// Constructor 2 : Interest Rate Line
public myFrame_old(List <InterestRate_Line> databaseLine)
{
// 1. Perform checks on number of series @TODO
if (databaseLine.Count() != 0)
{
// 2. Extract fields from any DB line
List <string> fieldsList = databaseLine.FirstOrDefault().GetDataFields();
// 3. Initialize the dict
foreach (string field in fieldsList)
{
data[field] = new mySeries();
}
// 4. Fill the dict
foreach (InterestRate_Line line in databaseLine)
{
foreach (string field in fieldsList)
{
data[field].pushback(line.Date, (double)line[field]);
}
}
}
}
// ************************************************************
// LOAD-RELATED METHODS
// ************************************************************
#region
// LOAD THE OBJECT FROM A DICT OF DICT
public void fromDictOfDict(SortedDictionary <string, SortedDictionary <DateTime, double> > argDictOfDict)
{
foreach (string mySeriesName in argDictOfDict.Keys)
{
mySeries mymySeries = new mySeries(argDictOfDict[mySeriesName]);
this.add(mySeriesName, mymySeries);
}
}
// REPLACE mySeries WITHIN EXISTING FRAME
public void replace(string argmySeriesName, mySeries argmySeries)
{
if (this.data.ContainsKey(argmySeriesName))
{
this.remove(argmySeriesName);
this.add(argmySeriesName, argmySeries);
}
}
// ADD FRAME TO FRAME
public void add(string argmySeriesName, mySeries argmySeries)
{
// Perform sanity checks
// @TODO : to be implemented
// Add to frame
this.data[argmySeriesName] = argmySeries;
}
// MERGE INDEX
public SortedSet <DateTime> mergeIndex(mySeries argmySeries)
// previously hashset
{
// http://www.dotnetperls.com/combine-keys
SortedSet <DateTime> ans = new SortedSet <DateTime>(this.data.Keys);
ans.UnionWith(argmySeries.data.Keys);
return(ans);
}
// POWERS
public mySeries Power(double argExp)
{
mySeries answer = new mySeries();
foreach (DateTime dt in this.data.Keys)
{
answer[dt] = Math.Pow(this[dt], argExp);
}
return(answer);
}
// LOGARITHM LN
public mySeries LN(double argExp)
{
mySeries answer = new mySeries();
foreach (DateTime dt in this.data.Keys)
{
answer[dt] = Math.Log(argExp * this[dt]);
}
return(answer);
}
public static mySeries operator -(double num, mySeries den)
{
mySeries answer = new mySeries();
foreach (DateTime dt in den.data.Keys)
{
answer[dt] = num - den[dt];
}
return(answer);
}
public static mySeries operator -(mySeries num, double den)
{
mySeries answer = new mySeries();
foreach (DateTime dt in num.data.Keys)
{
answer[dt] = num[dt] - den;
}
return(answer);
}
// CONCAT mySeries
public mySeries concat(mySeries argmySeries)
{
SortedDictionary <DateTime, double> ans = new SortedDictionary <DateTime, double>(this.data);
foreach (DateTime dt in argmySeries.data.Keys.Where(x => !this.data.Keys.Contains(x)))
{
ans.Add(dt, argmySeries.data[dt]);
}
return(new mySeries(ans));
}
// SWAP FRAME WITHIN FRAME
public mySeries swap(string argmySeriesName, mySeries argmySeries)
{
mySeries ans = new mySeries();
if (this.data.ContainsKey(argmySeriesName))
{
ans = this.pop(argmySeriesName);
this.add(argmySeriesName, argmySeries);
}
return(ans);
}
// POP FRAME FROM FRAME
public mySeries pop(string argmySeriesName)
{
mySeries ans = new mySeries();
if (this.data.ContainsKey(argmySeriesName))
{
ans = this.data[argmySeriesName];
this.remove(argmySeriesName);
}
return(ans);
}
// SUBTRACTION
public static mySeries operator -(mySeries num, mySeries den)
{
mySeries ansNum = num.merge(den);
mySeries ansDen = den.merge(num);
mySeries answer = new mySeries();
foreach (DateTime dt in ansNum.data.Keys)
{
answer[dt] = ansNum[dt] - ansDen[dt];
}
return(answer);
}
