public void Create()
{
if (m_options != null) return;
m_options = new CMTRangeChartOptions();
cmbMarket1.AddItems(LiveMarkets.Markets);
cmbMarket1.Bind(m_options, "Market1", new Validators.EnumDescValidator(BondMarket.None));
cmbMarket2.AddItems(LiveMarkets.Markets.Concat(new[] {BondMarket.None}).ToArray());
cmbMarket2.Bind(m_options, "Market2", new Validators.EnumDescValidator(BondMarket.None));
boundTextBox1.Bind(m_options, "Lookback", new Validators.IntValidator());
}
public void Create(CMTRangeChartData data_, CMTRangeChartOptions options_)
{
setupStuff();
BoxSetSeries series = (BoxSetSeries)ultraChart1.CompositeChart.Series[0];
series.BoxSets.Clear();
m_lineData_dt.Rows.Clear();
Array.ForEach(m_liveUpdaters.ToArray(), x => x.Dispose());
m_liveUpdaters.Clear();
if (data_ == null || data_.Historical == null)
return;
var values = data_.Historical.TakeEndValues(options_.Lookback);
foreach(var point in CMTLine.DisplayPoints)
{
var fieldValues = values.GetColumnValues((int)point-1);
if (fieldValues.Any(x => double.IsInfinity(x) || double.IsNaN(x)))
continue;
var last = data_.LiveLine[(int)point];
var label = string.Format("{0}Y", point);
QuickSort.Sort(fieldValues);
series.BoxSets.Add(new BoxSet()
{
Label = label,
Min = fieldValues[0],
Max = fieldValues.Last(),
Q1 = fieldValues[(int)fieldValues.Length / 4],
Q2 = fieldValues.Average(),
Q3 = fieldValues[(int)fieldValues.Length / 4 * 3]
});
var row = m_lineData_dt.LoadDataRow(new object[] { label, last }, true);
m_liveUpdaters.Add(new LivePointUpdater(row, data_.LiveLine, (int)point));
}
}
public static CMTRangeChartData GetRangeChartData(CMTRangeChartOptions options_, Focus focus_)
{
if (options_ == null || options_.Market1==BondMarket.None) return null;
// if second market is 'None' then we're just looking to get CMT data for the single country
if (options_.Market2 == BondMarket.None || options_.Market2 == options_.Market1)
return new CMTRangeChartData()
{
Historical = GetHistoricalCMT(options_.Market1, focus_),
LiveLine = CountryBondSource.GetInstance(options_.Market1).GetSmoothCurveGroupForFocus(options_.Focus).LiveCMT
};
else
{
return new CMTRangeChartData()
{
Historical = GetHistoricalSpreads(options_.Market1, options_.Market2, focus_),
LiveLine = GetCMTSpreadLiveDiff(options_.Market1, options_.Market2, options_.Focus)
};
}
}