private void handleStratNameClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
if ((ModifierKeys & Keys.Shift) != 0)
{
PerfRow pr = (PerfRow)e_.ListObject;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
eval.Evaluate();
ReturnsDisplay rd = new ReturnsDisplay();
rd.Bind(eval);
SI.Controls.ShowForm.Show(rd, eval.Name + " PnL");
}
if ((ModifierKeys & Keys.Control) != 0)
{
PerfRow pr = (PerfRow)e_.ListObject;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
eval.Evaluate();
DatedDataCollectionGen<double> orig = new DatedDataCollectionGen<double>(eval.All.Dates, eval.All.Data);
int maxDays=5;
DatedDataCollectionGen<double>[] arr = new DatedDataCollectionGen<double>[maxDays];
for(int i=0;i<arr.Length;++i) arr[i] = (DatedDataCollectionGen<double>) orig.Clone();
for (int i = 1; i < orig.Length; ++i)
{
if (orig.Dates[i].Month != orig.Dates[i - 1].Month)
{
int indexOfLastDay = i - 1;
// iterate over array with j; first in array will have just last day blanked out, last in array with have 'maxDay's blanked out
for (int j = 0; j < maxDays; ++j)
for (int k = 0; k <= j; ++k)
{
int indexToBlank = indexOfLastDay - k;
if(indexToBlank>=0)
arr[j].Data[indexToBlank] = 0d;
}
}
}
List<ReturnsEval.DataSeriesEvaluator> newEvals = new List<ReturnsEval.DataSeriesEvaluator>();
newEvals.Add(new ReturnsEval.DataSeriesEvaluator(orig.Dates, orig.Data, pr.StrategyName.Name, ReturnsEval.DataSeriesType.Returns));
for (int i = 0; i < maxDays; ++i)
newEvals.Add(new ReturnsEval.DataSeriesEvaluator(arr[i].Dates, arr[i].Data, string.Format("{0} - {1} days month end", pr.StrategyName.Name, (i + 1).ToString()),ReturnsEval.DataSeriesType.Returns));
EvalComparerControl con = new EvalComparerControl();
con.Create(newEvals);
con.DisplayInShowForm(string.Format("Month End Analysis of {0}", pr.StrategyName.Name));
}
}
