public EventProfiler(ConcurrentDictionary<string, IList<int>> eventMatrix, DateTime startDay, DateTime endDay, int lookbackDays, int lookforwardDays) { this.eventMatrix = eventMatrix; // this.startDay = startDay; // this.endDay = endDay; this.lookbackDays = lookbackDays; this.lookforwardDays = lookforwardDays; symbols = eventMatrix.Keys.ToList(); totalGraphDays = lookbackDays + lookforwardDays + 1; var dataObj = DataAccess.GetInstance(); var timeOfDay = TimeSpan.FromHours(16); var timestamps = Nyse.GetTradingDates(startDay, endDay, timeOfDay); List<DateTime> timestamps1 = timestamps.ToList(); close = dataObj.GetMarketData(symbols, "Close", new TimeSeries(timestamps1)); marketDays = timestamps1.Count(); close.ReplaceNanFill(FillDirection.Forward).ReplaceNanFill(FillDirection.Backward); dailyReturns = new Dictionary<string, IList<float>>(); marketNeutralDm = new Dictionary<string, IList<float>>(); }