public EventProfiler(ConcurrentDictionary<string, IList<int>> eventMatrix, DateTime startDay, DateTime endDay, int lookbackDays, int lookforwardDays)
{
this.eventMatrix = eventMatrix;
// this.startDay = startDay;
// this.endDay = endDay;
this.lookbackDays = lookbackDays;
this.lookforwardDays = lookforwardDays;
symbols = eventMatrix.Keys.ToList();
totalGraphDays = lookbackDays + lookforwardDays + 1;
var dataObj = DataAccess.GetInstance();
var timeOfDay = TimeSpan.FromHours(16);
var timestamps = Nyse.GetTradingDates(startDay, endDay, timeOfDay);
List<DateTime> timestamps1 = timestamps.ToList();
close = dataObj.GetMarketData(symbols, "Close", new TimeSeries(timestamps1));
marketDays = timestamps1.Count();
close.ReplaceNanFill(FillDirection.Forward).ReplaceNanFill(FillDirection.Backward);
dailyReturns = new Dictionary<string, IList<float>>();
marketNeutralDm = new Dictionary<string, IList<float>>();
}
