private List <decimal> FillDataPerMethod()
{
var ARIMA = CreateIndicator();
var realValues = new List <decimal>();
var testValues = new List <decimal[]>();
var betweenMethods = new List <decimal>();
var data = TestHelper.GetCsvFileStream(TestFileName);
foreach (var val in data)
{
if (val["Close"] != string.Empty)
{
var close = val["Close"];
realValues.Add(decimal.Parse(val["Close"], new NumberFormatInfo()));
ARIMA.Update(new IndicatorDataPoint(Convert.ToDateTime(val["Date"], new DateTimeFormatInfo()),
Convert.ToDecimal(close, new NumberFormatInfo())));
}
if (val[TestColumnName] != string.Empty)
{
var fromTest = decimal.Parse(val[TestColumnName], new NumberFormatInfo());
testValues.Add(new[] { ARIMA.Current.Value, fromTest });
}
}
_ssIndicator = 0d;
_ssTest = 0d;
for (var i = 51; i < realValues.Count; i++)
{
var test = realValues[i];
var arimas = testValues[i - 50];
_ssIndicator += Math.Pow((double)(arimas[0] - test), 2);
_ssTest += Math.Pow((double)(arimas[1] - test), 2);
betweenMethods.Add(Math.Abs(arimas[0] - arimas[1]));
}
return(betweenMethods);
}