public DoubleTimeSeries GetDoubleTimeSeries(DateTime start, DateTime end)
{
if (start > end)
{
throw new ArgumentException("Starting date cannot be before ending date", "start");
}
else if (start < _calendar.MinValue)
{
throw CalendarException.Create(_calendar, start);
}
else if (end > _calendar.MaxValue)
{
throw CalendarException.Create(_calendar, end);
}
else
{
Calendar subCalendar = _calendar.GetSubCalendar(start, end);
DoubleTimeSeries res = new DoubleTimeSeries();
foreach (var date in subCalendar)
{
res[date] = _tSeries.ContainsKey(date) ? _tSeries[date] : null;
}
return(res);
}
}
public void AddOrUpdate(DateTime date, double?value)
{
if (_calendar.Contains(date))
{
if (_tSeries.Count > 0 && !_tSeries.ContainsKey(date) && !(_tSeries.Keys.Any(k => k < date) && _tSeries.Keys.Any(k => k > date)))
{
DateTime minDate = _tSeries.Keys.Min();
DateTime maxDate = _tSeries.Keys.Max();
Calendar subCalendar;
if (date < minDate)
{
subCalendar = _calendar.GetSubCalendar(date, minDate);
}
else
{
subCalendar = _calendar.GetSubCalendar(maxDate, date);
}
foreach (var d in subCalendar)
{
if (d != minDate && d != maxDate)
{
_tSeries[d] = null;
}
}
}
_tSeries[date] = value;
}
else
{
throw CalendarException.Create(_calendar, date);
}
}
public void Remove(DateTime date)
{
if (_calendar.Contains(date))
{
if (!_tSeries.ContainsKey(date))
{
throw new ArgumentException(date.ToShortDateString() + " is not in the time series");
}
else
{
if (_tSeries.Count == 1)
{
_tSeries.Remove(date);
}
else
{
_tSeries[date] = null;
DateTime minDate = _tSeries.First(p => p.Value.HasValue).Key;
DateTime maxDate = _tSeries.Last(p => p.Value.HasValue).Key;
IEnumerable <DateTime> toRemove = _tSeries.Keys.Where(k => k <minDate || k> maxDate).ToList();
foreach (var d in toRemove)
{
_tSeries.Remove(d);
}
}
}
}
else
{
throw CalendarException.Create(_calendar, date);
}
}
public double?Get(DateTime date)
{
if (_calendar.Contains(date))
{
return(_tSeries[date]);
}
else
{
throw CalendarException.Create(_calendar, date);
}
}