public Difference(string metric1, string metric2)
: base(0)
{
_expression1 = MetricEvaluationContext.ParseExpression(metric1);
_expression2 = MetricEvaluationContext.ParseExpression(metric2);
Values = new double[2];
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="metricName">the metric definition string, such as "MA[40](BAR.CP)"</param>
public GenericRuntimeMetric(string metricName)
{
if (string.IsNullOrWhiteSpace(metricName))
{
throw new ArgumentNullException();
}
_expression = MetricEvaluationContext.ParseExpression(metricName);
}
static void ProcessOneFile(string file, DateTime startDate, DateTime endDate, string outputFileFolder, string[] metrics)
{
if (string.IsNullOrEmpty(file) || string.IsNullOrEmpty(outputFileFolder))
{
throw new ArgumentNullException();
}
StockHistoryData data = LoadInputFile(file, startDate, endDate);
List <double[]> metricValues = new List <double[]>();
List <string> allFieldNames = new List <string>();
// parse metrics to expression
MetricExpression[] metricExpressions = metrics
.Select(m => MetricEvaluationContext.ParseExpression(m))
.ToArray();
// build field names
for (int i = 0; i < metrics.Length; ++i)
{
if (metricExpressions[i].FieldNames.Length == 1)
{
allFieldNames.Add(metrics[i]);
}
else
{
allFieldNames.AddRange(metricExpressions[i].FieldNames.Select(s => metrics[i] + "." + s));
}
}
// calculate metrics
foreach (Bar bar in data.Data)
{
var metricValuesForOneBar = metricExpressions.SelectMany(m => m.MultipleOutputUpdate(bar)).ToArray();
metricValues.Add(metricValuesForOneBar);
}
string outputFile = Path.Combine(outputFileFolder, data.Name.Code + ".day.metric.csv");
using (StreamWriter outputter = new StreamWriter(outputFile, false, Encoding.UTF8))
{
string header = "code,date,"
+ string.Join(",", allFieldNames.Select(m => MetricHelper.ConvertMetricToCsvCompatibleHead(m)));
outputter.WriteLine(header);
var times = data.Data.Select(d => d.Time).ToArray();
for (int i = 0; i < times.Length; ++i)
{
string value = string.Join(
",",
metricValues[i]
.Select(v => string.Format("{0:0.00}", v)));
outputter.WriteLine(
"{0},{1:yyyy/MM/dd},{2}",
data.Name.Code,
times[i],
value);
}
}
}
