public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo) { ScriptChartContext context = new ScriptChartContext(); { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCurRate(spotRmds, 1.0F); data_10yr_spot.Legend = "10 yr spot data cur"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_future = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future.Data = TimeDoublePairUtil.ConvertToCurRate(rmds, 100.0F); data_10yr_future.Legend = "10 yr future data cur"; context.ChartData.Add(data_10yr_future.Legend, data_10yr_future); } context.Description = "10yr future-spot chart."; return context; }
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo) { ScriptChartContext context = new ScriptChartContext(); { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = TimeDoublePairUtil.ConvertToCur(spotRmds, 1.0F); data_10yr_spot.Legend = "10 yr spot data cur"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); ScriptChartData data_10yr_future_regression = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToCur(rmds, 1.0F); data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data); data_10yr_future_regression.Legend = "10 yr future data cur regression"; context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression); } { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = TimeDoublePairUtil.ConvertToAsk(rmds, 1.0F); data_10yr_spot.Legend = "10 yr spot data ask"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = TimeDoublePairUtil.ConvertToBid(rmds, 1.0F); data_10yr_spot.Legend = "10 yr spot data bid"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> spotRmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = TimeDoublePairUtil.ConvertToMid(spotRmds, 1.0F); data_10yr_spot.Legend = "10 yr spot data mid"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); ScriptChartData data_10yr_future_regression = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToMid(rmds, 1.0F); data_10yr_future_regression.Data = TimeDoublePairUtil.ConvertToRegression(data_10yr_future_regression.Data, data_10yr_spot.Data); data_10yr_future_regression.Legend = "10 yr future data mid regression"; context.ChartData.Add(data_10yr_future_regression.Legend, data_10yr_future_regression); } context.Description = "10yr future-spot chart."; return context; }
void AddChartSeriesPoint(String legend, ScriptChartData data, ref double min, ref double max) { foreach (TimeDoublePair pair in data.Data) { double v = pair.DoubleValue; chart1.Series[legend].Points.AddXY(pair.TimeValue.ToString("HH:mm:ss.fff"), v); if (v > max) { max = v; } if (v< min) { min = v; } } }
public ScriptChartContext GetWatchContext(DateTime dateFrom, DateTime dateTo) { ScriptChartContext context = new ScriptChartContext(); { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = ConvertToCurPricesWithMultiplier(rmds, 1.0F); data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue()); data_10yr_spot.Legend = "10 yr spot data cur"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = ConvertToAskPricesWithMultiplier(rmds, 1.0F); data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue()); data_10yr_spot.Legend = "10 yr spot data ask"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_spot = new ScriptChartData(); List<RawMarketData> rmds = _dataSpot10yr.GetRmdData(dateFrom, dateTo); data_10yr_spot.Data = ConvertToBidPricesWithMultiplier(rmds, 1.0F); data_10yr_spot.Data = ConvertToDiffFromStart(data_10yr_spot.Data, _dataSpot10yr.GetFirstCurValue()); data_10yr_spot.Legend = "10 yr spot data bid"; context.ChartData.Add(data_10yr_spot.Legend, data_10yr_spot); } { ScriptChartData data_10yr_future = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future.Data = ConvertToCurPricesWithMultiplier(rmds, 100.0F); data_10yr_future.Data = ConvertToDiffFromStart( data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue()); data_10yr_future.Legend = "10 yr future data cur"; context.ChartData.Add(data_10yr_future.Legend, data_10yr_future); } { ScriptChartData data_10yr_future = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future.Data = ConvertToAskPricesWithMultiplier(rmds, 100.0F); data_10yr_future.Data = ConvertToDiffFromStart( data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue()); data_10yr_future.Legend = "10 yr future data ask"; context.ChartData.Add(data_10yr_future.Legend, data_10yr_future); } { ScriptChartData data_10yr_future = new ScriptChartData(); List<RawMarketData> rmds = _dataFuture10yr.GetRmdData(dateFrom, dateTo); data_10yr_future.Data = ConvertToBidPricesWithMultiplier(rmds, 100.0F); data_10yr_future.Data = ConvertToDiffFromStart( data_10yr_future.Data, 100.0F * _dataFuture10yr.GetFirstCurValue()); data_10yr_future.Legend = "10 yr future data bid"; context.ChartData.Add(data_10yr_future.Legend, data_10yr_future); } context.Description = "10yr future-spot chart."; return context; }