static void formatXaxis(ref GraphPane gPane)
{
DateTime minX = new DateTime(DateTime.Now.Year, 1, 1);
DateTime maxX = new DateTime(DateTime.Now.Year, 12,31);
double rangeX;
rangeX = maxX.ToOADate() - minX.ToOADate();
gPane.Legend.Position = LegendPos.InsideTopRight;
gPane.XAxis.Scale.Min = minX.ToOADate() - (.025 * rangeX);
gPane.XAxis.Scale.Max = maxX.ToOADate() + (.025 * rangeX);
gPane.XAxis.Scale.MajorUnit = ZedGraph.DateUnit.Month;
gPane.XAxis.Scale.MinorUnit = ZedGraph.DateUnit.Day;
gPane.XAxis.Scale.Format = "MMMM";
}
public static void SetCellDateTime(WorksheetPart worksheetPart, DateTime value, string columnName, uint rowIndex)
{
Cell cell = GetCell(worksheetPart.Worksheet, columnName, rowIndex);
cell.CellValue = new CellValue(value.ToOADate().ToString("0.000#####"));
cell.DataType = new EnumValue<CellValues>(CellValues.Number);
}
public static void SetCellDate(WorksheetPart worksheetPart, DateTime value, string columnName, DocumentFormat.OpenXml.Spreadsheet.Row row)
{
Cell cell = GetCell(worksheetPart.Worksheet, columnName, row);
cell.CellValue = new CellValue(value.ToOADate().ToString("0"));
cell.DataType = new EnumValue<CellValues>(CellValues.Number);
}
public DateCell(string id, DateTime dateTime, uint index)
{
this.DataType = CellValues.Date;
this.CellReference = id + index;
//this.StyleIndex = 10;
this.CellValue = new CellValue { Text = dateTime.ToOADate().ToString() }; ;
}
public static double CalculateBEPrice(DateTime settle, DateTime maturity, decimal yield, decimal coupon)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBond_BE_p"))
{
var ret = new double[] { double.NaN };
FinCADHelpers.LogFinCADError(
FincadFunctions.aaBond_BE_p(
d_s: settle.ToOADate(),
d_m: maturity.ToOADate(),
cpn: (double)coupon * 0.01,
princ_m: 100,
yield: (double)yield,
stat: new int[] { 1 },
d_dated: 0,
d_f_cpn: 0,
return_stat: ref ret)
);
return FinCADHelpers.FinCADSingleResult(ret);
}
}
}
private static DataPoint CreateDataPoint(double x, string axisLabel, DateTime start, DateTime end, string text, Color color) {
var point = new DataPoint(x, new double[] { start.ToOADate(), end.ToOADate() });
point.Color = color;
point.Label = text;
point.AxisLabel = axisLabel;
return point;
}
public Graph(System.Windows.Forms.CheckedListBox.CheckedItemCollection data, DateTime minDate, DateTime maxDate, ISaleService iSaleService, int mode, IReportService iReportService, ITimeSettingService iTimeSettingService, IProgramService iProgramService)
{
InitializeComponent();
fillColor(colorList);
_data = data;
_minDate = minDate;
_maxDate = maxDate;
_iSaleService = iSaleService;
_iReportService = iReportService;
_iTimeSettingService = iTimeSettingService;
_iProgramService = iProgramService;
this.chart1.ChartAreas[0].AxisX.MajorGrid.LineDashStyle = System.Windows.Forms.DataVisualization.Charting.ChartDashStyle.Dash;
chart1.ChartAreas.Add("area");
chart1.ChartAreas[0].AxisX.LabelStyle.Format = "dd-MM";
chart1.ChartAreas["area"].AxisX.Interval = 1;
chart1.ChartAreas["area"].AxisX.IntervalType = DateTimeIntervalType.Days;
chart1.ChartAreas["area"].AxisX.IntervalOffset = 1;
chart1.ChartAreas["area"].AxisX.Minimum = minDate.ToOADate();
chart1.ChartAreas["area"].AxisX.Maximum = maxDate.ToOADate();
if (mode == 1)
{
drawQuantity();
label1.Text = "Quantity";
}
else
{
drawEfficiency();
label1.Text = "Efficiency";
}
}
public DateCell(string header, DateTime dateTime, int index)
{
this.DataType = CellValues.Date;
this.CellReference = header + index;
this.StyleIndex = 1;
this.CellValue = new CellValue { Text = dateTime.ToOADate().ToString() }; ;
}
public static double CalculatePTYield(DateTime settle, DateTime maturity, decimal price, decimal coupon)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBond_PT_y"))
{
var ret = new double[] { double.NaN };
FinCADHelpers.LogFinCADError(
FincadFunctions.aaBond_PT_intl_y(
d_s: settle.ToOADate(),
d_m: maturity.ToOADate(),
d_dated: 0,
d_f_cpn: 0,
cpn: (double) coupon*0.01,
princ: 100,
price: (double) price,
freq: 1, // annual
acc: 2, // accrual method is act/act (isda)
stat: new int[] {1}, // return the yield
return_stat: ref ret)
);
return FinCADHelpers.FinCADSingleResult(ret);
}
}
}
/// The AddNewPoint function is called for each series in the chart when
/// new points need to be added. The new point will be placed at specified
/// X axis (Date/Time) position with a Y value in a range +/- 1 from the previous
/// data point's Y value, and not smaller than zero.
public void AddNewPoint(DateTime timeStamp, System.Windows.Forms.DataVisualization.Charting.Series ptSeries, int min, int max)
{
double newVal = 0;
if (ptSeries.Points.Count > 0)
{
newVal = ptSeries.Points[ptSeries.Points.Count - 1].YValues[0] + ((rand.NextDouble() * 2) - 1);
}
if (newVal < 0)
newVal = 0;
// Add new data point to its series.
ptSeries.Points.AddXY(timeStamp.ToOADate(), rand.Next(min, max));
// remove all points from the source series older than 1.5 minutes.
double removeBefore = timeStamp.AddSeconds((double)(30) * (-1)).ToOADate();
//remove oldest values to maintain a constant number of data points
while (ptSeries.Points[0].XValue < removeBefore)
{
ptSeries.Points.RemoveAt(0);
}
chart1.ChartAreas[0].AxisX.Minimum = ptSeries.Points[0].XValue;
chart1.ChartAreas[0].AxisX.Maximum = DateTime.FromOADate(ptSeries.Points[0].XValue).AddSeconds(30).ToOADate();
chart1.ChartAreas[1].AxisX.Minimum = ptSeries.Points[0].XValue;
chart1.ChartAreas[1].AxisX.Maximum = DateTime.FromOADate(ptSeries.Points[0].XValue).AddSeconds(30).ToOADate();
chart1.ChartAreas[2].AxisX.Minimum = ptSeries.Points[0].XValue;
chart1.ChartAreas[2].AxisX.Maximum = DateTime.FromOADate(ptSeries.Points[0].XValue).AddSeconds(30).ToOADate();
chart1.Invalidate();
}
public override CompileResult Execute(IEnumerable<FunctionArgument> arguments, ParsingContext context)
{
ValidateArguments(arguments, 2);
var date = System.DateTime.FromOADate(ArgToDecimal(arguments, 0));
var monthsToAdd = ArgToInt(arguments, 1);
var resultDate = new System.DateTime(date.Year, date.Month, 1).AddMonths(monthsToAdd + 1).AddDays(-1);
return CreateResult(resultDate.ToOADate(), DataType.Date);
}
public void DateFunctionShouldReturnACorrectDate()
{
var expectedDate = new DateTime(2012, 4, 3);
var func = new Date();
var args = FunctionsHelper.CreateArgs(2012, 4, 3);
var result = func.Execute(args, _parsingContext);
Assert.AreEqual(expectedDate.ToOADate(), result.Result);
}
public void DateFunctionShouldMonthFromPrevYearIfMonthIsNegative()
{
var expectedDate = new DateTime(2011, 11, 3);
var func = new Date();
var args = FunctionsHelper.CreateArgs(2012, -1, 3);
var result = func.Execute(args, _parsingContext);
Assert.AreEqual(expectedDate.ToOADate(), result.Result);
}
public void DayShouldReturnDayInMonth()
{
var date = new DateTime(2012, 3, 12);
var func = new Day();
var args = FunctionsHelper.CreateArgs(date.ToOADate());
var result = func.Execute(args, _parsingContext);
Assert.AreEqual(12, result.Result);
}
/// <summary>
/// Convert a Datetime to Unix Timestamp
/// </summary>
public static double DateTimeToUnixTimeStamp(DateTime time) {
double timestamp = 0;
try {
timestamp = (time - new DateTime(1970, 1, 1, 0, 0, 0, 0)).TotalSeconds;
} catch (Exception err) {
Log.Error("Time.DateTimeToUnixTimeStamp(): " + time.ToOADate().ToString() + err.Message);
}
return timestamp;
}
public void DateStringCompileResult()
{
var expected = new DateTime(2013, 1, 15);
string dateString = expected.ToString("d");
CompileResult result = new CompileResult(dateString, DataType.String);
Assert.IsFalse(result.IsNumeric);
Assert.IsTrue(result.IsDateString);
Assert.AreEqual(expected.ToOADate(), result.ResultNumeric);
}
public override CompileResult Execute(IEnumerable<FunctionArgument> arguments, ParsingContext context)
{
ValidateArguments(arguments, 3);
var year = ArgToInt(arguments, 0);
var month = ArgToInt(arguments, 1);
var day = ArgToInt(arguments, 2);
var date = new System.DateTime(year, 1, 1);
month -= 1;
date = date.AddMonths(month);
date = date.AddDays((double)(day - 1));
return CreateResult(date.ToOADate(), DataType.Date);
}
public static double CalculateGBP6mLiborSwapRate(double[,] dfCurve, DateTime spot, DateTime value, DateTime maturity, string holidayCenter)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaParSwap"))
{
double ret = double.NaN;
FinCADHelpers.LogFinCADError(FincadFunctions.aaParSwap(value.ToOADate(), maturity.ToOADate(), spot.ToOADate(), 0, 0, 2, 4, 4, aaHolidaysWrapper.Holidays(holidayCenter), 4, 2, dfCurve, ref ret));
return ret;
}
}
}
public static double CalculateDEPrice(DateTime settle, DateTime maturity, decimal yield, decimal coupon)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBond_DE_p"))
{
var ret = new double[] { double.NaN };
FinCADHelpers.LogFinCADError(FincadFunctions.aaBond_DE_p(settle.ToOADate(), maturity.ToOADate(), 0, 0, (double)coupon * 0.01, 100, (double)yield, 1, new int[] { 1 }, ref ret));
return FinCADHelpers.FinCADSingleResult(ret);
}
}
}
public static DateTime RollDate(DateTime date, int days, string calendar)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaDate_Settle"))
{
double ret = double.NaN;
FinCADHelpers.LogFinCADError(FincadFunctions.aaDate_Settle(date.ToOADate(), days, aaHolidaysWrapper.Holidays(calendar), ref ret));
return DateTime.FromOADate(ret);
}
}
}
public static double CalculateImpliedVolatility(double bpv_, double underlyingPx_, double strike_, DateTime expiry_, DateTime valueDate_, double optionPrice_, double rate_, OptionType optionType_, AccrualMethod accMethod_ = AccrualMethod.Actual365_Fixed)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBL_ivW"))
{
double ret = 0d;
FinCADHelpers.LogFinCADError(FincadFunctions.aaBL_iv(underlyingPx_, strike_, expiry_.ToOADate(), valueDate_.ToOADate(), optionPrice_, rate_, (int)optionType_, (int)accMethod_, ref ret));
return ret;
}
}
}
public static double CalculateFRYield(DateTime settle, DateTime maturity, decimal price, decimal coupon)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBond_FR_yields"))
{
var ret = new double[] { double.NaN };
FinCADHelpers.LogFinCADError(FincadFunctions.aaBond_FR_yields(1 /*?*/, settle.ToOADate(), maturity.ToOADate(), (double)coupon * 0.01, (double)price, aaHolidaysWrapper.Holidays("TARGET"), new int[] { 1 }, ref ret));
return FinCADHelpers.FinCADSingleResult(ret);
}
}
}
public static DateTime RollDate(DateTime date, int units, int method, int convention, string calendar)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaDateAdjust"))
{
double ret = double.NaN;
FinCADHelpers.LogFinCADError(FincadFunctions.aaDateAdjust(date.ToOADate(), units, method, convention, aaHolidaysWrapper.Holidays(calendar), ref ret));
return DateTime.FromOADate(ret);
}
}
}
public static double[,] CalculateCashflowStrip(DateTime settle, DateTime maturity, decimal coupon)
{
var singleton = FinCADWrapper.Instance();
lock (singleton.GetLock())
{
using (SLog.NDC("aaBond_strip_cf"))
{
var ret = new double[0, 0];
var dfCurve = new double[1, 2] { { 1, 1 } };
FinCADHelpers.LogFinCADError(FincadFunctions.aaBond_strip_cf(settle.ToOADate(), maturity.ToOADate(), 0, 0, 0, (double)coupon * 0.01, 100, 2, 3, new double[0], 1, 0, 1, dfCurve, ref ret));
return ret;
}
}
}
private ChartArea AddArea( string name, DateTime startdate )
{
var area = resultsChart.ChartAreas.Add( name + "ChartArea" );
area.Visible = false;
area.AxisX.IntervalType = DateTimeIntervalType.Weeks;
area.AxisX.Interval = 1;
area.AxisY.IsMarginVisible = true;
area.AxisX.Minimum = startdate.ToOADate();
area.AxisX.IsMarginVisible = false;
area.AxisX.MajorGrid.LineDashStyle = ChartDashStyle.Dash;
area.AxisY.MajorGrid.LineDashStyle = ChartDashStyle.Dash;
return area;
}
public void SetTimeRange(DateTime From, DateTime To)
{
State.Wait();
if (DataChart.Series.Count() <= 0)
return;
bool found = false;
for (int index = 0; index < DataChart.Series.Count(); index++ )
{
Series tempSeries = Stock[StockFile.STOCKTYPE.OPENING]; //hard copy here
for (int i = 0; i < tempSeries.Points.Count(); )
{
//The order by default seems to be in reverse, so this should be first
if (tempSeries.Points[i].XValue >= To.ToOADate())
{
tempSeries.Points.Remove(tempSeries.Points[i]);
found = true;
}
//error checking in a pain, but meh
if (i >= tempSeries.Points.Count())
break;
if (tempSeries.Points[i].XValue < From.ToOADate())
{
tempSeries.Points.Remove(tempSeries.Points[i]);
found = true;
}
if (!found)
i++; //basically keep the index unless it is found to not match, because the index for the next should be the same
found = false;
}
DataChart.Series.RemoveAt(index);
DataChart.Series.Insert(index, tempSeries);
}
DataChart.ChartAreas["StockArea"].RecalculateAxesScale();
GC.Collect();
State.Clear();
}
public void AddNewPoint(DateTime timeStamp, Series ptSeries, float nexVal)
{
ptSeries.Points.AddXY(timeStamp.ToOADate(), nexVal);
double removeBefore = timeStamp.AddSeconds((double)(9) * (-1)).ToOADate();
while (ptSeries.Points[0].XValue < removeBefore)
{
ptSeries.Points.RemoveAt(0);
}
chart.ChartAreas[0].AxisX.Minimum = ptSeries.Points[0].XValue;
chart.ChartAreas[0].AxisX.Maximum = DateTime.FromOADate(ptSeries.Points[0].XValue).AddSeconds(10).ToOADate();
chart.Invalidate();
}
static void WorkDays(DateTime[] holidays, DateTime date)
{
// Calculates today date
DateTime now = DateTime.Parse(DateTime.Now.ToShortDateString());
// Calculates all days
int allDays = (int)Math.Abs(now.ToOADate() - date.ToOADate());
// If the date is before today
if (now > date)
{
DateTime temp = now;
now = date;
date = temp;
}
// Checks all days
int holiday = 0;
for (DateTime d = now; d < date; d = d.AddDays(1))
{
// Calculates the holidays from the weekends
if (d.DayOfWeek.ToString() == "Sunday" || d.DayOfWeek.ToString() == "Saturday") holiday++;
else
{
// Checks for some other holidays
foreach (DateTime h in holidays)
{
if (h.Day == d.Day && h.Month == d.Month) holiday++;
}
}
}
// Print the result
Console.Write("\nFrom {0} to {1} there are ", now.ToString("dd MMMM yyyy"), date.ToString("dd MMMM yyyy"));
// Prints the workdays
Console.ForegroundColor = ConsoleColor.Green;
Console.Write(allDays - holiday);
Console.ResetColor();
Console.Write(" workdays and ");
// Prints the holidays
Console.ForegroundColor = ConsoleColor.Green;
Console.Write(holiday);
Console.ResetColor();
Console.WriteLine(" holidays");
}
public void AverageArray()
{
// In the case of arrays, Average DOES NOT parse and include numeric strings, date strings, bools, unparsable strings, etc.
Average average = new Average();
var date1 = new DateTime(2013, 1, 5);
var date2 = new DateTime(2013, 1, 15);
double value = 2000;
var result = average.Execute(new FunctionArgument[]
{
new FunctionArgument(new FunctionArgument[]
{
new FunctionArgument(1000.ToString("n")),
new FunctionArgument(value),
new FunctionArgument(6000.ToString("n")),
new FunctionArgument(true),
new FunctionArgument(date1),
new FunctionArgument(date2.ToString("d")),
new FunctionArgument("test")
})
}, ParsingContext.Create());
Assert.AreEqual((2000 + date1.ToOADate()) / 2, result.Result);
}
private void add2chart(string seriesName, string chartName, DateTime time, float value)
{
Series series = chart.Series.FindByName(seriesName);
if (series == null)
{
series = new Series(seriesName) { ChartArea = chartName, ChartType = SeriesChartType.SplineArea, XValueType = ChartValueType.DateTime };
chart.Series.Add(series);
}
series.Points.AddXY(time.ToOADate(), (double)value);
DateTime now = DateTime.Now;
chart.ChartAreas[chartName].AxisX.Maximum = now.ToOADate();
chart.ChartAreas[chartName].AxisX.Minimum = (now.AddSeconds(-10)).ToOADate();
foreach (var p in series.Points.Where(p => p.XValue < now.AddSeconds(-10).ToOADate()).ToArray())
{
series.Points.Remove(p);
}
var maxValue = series.Points.Max(p => p.YValues[0]);
if (chart.ChartAreas[chartName].AxisY.Maximum < maxValue) chart.ChartAreas[chartName].AxisY.Maximum = maxValue;
}
