//Generates stock correlation matrix from user input params: tickers and daterange
private void GenerateExcelFile(object sender, RoutedEventArgs e)
{
//harvesting user input data for further processing
string ticker = Tickers.Text;
char[] delimit = { ',' };
string[] tickerArray = ticker.Split(delimit);
DateTime start = (DateTime)Date1.SelectedDate;
DateTime end = (DateTime)Date2.SelectedDate;
//creating the correlation matrix and storing it in var data
int rows = tickerArray.Length + 1;
int columns = rows;
var data = new object[rows, columns];
//preparing the database connection proxy
DataBaseClient client = new DataBaseClient();
//matrix is filled in row by row
for (var row = 1; row <= rows; row++)
{
//first row is all ticker headers
if (row == 1)
{
for (var column = 1; column <= columns; column++)
{
if (column > 1)
{
data[row - 1, column - 1] = tickerArray[column - 2];
}
}
}
else
//all other rows contain correlation coefficents
{
decimal[] stock1 = client.getPriceArray(tickerArray[row - 2], start, end); ;
decimal[] stock2;
decimal coefficient;
for (var column = 1; column <= columns; column++)
{
if (column == 1)
{
data[row - 1, column - 1] = tickerArray[row - 2];
}
//gets price data through database proxy
//Then uses statsAPI to get coefficent
else if (column >= row)
{
if (column == row)
{
data[row - 1, column - 1] = 1;
}
else
{
stock2 = client.getPriceArray(tickerArray[column - 2], start, end);
coefficient = Statistics.correlation(stock1, stock2);
data[row - 1, column - 1] = coefficient;
}
}
}
}
}
client.Close();
// Handles creation of excel workbook and loads the data all at once
Microsoft.Office.Interop.Excel.Application app = new Microsoft.Office.Interop.Excel.Application();
Workbook wb = app.Workbooks.Add(XlWBATemplate.xlWBATWorksheet);
Worksheet ws = wb.Worksheets[1];
var startCell = ws.Cells[1, 1];
var endCell = ws.Cells[rows, columns];
var writeRange = ws.Range[startCell, endCell];
writeRange.Value2 = data;
app.Visible = true;
app.WindowState = XlWindowState.xlMaximized;
}
