private void btnCalculate_Click(object sender, EventArgs e)
{
chartIndex.Series[0].Points.Clear();
chartIndexWoTrend.Series[0].Points.Clear();
chartSpectrum.Series[0].Points.Clear();
tbHarmonics.Text = "";
tbHarmAmpls.Text = "";
var usePeriodAxis = cbSpectrX.SelectedIndex == 1;
var dataCount = int.Parse(tbDataCount.Text);
// индекс
var trendType = cbTrendType.SelectedIndex == 1
? IndexFFT.TrendReducion.MovingAverage
: IndexFFT.TrendReducion.Linear;
var data = IndexFFT.GetIndexData(cbIndexFunction.Text,
tbFolder.Text,
int.Parse(tbInterval.Text),
dataCount,
trendType,
int.Parse(tbMAPeriod.Text),
cbUseStartDate.Checked ? (DateTime?)dpStartDate.Value : null,
cbIndexType.SelectedIndex == 1
? IndexFFT.CurrencyIndexType.AdditiveMomentumAccumulated
: IndexFFT.CurrencyIndexType.AdditiveWeightedToOne);
if (data.Length == 0)
{
return;
}
var i = 0;
foreach (var ind in data)
{
chartIndex.Series[0].Points.Add(new SeriesPoint((double)(i++), ind));
}
// индекс без тренда
var dataWT = IndexFFT.RemoveTrend(data, trendType, int.Parse(tbMAPeriod.Text));
i = 0;
foreach (var ind in dataWT)
{
chartIndexWoTrend.Series[0].Points.Add(new SeriesPoint((double)(i++), ind));
}
// спектр
var spectrum = IndexFFT.CalcFFT(dataWT, dataCount);
int nBands = dataCount / 10;
for (i = 10; i < nBands; i++)
{
var x = usePeriodAxis ? (double)dataCount / i : (double)i;
chartSpectrum.Series[0].Points.Add(new SeriesPoint(x, spectrum[i]));
}
// преобладающие гармоники
var sb = new StringBuilder();
var peakPeriod = int.Parse(tbHarmPeak.Text);
// T - amplitude
var peaks = new List <Cortege2 <double, double> >();
for (i = 10; i < nBands; i++)
{
var isPeak = true;
for (var j = i - peakPeriod; j < i + peakPeriod; j++)
{
if (j < 0 || j == i)
{
continue;
}
if (spectrum[i] < spectrum[j])
{
isPeak = false;
break;
}
}
if (!isPeak)
{
continue;
}
var T = dataCount / i;
var ampl = spectrum[i];
peaks.Add(new Cortege2 <double, double> {
a = T, b = ampl
});
}
peaks = peaks.OrderByDescending(p => p.b).ToList();
foreach (var peak in peaks)
{
sb.AppendLine(string.Format("Период: {0:f2}. Амплитуда {1:f4}", peak.a, peak.b));
}
tbHarmonics.Text = sb.ToString();
sb = new StringBuilder();
peaks = peaks.OrderBy(p => p.a).ToList();
foreach (var peak in peaks)
{
sb.AppendLine(string.Format("Период: {0:f2}. Амплитуда {1:f4}", peak.a, peak.b));
}
tbHarmAmpls.Text = sb.ToString();
}
private void btnFormQuote_Click(object sender, EventArgs e)
{
var ciEur = new CurrencyIndexInfo(tbEur.Text);
var ciUsd = new CurrencyIndexInfo(tbUsd.Text);
var currencyStream = new Dictionary <string, CurrencyStream>();
// открыть потоки чтения
var allPairs = ciEur.pairs.Union(ciUsd.pairs).ToList();
if (!allPairs.Contains("eur"))
{
allPairs.Add("eur");
}
foreach (var curName in allPairs)
{
currencyStream.Add(curName, new CurrencyStream(curName, quotePath));
}
// сессия (разрешенные часы)
int startDay = 1, endDay = 6;
int startHr = 1, endHr = 1;
var sessParts = tbSession.Text.Split(new[] { ' ', ':', '-', ',', '.' }, StringSplitOptions.RemoveEmptyEntries);
if (sessParts.Length == 4)
{
startDay = int.Parse(sessParts[0]);
startHr = int.Parse(sessParts[1]);
endDay = int.Parse(sessParts[2]);
endHr = int.Parse(sessParts[3]);
}
var k = tbMultiplier.Text.ToDecimalArrayUniform();
// считать индекс
try
{
if (!startDate.HasValue)
{
startDate = IndexFFT.GetFirstDateFromCurStreams(currencyStream, false);
}
DateTime date = startDate.Value;
using (var swEur = new StreamWriter(tbFolder.Text + ".i1.quote"))
using (var swUsd = new StreamWriter(tbFolder.Text + ".i2.quote"))
using (var swEurUsd = new StreamWriter(tbFolder.Text + ".fr.quote"))
{// eur0.3349# jpy0.1652 gbp0.082# cad0.2887 sek0.0189 chf0.027
double?prevEur = null, prevUsd = null;
for (var i = 0; i < maxDataLen; i++)
{
var eur = ciEur.CalculateIndexMultiplicative(date, currencyStream);
var usd = ciUsd.CalculateIndexMultiplicative(date, currencyStream);
if (ciEur.EndOfStream || ciUsd.EndOfStream)
{
break;
}
eur = eur * (double)k[0];
usd = usd * (double)k[1];
var duplicates = false;
if (prevEur.HasValue)
{
if (prevEur.Value == eur && prevUsd.Value == usd)
{
duplicates = true;
}
}
if (!duplicates)
{
prevEur = eur;
prevUsd = usd;
// 11.370;11.350;03.01.2009 23:04:00
var dateStr = date.ToString("dd.MM.yyyy HH:mm:ss");
var line = string.Format(CultureInfo.InvariantCulture,
"{0:f4};{0:f4};{1}", eur, dateStr);
swEur.WriteLine(line);
line = string.Format(CultureInfo.InvariantCulture,
"{0:f4};{0:f4};{1}", usd, dateStr);
swUsd.WriteLine(line);
if (eur > 0 && usd > 0)
{
var fract = (double)k[2] * eur / usd;
line = string.Format(CultureInfo.InvariantCulture,
"{0:f4};{0:f4};{1}", fract, dateStr);
swEurUsd.WriteLine(line);
}
}
date = date.AddMinutes(intervalMinutes);
// пропуск выходных
var weekDay = (int)date.DayOfWeek;
if (weekDay == 0)
{
weekDay = 7;
}
if ((weekDay > endDay || (weekDay == endDay && date.Hour >= endHr))
||
(weekDay < startDay || (weekDay == startDay && date.Hour < startHr)))
{
var newWeekDay = date.Date.AddDays(7 - weekDay + startDay);
date = newWeekDay.AddHours(startHr);
}
}
}
}
finally
{ // закрыть потоки чтения
foreach (var cs in currencyStream)
{
cs.Value.CloseStream();
}
}
}