public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCurRate(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = TimeDoublePairUtil.ConvertToCurRate(rmds, 100.0F);
data_10yr_future.Legend = "10 yr future data cur";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
context.Description = "10yr future-spot chart.";
return context;
}
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCur(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
ScriptChartData data_10yr_future_regression = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToCur(rmds, 1.0F);
data_10yr_future_regression.Data =
TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data);
data_10yr_future_regression.Legend = "10 yr future data cur regression";
context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToAsk(rmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data ask";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToBid(rmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data bid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = TimeDoublePairUtil.ConvertToMid(spotRmds, 1.0F);
data_10yr_spot.Legend = "10 yr spot data mid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
ScriptChartData data_10yr_future_regression = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToMid(rmds, 1.0F);
data_10yr_future_regression.Data =
TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data);
data_10yr_future_regression.Legend = "10 yr future data mid regression";
context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression);
}
context.Description = "10yr future-spot chart.";
return context;
}
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo)
{
ScriptChartContext context = new ScriptChartContext();
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToCurPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data cur";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToAskPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data ask";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_spot = new ScriptChartData();
List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo);
data_10yr_spot.Data = ConvertToBidPricesWithMultiplier(rmds, 1.0F);
data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue());
data_10yr_spot.Legend = "10 yr spot data bid";
context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToCurPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data cur";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToAskPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data ask";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
{
ScriptChartData data_10yr_future = new ScriptChartData();
List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo);
data_10yr_future.Data = ConvertToBidPricesWithMultiplier(rmds, 100.0F);
data_10yr_future.Data = ConvertToDiffFromStart(
data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue());
data_10yr_future.Legend = "10 yr future data bid";
context.ChartData.Add(data_10yr_future.Legend, data_10yr_future);
}
context.Description = "10yr future-spot chart.";
return context;
}
void DisplayChart(ScriptChartContext context)
{
chart1.Series.Clear();
double first_min = double.MaxValue;
double first_max = double.MinValue;
double second_min = double.MaxValue;
double second_max = double.MinValue;
foreach (KeyValuePair<String, ScriptChartData> pair in context.ChartData)
{
String legend = pair.Key;
ScriptChartData data = pair.Value;
double min = double.MaxValue;
double max = double.MinValue;
chart1.Series.Add(legend);
AddChartSeriesPoint(legend, data, ref min, ref max);
chart1.Series[legend].ChartType =
System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series[legend].XValueType =
System.Windows.Forms.DataVisualization.Charting.ChartValueType.String;
if (data.UseFirstYAxis)
{
if (first_min > min)
{
first_min = min;
}
if (first_max < max)
{
first_max = max;
}
}
else
{
chart1.Series[legend].YAxisType = AxisType.Secondary;
if (second_min > min)
{
second_min = min;
}
if (second_max < max)
{
second_max = max;
}
}
}
chart1.ChartAreas[0].AxisX.LineColor = Color.Gray;
chart1.ChartAreas[0].AxisX.LineWidth = 2;
chart1.ChartAreas[0].AxisX.LineDashStyle = ChartDashStyle.Solid;
chart1.ChartAreas[0].AxisY.LineColor = Color.Gray;
chart1.ChartAreas[0].AxisY.LineWidth = 2;
chart1.ChartAreas[0].AxisY.LineDashStyle = ChartDashStyle.Solid;
chart1.ChartAreas[0].AxisX.MajorGrid.LineColor = Color.LightGray;
chart1.ChartAreas[0].AxisX.MajorGrid.LineDashStyle = ChartDashStyle.Dash;
chart1.ChartAreas[0].AxisY.MajorGrid.LineColor = Color.LightGray;
chart1.ChartAreas[0].AxisY.MajorGrid.LineDashStyle = ChartDashStyle.Dash;
chart1.ChartAreas[0].BackColor = Color.Transparent;
double interval = 1.0 / Math.Pow(10, _displayInfo.Precision);
chart1.ChartAreas[0].AxisY.Minimum = Math.Round(first_min - interval * 1.0, _displayInfo.Precision);
chart1.ChartAreas[0].AxisY.Maximum = Math.Round(first_max + interval * 1.0, _displayInfo.Precision);
chart1.ChartAreas[0].AxisY.Interval = interval;
if (second_min == double.MaxValue || second_max == double.MinValue)
{
//skip
}
else
{
double interval2 = 1.0 / Math.Pow(10, _displayInfo.Precision2);
chart1.ChartAreas[0].AxisY2.Minimum = Math.Round(second_min - interval * 1.0, _displayInfo.Precision2);
chart1.ChartAreas[0].AxisY2.Maximum = Math.Round(second_max + interval * 1.0, _displayInfo.Precision2);
chart1.ChartAreas[0].AxisY2.Interval = interval;
}
chart1.Invalidate();
}
void Display(ScriptChartContext context)
{
DisplayCurDateTime();
// display text
richTextBox2.Text = context.Description;
DisplayChart(context);
}