public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCurRate(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = TimeDoublePairUtil.ConvertToCurRate(rmds, 100.0F);
data_10yr_future.Legend = "10 yr future data cur";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
context.Description = "10yr future-spot chart.";
return context;
}
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCur(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
ScriptChartData data_10yr_future_regression = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToCur(rmds, 1.0F);
data_10yr_future_regression.Data =
TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data);
data_10yr_future_regression.Legend = "10 yr future data cur regression";
context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToAsk(rmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data ask";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToBid(rmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data bid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToMid(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data mid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
ScriptChartData data_10yr_future_regression = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToMid(rmds, 1.0F);
data_10yr_future_regression.Data =
TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data);
data_10yr_future_regression.Legend = "10 yr future data mid regression";
context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression);
}
context.Description = "10yr future-spot chart.";
return context;
}
void AddChartSeriesPoint(String legend, ScriptChartData data, ref double min, ref double max)
{
foreach (TimeDoublePair pair in data.Data)
{
double v = pair.DoubleValue;
chart1.Series[legend].Points.AddXY(pair.TimeValue.ToString("HH:mm:ss.fff"), v);
if (v > max)
{
max = v;
}
if (v< min)
{
min = v;
}
}
}
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToCurPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToAskPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data ask";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToBidPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data bid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToCurPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data cur";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToAskPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data ask";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToBidPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data bid";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
context.Description = "10yr future-spot chart.";
return context;
}
