Пример #1
0
        public void Update(Bar bar)
        {
            dsDayCl.Add(bar.DateTime, daycl);
            dsDayPv.Add(bar.DateTime, dayPv);
            dsDayR1.Add(bar.DateTime, dayR1);
            dsDayR2.Add(bar.DateTime, dayR2);
            dsDayR3.Add(bar.DateTime, dayR3);
            dsDayS1.Add(bar.DateTime, dayS1);
            dsDayS2.Add(bar.DateTime, dayS2);
            dsDayS3.Add(bar.DateTime, dayS3);

            dsWeekPv.Add(bar.DateTime, weekPv);
            dsWeekR1.Add(bar.DateTime, weekR1);
            dsWeekR2.Add(bar.DateTime, weekR2);
            dsWeekR3.Add(bar.DateTime, weekR3);
            dsWeekS1.Add(bar.DateTime, weekS1);
            dsWeekS2.Add(bar.DateTime, weekS2);
            dsWeekS3.Add(bar.DateTime, weekS3);

            dsMonPv.Add(bar.DateTime, monPv);
            dsMonR1.Add(bar.DateTime, monR1);
            dsMonR2.Add(bar.DateTime, monR2);
            dsMonR3.Add(bar.DateTime, monR3);
            dsMonS1.Add(bar.DateTime, monS1);
            dsMonS2.Add(bar.DateTime, monS2);
            dsMonS3.Add(bar.DateTime, monS3);

            dsSma20Day.Add(bar.DateTime, sma20day);
            dsSma200Day.Add(bar.DateTime, sma200day);
        }
Пример #2
0
        void slopeItemAddedEventHandler(object sender, DateTimeEventArgs e)
        {
            double val = (slopeAvg.dsSlope.Last - m_SlopeAvgScaleMin) / (m_SlopeAvgScaleMax - m_SlopeAvgScaleMin);

            dsSlopeAvg.Add(e.DateTime, val);
            accelAvg.Add(e.DateTime, val);
        }
Пример #3
0
 protected void CalcStats(DateTime dt)
 {
     rs.CalcStats();
     //dsAccel.Add( dtLast, b2 * 10000.0 );
     dsSlope.Add(dt, rs.b1);
     dsRR.Add(dt, rs.RR);
     //dsSD.Add( dtLast, SD );
     dsAvg.Add(dt, rs.meanY);
 }
Пример #4
0
        void accelItemAddedEventHandler(object sender, DateTimeEventArgs e)
        {
            double val = accelAvg.dsSlope.Last;
            double tmp = (val - m_AccelAvgScaleMin) / (m_AccelAvgScaleMax - m_AccelAvgScaleMin);

            tmp = Math.Min(tmp, 1.25);
            tmp = Math.Max(tmp, -0.25);
            dsAccelAvg.Add(e.DateTime, tmp);
        }
Пример #5
0
        public override DoubleSeries GetNegativeSeries()
        {
            DoubleSeries ds = new DoubleSeries();

            for (int i = this.fFirstIndex; i < this.fLastIndex; ++i)
            {
                if (this[i] < 0.0)
                {
                    ds.Add(this.GetDateTime(i), this[i]);
                }
            }
            return(ds);
        }
Пример #6
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        public void Add(Quote quote)
        {
            if (0 == values.Count)
            {
                dtUnique      = quote.DateTime;
                firstTimeTick = quote.DateTime.Ticks;
            }
            else
            {
                dtUnique = (quote.DateTime > dtUnique) ? quote.DateTime : dtUnique + ms;
            }
            Add(dtUnique, quote.Bid);
            Add(dtUnique, quote.Ask);

            //Console.WriteLine( "{0} Added {1:#.00} {2:#.00} {3:#.00} {4}", dt, val, Min, Max, dsPoints.Count );

            UpdateWindow();
            CalcStats(quote.DateTime);

            if (!double.IsNaN(rs.b1) && !double.IsPositiveInfinity(rs.b1) && !double.IsNegativeInfinity(rs.b1))
            {
                slopeAvg.Add(dtUnique, rs.meanY);

                double upper = rs.meanY + BBMultiplier * rs.SD;
                double lower = rs.meanY - BBMultiplier * rs.SD;
                dsBBUpper.Add(dtUnique, upper);
                dsBBLower.Add(dtUnique, lower);

                double tmp      = (quote.Bid + quote.Ask) / 2;
                double avgquote = 0;
                if (tmp == rs.meanY)
                {
                    avgquote = tmp;
                }
                else
                {
                    if (tmp > rs.meanY)
                    {
                        avgquote = quote.Ask;
                    }
                    if (tmp < rs.meanY)
                    {
                        avgquote = quote.Bid;
                    }
                }
                dsB.Add(dtUnique, (avgquote - lower) / (upper - lower));
                double bw = 1000.0 * (upper - lower) / rs.meanY;
                dsBandwidth.Add(dtUnique, bw / m_bbwMax);
            }
            //Console.WriteLine( "{0} Added {1} {2} {3} {4} {5}", dtUnique, Xcnt, b1, b0, R, dsSlope.Name );
        }
Пример #7
0
        protected override void OnUpdateChart(ICollection <IDataObject> objects)
        {
            DoubleSeries doubleSeries = new DoubleSeries("Trade");

            using (IEnumerator <IDataObject> enumerator = ((IEnumerable <IDataObject>)objects).GetEnumerator())
            {
                while (((IEnumerator)enumerator).MoveNext())
                {
                    Trade trade = (Trade)enumerator.Current;
                    doubleSeries.Add(trade.DateTime, trade.Price);
                }
            }
            ((TimeSeries)doubleSeries).Draw(Color.Black);
        }
Пример #8
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        public static double Value(TimeSeries input, int index, int length1, int length2)
        {
            if (index < length1 - 1 + input.FirstIndex || index < length2 - 1 + input.FirstIndex)
            {
                return(double.NaN);
            }
            DoubleSeries doubleSeries = new DoubleSeries();

            for (int index1 = index; index1 > index - Math.Max(length1, length2); --index1)
            {
                doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.Volume]);
            }
            return(SMA.Value((TimeSeries)doubleSeries, length1 - 1, length1, BarData.Close) - SMA.Value((TimeSeries)doubleSeries, length2 - 1, length2, BarData.Close));
        }
Пример #9
0
        public override DoubleSeries GetPercentReturnSeries()
        {
            DoubleSeries ds = new DoubleSeries(this.Name, this.Title);

            if (this.fRealCount > 1)
            {
                double t0 = this[0];
                for (int i = this.fFirstIndex; i < this.fLastIndex; ++i)
                {
                    DateTime dt = this.GetDateTime(i);
                    double   t1 = this[i];
                    if (t0 != 0.0)
                    {
                        ds.Add(dt, (t1 / t0 - 1.0) * 100.0);
                    }
                    else
                    {
                        ds.Add(dt, 0.0);
                    }
                    t0 = t1;
                }
            }
            return(ds);
        }
Пример #10
0
        public static double Value(TimeSeries input, int index, int length, BarData option)
        {
            if (index < 1 + input.FirstIndex)
            {
                return(double.NaN);
            }
            DoubleSeries doubleSeries = new DoubleSeries();

            for (int firstIndex = input.FirstIndex; firstIndex <= index; ++firstIndex)
            {
                doubleSeries.Add(input.GetDateTime(firstIndex), input[firstIndex, option]);
            }
            EMA ema = new EMA((TimeSeries) new EMA((TimeSeries) new EMA((TimeSeries)doubleSeries, length, option), length, option), length, option);

            return((ema[index - input.FirstIndex] - ema[index - 1 - input.FirstIndex]) / ema[index - 1 - input.FirstIndex] * 100.0);
        }
Пример #11
0
        public static double Value(TimeSeries input, int index, int length1, int length2)
        {
            if (index < length2 - 1 + input.FirstIndex)
            {
                return(double.NaN);
            }
            DoubleSeries doubleSeries = new DoubleSeries();

            for (int index1 = 0; index1 <= index; ++index1)
            {
                doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.High] - input[index1, BarData.Low]);
            }
            EMA ema = new EMA((TimeSeries)doubleSeries, length1, BarData.Close);

            return((ema[index] - ema[index - length2 + 1]) / ema[index - length2 + 1] * 100.0);
        }
Пример #12
0
        protected override void OnUpdateChart(ICollection <IDataObject> objects)
        {
            DoubleSeries doubleSeries1 = new DoubleSeries("Bid");
            DoubleSeries doubleSeries2 = new DoubleSeries("Ask");

            using (IEnumerator <IDataObject> enumerator = ((IEnumerable <IDataObject>)objects).GetEnumerator())
            {
                while (((IEnumerator)enumerator).MoveNext())
                {
                    Quote quote = (Quote)enumerator.Current;
                    doubleSeries1.Add(quote.DateTime, quote.Bid);
                    doubleSeries2.Add(quote.DateTime, quote.Ask);
                }
            }
            ((TimeSeries)doubleSeries1).Draw(Color.Blue);
            ((TimeSeries)doubleSeries2).Draw(Color.Red);
        }
Пример #13
0
        public DoubleSeries GetRandomWalkSeries(int count)
        {
            var doubleSeries = new DoubleSeries(count);

            // Generate a slightly positive biased random walk
            // y[i] = y[i-1] + random,
            // where random is in the range -0.5, +0.5
            for(int i = 0; i < count; i++)
            {
                double next = _last + (_random.NextDouble() - 0.5 + _bias);
                _last = next;

                doubleSeries.Add(new XYPoint() { X = _i++, Y = next});
            }

            return doubleSeries;
        }
Пример #14
0
        private DoubleSeries CreateSomeScatterData(double randomness, double curviness)
        {
            var          doubleSeries = new DoubleSeries();
            Random       r            = new Random(0);
            const double c            = 0;
            const double m            = 0.02;

            // Create some data which looks like a scatter chart with points randomly spaced around a
            // slightly curved / linear trendline dataset
            //
            // this will be used to apply filters such as Trendline, Polynomial, Scale, Offset etc...
            for (int x = 0; x < 200; x++)
            {
                double y = (m * x + c + (r.NextDouble() * randomness)) * x * (1 + curviness);
                doubleSeries.Add(new XYPoint {
                    X = x, Y = y
                });
            }

            return(doubleSeries);
        }
Пример #15
0
        public static double Value(TimeSeries input, int index, int length, int order)
        {
            if (index < length - 1 + input.FirstIndex)
            {
                return(double.NaN);
            }
            DoubleSeries doubleSeries = new DoubleSeries();
            double       num          = 0.0;

            for (int index1 = 0; index1 <= index; ++index1)
            {
                doubleSeries.Add(input.GetDateTime(index1), input[index1, BarData.High] - input[index1, BarData.Low]);
            }
            EMA ema1 = new EMA((TimeSeries)doubleSeries, order, BarData.Close);
            EMA ema2 = new EMA((TimeSeries)ema1, order, BarData.Close);

            for (int index1 = index; index1 > index - length; --index1)
            {
                num += ema1[index1] / ema2[index1];
            }
            return(num);
        }
Пример #16
0
 public DoubleSeries GenerateSpiral(double xCentre, double yCentre, double maxRadius, int count)
 {
     var doubleSeries = new DoubleSeries();
     double radius = 0;
     double x, y;
     double deltaRadius = maxRadius/count;
     for (int i = 0; i < count; i++)
     {
         double sinX = Math.Sin(2*Math.PI*i*0.05);
         double cosX = Math.Cos(2*Math.PI*i*0.05);
         x = xCentre + radius * sinX;
         y = yCentre + radius*cosX;
         doubleSeries.Add(new XYPoint() { X = x, Y = y});
         radius += deltaRadius;
     }
     return doubleSeries;
 }
Пример #17
0
        public DoubleSeries GetAcousticChannel(int channelNumber)
        {
            if (channelNumber > 7)
                throw new InvalidOperationException("Only channels 0-7 allowed");

            if (_acousticPlotData.Count != 0)
            {
                return _acousticPlotData[channelNumber];
            }

            // e.g. resource format: Abt.Controls.SciChart.Example.Resources.EURUSD_Daily.csv
            var csvResource = string.Format("{0}.{1}", ResourceDirectory, "AcousticPlots.csv");

            var ch0 = new DoubleSeries(100000);
            var ch1 = new DoubleSeries(100000);
            var ch2 = new DoubleSeries(100000);
            var ch3 = new DoubleSeries(100000);
            var ch4 = new DoubleSeries(100000);
            var ch5 = new DoubleSeries(100000);
            var ch6 = new DoubleSeries(100000);
            var ch7 = new DoubleSeries(100000);

            var assembly = typeof(DataManager).Assembly;
            using (var stream = assembly.GetManifestResourceStream(csvResource))
            using (var streamReader = new StreamReader(stream))
            {
                string line = streamReader.ReadLine();
                line = streamReader.ReadLine();
                while (line != null)
                {
                    // Line Format:
                    // Date, Open, High, Low, Close, Volume
                    // 2007.07.02 03:30, 1.35310, 1.35310, 1.35280, 1.35310, 12
                    var tokens = line.Split(',');
                    double x = double.Parse(tokens[0], NumberFormatInfo.InvariantInfo);
                    double y0 = double.Parse(tokens[1], NumberFormatInfo.InvariantInfo);
                    double y1 = double.Parse(tokens[2], NumberFormatInfo.InvariantInfo);
                    double y2 = double.Parse(tokens[3], NumberFormatInfo.InvariantInfo);
                    double y3 = double.Parse(tokens[4], NumberFormatInfo.InvariantInfo);
                    double y4 = double.Parse(tokens[5], NumberFormatInfo.InvariantInfo);
                    double y5 = double.Parse(tokens[6], NumberFormatInfo.InvariantInfo);
                    double y6 = double.Parse(tokens[7], NumberFormatInfo.InvariantInfo);
                    double y7 = double.Parse(tokens[8], NumberFormatInfo.InvariantInfo);

                    ch0.Add(new XYPoint() { X = x, Y = y0 });
                    ch1.Add(new XYPoint() { X = x, Y = y1 });
                    ch2.Add(new XYPoint() { X = x, Y = y2 });
                    ch3.Add(new XYPoint() { X = x, Y = y3 });
                    ch4.Add(new XYPoint() { X = x, Y = y4 });
                    ch5.Add(new XYPoint() { X = x, Y = y5 });
                    ch6.Add(new XYPoint() { X = x, Y = y6 });
                    ch7.Add(new XYPoint() { X = x, Y = y7 });

                    line = streamReader.ReadLine();
                }
            }

            _acousticPlotData.AddRange(new[] { ch0, ch1, ch2, ch3, ch4, ch5, ch6, ch7});

            return _acousticPlotData[channelNumber];
        }
Пример #18
0
        public DoubleSeries GetButterflyCurve(int count=2000)
        {
            // From http://en.wikipedia.org/wiki/Butterfly_curve_%28transcendental%29
            // x = sin(t) * (e^cos(t) - 2cos(4t) - sin^5(t/12))
            // y = cos(t) * (e^cos(t) - 2cos(4t) - sin^5(t/12))
            var temp = 0.01;
            var doubleSeries = new DoubleSeries(count);
            for (int i = 0; i < count; i++)
            {
                var t = i*temp;

                double multiplier = Math.Pow(Math.E, Math.Cos(t)) - 2*Math.Cos(4*t) - Math.Pow(Math.Sin(t/12), 5);

                double x = Math.Sin(t)*multiplier;
                double y = Math.Cos(t) * multiplier;
                doubleSeries.Add(new XYPoint {X = x, Y = y});
            }
            return doubleSeries;
        }
Пример #19
0
 public DoubleSeries GetClusteredPoints(double xCentre, double yCentre, double deviation, int count)
 {
     var doubleSeries = new DoubleSeries();
     for (int i = 0; i < count; i++)
     {
         double x = GetGaussianRandomNumber(xCentre, deviation);
         double y = GetGaussianRandomNumber(yCentre, deviation);
         doubleSeries.Add(new XYPoint() { X = x, Y = y});
     }
     return doubleSeries;
 }
Пример #20
0
        public DoubleSeries GetDampedSinewave(int pad, double amplitude, double phase, double dampingFactor, int pointCount, int freq = 10)
        {
            var doubleSeries = new DoubleSeries();

            for (int i = 0; i < pad; i++)
            {
                double time = 10 * i / (double)pointCount;
                doubleSeries.Add(new XYPoint() { X = time });
            }

            for (int i = pad, j = 0; i < pointCount; i++, j++)
            {
                var xyPoint = new XYPoint();

                double time = 10 * i / (double)pointCount;
                double wn = 2 * Math.PI / (pointCount / (double)freq);

                xyPoint.X = time;
                xyPoint.Y = amplitude * Math.Sin(j * wn + phase);
                doubleSeries.Add(xyPoint);

                amplitude *= (1.0 - dampingFactor);
            }

            return doubleSeries;
        }
Пример #21
0
        public DoubleSeries GetExponentialCurve(double power, int pointCount)
        {
            var doubleSeries = new DoubleSeries(pointCount);

            double x = 0.00001;
            const double fudgeFactor = 1.4;
            for(int i = 0; i < pointCount; i++)
            {
                x *= fudgeFactor;
                double y = Math.Pow((double)i + 1, power);
                doubleSeries.Add(new XYPoint() {X = x, Y = y});
            }

            return doubleSeries;
        }
Пример #22
0
        public DoubleSeries GetFourierSeriesZoomed(double amplitude, double phaseShift, double xStart, double xEnd, int count = 5000)
        {
            var data = GetFourierSeries(amplitude, phaseShift, count);

            int index0 = 0;
            int index1 = 0;
            for (int i = 0; i < count; i++)
            {
                if (data.XData[i] > xStart && index0 == 0)
                    index0 = i;

                if (data.XData[i] > xEnd && index1 == 0)
                {
                    index1 = i;
                    break;
                }
            }

            var result = new DoubleSeries();

            var xData = data.XData.Skip(index0).Take(index1 - index0).ToArray();
            var yData = data.YData.Skip(index0).Take(index1 - index0).ToArray();

            for (int i = 0; i < xData.Length; i++)
            {
                result.Add(new XYPoint() {X = xData[i], Y = yData[i]});
            }

            return result;
        }
Пример #23
0
    public override void OnQuote(Quote quote)
    {
        //Console.WriteLine( "onQuote {0} b/a {1}/{2}",
        //	instrument.Symbol, quote.Bid, quote.Ask );

        if ((quote.DateTime.TimeOfDay > tsStop) ||
            (quote.DateTime.TimeOfDay < tsStart))
        {
            ExitSignal = true;
        }

        //gpstrategy.EmitSignalQuote(this, quote);
        dsAsk.Add(quote.DateTime, quote.Ask);
        dsBid.Add(quote.DateTime, quote.Bid);
        double t = (quote.Ask + quote.Bid) / 2.0;

        dsBidAskMidPoint.Add(quote.DateTime, t);
        if (0.0 == Default)
        {
            Default = t;
        }

        //dsBidAskRange.Add( quote.DateTime, quote.Ask - quote.Bid );
        if (quote.Ask > quote.Bid)
        {
            //double d = Math.Log( Math.Abs( Math.Log( quote.Ask ) - Math.Log( quote.Bid ) ) );
            //double d = Math.Log( Math.Log( quote.Ask ) - Math.Log( quote.Bid ) );
            //double d = Math.Abs( Math.Log( quote.Ask ) - Math.Log( quote.Bid ) );
            double d = quote.Ask - quote.Bid;
            //Console.WriteLine( "{0}", d );
            dsBidAskSpread.Add(quote.DateTime, d);
        }


        //
        // calculate KAMA
        //

        if (0 == dsBidAskKama0.Count)
        {
            dsBidAskKama0.Add(quote.DateTime, dsBidAskMidPoint.Last);
        }
        else
        {
            if (0 == dsTradeER0.Count)
            {
                dsBidAskKama0.Add(quote.DateTime, dsBidAskMidPoint.Last);
            }
            else
            {
                double er = dsTradeER0.Last;
                double sc = Math.Pow(er * (dblKamaFastest - dblKamaSlowest) + dblKamaSlowest, 2);
                dsBidAskKama0.Add(quote.DateTime, dsBidAskKama0.Last + sc * (dsBidAskMidPoint.Last - dsBidAskKama0.Last));
            }
        }

        if (0 == dsBidAskKama1.Count)
        {
            dsBidAskKama1.Add(quote.DateTime, dsBidAskMidPoint.Last);
        }
        else
        {
            if (0 == dsTradeER1.Count)
            {
                dsBidAskKama1.Add(quote.DateTime, dsBidAskMidPoint.Last);
            }
            else
            {
                double er = dsTradeER1.Last;
                double sc = Math.Pow(er * (dblKamaFastest - dblKamaSlowest) + dblKamaSlowest, 2);
                dsBidAskKama1.Add(quote.DateTime, dsBidAskKama1.Last + sc * (dsBidAskMidPoint.Last - dsBidAskKama1.Last));
            }
        }


        //BuySignal = individual.LongSignal.EvaluateBool(this);
        //SellSignal = individual.ShortSignal.EvaluateBool(this);



        if (ExitSignal)
        {
            if (HasPosition)
            {
                switch (Position.Side)
                {
                case PositionSide.Long:
                    OnNewLongExit(Instrument, (int)Math.Abs(Position.Qty), "Long Stop");
                    break;

                case PositionSide.Short:
                    OnNewShortExit(Instrument, (int)Math.Abs(Position.Qty), "Short Stop");
                    break;
                }
            }
        }
        else
        {
            if (BuySignal ^ SellSignal) // one or the other but not both
            {
                if (HasPosition)
                {
                    switch (Position.Side)
                    {
                    case PositionSide.Long:
                        if (SellSignal)
                        {
                            OnNewLongExit(Instrument, (int)Math.Abs(Position.Qty), "Long Exit");
                            OnNewShortEntry(Instrument, OrderSize, "Short Reversal");
                        }
                        break;

                    case PositionSide.Short:
                        if (BuySignal)
                        {
                            OnNewShortExit(Instrument, (int)Math.Abs(Position.Qty), "Short Exit");
                            OnNewLongEntry(Instrument, OrderSize, "Long Reversal");
                        }
                        break;
                    }
                }
                else
                {
                    if (BuySignal)
                    {
                        OnNewLongEntry(Instrument, OrderSize, "Long Entry");
                    }
                    if (SellSignal)
                    {
                        OnNewShortEntry(Instrument, OrderSize, "Short Entry");
                    }
                }
            }
        }
    }
Пример #24
0
    public override void OnTrade(Trade trade)
    {
        //Console.WriteLine( "{0} {1} {2}", trade.DateTime, trade.Price, trade.Size );
        //gpstrategy.EmitSignalTrade(this, trade);
        if (0.0 == Default)
        {
            Default = trade.Price;
        }

        dsTrade.Add(trade.DateTime, trade.Price);
        dsTradeVolume.Add(trade.DateTime, trade.Size);

        //Console.WriteLine( "rp {0} {1}", dsTrade.Count, dsReturns.Count );
        //if ( ReturnsPeriod < smaTrade.Count ) {
        //	dsReturns.Add( trade.DateTime, ( smaTrade.Last - smaTrade.Ago( ReturnsPeriod ) ) / smaTrade.Ago( ReturnsPeriod ) );
        //}
        if (intReturnsPeriod < dsTrade.Count)
        {
            //Console.WriteLine( "adding return" );
            dsReturns.Add(trade.DateTime, (trade.Price - dsTrade.Ago(intReturnsPeriod)) / dsTrade.Ago(intReturnsPeriod));
        }

        //Console.WriteLine( "er" );
        if (dsTrade.Count >= 3)
        {
            int    interval = Math.Min(dsTrade.Count, intER0);
            double last     = dsTrade.Last;
            double first    = dsTrade.Ago(1);
            double sum      = Math.Abs(last - first);
            for (int i = 2; i < interval; i++)
            {
                first = dsTrade.Ago(i);
                sum  += Math.Abs(dsTrade.Ago(i - 1) - first);
            }

            if (0.0 == sum)
            {
                dsTradeER0.Add(trade.DateTime, 1);
            }
            else
            {
                double t = Math.Abs(last - first) / sum;
                dsTradeER0.Add(trade.DateTime, t);
            }
        }

        //Console.WriteLine( "er" );
        if (dsTrade.Count >= 3)
        {
            int    interval = Math.Min(dsTrade.Count, intER1);
            double last     = dsTrade.Last;
            double first    = dsTrade.Ago(1);
            double sum      = Math.Abs(last - first);
            for (int i = 2; i < interval; i++)
            {
                first = dsTrade.Ago(i);
                sum  += Math.Abs(dsTrade.Ago(i - 1) - first);
            }

            if (0.0 == sum)
            {
                dsTradeER1.Add(trade.DateTime, 1);
            }
            else
            {
                double t = Math.Abs(last - first) / sum;
                dsTradeER1.Add(trade.DateTime, t);
            }
        }


        if (Math.Max(cntKurtosis, cntSkew) <= dsTrade.Count)
        {
            dsKurtosis.Add(trade.DateTime, stats.Kurtosis(cntKurtosis));
            dsSkew.Add(trade.DateTime, stats.Skewness(cntSkew));
        }



        dsZero.Add(trade.DateTime, 0);
    }
Пример #25
0
        //TODO add try/catch

        #region Input_Parse
        //RayonRs232 old parser

        public void ParseInputData(int length, byte[] dataInput)
        {
            if (Rs232Interface.GetInstance.IsSynced == false)//TODO
            {
                Rs232Interface.GetInstance.IsSynced = true;
                //Rs232Interface.GetInstance.
            }
            else
            {
                //Parser
                int PlotDataSampleLSB;
                int PlotDataSampleMSB;
                int PlotDataSample;
                int i = 0;
                //int limit = (dataInput.Length - (dataInput.Length%12));

                for (; i < dataInput.Length - 24;)
                {
                    if (dataInput[i] == 0xbb && dataInput[i + 1] == 0xcc)
                    {
                        XYPoint xyPoint1 = new XYPoint();
                        XYPoint xyPoint2 = new XYPoint();
                        XYPoint xyPoint3 = new XYPoint();
                        XYPoint xyPoint4 = new XYPoint();
                        XYPoint xyPoint5 = new XYPoint();

                        //    //First Sample

                        //  try
                        //  {


                        PlotDataSampleLSB = (short)dataInput[i + 2];
                        PlotDataSampleMSB = (short)dataInput[i + 3];
                        PlotDataSample    = (PlotDataSampleMSB << 8) | PlotDataSampleLSB;

                        xyPoint1.Y = (double)PlotDataSample;
                        xyPoint1.X = _deltaTOneChen;

                        _deltaTOneChen += 0.1;

                        datasource1.Add(xyPoint1);

                        //Second
                        PlotDataSampleLSB = (short)dataInput[i + 4];
                        PlotDataSampleMSB = (short)dataInput[i + 5];
                        PlotDataSample    = (PlotDataSampleMSB << 8) | PlotDataSampleLSB;

                        xyPoint2.Y = (double)PlotDataSample;
                        xyPoint2.X = _deltaTOneChen;

                        _deltaTOneChen += 0.1;

                        datasource1.Add(xyPoint2);

                        //Third Sample
                        PlotDataSampleLSB = (short)dataInput[i + 6];
                        PlotDataSampleMSB = (short)dataInput[i + 7];
                        PlotDataSample    = (PlotDataSampleMSB << 8) | PlotDataSampleLSB;

                        xyPoint3.Y = (double)PlotDataSample;
                        xyPoint3.X = _deltaTOneChen;

                        _deltaTOneChen += 0.1;

                        datasource1.Add(xyPoint3);

                        //Fourth sample
                        PlotDataSampleLSB = (short)dataInput[i + 8];
                        PlotDataSampleMSB = (short)dataInput[i + 9];
                        PlotDataSample    = (PlotDataSampleMSB << 8) | PlotDataSampleLSB;

                        xyPoint4.Y = (double)PlotDataSample;
                        xyPoint4.X = _deltaTOneChen;

                        datasource1.Add(xyPoint4);

                        _deltaTOneChen += 0.1;

                        //Fifth sample
                        PlotDataSampleLSB = (short)dataInput[i + 10];
                        PlotDataSampleMSB = (short)dataInput[i + 11];
                        PlotDataSample    = (PlotDataSampleMSB << 8) | PlotDataSampleLSB;

                        if (PlotDataSample != 4.0)
                        {
                            // int a = 5;
                        }

                        xyPoint5.Y = (double)PlotDataSample;
                        xyPoint5.X = _deltaTOneChen;

                        _deltaTOneChen += 0.1;

                        datasource1.Add(xyPoint5);

                        i = i + 11;
                    }
                    i++;
                }
                Parser2Plot(this, new Parser2SendEventArgs(datasource1));
                datasource1.Clear();
            }
        }
Пример #26
0
        public DoubleSeries GetStraightLine(double gradient, double yIntercept, int pointCount)
        {
            var doubleSeries = new DoubleSeries(pointCount);

            for (int i = 0; i <= pointCount; i++)
            {
                double x = i + 1;
                double y = gradient * x + yIntercept;
                doubleSeries.Add(new XYPoint() { X = x, Y = y });
            }

            return doubleSeries;
        }
Пример #27
0
        public DoubleSeries GetSquirlyWave()
        {
            var doubleSeries = new DoubleSeries();
            var rand = new Random((int)DateTime.Now.Ticks);

            const int COUNT = 1000;
            for (int i = 0; i < COUNT; i++)
            {
                var xyPoint = new XYPoint();

                var time = i / (double)COUNT;
                xyPoint.X = time;
                xyPoint.Y = time * Math.Sin(2 * Math.PI * i / (double)COUNT) +
                             0.2 * Math.Sin(2 * Math.PI * i / (COUNT / 7.9)) +
                             0.05 * (rand.NextDouble() - 0.5) +
                             1.0;

                doubleSeries.Add(xyPoint);
            }

            return doubleSeries;
        }
Пример #28
0
        public DoubleSeries GenerateEEG(int count, ref double startPhase, double phaseStep)
        {
            var doubleSeries = new DoubleSeries();
            var rand = new Random((int)DateTime.Now.Ticks);

            for (int i = 0; i < count; i++)
            {
                var xyPoint = new XYPoint();

                var time = i / (double)count;
                xyPoint.X = time;
                //double mod = 0.2 * Math.Sin(startPhase);
                xyPoint.Y = //mod * Math.Sin(startPhase / 4.9) +
                             0.05 * (rand.NextDouble() - 0.5) +
                             1.0;

                doubleSeries.Add(xyPoint);
                startPhase += phaseStep;
            }

            return doubleSeries;
        }
Пример #29
0
        public DoubleSeries GetFourierSeries(double amplitude, double phaseShift, int count = 5000)
        {
            var doubleSeries = new DoubleSeries();

            for (int i = 0; i < count; i++)
            {
                var xyPoint = new XYPoint();

                double time = 10 * i / (double)count;
                double wn = 2 * Math.PI / (count / 10);

                xyPoint.X = time;
                xyPoint.Y = Math.PI * amplitude *
                            (Math.Sin(i * wn + phaseShift) +
                             0.33 * Math.Sin(i * 3 * wn + phaseShift) +
                             0.20 * Math.Sin(i * 5 * wn + phaseShift) +
                             0.14 * Math.Sin(i * 7 * wn + phaseShift) +
                             0.11 * Math.Sin(i * 9 * wn + phaseShift) +
                             0.09 * Math.Sin(i * 11 * wn + phaseShift));
                doubleSeries.Add(xyPoint);
            }

            return doubleSeries;
        }
Пример #30
0
        public DoubleSeries GetRandomDoubleSeries(int pointCount)
        {
            var doubleSeries = new DoubleSeries();
            double amplitude = _random.NextDouble() + 0.5;
            double freq = Math.PI * (_random.NextDouble() + 0.5) * 10;
            double offset = _random.NextDouble() - 0.5;

            for(int i = 0; i < pointCount; i++)
            {
                doubleSeries.Add(new XYPoint() { X=i, Y=offset + amplitude*Math.Sin(freq*i) });
            }

            return doubleSeries;
        }
Пример #31
0
 public DoubleSeries GetLissajousCurve(double alpha, double beta, double delta, int count=200)
 {
     // From http://en.wikipedia.org/wiki/Lissajous_curve
     // x = Asin(at + d), y = Bsin(bt)
     var doubleSeries = new DoubleSeries(count);
     for (int i = 0; i < count; i++)
     {
         double x = Math.Sin(alpha*i*0.1 + delta);
         double y = Math.Sin(beta*i*0.1);
         doubleSeries.Add(new XYPoint() {X = x, Y = y});
     }
     return doubleSeries;
 }