTime(i), series[i, 0] * val);
return ds;
}
public static DoubleSeries operator /(DoubleSeries series1, DoubleSeries series2)
{
if (series1 == null || series2 == null)
throw new ArgumentException("series1 = null || series2 == null");
DoubleSeries ds = new DoubleSeries("series1.Name" + series1.Name + "series2.Name" + series2.Name);
for (int i = 0; i < series1.Count; ++i)
{
DateTime dt = series1.GetDateTime(i);
if (series2.Contains(dt) && series2[dt] != 0.0)
ds.Add(dt, series1[dt, EIndexOption.Null] / series2[dt, EIndexOption.Null]);
}
return ds;
}
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;
}
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2)
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
if (this[i].DateTime >= date1 && this[i].DateTime <= date2)
ds.Add(this[i].DateTime, this[i].Close);
}
return ds;
}
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 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 DoubleSeries GetVolumeSeries()
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name + "VolumeSeries");
for (int i = 0; i < this.Count; ++i)
doubleSeries.Add(this[i].DateTime, (double)this[i].Volume);
return doubleSeries;
}
public static DoubleSeries operator /(double val, DoubleSeries series)
{
if (series == null)
throw new ArgumentException("series == null");
DoubleSeries ds = new DoubleSeries("series1.Name" + series.Name);
for (int i = 0; i < series.Count; ++i)
{
if (series[i, 0] != 0.0)
ds.Add(series.GetDateTime(i), val / series[i, 0]);
}
return ds;
}
public static double Value(TimeSeries input, int index, int length, int order)
{
if (index < length - 1 + input.FirstIndex)
return double.NaN;
DoubleSeries doubleSeries = new DoubleSeries();
double num = 0.0;
for (int index1 = 0; index1 <= index; ++index1)
doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.High] - input[index1, BarData.Low]);
EMA ema1 = new EMA((TimeSeries) doubleSeries, order, BarData.Close);
EMA ema2 = new EMA((TimeSeries) ema1, order, BarData.Close);
for (int index1 = index; index1 > index - length; --index1)
num += ema1[index1] / ema2[index1];
return num;
}
public virtual DoubleSeries GetPercentReturnSeries()
{
DoubleSeries ds = new DoubleSeries(this.fName, this.fTitle);
if (this.Count > 1)
{
double t0 = this[0];
for (int i = 0; i < this.Count; ++i)
{
DateTime dt = this.GetDateTime(i);
double t1 = this[i];
if (t0 != 0.0)
ds.Add(dt, (t1 / t0 - 1.0) * 100.0);
else
ds.Add(dt, 0.0);
t0 = t1;
}
}
return ds;
}
public DoubleSeries GetOpenIntSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
ds.Add(this[i].DateTime, this[i].OpenInt);
return ds;
}
public DoubleSeries GetVolumeSeries(DateTime date1, DateTime date2)
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name + "VolumeSeries");
for (int i = 0; i < this.Count; ++i)
{
if (this[i].DateTime >= date1 && this[i].DateTime <= date2)
doubleSeries.Add(this[i].DateTime, (double)this[i].Volume);
}
return doubleSeries;
}
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2)
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name);
for (int index = 0; index < this.Count; ++index)
{
if (this[index].DateTime >= date1 && this[index].DateTime <= date2)
doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt);
}
return doubleSeries;
}
public override DoubleSeries GetPercentReturnSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name, this.Title);
if (this.fRealCount > 1)
{
double t0 = this[0];
for (int i = this.fFirstIndex; i < this.fLastIndex; ++i)
{
DateTime dt = this.GetDateTime(i);
double t1 = this[i];
if (t0 != 0.0)
ds.Add(dt, (t1 / t0 - 1.0) * 100.0);
else
ds.Add(dt, 0.0);
t0 = t1;
}
}
return ds;
}