public void Create(WtsSeriesAnalyzer analyzer_, DateTime? startDate_=null, DateTime? endDate_=null)
{
m_analyzer = analyzer_;
m_startDate = startDate_;
m_endDate = endDate_;
if (m_wtsChart == null)
{
m_wtsChart = new DataCollectionDisplay();
m_wtsChart.Dock = DockStyle.Fill;
panel3.ClientArea.Controls.Add(m_wtsChart);
}
if (m_perfAndWeightsChart == null)
{
m_perfAndWeightsChart = new ZoneChart();
m_perfAndWeightsChart.Dock = DockStyle.Fill;
panel1.ClientArea.Controls.Add(m_perfAndWeightsChart);
}
if (m_c2vWeightsChart == null)
{
m_c2vWeightsChart = new ZoneChart();
m_c2vWeightsChart.Dock = DockStyle.Fill;
panel2.ClientArea.Controls.Add(m_c2vWeightsChart);
}
if (m_monthlyPnlChart == null)
{
m_monthlyPnlChart = new SimpleWtsColumnChart();
m_monthlyPnlChart.Dock = DockStyle.Fill;
panel4.ClientArea.Controls.Add(m_monthlyPnlChart);
}
if (m_annotatedChart == null)
{
m_annotatedChart = new LineChartWithAnnotations();
m_annotatedChart.Dock = DockStyle.Fill;
panel5.ClientArea.Controls.Add(m_annotatedChart);
}
ultraListBar1.Groups[0].Items.Clear();
for(int i=0;i<m_analyzer.SourceWts.ColumnHeadings.Length;++i)
{
string s = m_analyzer.SourceWts.ColumnHeadings[i];
//Currency c = Singleton<FXIDs>.Instance[s];
Infragistics.Win.UltraWinListBar.Item item = ultraListBar1.Groups[0].Items.Add(key: s, text: s);
item.Tag = i;
}
}
private void add(WtsSeriesAnalyzer analyzer_, SI.Controls.Panel panel_, FXGroup group_)
{
ZoneChart zc = new ZoneChart();
zc.Dock = DockStyle.Fill;
panel_.ClientArea.Controls.Add(zc);
double[] pnl = new double[analyzer_.Performance.Dates.Count];
double[] wts = new double[analyzer_.SourceWts.Dates.Count];
for (int i = 0; i < analyzer_.Performance.ArrayLength; ++i)
{
Currency ccy = Singleton<FXIDs>.Instance[i];
if (ccy.IsGroup(group_) == false)
continue;
for (int j = 0; j < pnl.Length; ++j)
{
pnl[j] += analyzer_.Performance.GetValue(analyzer_.Performance.Dates[j], i);
}
for (int j = 0; j < wts.Length; ++j)
{
wts[j] += analyzer_.SourceWts.GetValue(analyzer_.SourceWts.Dates[j], i);
}
DatedDataCollectionGen<double> perf = new DatedDataCollectionGen<double>(analyzer_.Performance.Dates.ToArray(), pnl);
DatedDataCollectionGen<double> wwww = new DatedDataCollectionGen<double>(analyzer_.SourceWts.Dates.ToArray(), wts);
if (m_startDate != null && m_endDate != null)
{
perf = perf.GetSubValues(m_startDate.Value, m_endDate.Value);
wwww = wwww.GetSubValues(m_startDate.Value, m_endDate.Value);
}
zc.Create(
new DatedDataCollectionGen<double>(perf.Dates, perf.Data.Cumulative()),
wwww,
new ZoneDefinition[] {
new ZoneDefinition("Short",double.MinValue,0d,Color.IndianRed),
new ZoneDefinition("Long",0d,double.MaxValue,Color.LightGreen)
});
}
}