public LinearSpectrum(float[] data, int bands, float minFrequency = -1, float maxFrequency = -1)
{
int dataReferenceCount = (data.Length - 1) * 2;
int fromIndex = minFrequency < 0 ? 0 : FrequencyHelper.GetIndexOfFrequency(minFrequency, dataReferenceCount).Clamp(0, data.Length - 1 - bands); // -bands since we need at least enough data to get our bands
int toIndex = maxFrequency < 0 ? data.Length - 1 : FrequencyHelper.GetIndexOfFrequency(maxFrequency, dataReferenceCount).Clamp(fromIndex, data.Length - 1);
int usableSourceData = Math.Max(bands, (toIndex - fromIndex) + 1);
Bands = new Band[bands];
double frequenciesPerBand = (double)usableSourceData / bands;
double frequencyCounter = 0;
int index = fromIndex;
for (int i = 0; i < Bands.Length; i++)
{
frequencyCounter += frequenciesPerBand;
int count = (int)frequencyCounter;
float[] bandData = new float[count];
Array.Copy(data, index, bandData, 0, count);
Bands[i] = new Band(FrequencyHelper.GetFrequencyOfIndex(index, dataReferenceCount),
FrequencyHelper.GetFrequencyOfIndex(index + count, dataReferenceCount),
bandData);
index += count;
frequencyCounter -= count;
}
}
public void CreateJiraTasks()
{
var queries = JiraRepository.GetAllQueries();
if (queries != null)
{
foreach (var query in queries)
{
if (TaskRepository.IsPlanned(query.Id))
{
continue;
}
var latestRun = TaskRepository.GetLatestRunByReference(query.Id)?.ProcessedTime.Value ?? DateTime.Now;
if (FrequencyHelper.IsTimeToPlan(query.Frequency, latestRun, out DateTime plannedRunTime))
{
TaskRepository.CreateTask(new Task
{
Type = TaskType.JIRA,
Status = TaskStatus.PLANNED,
PlannedTime = plannedRunTime,
Reference = query.Id
});
}
}
}
}
public GammaSpectrum(float[] data, int bands, float gamma = 2, float minFrequency = -1, float maxFrequency = -1)
{
int dataReferenceCount = (data.Length - 1) * 2;
int fromIndex = minFrequency < 0 ? 0 : FrequencyHelper.GetIndexOfFrequency(minFrequency, dataReferenceCount).Clamp(0, data.Length - 1 - bands); // -bands since we need at least enough data to get our bands
int toIndex = maxFrequency < 0 ? data.Length - 1 : FrequencyHelper.GetIndexOfFrequency(maxFrequency, dataReferenceCount).Clamp(fromIndex, data.Length - 1);
int usableSourceData = Math.Max(bands, (toIndex - fromIndex) + 1);
Bands = new Band[bands];
int index = fromIndex;
for (int i = 0; i < Bands.Length; i++)
{
int count = Math.Max(1, (((int)(Math.Pow((i + 1f) / Bands.Length, gamma) * usableSourceData))) - index);
float[] bandData = new float[count];
Array.Copy(data, index, bandData, 0, count);
Bands[i] = new Band(FrequencyHelper.GetFrequencyOfIndex(index, dataReferenceCount),
FrequencyHelper.GetFrequencyOfIndex(index + count, dataReferenceCount),
bandData);
index += count;
}
}
public LogarithmicSpectrum(float[] data, int bands, float minFrequency = -1, float maxFrequency = -1)
{
int dataReferenceCount = (data.Length - 1) * 2;
int fromIndex = minFrequency < 0 ? 0 : FrequencyHelper.GetIndexOfFrequency(minFrequency, dataReferenceCount).Clamp(0, data.Length - 1 - bands); // -bands since we need at least enough data to get our bands
int toIndex = maxFrequency < 0 ? data.Length - 1 : FrequencyHelper.GetIndexOfFrequency(maxFrequency, dataReferenceCount).Clamp(fromIndex, data.Length - 1);
int usableSourceData = Math.Max(bands, (toIndex - fromIndex) + 1);
Bands = new Band[bands];
double ratio = Math.Pow(usableSourceData, 1.0 / bands);
double calculation = 1;
int index = fromIndex;
for (int i = 0; i < Bands.Length; i++)
{
calculation *= ratio;
int count = Math.Max(1, ((int)calculation) - index);
float[] bandData = new float[count];
Array.Copy(data, index, bandData, 0, count);
Bands[i] = new Band(FrequencyHelper.GetFrequencyOfIndex(index, dataReferenceCount),
FrequencyHelper.GetFrequencyOfIndex(index + count, dataReferenceCount),
bandData);
index += count;
}
}
public RawSpectrumProvider(float[][] data, int audioChannel)
{
int dataReferenceCount = (data[audioChannel - 1].Length - 1) * 2;
Bands = new Band[data[audioChannel - 1].Length];
for (int i = 0; i < Bands.Length; i++)
{
Bands[i] = new Band(FrequencyHelper.GetFrequencyOfIndex(i, dataReferenceCount), FrequencyHelper.GetFrequencyOfIndex(i, dataReferenceCount), new[] { data[audioChannel - 1][i] });
}
}
/// <summary>
/// Initialize components.
/// </summary>
public override void _initializeComponents()
{
Frame f = new Frame()
{
Label = Director.Properties.Resources.ScenarioLabel,
Padding = 10
};
VBox ScenarioSettings = new VBox();
// Create scenario name
ScenarioName = new TextEntry();
ScenarioName.Changed += ScenarioName_Changed;
ScenarioSettings.PackStart(new Label(Director.Properties.Resources.ScenarioName));
ScenarioSettings.PackStart(ScenarioName);
ScenarioSettings.PackStart(InvalidScenarioName);
f.Content = ScenarioSettings;
PackStart(f);
Frame h = new Frame()
{
Label = Director.Properties.Resources.RunningOptionsLabel,
Padding = 10
};
VBox RunningOptionsSettings = new VBox();
// Select scenario run
PeriodicityRunning = new RadioButton(Director.Properties.Resources.FrequencyLabel);
TimeDelayRunning = new RadioButton(Director.Properties.Resources.TimeDelayLabel);
PeriodicityRunning.Group = TimeDelayRunning.Group;
RunningOptionsSettings.PackStart(PeriodicityRunning);
RunningOptionsSettings.PackStart(TimeDelayRunning);
PeriodicityRunning.Group.ActiveRadioButtonChanged += ChangeFrequencyOption;
// Frequency settings
RunningOptionsSettings.PackStart(new Label()
{
Text = Director.Properties.Resources.RunningPeriodicity
});
FrequencyRunning = new ComboBox();
FrequencyHelper.FillComboBox(FrequencyRunning);
RunningOptionsSettings.PackStart(FrequencyRunning);
FrequencyRunning.SelectedIndex = 0;
FrequencyRunning.SelectionChanged += FrequencyRunning_SelectionChanged;
// Time delay settings
RunningOptionsSettings.PackStart(new Label()
{
Text = Director.Properties.Resources.TimeDelayInSeconds
});
TimeDelay = new TextEntry()
{
Text = "0"
};
TimeDelay.Changed += delegate
{
try
{
ActiveScenario.TimeAfterPrevious = int.Parse(TimeDelay.Text);
InvalidTimeDelay.Visible = false;
}
catch
{
InvalidTimeDelay.Visible = true;
}
};
RunningOptionsSettings.PackStart(TimeDelay);
RunningOptionsSettings.PackStart(InvalidTimeDelay);
// Add to form
h.Content = RunningOptionsSettings;
PackStart(h);
// Scenario information
ScenarioInformation = new VBox();
ScrollView ScenarioInformationScrollView = new ScrollView()
{
VerticalScrollPolicy = ScrollPolicy.Automatic,
Content = ScenarioInformation
};
Frame si = new Frame()
{
Label = Director.Properties.Resources.ScenarioOverview,
Padding = 10,
Content = ScenarioInformationScrollView
};
PackStart(si, true, true);
}
/// <summary>
/// Initialize window.
/// </summary>
public override void _initializeComponents()
{
// Server Name + URL + Periodicity window
Frame f = new Frame();
f.Label = Director.Properties.Resources.ServerSettings;
f.Padding = 10;
// Create VBOX
VBox ServerSettings = new VBox();
// Prepare text box
ServerSettings.PackStart(new Label()
{
Text = Director.Properties.Resources.ServerName
});
ServerName = new TextEntry();
ServerName.Changed += ServerName_Changed;
ServerSettings.PackStart(ServerName);
// Add invalid server name
ServerSettings.PackStart(InvalidServerName);
// Server URL
ServerSettings.PackStart(new Label()
{
Text = Director.Properties.Resources.ServerURL
});
ServerURL = new TextEntry();
ServerURL.Changed += ServerURL_Changed;
ServerSettings.PackStart(ServerURL);
// Invalid URL
ServerSettings.PackStart(InvalidServerURL);
// Frequency settings
ServerSettings.PackStart(new Label()
{
Text = Director.Properties.Resources.RunningPeriodicity
});
FrequencyRunning = new ComboBox();
FrequencyHelper.FillComboBox(FrequencyRunning);
ServerSettings.PackStart(FrequencyRunning);
FrequencyRunning.SelectedIndex = 0;
FrequencyRunning.SelectionChanged += FrequencyRunning_SelectionChanged;
// Add Frame to server settings
f.Content = ServerSettings;
PackStart(f);
// Authorization
AuthRequired = new CheckBox(Director.Properties.Resources.Authorization);
AuthRequired.MarginLeft = 10;
PackStart(AuthRequired);
// Create Authentication Frame
Authentication = new Frame()
{
Label = Director.Properties.Resources.AuthorizationSettings,
Padding = 10
};
// Login and Password fields
VBox AuthBox = new VBox();
AuthBox.PackStart(new Label()
{
Text = Director.Properties.Resources.Username
});
AuthUserName = new TextEntry();
AuthUserName.Changed += AuthUserName_Changed;
AuthBox.PackStart(AuthUserName);
AuthBox.PackStart(new Label()
{
Text = Director.Properties.Resources.Password
});
AuthUserPassword = new PasswordEntry();
AuthUserPassword.Changed += AuthUserPassword_Changed;
AuthBox.PackStart(AuthUserPassword);
// Authentication content
Authentication.Content = AuthBox;
PackStart(Authentication);
// Change value
AuthRequired.Toggled += AuthRequired_Toggled;
// Email settings
Frame EmailFrame = new Frame()
{
Label = Director.Properties.Resources.EmailNotifications,
Padding = 10,
MinHeight = 180
};
// Create EmailList widget
EmailWidget = new EmailList();
EmailFrame.Content = EmailWidget;
PackStart(EmailFrame, expand: true, fill: true);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableSimpleBond"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="bond">The bond</param>
/// <param name="settlementDate">The settlement date.</param>
/// <param name="exDivDate">The ex dividend date.</param>
/// <param name="businessDayAdjustments">The business day adjustments.</param>
/// <param name="paymentCalendar">The payment Calendar.</param>
/// <param name="marketQuote">The market quote.</param>
/// <param name="quoteType">The quote type</param>
public PriceableSimpleBond(DateTime baseDate, Bond bond, DateTime settlementDate, DateTime exDivDate,
BusinessDayAdjustments businessDayAdjustments, IBusinessCalendar paymentCalendar, BasicQuotation marketQuote, BondPriceEnum quoteType)
: base(baseDate, bond.faceAmount, bond.currency, null, null, businessDayAdjustments, marketQuote, quoteType)
{
Id = bond.id;
var tempId = Id.Split('-');
var bondId = tempId[0];
if (tempId.Length > 2)
{
bondId = tempId[2];
}
Issuer = (string)bond.Item;//Does not handle PartyReference type -> only string!
Description = "Not Defined";
if (bond.description != null)
{
Description = bond.description;
}
MaturityDate = bond.maturity;
CouponDayCount = new DayCountFraction {
Value = bond.dayCountFraction.Value
};
if (bond.parValueSpecified)
{
ParValue = bond.parValue;
}
if (bond.couponRateSpecified)
{
CouponRate = bond.couponRate;
}
CouponFrequency = new Period
{
period = bond.paymentFrequency.period,
periodMultiplier = bond.paymentFrequency.periodMultiplier
};
CouponType = CouponTypeEnum.Fixed;
if (bond.clearanceSystem != null)
{
ClearanceSystem = bond.clearanceSystem.Value;
}
if (bond.exchangeId != null)
{
Exchange = bond.exchangeId.Value;
}
if (bond.seniority != null)
{
Seniority = EnumHelper.Parse <CreditSeniorityEnum>(bond.seniority.Value);
}
if (bond.instrumentId != null)
{
InstrumentIds = new List <InstrumentId>();
foreach (var identifier in bond.instrumentId.Select(id => InstrumentIdHelper.Parse(id.Value)))
{
InstrumentIds.Add(identifier);
}
}
//This handles the case of a bond forward used in curve building.
if (MaturityDate > BaseDate)
{
var rollConvention =
RollConventionEnumHelper.Parse(MaturityDate.Day.ToString(CultureInfo.InvariantCulture));
Frequency = FrequencyHelper.ToFrequency(bond.paymentFrequency);
SettlementDate = settlementDate;
UnAdjustedPeriodDates = DateScheduler.GetUnadjustedCouponDatesFromMaturityDate(SettlementDate,
MaturityDate,
CouponFrequency,
rollConvention,
out _,
out var nextCouponDate);
LastCouponDate = UnAdjustedPeriodDates[0];
NextCouponDate = nextCouponDate;
AdjustedPeriodDates =
AdjustedDateScheduler.GetAdjustedDateSchedule(UnAdjustedPeriodDates,
PaymentBusinessDayAdjustments.businessDayConvention,
paymentCalendar).ToArray();
AdjustedPeriodDates[0] = SettlementDate;
NextExDivDate = exDivDate;
IsXD = IsExDiv();
}
BondCurveName = CurveNameHelpers.GetBondCurveName(Currency.Value, bondId);
SwapDiscountCurveName = CurveNameHelpers.GetDiscountCurveName(Currency.Value, true);
}
private Pitch(PitchClass pitchClass, int octave)
{
_pitchClass = pitchClass;
_octave = octave;
_frequency = FrequencyHelper.GetFrequency(pitchClass, octave);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableSimpleBond"/> class.
/// </summary>
/// <param name="baseDate">The base date.</param>
/// <param name="nodeStruct">The bond nodeStruct</param>
/// <param name="settlementCalendar">The settlement Calendar.</param>
/// <param name="paymentCalendar">The payment Calendar.</param>
/// <param name="marketQuote">The market quote.</param>
/// <param name="quoteType">THe quote Type</param>
public PriceableSimpleBond(DateTime baseDate, BondNodeStruct nodeStruct, IBusinessCalendar settlementCalendar, IBusinessCalendar paymentCalendar,
BasicQuotation marketQuote, BondPriceEnum quoteType)
: base(baseDate, nodeStruct.Bond.faceAmount, nodeStruct.Bond.currency, nodeStruct.SettlementDate, nodeStruct.ExDivDate, nodeStruct.BusinessDayAdjustments, marketQuote, quoteType)
{
Id = nodeStruct.Bond.id;
var tempId = Id.Split('-');
var bondId = tempId[0];
if (tempId.Length > 2)
{
bondId = tempId[2];
}
SettlementDateCalendar = settlementCalendar;
Issuer = (string)nodeStruct.Bond.Item;//Does not handle PartyReference type -> only string!
Description = "Not Defined";
//IsYTMQuote = true;
if (nodeStruct.Bond.description != null)
{
Description = nodeStruct.Bond.description;
}
MaturityDate = nodeStruct.Bond.maturity;
CouponDayCount = new DayCountFraction {
Value = nodeStruct.Bond.dayCountFraction.Value
};
CouponFrequency = new Period
{
period = nodeStruct.Bond.paymentFrequency.period,
periodMultiplier = nodeStruct.Bond.paymentFrequency.periodMultiplier
};
if (nodeStruct.Bond.couponRateSpecified)
{
CouponRate = nodeStruct.Bond.couponRate;
}
if (nodeStruct.Bond.parValueSpecified)
{
ParValue = nodeStruct.Bond.parValue;
}
if (nodeStruct.Bond.clearanceSystem != null)
{
ClearanceSystem = nodeStruct.Bond.clearanceSystem.Value;
}
if (nodeStruct.Bond.exchangeId != null)
{
Exchange = nodeStruct.Bond.exchangeId.Value;
}
CouponType = CouponTypeEnum.Fixed;
if (nodeStruct.Bond.seniority != null)
{
Seniority = EnumHelper.Parse <CreditSeniorityEnum>(nodeStruct.Bond.seniority.Value, true);
}
if (nodeStruct.Bond.instrumentId != null)
{
InstrumentIds = new List <InstrumentId>();
foreach (var identifier in nodeStruct.Bond.instrumentId.Select(id => InstrumentIdHelper.Parse(id.Value)))
{
InstrumentIds.Add(identifier);
}
}
//This handles the case of a bondforward used in curve building.
if (MaturityDate > BaseDate)
{
DateTime lastCouponDate;
DateTime nextCouponDate;
var rollConvention =
RollConventionEnumHelper.Parse(MaturityDate.Day.ToString(CultureInfo.InvariantCulture));
Frequency = FrequencyHelper.ToFrequency(nodeStruct.Bond.paymentFrequency);
//Get the settlement date
SettlementDate = GetSettlementDate(baseDate, settlementCalendar, nodeStruct.SettlementDate);
//Generate the necessary dates.
//TODO Should the settlement date and the underlying bond be calculated on the fly when calculation occurs?
UnAdjustedPeriodDates = DateScheduler.GetUnadjustedCouponDatesFromMaturityDate(SettlementDate,
MaturityDate,
CouponFrequency,
rollConvention,
out lastCouponDate,
out nextCouponDate);
LastCouponDate = UnAdjustedPeriodDates[0];
NextCouponDate = nextCouponDate;
AdjustedPeriodDates =
AdjustedDateScheduler.GetAdjustedDateSchedule(UnAdjustedPeriodDates,
nodeStruct.BusinessDayAdjustments
.businessDayConvention, paymentCalendar)
.ToArray();
AdjustedPeriodDates[0] = SettlementDate; //TODO check this!
NextExDivDate = GetNextExDivDate();
IsXD = IsExDiv();
}
BondCurveName = CurveNameHelpers.GetBondCurveName(Currency.Value, bondId);
SwapDiscountCurveName = CurveNameHelpers.GetDiscountCurveName(Currency.Value, true);
}
