internal void close(double tri0, double tri1, double tri2, double tri3, double tri4)
{
if (lastBars != null)
{
processBar(lastBars);
}
var tris = O.array(tri0, tri1, tri2, tri3, tri4);
lastBars = new Dictionary <Symbol, Bar>();
O.zeroTo(5, i => lastBars.Add(symbols[i], bar(tris[i])));
processClose(lastBars);
var jTime = O.jDate(time);
time = O.date(Dates.businessDaysAhead(1, jTime, "nyb"));
}
public void doPlot(IEnumerable <Position> positions)
{
clear();
var closed = O.accept(positions, position => position.isClosed());
var pnls = O.sort(O.convert(closed, toValue));
var min = O.first(pnls);
var max = O.last(pnls);
var range = max - min;
var bucketCount = Math.Max(Math.Min(150, pnls.Count / 5), 1);
var blockSize = Math.Max(1, range / bucketCount);
if (blockSize == 1)
{
bucketCount = (int)range + 1;
}
var buckets = O.array(O.nCopies(bucketCount, 0.0));
O.each(pnls, pnl => {
var bucket = (int)((pnl - min) / blockSize);
if (bucket == bucketCount)
{
bucket--;
}
buckets[bucket]++;
});
var bucketStarts = O.array(O.convert(buckets, (i, unused) => i * blockSize + min));
var pnlCount = O.count(pnls);
var lowerQuartile = pnls[pnlCount / 4];
var upperQuartile = pnls[3 * pnlCount / 4];
var median = pnls[pnlCount / 2];
var mean = O.average(pnls);
var sd = O.populationStandardDeviation(pnls);
var colors = O.array(O.convert(bucketStarts, (i, bucket) => {
var isLow = bucket < median;
var isBright = bucket <= lowerQuartile || bucket >= upperQuartile;
if (isLow)
{
return(isBright ? (2.0 / 3.0) : 0.0);
}
return(isBright ? 1.0 : (1.0 / 3.0));
}));
var points = new PointPairList(bucketStarts, buckets, colors);
addBars("pnls", O.array(Color.DarkRed, Color.FromArgb(0, 18, 110), Color.Red, Color.FromArgb(0, 60, 255)), points);
GraphObjList.Add(new LineObj(Color.Lime, 0, 0, 0, 1)
{
Location = { CoordinateFrame = CoordType.XScaleYChartFraction },
Line = { Style = DashStyle.Dot, Width = 2 }
});
GraphObjList.Add(new TextObj(O.join("\n", O.list(
"min = " + O.prettyNumber(min),
"25% = " + O.prettyNumber(lowerQuartile),
"50% = " + O.prettyNumber(median),
"75% = " + O.prettyNumber(upperQuartile),
"max = " + O.prettyNumber(max), "",
"mean = " + O.prettyNumber(mean),
"sd(pop) = " + O.prettyNumber(sd)
)), 0.9, 0.12, CoordType.ChartFraction)
{
FontSpec = { StringAlignment = StringAlignment.Near }
});
BarSettings.MinClusterGap = 0;
XAxis.Scale.MinGrace = 0;
XAxis.Scale.MaxGrace = 0;
}