예제 #1
0
        public Dictionary <DateTime, List <DataPoint> > GetDistributeByMarket(List <IMarketData> dataList)
        {
            var l = GetDistributeCube(dataList);

            if (!IsIncludeZero)
            {
                l = l.Where(v => Math.Abs(v.Value) > CommonProc.EPSILON).ToList();
            }
            var tl = l.Select(v => v.Time).Distinct().ToList();
            var rl = new Dictionary <DateTime, List <DataPoint> >();

            tl.ForEach(t =>
            {
                var statisic = l.Where(v => v.Time == t).ToList();
                rl.Add(t, Distribute.GetDistribution(statisic.Select(v => v.Value).ToList(), StatisticStep));
            });

            return(rl);
        }