public void Create(CalendarAnalysisResult result_)
{
m_analysisResult = result_;
reloadChart();
lineChartDataDisplay1.Chart.ChartDataClicked -= handleChartDataClicked;
lineChartDataDisplay1.Chart.ChartDataClicked += handleChartDataClicked;
boundInfraGrid1.Bind(m_range);
boundInfraGrid1.AddClickHandler("TradeDirection", (x, y) =>
{
var row = y.ListObject as CalendarAnalysisTradeRange;
if (row == null) return;
switch (row.TradeDirection)
{
case TradeDirection.Long:
row.TradeDirection = TradeDirection.Short;
break;
case TradeDirection.Short:
row.TradeDirection = TradeDirection.Flat;
break;
case TradeDirection.Flat:
row.TradeDirection = TradeDirection.Long;
break;
}
});
boundInfraGrid1.AddClickHandler("DeleteImage", (x, y) =>
{
if (m_mode == ListeningMode.Listening) return;
var row = y.ListObject as CalendarAnalysisTradeRange;
if (row == null) return;
if ((ModifierKeys & Keys.Shift) != 0)
{
var stats = CalendarAnalysisHelper.GetTradeRuleHistoricalStats(row, m_analysisResult);
if (stats == null) return;
var list = new BindingList<CalendarAnalysisTradeRangeResult> {stats};
var grid = new SI.Controls.BoundInfraGrid();
grid.Bind(list);
grid.DisplayInShowForm("blah");
}
else
{
m_range.Remove(row);
}
});
}
public void Create(DatedDataCollectionGen<double> fullseries)
{
llTestPattern.Visible = false;
lcdYearlyLevels.ClearSeries();
lcdYearlyNormalized.ClearSeries();
lcdSeasonalPattern.ClearSeries();
lcdYearlyLevels.EnableZoom();
lcdYearlyNormalized.EnableZoom();
lcdSeasonalPattern.EnableZoom();
if (fullseries == null) return;
m_result = CalendarAnalysisHelper.FindSeasonalPattern(fullseries, m_args);
if (m_result == null) return;
var monthlyBars = m_args.ReturnMode == ReturnMode.CurrentMinusOriginal ? m_result.ProcessedSeries.ToDifferences().ToMonths(DoubleCollationType.Sum)
: m_result.ProcessedSeries.ToReturns().ToMonths(DoubleCollationType.Sum);
{
var tY = toYears(monthlyBars);
ssccMonths.Create(tY);
if (m_args.ReturnMode == ReturnMode.CurrentMinusOriginal)
ssccMonths.setuptooltip(false);
else
ssccMonths.setuptooltip(true);
swccProbabilities.Create(tY.ColumnHeadings, tY.ColumnHeadings.Select(
(x, i) => ProbabilityCalc.CalcProb(tY.GetColumnValues(i), m_args.ProbCalcType))
.ToArray(), ExtensionMethods.CreateArrayRep(Color.White, 12));
swccProbabilities.SetYAxisScaleRange(ProbabilityCalc.GetMaxValue(m_args.ProbCalcType));
}
foreach (var year in m_result.IndividualsYears.Keys)
{
if (year==DateTime.Today.Year)
{
lcdYearlyLevels.AddSeries(m_result.IndividualsYears[year].Dates, m_result.IndividualsYears[year].Data, year.ToString(), 40, "###0.0###", Color.Yellow, 3);
}
else
{
lcdYearlyLevels.AddSeries(m_result.IndividualsYears[year], year.ToString(), 40, "###0.0###");
lcdYearlyNormalized.AddSeries(m_result.IndividualYearsNormalised[year], year.ToString(), 40, "###0.0###");
}
}
lcdSeasonalPattern.AddSeries(m_result.SeasonalPattern, "Seasonal Pattern", 40, "###0.0#");
llTestPattern.Visible = true;
{
var today = new DateTime(commonYear, DateTime.Today.Month, DateTime.Today.Day);
// mark today's point
lcdSeasonalPattern.AddScatterSeries(
new[] { today },
new[] { m_result.SeasonalPattern.ValueOnDate(today) },
"Now", Color.Red, 40, "##0.0#");
{
var indivYearsFromFullSeries = fullseries.SplitIntoSection(
bucketingFunction_: (date) => date.Year,
dateTransform_: (date) => new DateTime(commonYear, date.Month, date.Day));
if (indivYearsFromFullSeries.ContainsKey(DateTime.Today.Year))
{
var thisYear = indivYearsFromFullSeries[DateTime.Today.Year];
var lastDate = thisYear.Dates.Last();
var finalSubSet = m_result.SeasonalPattern.GetSubValues(m_result.SeasonalPattern.Dates[0], new DateTime(commonYear, lastDate.Month, lastDate.Day));
if (finalSubSet.Data[0] == 0d) finalSubSet.Data[0] = finalSubSet.Data[1];
var finalMin = finalSubSet.Data.Where(d => !double.IsNaN(d)).Min();
var finalMax = finalSubSet.Data.Where(d => !double.IsNaN(d)).Max();
var thisYearMin = thisYear.Data.Where(d => !double.IsNaN(d)).Min();
var thisYearMax = thisYear.Data.Where(d => !double.IsNaN(d)).Max();
lcdSeasonalPattern.AddSeries(thisYear.Dates, thisYear.Data, DateTime.Today.Year.ToString(), 40, "##0.0##",
Color.Yellow, 3);
// set secondary y-axis
var key = string.Format("{0}_chart", DateTime.Today.Year.ToString());
var chartAppearance = lcdSeasonalPattern.Chart.CompositeChart.ChartLayers.FromKey(key);
chartAppearance.AxisY = lcdSeasonalPattern.FindYAxis(40, "##0.000", AxisNumber.Y2_Axis);
chartAppearance.AxisY.RangeType = AxisRangeType.Custom;
chartAppearance.AxisY.LineColor = Color.Yellow;
chartAppearance.AxisY.Labels.FontColor = Color.Yellow;
chartAppearance.AxisY.Labels.SeriesLabels.FontColor = Color.Yellow;
double xmin;
if (finalMin == 0)
{
xmin = thisYearMin;
}
else
{
xmin = ((finalMax / finalMin) * thisYearMin - thisYearMax) /
((finalMax / finalMin) * (1 - finalMin) - (1 - finalMax));
}
var xmax = (thisYearMax - (1 - finalMax) * xmin) / finalMax;
chartAppearance.AxisY.RangeMax = xmax;
chartAppearance.AxisY.RangeMin = xmin;
chartAppearance.AxisY.MajorGridLines.Visible = false;
}
}
// min to max
{
var dict = new SortedDictionary<int, double>();
foreach (var year in m_result.IndividualsYears.Keys)
dict.Add(year, m_result.IndividualsYears[year].Data.Max() - m_result.IndividualsYears[year].Data.Min());
var values = dict.Keys.Select(x => dict[x]).ToArray();
swccMinToMax.Create(dict.Keys.Select(x => x.ToString()).ToArray(), values);
swccMinToMax.SetYAxisFormat("##0.0#");
swccMinToMax.SetYAxisScaleRange(0, values.Max());
}
}
lcdYearlyLevels.SetXAxisFormat("dd-MMM");
lcdYearlyNormalized.SetXAxisFormat("dd-MMM");
lcdSeasonalPattern.SetXAxisFormat("dd-MMM");
}
public CalendarAnalysisTradeRangeResult(CalendarAnalysisResult source_)
{
m_source = source_;
}
