/// <summary>
///
/// </summary>
/// <param name="field"></param>
/// <returns>Each Column is a different. Each Row is a different index point</returns>
public ConstructGenGen<int, double> GetCombined(DataAroundEventField field)
{
if (m_cache.ContainsKey(field))
return m_cache[field];
if (DataInterEvents == null || DataInterEvents.Length == 0)
return null;
var allEvents = DataInterEvents.Where(x => x.HasProcessedData).ToArray();
var allindexes =
allEvents.Select(x => x[field].Select(p => p.Index).ToArray()).SelectMany(x => x).OrderBy(x => x).ToArray();
var minIndex = allindexes[0];
var maxIndex = allindexes[allindexes.Length - 1];
var combined = new ConstructGenGen<int, double>(allEvents.Select(x => x.EventSpan.ToString()).ToArray());
for (int i = minIndex; i <= maxIndex; ++i)
combined.SetValues(i, ExtensionMethods.CreateArrayRep(double.NaN, combined.ArrayLength));
for (int eventIndex = 0; eventIndex < allEvents.Length; ++eventIndex)
{
foreach (var point in allEvents[eventIndex][field])
combined.SetValue(point.Index, eventIndex, point.Value);
}
m_cache[field] = combined;
//m_combined.DisplayInGrid("title", "span");
return combined;
}
public void ApplyData(DataAroundEvent[] data_, int numberAroundEvent_, DataAroundEventField field_)
{
var con = Helper.TransformToCon(data_, numberAroundEvent_, field_);
if (con == null) return;
for (int i = 0; i < con.Dates.Count; i++)
{
ApplyData(con.Dates[i].ToString("dd-MM-yy") + " " + data_[i].EventCode /*+ ": \n" + data_[i].Instrument*/, con.ColumnHeadings, con.GetValues(con.Dates[i]));
}
}
public static string DisplayformatForDataType(DataAroundEventField field_)
{
switch (field_)
{
case DataAroundEventField.Filled_Diff:
case DataAroundEventField.Filled_Level:
return "##0.0##";
case DataAroundEventField.Filled_Pct:
return "##0.0%";
}
return null;
}
public static Tuple<ConstructGen<double>, int, DateTime> TransformToCompoChartDataAndShift(DataAroundEvent[] data_, int numberAroundEvents_, DataAroundEventField field_)
{
ConstructGen<double> ret = new ConstructGen<double>(numberAroundEvents_ + 1);
ret.ColumnHeadings = new string[ret.ArrayLength];
//ret.ColumnHeadings[0] = DateTime.Today.ToString("dd-MMM-yyyy");
for (int i = 0; i <= numberAroundEvents_; ++i)
{
ret.ColumnHeadings[i] = i.ToString();
}
var headings = new List<string>(ret.ColumnHeadings);
int dayShift=0;
DateTime closestEvent=DateTime.MinValue;
if (data_ != null)
{
var eventdates = data_.Select(d => d.EventDate).ToArray();
// first find out any events falls within next 15 days
var maxAllowEventDate = DateTime.Today.AddDays(numberAroundEvents_);
var includeEvents = eventdates
.Where(newEvent => newEvent >= DateTime.Today && newEvent <= maxAllowEventDate);
if (includeEvents.Any())
{
closestEvent = includeEvents.OrderBy(e => e).First();
dayShift = (int)(closestEvent -DateTime.Today).TotalDays;
int firstDataIndex = numberAroundEvents_ - dayShift;
foreach (var eve in data_.OrderBy(x => x.EventDate))
{
// initialise to NaN
ret.SetValues(eve.EventDate, Utils.GetArrayOfValue<double>(double.NaN, ret.ArrayLength));
var subData = eve[field_];
if (subData != null)
for (int i = 0; i <= numberAroundEvents_; i++)
{
if (firstDataIndex + i > subData.Data.Length -1) continue;
if (subData.Data[firstDataIndex+i] == null) continue;
ret.SetValue(eve.EventDate, i, subData.Data[firstDataIndex+i].Value);
}
}
}
}
return new Tuple<ConstructGen<double>, int, DateTime>(ret, dayShift, closestEvent);
}
public static ConstructGen<double> TransformToCon(DataAroundEvent[] data_, int numberAroundEvents_, DataAroundEventField field_)
{
ConstructGen<double> ret = new ConstructGen<double>((numberAroundEvents_ * 2) + 1);
ret.ColumnHeadings = new string[ret.ArrayLength];
ret.ColumnHeadings[numberAroundEvents_] = "0";
for (int i = 1; i <= numberAroundEvents_; ++i)
{
ret.ColumnHeadings[numberAroundEvents_ - i] = (-i).ToString();
ret.ColumnHeadings[numberAroundEvents_ + i] = i.ToString();
}
var headings = new List<string>(ret.ColumnHeadings);
if(data_!=null)
foreach (var eve in data_.OrderBy(x => x.EventDate))
{
// initialise to NaN
ret.SetValues(eve.EventDate, Utils.GetArrayOfValue<double>(double.NaN, ret.ArrayLength));
var subData = eve[field_];
if(subData!=null)
foreach (var point in subData.Data)
{
if (point == null) continue;
var index = headings.IndexOf((point.Index - data_.First().Offset).ToString());
ret.SetValue(eve.EventDate, index, point.Value);
}
}
return ret;
}
public IList<IndexedPoint> this[DataAroundEventField field_]
{
get
{
if (m_processedData == null)
return null;
switch (field_)
{
case DataAroundEventField.Filled_Diff:
return m_processedData.Select(x => new IndexedPoint() {Index = x.Index, Value = x.Value[0]}).ToList();
case DataAroundEventField.Filled_Level:
return m_processedData.Select(x => new IndexedPoint() {Index = x.Index, Value = x.Value[1]}).ToList();
case DataAroundEventField.Filled_Pct:
return m_processedData.Select(x => new IndexedPoint() { Index = x.Index, Value = x.Value[2] }).ToList();
case DataAroundEventField.Filled_Daily_Diff:
return m_processedData.Select(x => new IndexedPoint() {Index = x.Index, Value = x.Value[3]}).ToList();
default:
return m_processedData.Select(x => new IndexedPoint() { Index = x.Index, Value = x.Value[0] }).ToList();
}
}
}
public void SetupForDataType(DataAroundEventField field_)
{
Chart.SetYAxisFormat(Helper.DisplayformatForDataType(field_));
boundInfraGrid1.ApplyDisplayDoubleFormat(Helper.DisplayformatForDataType(field_));
boundInfraGrid1.AutoSizeGridColumns();
}
public void ApplyStats(DataAroundEvent[] data_, int numberAroundEvent_, DataAroundEventField field_)
{
var con = Helper.TransformToCon(data_, numberAroundEvent_, field_);
if (con == null) return;
var avgs = new double[con.ArrayLength];
var zscore = new double[con.ArrayLength];
for (int i = 0; i < avgs.Length; ++i)
{
var validNumberSeries = con.GetColumnValues(i).Where(x => double.IsNaN(x) == false);
if (!validNumberSeries.Any()) continue;
avgs[i] = validNumberSeries.ToArray().Average();
var sd = Statistics.Stdev(validNumberSeries.ToArray());
zscore[i] = avgs[i]/sd;
}
ApplyData("Average", con.ColumnHeadings, avgs);
ApplyData("Avg/S.d.", con.ColumnHeadings, zscore);
}
