public object[] Rows(List <Serie> data)
{
List <Candel> quotes = this.Symbol_Dashboard.Symbol.Quotes.Where(q => q.Visible).ToList <Candel>();
object[] rows_data = new object[quotes.Count + 1];
int index = 0;
object empty = null;
object[] data_item;
foreach (DateTime date in quotes.Select(q => q.Date))
{
data_item = new object[data.Count + 2];
data_item[0] = new { v = index + 1 };
for (int i = 0; i < data.Count; i++)
{
SerieValue current_value = data[i].Data.Where(d => d.Date == date).FirstOrDefault();
if (current_value != default(SerieValue))
{
if (current_value.Tooltip != null)
{
data_item[i + 1] = new { v = current_value.Tooltip };
}
else
{
data_item[i + 1] = new { v = current_value.Value };
}
}
else
{
data_item[i + 1] = new { v = empty };
}
}
string date_str = String.Format("{0} {1}, {2}", date.Date.Month, date.Date.Day, date.Date.Year);
string datestring = String.Format("Date({0},{1},{2})", date.Date.Year, date.Date.Month - 1, date.Date.Day);
data_item[data.Count + 1] = new { v = datestring, f = date_str };//RoundDate
object current_data_object = new { c = data_item };
rows_data[index] = current_data_object;
index++;
}
//Dummy Candel
DateTime max_date = data.Max(l => l.Data.Max(d => d.Date)).AddDays(1);
data_item = new object[data.Count + 2];
data_item[0] = new { v = index + 1 };
for (int i = 0; i < data.Count; i++)
{
data_item[i + 1] = new { v = empty };
}
data_item[data.Count + 1] = new { v = String.Format("Date({0},{1},{2})", max_date.Date.Year, max_date.Date.Month - 1, max_date.Date.Day), f = String.Format("{0} {1}, {2}", max_date.Date.Month, max_date.Date.Day, max_date.Date.Year) };
rows_data[index] = new { c = data_item };
return(rows_data);
}
private void Tick()
{
lblRend.Text = game.FPS.ToString("0.00") + " fps";
//count++;
var e = GetElapsed();
//Console.WriteLine((int)e.TotalMilliseconds);
if (reproducing)
{
if (GetElapsed() > endTime)
{
timer1.Stop();
return;
}
else if (reprIndex < reprTokens.Length)
{
Token t = reprTokens[reprIndex];
if (GetElapsed().Multiply(TimeScale) >= t.time)
{
ParseData(t.num1 + "" + t.num2, true);
reprIndex++;
}
}
lblTiempo.Invoke((MethodInvoker) delegate
{
lblTiempo.Text = GetElapsed().ToString(@"hh\:mm\:ss") + "/" + endTime.ToString(@"hh\:mm\:ss");
});
}
else
{
lblTiempo.Invoke((MethodInvoker) delegate
{
lblTiempo.Text = GetElapsed(true).ToString(@"hh\:mm\:ss");
});
}
UpdateCheckboxes();
SerieValue[] vs = new SerieValue[8];
for (int i = 0; i < series.Length; i++)
{
vs[i] = new SerieValue(series[i], elapsed.Elapsed);
}
game.AddTiles(vs);
//liveChart1.AddOneSeries(series, elapsed.Elapsed);
}
private void btnAvanzarFinal_Click(object sender, EventArgs e)
{
if (reproducing)
{
SerieValue[] small = new SerieValue[8];
for (int i = 0; i < reprTokens.Length; i++)
{
var item = reprTokens[i];
small[item.num1 - 1] = new SerieValue(item.num2 == 1, item.time);
game.AddTiles(small);
}
elapsed.Offset = endTime - TimeSpan.FromSeconds(1);
game.Running = false;
game.ScrollToEnd();
}
else if (game.Series.Count > 0)
{
game.ScrollToEnd();
}
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie DataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
//get the other quotes
Serie indexDataSource = Candel.GetDataSerie(this.GetCandelsBySymbol(this.SecondaryIndex), DataSourceFieldUsed.Close, false);
//get al the values that had data for the index for the same date
var filterDataSource = DataSource.Data.Where(x => indexDataSource.Data.Select(y => y.Date).Contains(x.Date)).ToList();
var filterIndexDataSource = indexDataSource.Data.Where(x => DataSource.Data.Select(y => y.Date).Contains(x.Date)).ToList();
Serie corr = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Serie_ID = "corr"
};
corr.Column_Data_Label = "Coeficiente Correlacion " + this.SecondaryIndex;
double[] values1 = new double[this.Rounds];
double[] values2 = new double[this.Rounds];
double desvest1 = 0, desvest2 = 0;
double values_average1 = 0, values_average2 = 0;
SerieValue current = null;
for (int i = 0; i < filterDataSource.Count(); i++)
{
current = filterDataSource[i];
values1[i % this.Rounds] = current.Value;
values2[i % this.Rounds] = filterIndexDataSource[i].Value;
if (current.Date != filterIndexDataSource[i].Date)
{
throw new InvalidOperationException();
}
values_average1 = values1.Where(x => x > 0).Average();
values_average2 = values2.Where(x => x > 0).Average();
if (i >= this.Rounds - 1)
{
//desvest 1
var pows = values1.Select(x => Math.Pow(x - values_average1, 2));
var sum = pows.Sum() / (this.Rounds - 1);
desvest1 = Math.Sqrt(sum);
//desvest 2
var pows2 = values2.Select(x => Math.Pow(x - values_average2, 2));
var sum2 = pows2.Sum() / (this.Rounds - 1);
desvest2 = Math.Sqrt(sum2);
//cov
var cov1 = values1.Select(x => x - values_average1);
var cov2 = values2.Select(x => x - values_average2);
var prodList = cov1.Zip(cov2, (x, y) => x * y).ToList();
var cov = prodList.Sum() / this.Rounds;
//corr
if (filterDataSource[i].Visible)
{
corr.Data.Add(new SerieValue()
{
Date = current.Date, Value = cov / (desvest1 * desvest2)
});
}
}
}
this.Series.Add(corr);
}
