public void appendParameterFuturePrice(string parameterName, ParameterFuturePriceTableInformation dataToAppend)
{
string filepath = _baseFolder + $@"\{parameterName}_ParameterFuturePriceTable.txt";
using (var sw = new StreamWriter(filepath, true, Encoding.Default))
{
sw.WriteLine(dataToAppend.ToString());
}
}
public void getParameterFuturePriceTableDataToAppend(Dictionary <string, List <ParameterFuturePriceTableInformation> > allDataToAppend)
{
display = "";
var parameterIndex = AnalyzedDataInformation.parameterIndexForScore;
var dateList = from q in futurePriceData select q.date;
foreach (var parameterNameAndIndex in parameterIndex)
{
allDataToAppend.Add(parameterNameAndIndex.Key, new List <ParameterFuturePriceTableInformation>());
foreach (var date in dateList)
{
var matchedFuturePriceData = futurePriceData.Find(x => x.date == date);
if (matchedFuturePriceData.futurePriceRank.Contains(null) ||
matchedFuturePriceData.futurePrices.Contains(null)
)
{
break;
}
var matchedAnalyzedData = analyzedData.Find(x => x.date == date);
var newParameterFuturePriceToAdd = new ParameterFuturePriceTableInformation();
newParameterFuturePriceToAdd.parameterValue = matchedAnalyzedData.parameters[parameterNameAndIndex.Value].GetValueOrDefault();
for (int i = 0; i < matchedFuturePriceData.futurePrices.Length; i++)
{
var currentFuturePrice = matchedFuturePriceData.futurePrices[i].GetValueOrDefault();
var currentFuturePriceLog = Math.Log(((currentFuturePrice / 100) + 1).getDoubleFromDecimal());
newParameterFuturePriceToAdd.futurePriceLogs[i] = currentFuturePriceLog.round(4).getDecimalFromDouble();
}
newParameterFuturePriceToAdd.futurePriceRanks = matchedFuturePriceData.futurePriceRank;
allDataToAppend[parameterNameAndIndex.Key].Add(newParameterFuturePriceToAdd);
}
}
}
public void calculateParameterFuturePriceTable()
{
display = "";
var allParameterValues = new List <decimal>();
foreach (var currentData in parameterFuturePriceTableData)
{
var index = allParameterValues.BinarySearch(currentData.parameterValue);
if (index < 0)
{
index = ~index;
}
allParameterValues.Insert(index, currentData.parameterValue);
}
var futurePriceLogsGroupByParameter = new List <decimal?[]> [PARAMETER_GROUP_COUNT];
for (int i = 0; i < PARAMETER_GROUP_COUNT; i++)
{
futurePriceLogsGroupByParameter[i] = new List <decimal?[]>();
}
var futurePriceRanksGroupByParameter = new List <decimal?[]> [PARAMETER_GROUP_COUNT];
for (int i = 0; i < PARAMETER_GROUP_COUNT; i++)
{
futurePriceRanksGroupByParameter[i] = new List <decimal?[]>();
}
decimal[] cutoffs = new decimal[PARAMETER_GROUP_COUNT - 1];
for (int i = 0; i < cutoffs.Length; i++)
{
int indexOfCutoff = allParameterValues.Count * (i + 1) / PARAMETER_GROUP_COUNT;
cutoffs[i] = allParameterValues[indexOfCutoff];
if (i > 0 && cutoffs[i] == cutoffs[i - 1])
{
cutoffs[i - 1] -= 0.01M;
cutoffs[i] += 0.01M;
}
}
foreach (var data in parameterFuturePriceTableData)
{
int i = 0;
for (; i < cutoffs.Length; i++)
{
if (data.parameterValue < cutoffs[i])
{
break;
}
}
futurePriceLogsGroupByParameter[i].Add(data.futurePriceLogs);
futurePriceRanksGroupByParameter[i].Add(data.futurePriceRanks);
}
decimal[,] finalFuturePriceLogsTable = new decimal[futurePriceLogsGroupByParameter.Length, FuturePriceDataInformation.FUTURE_PRICE_DAYS.Length];
decimal[,] finalFuturePriceRanksTable = new decimal[futurePriceLogsGroupByParameter.Length, FuturePriceDataInformation.FUTURE_PRICE_DAYS.Length];
for (int i = 0; i < futurePriceLogsGroupByParameter.Length; i++)
{
for (int j = 0; j < FuturePriceDataInformation.FUTURE_PRICE_DAYS.Length; j++)
{
{
var queryPriceLogs = from q in futurePriceLogsGroupByParameter[i]
where q[j].HasValue
orderby q[j]
select q[j].Value;
var resultArray = queryPriceLogs.ToArray();
Array.Sort(resultArray);
int quaterCount = resultArray.Length / 4;
var resultArrayInMidQuater = resultArray.Skip(quaterCount).Take(quaterCount * 2);
finalFuturePriceLogsTable[i, j] = resultArrayInMidQuater.getAverage();
}
{
var queryPriceRanks = from q in futurePriceRanksGroupByParameter[i]
where q[j].HasValue
orderby q[j]
select q[j].Value;
var resultArray = queryPriceRanks.ToArray();
Array.Sort(resultArray);
int quaterCount = resultArray.Length / 4;
var resultArrayInMidQuater = resultArray.Skip(quaterCount).Take(quaterCount * 2);
finalFuturePriceRanksTable[i, j] = resultArrayInMidQuater.getAverage();
}
}
}
finalParameterFuturePriceTableData = new List <ParameterFuturePriceTableInformation>();
for (int i = 0; i < PARAMETER_GROUP_COUNT; i++)
{
var newData = new ParameterFuturePriceTableInformation();
if (i == cutoffs.Length)
{
newData.parameterValue = 0;
}
else
{
newData.parameterValue = cutoffs[i];
}
newData.futurePriceLogs = new decimal?[FuturePriceDataInformation.FUTURE_PRICE_DAYS.Count()];
for (int j = 0; j < newData.futurePriceLogs.Length; j++)
{
newData.futurePriceLogs[j] = finalFuturePriceLogsTable[i, j];
newData.futurePriceRanks[j] = finalFuturePriceRanksTable[i, j];
}
finalParameterFuturePriceTableData.Add(newData);
}
}
