private void RedrawChart()
{
this.chart.Series.Clear();
if (Content != null)
{
var trainingRows = Content.ProblemData.TrainingIndices;
var testRows = Content.ProblemData.TestIndices;
this.chart.Series.Add(SIGNALS_SERIES_NAME);
this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Secondary;
this.chart.Series[SIGNALS_SERIES_NAME].LegendText = SIGNALS_SERIES_NAME;
this.chart.Series[SIGNALS_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
Content.TrainingSignals.Concat(Content.TestSignals).ToArray());
this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content;
var trainingPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
trainingRows);
var testPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
testRows);
IEnumerable <double> accumulatedTrainingPrice = GetAccumulatedProfits(trainingPriceChanges);
IEnumerable <double> accumulatedTestPrice = GetAccumulatedProfits(testPriceChanges);
this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME);
this.chart.Series[PRICEVARIABLE_SERIES_NAME].YAxisType = AxisType.Primary;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].LegendText = PRICEVARIABLE_SERIES_NAME;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
accumulatedTrainingPrice.Concat(accumulatedTestPrice).ToArray());
this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content;
IEnumerable <double> trainingProfit = OnlineProfitCalculator.GetProfits(trainingPriceChanges, Content.TrainingSignals, Content.ProblemData.TransactionCosts);
IEnumerable <double> testProfit = OnlineProfitCalculator.GetProfits(testPriceChanges, Content.TestSignals, Content.ProblemData.TransactionCosts);
IEnumerable <double> accTrainingProfit = GetAccumulatedProfits(trainingProfit);
IEnumerable <double> accTestProfit = GetAccumulatedProfits(testProfit);
this.chart.Series.Add(ASSET_SERIES_NAME);
this.chart.Series[ASSET_SERIES_NAME].YAxisType = AxisType.Primary;
this.chart.Series[ASSET_SERIES_NAME].LegendText = ASSET_SERIES_NAME;
this.chart.Series[ASSET_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[ASSET_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
accTrainingProfit.Concat(accTestProfit).ToArray());
this.chart.Series[ASSET_SERIES_NAME].Tag = Content;
this.UpdateStripLines();
}
}
public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, IProblemData problemData, IEnumerable <int> rows)
{
IEnumerable <double> signals = GetSignals(interpreter, solution, problemData.Dataset, rows);
IEnumerable <double> returns = problemData.Dataset.GetDoubleValues(problemData.PriceChangeVariable, rows);
OnlineCalculatorError errorState;
double profit = OnlineProfitCalculator.Calculate(returns, signals, problemData.TransactionCosts, out errorState);
if (errorState != OnlineCalculatorError.None)
{
return(0.0);
}
else
{
return(profit);
}
}