private static string BuildHtmlTable(string p_tableTitle, MaskItems p_maskItems, double p_pctChgTotalAMean)
{
//StringBuilder sb = new StringBuilder(@"<b>" + p_tableTitle + @":</b><br> <table class=""strategyNoteTable1"" width=""400"">");
StringBuilder sb = new StringBuilder(@"<b>" + p_tableTitle + @":</b><br> <table class=""strategyNoteTable1"">");
sb.Append(@"<th>Day</th><th>nSamples</th><th>WinPct</th><th> aMean </th><th>gMean</th><th>Median</th><th>StDev</th><th>StError</th><th>t-value(0)</th>" +
@"<th><div title=""P is calculated by one tailed, one sample T-test"">p-value(0)</div></th>" +
@"<th><div title=""With at least 1-P=95% probability: the real population mean (of the daily%changes on day T) > 0 {or opposite if T-value negative}"">Signif>0</div></th>" +
@"<th>t-value(mean)</th>" +
@"<th><div title=""P is calculated by one tailed, one sample T-test"">p-value(mean)</div></th>" +
@"<th><div title=""With at least 1-P=95% probability: the real population mean (of the daily%changes on day T) > allDayMean {or opposite if T-value negative}"">Signif>mean</div></th>");
bool isRowEven = false; // 1st Row is Odd
for (int i = 16; i >= 0; i--) // write only from T-17 to T+17
{
if (p_maskItems.Backward[i].Samples.Count() == 0)
continue;
CalculateSampleStats(ref p_maskItems.Backward[i], p_pctChgTotalAMean);
BuildHtmlTableRow(p_tableTitle, "T-" + (i + 1).ToString(), isRowEven, ref p_maskItems.Backward[i], sb);
isRowEven = !isRowEven;
}
for (int i = 0; i <= 16; i++) // write only from T-17 to T+17
{
if (p_maskItems.Forward[i].Samples.Count() == 0)
continue;
CalculateSampleStats(ref p_maskItems.Forward[i], p_pctChgTotalAMean);
BuildHtmlTableRow(p_tableTitle, "T+" + (i + 1).ToString(), isRowEven, ref p_maskItems.Forward[i], sb);
isRowEven = !isRowEven;
}
sb.Append("</table>");
return sb.ToString();
}
private static MaskItems CreateMaskItems(string p_dailyMarketDirectionMaskStr)
{
MaskItems maskItems = new MaskItems() { Forward = new MaskItem[30], Backward = new MaskItem[30] }; // (initialized to null: Neutral, not bullish, not bearish) // trading days; max. 25 is expected.
for (int k = 0; k < 30; k++)
{
maskItems.Forward[k].Samples = new List<Tuple<DateTime, double>>();
maskItems.Backward[k].Samples = new List<Tuple<DateTime, double>>();
}
int iInd = p_dailyMarketDirectionMaskStr.IndexOf('.');
if (iInd != -1)
{
for (int i = iInd + 1; i < p_dailyMarketDirectionMaskStr.Length; i++)
{
Utils.StrongAssert(i - (iInd + 1) < 30, "Mask half-length length should be less than 30: " + p_dailyMarketDirectionMaskStr);
switch (p_dailyMarketDirectionMaskStr[i])
{
case 'U':
maskItems.Forward[i - (iInd + 1)].IsBullish = true;
break;
case 'D':
maskItems.Forward[i - (iInd + 1)].IsBullish = false;
break;
case '0':
maskItems.Forward[i - (iInd + 1)].IsBullish = null;
break;
default:
throw new Exception("Cannot interpret p_dailyMarketDirectionMaskTotM: " + p_dailyMarketDirectionMaskStr);
//break;
}
}
for (int i = iInd - 1; i >= 0; i--)
{
Utils.StrongAssert((iInd - 1) - i < 30, "Mask half-length length should be less than 30: " + p_dailyMarketDirectionMaskStr);
switch (p_dailyMarketDirectionMaskStr[i])
{
case 'U':
maskItems.Backward[(iInd - 1) - i].IsBullish = true;
break;
case 'D':
maskItems.Backward[(iInd - 1) - i].IsBullish = false;
break;
case '0':
maskItems.Backward[(iInd - 1) - i].IsBullish = null;
break;
default:
throw new Exception("Cannot interpret p_dailyMarketDirectionMaskTotM: " + p_dailyMarketDirectionMaskStr);
//break;
}
}
}
return maskItems;
}
