public void testEvaluateTrendsCharacteristics()
{
double[] data = new double[3793];
int segmentsNumber;
SegmentType[] timeSeriesTrends;
TimeSeriesTrends instance = new TimeSeriesTrends();
using (System.IO.StreamReader sr = new System.IO.StreamReader("TimeSeriesData.dat"))
{
System.Globalization.NumberFormatInfo provider = new System.Globalization.NumberFormatInfo();
provider.NumberDecimalSeparator = ".";
string dataLine;
int i = 0;
while ((dataLine = sr.ReadLine()) != null)
{
data[i++] = Convert.ToDouble(dataLine, provider);
}
}
segmentsNumber = 20;
timeSeriesTrends = instance.makeTrendsAlghoritm(data, segmentsNumber);
TrendsCharacteristics instanceTrends = new TrendsCharacteristics();
TrendDataType[] result = instanceTrends.evaluateTrendsCharacteristics(timeSeriesTrends, data);
}
private void FindTrendsButton_Click(object sender, EventArgs e)
{
TimeSeriesTrends trends = new TimeSeriesTrends();
double[] data = (from d in fxData select d.close).ToArray();
SegmentType[] segments = trends.makeTrendsAlghoritm(data, Convert.ToInt32(NrSegmentsTextBox.Text));
GraphPane myPane = zedGraphControl1.GraphPane;
myPane.Title.Text = fxData[0].ticker + " " + fxData[0].datetime + " - " + fxData.Last().datetime + " [" + fxData.Count + "]";
myPane.XAxis.Title.Text = "Points";
myPane.YAxis.Title.Text = "Value";
PointPairList realData = new PointPairList();
PointPairList trendsData = new PointPairList();
for(int i = 0; i < fxData.Count; i++)
{
realData.Add(i, fxData[i].close);
}
for (int i = 0; i < segments.Length; i++)
{
trendsData.Add(segments[i].lx, segments[i].ly);
trendsData.Add(segments[i].rx, segments[i].ry);
}
LineItem myCurve1 = myPane.AddCurve(fxData[0].ticker, realData, Color.Blue, SymbolType.None);
LineItem myCurve2 = myPane.AddCurve("Trends", trendsData, Color.Red, SymbolType.None);
zedGraphControl1.AxisChange();
TrendsCharacteristics trendsCharacteristics = new TrendsCharacteristics();
TrendDataType[] trendData = trendsCharacteristics.evaluateTrendsCharacteristics(segments, data);
for (int i = 0; i < trendData.Length; i++)
{
TrendsOutputTextBox.Text += String.Format("Trend {1}:{0}\tDuration: {2}{0}\tDynamicsOfChange: {3}{0}\tVariability: {4}{0}",
Environment.NewLine, i, trendData[i].duration, trendData[i].dynamicsOfChange, trendData[i].variability);
}
}
public TrendsGenerator()
{
trends = new TimeSeriesTrends();
trendsCharacteristics = new TrendsCharacteristics();
}