/* This is the security type. Valid values are: * STK * OPT * FUT * IND * FOP * CASH * BAG */ private void RequestMarketData(params Currencies[] symbols) { m_tickers = new ForexTicker[symbols.Length, symbols.Length]; m_a = new Matrix(symbols.Length, symbols.Length); m_b = new Matrix(symbols.Length, symbols.Length); m_c = new Matrix(symbols.Length, symbols.Length); myGrid.Children.Clear(); myGrid.RowDefinitions.Clear(); myGrid.ColumnDefinitions.Clear(); myGrid.RowDefinitions.Add(new RowDefinition()); myGrid.ColumnDefinitions.Add(new ColumnDefinition()); int OFFSET = 1; for (int i = 0; i < symbols.Length; i++) { for (int j = 0; j < symbols.Length; j++) { if (i == 0) { myGrid.ColumnDefinitions.Add(new ColumnDefinition()); Label lbl = new Label(); lbl.Content = symbols[j]; Grid.SetRow(lbl, 0); Grid.SetColumn(lbl, j + OFFSET); myGrid.Children.Add(lbl); } if (j == 0) { myGrid.RowDefinitions.Add(new RowDefinition()); Label lbl = new Label(); lbl.Content = symbols[i]; Grid.SetRow(lbl, i + OFFSET); Grid.SetColumn(lbl, 0); myGrid.Children.Add(lbl); } if (i != j) { ForexTicker ticker = new ForexTicker(i, j, symbols[i], symbols[j]); Grid.SetRow(ticker, i + OFFSET); Grid.SetColumn(ticker, j + OFFSET); myGrid.Children.Add(ticker); m_tickers[i, j] = ticker; if (m_tws.serverVersion > 0) { if (ticker.IsNormalized) { m_tws.reqMktData2(ticker.Id, ticker.LocalSymbol, "CASH", "SMART", "IDEALPRO", ticker.LocalCurrency, Contract.GENERIC_TICK_TAGS, 0); } } } } } }
private void button4_Click(object sender, EventArgs e) { Bluebit.MatrixLibrary.Matrix a = new Bluebit.MatrixLibrary.Matrix(3, 3); Bluebit.MatrixLibrary.Matrix A = new Bluebit.MatrixLibrary.Matrix(new double[, ] { { 3, 0 }, { 2, 1 } }); //a = A.Inverse(); MessageBox.Show(A.Determinant().ToString()); //textBoxKey.Text = a[0, 0].ToString() + " " + a[0, 1].ToString() + " " + a[1, 0].ToString()+" " + a[0, 1].ToString(); dataGridViewKey.DataSource = a.ToArray(); }
private void CalulateTestArbitrage() { m_a = m_aTest2.Clone(); m_b = new Matrix(TEST_ARBITRAGE_SIZE, TEST_ARBITRAGE_SIZE); m_c = new Matrix(TEST_ARBITRAGE_SIZE, TEST_ARBITRAGE_SIZE); SetupArbitrage(); CalculateB(); CalculateC(); CalculateSD(); CalculateShortestPath(); CalculateHistorical(); }
private void CalulateTestArbitrage() { m_a = m_aTest2.Clone(); m_b = new Matrix(TEST_ARBITRAGE_SIZE, TEST_ARBITRAGE_SIZE); m_c = new Matrix(TEST_ARBITRAGE_SIZE, TEST_ARBITRAGE_SIZE); SetupArbitrage(); CalculateB(); CalculateC(); CalculateSD(); CalculateShortestPath(); CalculateHistorical(); }
/* This is the security type. Valid values are: STK OPT FUT IND FOP CASH BAG */ private void RequestMarketData(params Currencies[] symbols) { m_tickers = new ForexTicker[symbols.Length, symbols.Length]; m_a = new Matrix(symbols.Length, symbols.Length); m_b = new Matrix(symbols.Length, symbols.Length); m_c = new Matrix(symbols.Length, symbols.Length); myGrid.Children.Clear(); myGrid.RowDefinitions.Clear(); myGrid.ColumnDefinitions.Clear(); myGrid.RowDefinitions.Add(new RowDefinition()); myGrid.ColumnDefinitions.Add(new ColumnDefinition()); int OFFSET = 1; for (int i = 0; i < symbols.Length; i++) { for (int j = 0; j < symbols.Length; j++) { if (i == 0) { myGrid.ColumnDefinitions.Add(new ColumnDefinition()); Label lbl = new Label(); lbl.Content = symbols[j]; Grid.SetRow(lbl, 0); Grid.SetColumn(lbl, j + OFFSET); myGrid.Children.Add(lbl); } if (j == 0) { myGrid.RowDefinitions.Add(new RowDefinition()); Label lbl = new Label(); lbl.Content = symbols[i]; Grid.SetRow(lbl, i + OFFSET); Grid.SetColumn(lbl, 0); myGrid.Children.Add(lbl); } if (i != j) { ForexTicker ticker = new ForexTicker(i, j, symbols[i], symbols[j]); Grid.SetRow(ticker, i + OFFSET); Grid.SetColumn(ticker, j + OFFSET); myGrid.Children.Add(ticker); m_tickers[i,j] = ticker; if (m_tws.serverVersion > 0) { if (ticker.IsNormalized) m_tws.reqMktData2(ticker.Id, ticker.LocalSymbol, "CASH", "SMART", "IDEALPRO", ticker.LocalCurrency, Contract.GENERIC_TICK_TAGS, 0); } } } } }