public void Create(DoubleSeries series) { this.indicator = Activator.CreateInstance(this.indicatorType) as Indicator; foreach (KeyValuePair<string, object> keyValuePair in this.properties) this.indicatorType.GetProperty(keyValuePair.Key).SetValue(this.indicator, keyValuePair.Value, (object[])null); this.indicator.Input = series; }
public Regression(DoubleSeries series1, DoubleSeries series2, double alpha, double beta) { this.graph = new Graph(); this.series1 = series1; this.series2 = series2; this.graph.LineEnabled = false; this.graph.MarkerSize = 1; }
public SimpleSeriesItem(string name, DoubleSeries parentSeries): base() { this.enabled = true; this.parentSeries = parentSeries; this.name = name; this.series = parentSeries; this.fillSeries = true; }
public List<IndicatorTemplateItem> GetIndicatorTemplates(DoubleSeries series) { List<IndicatorTemplateItem> list = new List<IndicatorTemplateItem>(); this.Create(series); list.Add(this); foreach (IndicatorTemplateItem indicatorTemplateItem in this.children) list.AddRange((IEnumerable<IndicatorTemplateItem>)indicatorTemplateItem.GetIndicatorTemplates((DoubleSeries)this.indicator)); return list; }
public void Create(DoubleSeries series) { this.table.Clear(); foreach (IndicatorTemplateItem indicatorTemplateItem1 in this.indicatorTemplateList) { foreach (IndicatorTemplateItem indicatorTemplateItem2 in indicatorTemplateItem1.GetIndicatorTemplates(series)) this.table[indicatorTemplateItem2.Indicator] = indicatorTemplateItem2; } }
public DoubleSeries GetOpenIntSeries() { DoubleSeries ds = new DoubleSeries(this.Name); for (int i = 0; i < this.Count; ++i) { ds.Add(this[i].DateTime, this[i].OpenInt); } return(ds); }
public DoubleSeries GetArray(int index1, int index2, BarData barData) { DoubleSeries ds = new DoubleSeries(); for (int i = index1; i <= index2; ++i) { ds.Add(this.GetDateTime(i), this[i, barData]); } return(ds); }
public DSView(Pad pad, DoubleSeries series, Color color, EIndexOption option, SmoothingMode smoothing) : base(pad) { this.mainSeries = series; this.option = option; this.KNRy1kSrcC = color; this.IXfyvDxxVL = smoothing; this.ToolTipFormat = "toool"; // this.ToolTipFormat = this.toolTipFormat.Replace(FJDHryrxb1WIq5jBAt.mT707pbkgT(2828), pad.Chart.LabelDigitsCount.ToString()); }
public DoubleSeries Pow(double Pow) { DoubleSeries ds = this.GetType().GetConstructor(new Type[0]).Invoke(new object[0]) as DoubleSeries; ds.fName = this.fName; ds.fTitle = this.fTitle; for (int i = 0; i < this.Count; ++i) { ds.Add(this.GetDateTime(i), Math.Pow(this[i, 0], Pow)); } return(ds); }
public virtual DoubleSeries GetNegativeSeries() { DoubleSeries ds = new DoubleSeries(); for (int i = 0; i < this.Count; ++i) { if (this[i] < 0.0) { ds.Add(this.GetDateTime(i), this[i]); } } return(ds); }
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2) { DoubleSeries ds = new DoubleSeries(this.Name); for (int i = 0; i < this.Count; ++i) { if (this[i].DateTime >= date1 && this[i].DateTime <= date2) { ds.Add(this[i].DateTime, this[i].Close); } } return(ds); }
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2) { DoubleSeries doubleSeries = new DoubleSeries(this.Name); for (int index = 0; index < this.Count; ++index) { if (this[index].DateTime >= date1 && this[index].DateTime <= date2) { doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt); } } return(doubleSeries); }
protected override void OnUpdateChart(ICollection<IDataObject> objects) { DoubleSeries doubleSeries = new DoubleSeries("Trade"); using (IEnumerator<IDataObject> enumerator = ((IEnumerable<IDataObject>) objects).GetEnumerator()) { while (((IEnumerator) enumerator).MoveNext()) { Trade trade = (Trade) enumerator.Current; doubleSeries.Add(trade.DateTime, trade.Price); } } ((TimeSeries) doubleSeries).Draw(Color.Black); }
public static DoubleSeries operator *(double val, DoubleSeries series) { if (series == null) { throw new ArgumentException("series == null"); } DoubleSeries ds = new DoubleSeries("series1.Name" + series.Name); for (int i = 0; i < series.Count; ++i) { ds.Add(series.GetDateTime(i), val * series[i, 0]); } return(ds); }
protected override void OnUpdateChart(ICollection<IDataObject> objects) { DoubleSeries doubleSeries1 = new DoubleSeries("Bid"); DoubleSeries doubleSeries2 = new DoubleSeries("Ask"); using (IEnumerator<IDataObject> enumerator = ((IEnumerable<IDataObject>) objects).GetEnumerator()) { while (((IEnumerator) enumerator).MoveNext()) { Quote quote = (Quote) enumerator.Current; doubleSeries1.Add(quote.DateTime, quote.Bid); doubleSeries2.Add(quote.DateTime, quote.Ask); } } ((TimeSeries) doubleSeries1).Draw(Color.Blue); ((TimeSeries) doubleSeries2).Draw(Color.Red); }
public DoubleSeries GetResidualSeries() { Calculate(); this.rYJrndpjL = new DoubleSeries(); this.rYJrndpjL.Title = this.series1.Name + "" + this.series2.Name + "name"; for (int index = 0; index < this.series1.Count; ++index) { DateTime dateTime = this.series1.GetDateTime(index); if (this.series2.Contains(dateTime)) { double X = this.series1[dateTime]; double num = this.series2[dateTime]; double regression = this.GetRegression(X); this.rYJrndpjL.Add(dateTime, num - regression); } } return(this.rYJrndpjL); }
public static DoubleSeries operator /(DoubleSeries series1, DoubleSeries series2) { if (series1 == null || series2 == null) { throw new ArgumentException("series1 = null || series2 == null"); } DoubleSeries ds = new DoubleSeries("series1.Name" + series1.Name + "series2.Name" + series2.Name); for (int i = 0; i < series1.Count; ++i) { DateTime dt = series1.GetDateTime(i); if (series2.Contains(dt) && series2[dt] != 0.0) { ds.Add(dt, series1[dt, EIndexOption.Null] / series2[dt, EIndexOption.Null]); } } return(ds); }
public DoubleSeries GetResidualSeries() { Calculate(); this.rYJrndpjL = new DoubleSeries(); this.rYJrndpjL.Title = this.series1.Name + "" + this.series2.Name + "name"; for (int index = 0; index < this.series1.Count; ++index) { DateTime dateTime = this.series1.GetDateTime(index); if (this.series2.Contains(dateTime)) { double X = this.series1[dateTime]; double num = this.series2[dateTime]; double regression = this.GetRegression(X); this.rYJrndpjL.Add(dateTime, num - regression); } } return this.rYJrndpjL; }
public new DoubleSeries Shift(int offset) { DoubleSeries ds = new DoubleSeries(base.Name, base.Title); int num = 0; if (offset < 0) { num += Math.Abs(offset); } for (int i = num; i < this.Count; i++) { int num2 = i + offset; if (num2 >= this.Count) { break; } DateTime dateTime = this.GetDateTime(num2); double value = this[i]; ds[dateTime] = value; } return(ds); }
public virtual DoubleSeries GetPercentReturnSeries() { DoubleSeries ds = new DoubleSeries(this.fName, this.fTitle); if (this.Count > 1) { double t0 = this[0]; for (int i = 0; i < this.Count; ++i) { DateTime dt = this.GetDateTime(i); double t1 = this[i]; if (t0 != 0.0) { ds.Add(dt, (t1 / t0 - 1.0) * 100.0); } else { ds.Add(dt, 0.0); } t0 = t1; } } return(ds); }
public AddIndicatorForm(System.Type indicatorType, int padCount, DoubleSeries series, List<Indicator> indicatorList, int selectedPad, Color color) { this.InitializeComponent(); this.padNumber = padCount; this.sq_indicator = Activator.CreateInstance(indicatorType) as Indicator; this.indicator = Activator.CreateInstance(System.Type.GetType("OpenQuant.API.Indicators." + indicatorType.Name + ", OpenQuant.API"), true) as Indicator; this.sq_indicator = this.indicator.GetType().GetField("indicator", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField).GetValue((object)this.indicator) as Indicator; this.txtName.Text = ((TimeSeries)this.sq_indicator).Name; ((TimeSeries)this.sq_indicator).Color = color; this.propertyGrid1.SelectedObject = (object)this.indicator; for (int index = 0; index < this.padNumber; ++index) this.cbxPads.Items.Add((object)index); this.cbxSeries.Items.Add((object)new SeriesItem(series)); using (List<Indicator>.Enumerator enumerator = indicatorList.GetEnumerator()) { while (enumerator.MoveNext()) this.cbxSeries.Items.Add((object)new SeriesItem((DoubleSeries)enumerator.Current)); } this.cbxPads.SelectedIndex = selectedPad; this.cbxSeries.SelectedIndex = 0; if (selectedPad != -1 && this.sq_indicator.Type == EIndicatorType.Price) return; this.cbxNewPad.Checked = true; }
public DSView(Pad pad, DoubleSeries series, EIndexOption option) : this(pad, series, Color.White, option, SmoothingMode.AntiAlias) { }
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2) { DoubleSeries ds = new DoubleSeries(this.Name); for (int i = 0; i < this.Count; ++i) { if (this[i].DateTime >= date1 && this[i].DateTime <= date2) ds.Add(this[i].DateTime, this[i].Close); } return ds; }
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2) { DoubleSeries doubleSeries = new DoubleSeries(this.Name); for (int index = 0; index < this.Count; ++index) { if (this[index].DateTime >= date1 && this[index].DateTime <= date2) doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt); } return doubleSeries; }
public DoubleSeries GetArray(int index1, int index2, BarData barData) { DoubleSeries ds = new DoubleSeries(); for (int i = index1; i <= index2; ++i) ds.Add(this.GetDateTime(i), this[i, barData]); return ds; }
public DoubleSeries GetOpenIntSeries() { DoubleSeries ds = new DoubleSeries(this.Name); for (int i = 0; i < this.Count; ++i) ds.Add(this[i].DateTime, this[i].OpenInt); return ds; }
public static double Value(DoubleSeries input, int index, int length1, int length2) { return MACD.Value((TimeSeries) input, index, length1, length2, BarData.Close); }
public DSView(Pad pad, DoubleSeries series, Color color) : this(pad, series, color, EIndexOption.Null, SmoothingMode.AntiAlias) { }
public Performance(Portfolio portfolio) { this.enabled = true; this.equitySeries = new DoubleSeries("Equity"); this.coreEquitySeries = new DoubleSeries("CoreEquity"); this.pnlSeries = new DoubleSeries("PnL"); this.drawdownSeries = new DoubleSeries("Drawdown"); this.drawdownPercentSeries = new DoubleSeries("DrawdownPercent"); this.InjBy1lkoo = double.NaN; this.MrYBqYV87G = double.NaN; this.portfolio = portfolio; this.CalculatePnL = true; this.CalculateDrawdown = true; this.portfolio.ValueChanged += new PositionEventHandler(this.RLrBXT2waX); }
public void DrawSeries(DoubleSeries series, int padNumber, Color color, SimpleDSStyle style, SmoothingMode smoothingMode) { this.DrawSeries(series, padNumber, color, style, EIndexOption.Null, smoothingMode); }
public Chart(DoubleSeries mainSeries) : this() { this.SetMainSeries(mainSeries); }
internal TimeSeries(DoubleSeries series) { this.series = series; }
public void SetMainSeries(DoubleSeries mainSeries, bool showVolumePad = false) { lock (this.dataLock) { if (this.mainSeries != null) { this.series.ItemAdded -= new ItemAddedEventHandler(this.HandleSeriesItemAdded); this.series.Cleared -= new EventHandler(this.HandleSeriesCleared); } this.series = mainSeries; if (mainSeries is BarSeries) { this.SetBSView(this.barSeriesStyle, true); } else { this.mainSeries = this.series; this.mainSeriesView = (SeriesView)new DSView(this.pads[0], mainSeries, mainSeries.Color, EIndexOption.Null, SmoothingMode.HighSpeed); this.pads[0].AddPrimitive(this.mainSeriesView); } this.series.ItemAdded += new ItemAddedEventHandler(this.HandleSeriesItemAdded); this.series.Cleared += new EventHandler(this.HandleSeriesCleared); this.pads[0].ScaleStyle = this.scaleStyle; if (showVolumePad) this.ShowVolumePad(); this.firstIndex = this.updateStyle != ChartUpdateStyle.WholeRange ? Math.Max(0, mainSeries.Count - this.minCountOfBars) : 0; this.lastIndex = mainSeries.Count - 1; if (mainSeries.Count == 0) this.firstIndex = -1; if (this.lastIndex >= 0) this.SetPadIntervals(this.firstIndex, this.lastIndex); this.contentUpdated = true; this.Invalidate(); } }
///<summary> /// Creates an instance of TimeSeries class ///</summary> public TimeSeries(string name, string title) { this.series = new DoubleSeries(name, title); }
public void DrawSeries(DoubleSeries series, int padNumber, Color color) { this.DrawSeries(series, padNumber, color, EIndexOption.Null); }
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries) { this.isUpdating = false; this.lastDateTime = DateTime.MinValue; this.series = new DoubleSeries(); this.series.Name = name; this.series.Title = title; this.parentComponent = parentSeriesItem; this.parentSeries = parentSeriesItem.Series; if (this.parentSeries != null) this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq); this.FillSeries = fillSeries; }
public void DrawSeries(DoubleSeries series, int padNumber, Color color, SimpleDSStyle style, EIndexOption option, SmoothingMode smoothingMode) { lock(this.dataLock) { if (!this.volumePadShown && padNumber > 1) --padNumber; DSView view = new DSView(this.pads[padNumber], series, color, option, smoothingMode); view.Style = style; this.pads[padNumber].AddPrimitive(view); view.SetInterval(this.leftDateTime, this.rightDateTime); this.contentUpdated = true; } }
protected override void Init() { this.Name = "RSI"+ this.fLength.ToString(); this.Title = "RSI"; this.Clear(); this.fCalculate = true; if (this.fInput == null) return; if (this.fInput is BarSeries) this.Name = "RSI" + (object) this.fLength + (string) (object) this.fOption; if (TimeSeries.fNameOption == ENameOption.Long) this.Name = this.fInput.Name + this.Name; this.fUp = new DoubleSeries(); this.fDown = new DoubleSeries(); }
public static double Value(DoubleSeries input, int index, int length, EIndicatorStyle style) { return RSI.Value((TimeSeries) input, index, length, BarData.Close, style); }
public static double Value(DoubleSeries input, int index, int length, double k) { return BBU.Value((TimeSeries) input, index, length, k, BarData.Close); }
protected override void Init() { this.Name = "PDI" + (object) this.fLength; this.Title = "PDI"; this.Clear(); this.fCalculate = true; if (this.fInput == null) return; if (TimeSeries.fNameOption == ENameOption.Long) this.Name = this.fInput.Name + this.Name; this.fPDM = new DoubleSeries(); this.fTR = new DoubleSeries(); }