コード例 #1
0
        public void PopulateChartPrice(string ticker)
        {
            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]);
            }

            NameAsset  = ticker;
            ValueAsset = new SeriesCollection
            {
                new LineSeries
                {
                    Title  = "Price",
                    Values = valueChart
                }
            };
        }
コード例 #2
0
        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();
        }