protected DatedDataCollectionGen<double> ensureAllWeekdays(DatedDataCollectionGen<double> input_)
{
var dates = new List<DateTime>();
var values = new List<double>();
var date = input_.Dates[0];
while (date <= input_.Dates.Last())
{
int index = input_.IndexOf(date);
if (index == -1)
{
dates.Add(date);
values.Add(double.NaN);
}
else
{
dates.Add(input_.Dates[index]);
values.Add(input_.Data[index]);
}
date = MyCalendar.NextWeekDay(date);
}
return new DatedDataCollectionGen<double>(dates.ToArray(), values.ToArray());
}
public static DatedDataCollectionGen<double> ensureAllWeekdays(DatedDataCollectionGen<double> input_, bool insertNan_ = true)
{
var dates = new List<DateTime>();
var values = new List<double>();
var date = input_.Dates[0];
double previous = input_.Data[0];
while (date <= input_.Dates.Last())
{
int index = input_.IndexOf(date);
if (index == -1)
{
dates.Add(date);
if (insertNan_)
values.Add(double.NaN);
else
values.Add(previous);
}
else
{
dates.Add(input_.Dates[index]);
values.Add(input_.Data[index]);
previous = input_.Data[index];
}
date = NextWeekDay(date);
}
return new DatedDataCollectionGen<double>(dates.ToArray(), values.ToArray());
}
