public static DataSeries <Value> Trim(this DataSeries <Value> values, double value) { var first = values.First(x => x.Val != value).Timestamp; var last = values.Reverse().First(x => x.Val != value).Timestamp; return(values.From(first).To(last)); }
public static DataSeries <Value> SignalAccuracy(this DataSeries <Bar> bars, DataSeries <Value> signal) { var bs = bars.From(signal.First().Timestamp); return(bs.ZipElements <Value, Value>(signal, (b, s, v) => s[0] == 0 ? 0 : b[0].IsGreen == (s[0] > 0) ? 1 : -1)); }