private TimeSeries GetEqualSeries(TimeSeries values1, TimeSeries values2)
{
TimeSeries timeSeries = new TimeSeries();
for (int index = 0; index < values2.Count; ++index)
{
DateTime dateTime = values1.GetDateTime(index);
if (values2.Contains(dateTime))
timeSeries.Add(dateTime, values1[index]);
}
return timeSeries;
}
public static TimeSeries operator /(double Value, TimeSeries series)
{
if (series == null)
{
throw new ArgumentException("Operator argument can not be null");
}
TimeSeries timeSeries = new TimeSeries(string.Concat(new string[]
{
"(",
Value.ToString("F2"),
"/",
series.Name,
")"
}), "");
for (int i = 0; i < series.Count; i++)
{
if (series[i, 0] != 0.0)
{
timeSeries.Add(series.GetDateTime(i), Value / series[i, 0]);
}
}
return timeSeries;
}
public virtual TimeSeries GetReturnSeries()
{
TimeSeries timeSeries = new TimeSeries(this.name, this.description + " (return)");
if (this.Count > 1)
{
double num = this[0];
for (int i = 0; i < this.Count; i++)
{
DateTime dateTime = this.GetDateTime(i);
double num2 = this[i];
if (num != 0.0)
{
timeSeries.Add(dateTime, num2 / num);
}
else
{
timeSeries.Add(dateTime, 0.0);
}
num = num2;
}
}
return timeSeries;
}
public static TimeSeries operator /(TimeSeries series1, TimeSeries series2)
{
if (series1 == null || series2 == null)
{
throw new ArgumentException("Operator argument can not be null");
}
TimeSeries timeSeries = new TimeSeries(string.Concat(new string[]
{
"(",
series1.Name,
"/",
series2.Name,
")"
}), "");
for (int i = 0; i < series1.Count; i++)
{
DateTime dateTime = series1.GetDateTime(i);
if (series2.Contains(dateTime) && series2[dateTime, SearchOption.Exact] != 0.0)
{
timeSeries.Add(dateTime, series1[dateTime, 0] / series2[dateTime, 0]);
}
}
return timeSeries;
}
public virtual TimeSeries GetPositiveSeries()
{
TimeSeries timeSeries = new TimeSeries();
for (int i = 0; i < this.Count; i++)
{
if (this[i] > 0.0)
{
timeSeries.Add(this.GetDateTime(i), this[i]);
}
}
return timeSeries;
}