public static List <DescriptiveResult> GetResultStatistics(IEnumerable <DarkLightResults> results)
{
List <DescriptiveResult> DescriptiveStats = new List <DescriptiveResult>();
ArrayList consecWinners = new ArrayList();
ArrayList consecLosers = new ArrayList();
ArrayList Losses = new ArrayList();
ArrayList Wins = new ArrayList();
ArrayList grossPL = new ArrayList();
ArrayList NetPnL = new ArrayList();
ArrayList NetProfits = new ArrayList();
ArrayList NetLosses = new ArrayList();
ArrayList NetPLPerShare = new ArrayList();
//get summations
foreach (var result in results)
{
consecWinners.Add(result.ConsecWin);
consecLosers.Add(result.ConsecLose);
if (result.GrossPL < 0)
{
Losses.Add(result.GrossPL);
}
if (result.GrossPL > 0)
{
Wins.Add(result.GrossPL);
}
grossPL.Add(result.GrossPL);
if (result.NetProfitOrLoss < 0)
{
NetLosses.Add(result.NetProfitOrLoss);
}
if (result.NetProfitOrLoss > 0)
{
NetProfits.Add(result.NetProfitOrLoss);
}
NetPnL.Add(result.NetProfitOrLoss);
NetPLPerShare.Add(result.NetPerShare);
}
//get descriptive stats
double[] consecWins = consecWinners.ToArray(typeof(double)) as double[];
Descriptive consecWinsStats = new Descriptive(consecWins);
consecWinsStats.Analyze();
DescriptiveStats.Add(consecWinsStats.Result);
double[] consecLoss = consecWinners.ToArray(typeof(double)) as double[];
Descriptive consecLossStats = new Descriptive(consecLoss);
consecLossStats.Analyze();
DescriptiveStats.Add(consecLossStats.Result);
double[] grossPnL = consecWinners.ToArray(typeof(double)) as double[];
Descriptive GrossPLStats = new Descriptive(grossPnL);
GrossPLStats.Analyze();
DescriptiveStats.Add(GrossPLStats.Result);
double[] lossPL = consecWinners.ToArray(typeof(double)) as double[];
Descriptive LoserStats = new Descriptive(lossPL);
LoserStats.Analyze();
DescriptiveStats.Add(LoserStats.Result);
double[] winPL = consecWinners.ToArray(typeof(double)) as double[];
Descriptive WinnerStats = new Descriptive(winPL);
WinnerStats.Analyze();
DescriptiveStats.Add(WinnerStats.Result);
double[] netLosses = consecWinners.ToArray(typeof(double)) as double[];
Descriptive netLossesStats = new Descriptive(netLosses);
netLossesStats.Analyze();
DescriptiveStats.Add(netLossesStats.Result);
double[] netProfits = consecWinners.ToArray(typeof(double)) as double[];
Descriptive netProfitsStats = new Descriptive(netProfits);
netProfitsStats.Analyze();
DescriptiveStats.Add(netProfitsStats.Result);
double[] netPnL = consecWinners.ToArray(typeof(double)) as double[];
Descriptive netPnLStats = new Descriptive(netPnL);
netPnLStats.Analyze();
DescriptiveStats.Add(netPnLStats.Result);
double[] netPLPerShare = consecWinners.ToArray(typeof(double)) as double[];
Descriptive netPLPerShareStats = new Descriptive(netPLPerShare);
netPLPerShareStats.Analyze();
DescriptiveStats.Add(netPLPerShareStats.Result);
return(DescriptiveStats);
}
/// <summary>
/// Percentile
/// </summary>
/// <param name="percent">Pecentile, between 0 to 100</param>
/// <returns>Percentile</returns>
public double Percentile(double percent)
{
return(Descriptive.percentile(sortedData, percent));
}