public void PaintX2(int j)
{
ChartValues <double> valueChart = new ChartValues <double>();
ChartValues <double> test = new ChartValues <double>();
for (int i = 0; i < 20; i++)
{
valueChart.Add(Math.Sin(i * i * j));
test.Add(Math.Cos(i));
}
ValueAsset = new SeriesCollection
{
new LineSeries
{
Title = "Serie 1",
Values = valueChart,
ScalesYAt = 0
}
};
if (GeneralSetting.MovingAverageList.Count != 0) // If there is some Moving average ...
{
for (int i = 0; i < GeneralSetting.MovingAverageList.Count; i++)
{
int period = GeneralSetting.MovingAverageList[i].Period;
if (period < valueChart.Count)
{
ChartValues <double> valueChartMovingAverageTemp = new ChartValues <double>();
// because for the beginning sma is equal to value chart until we can compute the average
for (int k = 0; k < period; k++)
{
valueChartMovingAverageTemp.Add(valueChart[k]);
}
// compute average for the rest of data
for (int k = period; k < valueChart.Count; k++)
{
valueChartMovingAverageTemp.Add(valueChart.Skip(k).Take(period).Sum() / period);
}
// adding sma
ValueAsset.Add(new LineSeries
{
Title = "SMA" + period,
Values = valueChartMovingAverageTemp,
Fill = System.Windows.Media.Brushes.Transparent
});
}
}
}
if (GeneralSetting.isBollingerBands)
{
ChartValues <double> bollingerAverage = new ChartValues <double>();
int period = GeneralSetting.BollingerBand.Period;
for (int k = 0; k < period; k++)
{
bollingerAverage.Add(valueChart[k]);
}
// compute average for the rest of data
for (int k = period; k < valueChart.Count; k++)
{
bollingerAverage.Add(valueChart.Skip(k).Take(period).Sum() / period);
}
ChartValues <double> bollingerTop = new ChartValues <double>();
for (int i = 1; i < bollingerAverage.Count; i++)
{
double result = bollingerAverage[i] + StandardDeviation(bollingerAverage.Take(i).ToList(), bollingerAverage.Take(i).Count());
bollingerTop.Add(result);
}
ChartValues <double> bollingerDown = new ChartValues <double>();
for (int i = 1; i < bollingerAverage.Count; i++)
{
double result = bollingerAverage[i] - StandardDeviation(bollingerAverage.Take(i).ToList(), bollingerAverage.Take(i).Count());
bollingerDown.Add(result);
}
ValueAsset.Add(new LineSeries
{
Title = "BollingerAverage",
Values = bollingerAverage,
Stroke = Brushes.Green,
Fill = System.Windows.Media.Brushes.Transparent
});
ValueAsset.Add(new LineSeries
{
Title = "BollingerTop",
Values = bollingerTop,
Stroke = Brushes.Green,
Fill = System.Windows.Media.Brushes.Transparent
});
ValueAsset.Add(new LineSeries
{
Title = "BollingerDown",
Values = bollingerDown,
Stroke = Brushes.Green,
Fill = System.Windows.Media.Brushes.Transparent
});
}
}
public void PopulateChartPrice(string ticker)
{
// Get historical data
List <Object> result = bbH.GetPriceVolumeValue(ticker, null, "20180101", "20180220");
List <double> price = (List <double>)result[1];
ChartValues <double> valueChart = new ChartValues <double>();
for (int i = 0; i < price.Count; i++)
{
valueChart.Add(price[i]);
}
// Compute Volatility
ChartValues <double> valueVolatility = new ChartValues <double>();
double V0 = price[0];
for (int i = 0; i < price.Count; i++)
{
double Vt = price[i];
valueVolatility.Add(((Vt / V0) - 1) * 100); // peut etre *100 à voir selon le résultat
}
NameAsset = ticker;
// Compute Performance
ChartValues <double> valuePerformance = new ChartValues <double>();
for (int i = 0; i < price.Count; i++)
{
double resultPerf = PopulationStandardDeviation(valueVolatility.Take(i).ToList());
valuePerformance.Add(resultPerf);
}
AssetValue = new SeriesCollection
{
new LineSeries
{
Title = "Asset Value",
Values = valueChart
}
};
AssetValuePerformance = new SeriesCollection
{
new LineSeries
{
Title = "Performance",
Values = valuePerformance
}
};
AssetValueVolatility = new SeriesCollection
{
new LineSeries
{
Title = "Volatility",
Values = valueVolatility
}
};
// Here for AssetReaserch
AssetResarch.ValuePerformance = valuePerformance.ToList();
AssetResarch.Value = valueChart.ToList();
AssetResarch.ValueVolatility = valueVolatility.ToList();
}