private void btnCombine_Click(object sender, EventArgs e)
{
if (checkedListBox1.CheckedItems.Count == 0)
return;
List<Data.DatedDataCollection2> evals = new List<FX.Data.DatedDataCollection2>();
Data.DatedDataCollection2 dateSet = null;
foreach (int i in checkedListBox1.CheckedIndices)
{
ReturnsEval.DataSeriesEvaluator ev = (ReturnsEval.DataSeriesEvaluator)checkedListBox1.Items[i];
Data.DatedDataCollection2 dd = new FX.Data.DatedDataCollection2(ev.Daily.Dates, ev.Daily.Data);
evals.Add(dd);
if (dateSet == null || dateSet.Length>dd.Length)
dateSet = dd;
}
double[] returns = new double[dateSet.Length];
for (int i = 0; i < dateSet.Length; ++i)
{
for (int j = 0; j < evals.Count; ++j)
{
returns[i]+=evals[j].ValueOnDate(dateSet.Dates[i]);
}
}
ReturnsEval.DataSeriesEvaluator eval = new FX.ReturnsEval.DataSeriesEvaluator(dateSet.Dates, returns, "combined", FX.ReturnsEval.DataSeriesType.Returns);
eval.Evaluate(eval.MinDate, eval.MaxDate);
ReturnsEvalDisplay.ReturnsDisplay rd = new FX.ReturnsEvalDisplay.ReturnsDisplay();
rd.Bind(eval);
FX.Controls.ShowForm.Show(rd, FormBorderStyle.Sizable, null, "Combined p&l");
}
private void btnCombineWeights_Click(object sender, EventArgs e)
{
if (checkedListBox2.CheckedItems.Count == 0)
return;
List<WtsWrapper> list = new List<WtsWrapper>();
for (int i = 0; i < checkedListBox2.CheckedIndices.Count; ++i)
list.Add((WtsWrapper)checkedListBox2.Items[i]);
Construct latestdateConstruct = null;
for (int i = 0; i < list.Count; ++i)
if (latestdateConstruct == null || (latestdateConstruct.Dates[0] < list[i].Weights.Dates[0]))
latestdateConstruct = list[i].Weights;
Construct combined = new Construct(latestdateConstruct.ArrayLength);
combined.InitialiseToValue(latestdateConstruct.Dates, 0.0);
foreach (DateTime date in latestdateConstruct.Dates)
for (int i = 0; i < latestdateConstruct.ArrayLength; ++i)
for (int j = 0; j < list.Count; ++j)
combined.AddValue(date, i, list[j].Weights.GetValue(date, i));
ReturnsEval.DataSeriesEvaluator eval = list[0].Trader.DoPnl(list[0].Args, combined);
ReturnsEvalDisplay.ReturnsDisplay rd = new FX.ReturnsEvalDisplay.ReturnsDisplay();
rd.Bind(eval);
FX.Controls.ShowForm.Show(rd, FormBorderStyle.Sizable, null, "Combined weights");
}
