private double getLatestStat(StatCols column_, bool scaledWithView_=false)
{
if (Instrument == null || Instrument.Stats == null || Instrument.Stats.RollingStats == null)
return 0d;
return getScaledValue(Instrument.Stats.RollingStats.GetValue(statsLatestDate, (int)column_), scaledWithView_);
}
public DatedDataCollectionGen<double> GetRawStatSeries(StatCols key_, bool scaledWithView_=false)
{
DatedDataCollectionGen<double> ret = null;
switch (key_)
{
case StatCols.CombinedStat:
ret=RatesHelperMethods.GetHistoricalStatSeries(this);
break;
case StatCols.Residuals:
ret= m_regressionResiduals;
break;
default:
ret= Instrument.Stats.RollingStats.GetColumnValuesAsDDC((int)key_);
break;
}
if (scaledWithView_)
{
var cf = GetColumnFormatForGivenColumn(key_);
if (cf != null && cf.CurrentFormat != null && cf.CurrentFormat.Multiplier != 1d)
ret = ret.MultiplyBy(cf.CurrentFormat.Multiplier);
}
return ret;
}
internal static ColumnFormat GetColumnFormatForGivenColumn(StatCols col_)
{
return _columnFormats.FirstOrDefault(x => x.StatCol == col_);
}
public double GetRawStat(StatCols col_)
{
double ret = double.NaN;
switch(col_)
{
case StatCols.CombinedStat:
ret = CombStat;
break;
case StatCols.Residuals:
ret = LastResidual;
break;
case StatCols.RSquared:
ret = RSquared;
break;
default:
ret = getLatestStat(col_, false);
break;
}
return ret;
}
public static string GetDisplayFormatForGivenStat(StatCols sc_)
{
string ret = "##0.000";
var item = _columnFormats.FirstOrDefault(x => x.StatCol==sc_);
if (item == null) return ret;
ret = item.CurrentFormat.Format;
return ret;
}
