private void sim_result_grid_key(object sender, KeyEventArgs e)
{
try {
if (e.KeyCode.Equals(Keys.Up) || e.KeyCode.Equals(Keys.Down))
{
Stock_var stock = new Stock_var();
marketdb DB = new marketdb();
stock.company_info = DB.get_company_info();
int rowIndex = sim_result_grid.CurrentRow.Index;
string target_code = sim_result_grid.Rows[rowIndex].Cells[0].Value.ToString();
if (EndDayFlag && StartDayFlag)
{
stock.daily_data = DB.get_daily_price(stock.company_info.FirstOrDefault(x => x.Value == target_code).Key, StartDay, EndDay);
target_graph.Series[0].Name = sim_result_grid.Rows[rowIndex].Cells[0].Value.ToString();
target_graph.DataSource = stock.daily_data;
target_graph.Series[0].XValueType = ChartValueType.DateTime;
target_graph.Series[0].XValueMember = "date";
target_graph.Series[0].YValueMembers = "close";
target_graph.DataBind();
double min = Convert.ToDouble(stock.daily_data.AsEnumerable().Min(row => row["close"]));
double max = Convert.ToDouble(stock.daily_data.AsEnumerable().Max(row => row["close"]));
min = min * 0.8;
max = max * 1.2;
if (max != min)
{
target_graph.ChartAreas[0].AxisY.Minimum = min;
target_graph.ChartAreas[0].AxisY.Maximum = max;
}
}
}
}
catch (Exception ex) {
Console.WriteLine("Item_grid_CellClick error");
Console.WriteLine(ex);
}
}
private void sim_result_grid_CellClick(object sender, DataGridViewCellEventArgs e)
{
try {
Stock_var stock = new Stock_var();
marketdb DB = new marketdb();
stock.company_info = DB.get_company_info();
int rowIndex = sim_result_grid.CurrentRow.Index;
string target_code = sim_result_grid.Rows[rowIndex].Cells[0].Value.ToString();
if (EndDayFlag && StartDayFlag)
{
stock.daily_data = DB.get_daily_price(stock.company_info.FirstOrDefault(x => x.Value == target_code).Key, StartDay, EndDay);
double min = Convert.ToDouble(stock.daily_data.AsEnumerable().Min(row => row["close"]));
double max = Convert.ToDouble(stock.daily_data.AsEnumerable().Max(row => row["close"]));
min = min * 0.8;
max = max * 1.2;
target_graph.Series[0].Name = sim_result_grid.Rows[rowIndex].Cells[0].Value.ToString();
target_graph.DataSource = stock.daily_data;
target_graph.ChartAreas["ChartArea1"].AxisX.MajorGrid.LineWidth = 1;
target_graph.ChartAreas["ChartArea1"].AxisY.MajorGrid.LineWidth = 1;
if (max != min)
{
target_graph.ChartAreas["ChartArea1"].AxisY.Maximum = max;
target_graph.ChartAreas["ChartArea1"].AxisY.Minimum = min;
}
target_graph.Series[0].XValueType = ChartValueType.Date;
target_graph.Series[0].XValueMember = "date";
target_graph.Series[0].IsXValueIndexed = true;
target_graph.Series[0].YValueMembers = "high,low,open,close";
target_graph.Series[0].CustomProperties = "PriceDownColor=Blue,PriceUpColor=Red";
target_graph.Series[0]["OpenCloseStyle"] = "Triangle";
target_graph.Series[0]["ShowOpenClose"] = "Both";
target_graph.DataBind();
}
}
catch (Exception ex) {
Console.WriteLine("Item_grid_CellClick error");
Console.WriteLine(ex);
}
}
public void corr_calc()
{
Run_sim_Flag = true;
Stock_var d_stk = new Stock_var();
marketdb dtw_db = new marketdb();
Stock_var tar_stk = new Stock_var();
//double[] d_pip = null;
//double[] t_pip = null;
//int pip_len;
int pct = 0;
int bar_cnt = 0;
double result = 0;
d_stk.company_info = dtw_db.get_company_info();
d_stk.daily_data = dtw_db.get_daily_price(default_code, StartDay, EndDay);
object[] d_stk_arr = d_stk.daily_data.Select().Select(x => x["close"]).ToArray();
int[] d_stk_arr_int = d_stk_arr.Cast <int>().ToArray();
double[] d_stk_arr_Scaling = Normalization.FeatureScaling(d_stk_arr_int);
//pip_len = d_stk_arr_Scaling.Length < 700 ? 100 :
// d_stk_arr_Scaling.Length < 250 ? 75 :
// d_stk_arr_Scaling.Length < 120 ? 60 :
// d_stk_arr_Scaling.Length < 100 ? 50 :
// d_stk_arr_Scaling.Length < 60 ? 30 : 30;
//Console.WriteLine(pip_len);
//d_pip = Representation.PIP_VD(d_stk_arr_Scaling, pip_len);
Parallel.ForEach(d_stk.company_info, cur_info => {
try {
tar_stk.daily_data = dtw_db.get_daily_price(cur_info.Key, StartDay, EndDay);
object[] t_stk_arr = tar_stk.daily_data.Select().Select(x => x["close"]).ToArray();
int[] t_stk_arr_Int = t_stk_arr.Cast <int>().ToArray();
double[] t_stk_arr_Scaling = Normalization.FeatureScaling(t_stk_arr_Int);
//t_pip = Representation.PIP_VD(t_stk_arr_Scaling, pip_len);
result = SimilarityMeasure.corr(d_stk_arr_Scaling, t_stk_arr_Scaling);
//result = SimilarityMeasure.corr(d_pip, t_pip);
//result = SimilarityMeasure.GetDynamicTimeWarpDistance(d_pip, t_pip);
if (result > 0.89)
{
sim_result_dict.Add(cur_info.Value, result);
if (InvokeRequired)
{
Invoke(new Action(delegate() {
sim_result_grid.Rows.Add(cur_info.Value, sim_result_dict[cur_info.Value]);
}));
}
}
pct = ((++bar_cnt * 100) / d_stk.company_info.Count);
if (pct >= 100)
{
pct = 100;
}
if (InvokeRequired)
{
Invoke(new Action(delegate() {
sim_bar.Value = pct;
}));
}
}
catch {
++bar_cnt;
}
});
//foreach (KeyValuePair<string, double> pair in sim_result_dict ) {
// sim_result_grid.Rows.Add(pair.Key, pair.Value);
//}
}