private CorridorStatistics ScanCorridorByFft(IList <Rate> ratesForCorridor, Func <Rate, double> priceHigh, Func <Rate, double> priceLow)
{
var ratesReversed = ratesForCorridor.ReverseIfNot().ToArray();
var FftReversed = false;
FftMax = ratesReversed.Select(_priceAvg).FftFrequency(FftReversed).ToInt();
var startMax = CorridorStopDate.IfMin(DateTime.MaxValue);
var startMin = CorridorStartDate.GetValueOrDefault(ratesReversed[CorridorDistanceRatio.ToInt() - 1].StartDate);
Lazy <int> lenghForwardOnly = new Lazy <int>(() => {
var date = CorridorStats.Rates.LastOrDefault()?.StartDate;
return(ratesReversed.TakeWhile(r => r.StartDate >= date).Count());
});
var lengthMax = !IsCorridorForwardOnly || CorridorStats.StartDate.IsMin() ? int.MaxValue : lenghForwardOnly.Value;
WaveShort.Rates = null;
WaveShort.Rates = startMax.IsMax() && !CorridorStartDate.HasValue
? ratesReversed.Take(FftMax.Min(lengthMax)).ToArray()
: ratesReversed.SkipWhile(r => r.StartDate > startMax).TakeWhile(r => r.StartDate >= startMin).ToArray();
var corridor = WaveShort.Rates.ScanCorridorWithAngle(CorridorGetHighPrice(), CorridorGetLowPrice(), TimeSpan.Zero, PointSize, CorridorCalcMethod);
SetVoltage(ratesReversed[0], WaveShort.Rates.Select(_priceAvg).FftFrequency(FftReversed) / (double)WaveShort.Rates.Count);
var volts = RatesArray.Select(r => GetVoltage(r)).SkipWhile(v => v.IsNaN()).ToArray();
double voltsAvg;
var voltsStdev = volts.StDev(out voltsAvg);
GetVoltageAverage = () => new[] { voltsAvg };
GetVoltageHigh = () => new[] { voltsAvg + voltsStdev };
return(corridor);
}
private CorridorStatistics ScanCorridorLazy(IList <Rate> ratesReversed, Lazy <int> lazyCount, Func <CorridorStatistics> showVolts = null, Action postProcess = null)
{
Lazy <int> lenghForwardOnly = new Lazy <int>(() => {
if (ratesReversed.Count < RatesArray.Count)
{
return(ratesReversed.Count);
}
var date = CorridorStats.Rates.LastOrDefault()?.StartDate;
return(ratesReversed.TakeWhile(r => r.StartDate >= date).Count());
});
var lengthMax = new Lazy <int>(() => !IsCorridorForwardOnly || CorridorStats.StartDate.IsMin() ? int.MaxValue : lenghForwardOnly.Value);
var startMax = new Lazy <DateTime>(() => CorridorStopDate.IfMin(DateTime.MaxValue));
var startMin = CorridorStartDate.GetValueOrDefault(CorridorStats.StartDate);
var rates = !CorridorStartDate.HasValue
? !CorridorStopDate.IsMin()
? ratesReversed
.SkipWhile(r => lazyCount.Value > 0 && r.StartDate > startMax.Value)
.TakeWhile(r => r.StartDate > ratesReversed[lazyCount.Value].StartDate).ToArray()
: ratesReversed.SkipWhile(r => lazyCount.Value > 0 && r.StartDate > startMax.Value).Take(lengthMax.Value.Min(lazyCount.Value)).ToArray()
: ratesReversed.SkipWhile(r => r.StartDate > startMax.Value).TakeWhile(r => r.StartDate >= startMin).ToArray();
if (IsCorridorForwardOnly && _isCorridorStopDateManual && rates.Last().StartDate < CorridorStats.StartDate)
{
WaveShort.ResetRates(CorridorStats.Rates);
}
else
{
WaveShort.ResetRates(rates);
}
if (CorridorStartDate.HasValue)
{
_corridorsTask.Run(() => {
CorridorLengthGreen = ratesReversed.TakeWhile(r => r.StartDate >= _corridorStartDate1).Count();
CorridorLengthBlue = ratesReversed.TakeWhile(r => r.StartDate >= _corridorStartDate2).Count();
throw new Exception("Obsolete code entered");
});
}
postProcess?.Invoke();
return((showVolts ?? GetShowVoltageFunction())());
}
