public override void ApplyTo(StockSerie stockSerie)
{
StockSerie seasonSerie = stockSerie.CalculateSeasonality();
FloatSerie seasonCloseSerie = new FloatSerie(stockSerie.Count);
int i = 0;
float previousClose = stockSerie.Values.First().CLOSE;
FloatSerie seasonClose = seasonSerie.GetSerie(StockDataType.CLOSE);
int indexOfDate;
int previousIndexOfDate = 0;
foreach (StockDailyValue dailyValue in stockSerie.Values)
{
indexOfDate = seasonSerie.IndexOf(new DateTime(2000, dailyValue.DATE.Month, dailyValue.DATE.Day));
if (indexOfDate != -1)
{
if (indexOfDate >= previousIndexOfDate)
{
seasonCloseSerie[i] = previousClose * (1 + (seasonClose[indexOfDate] - seasonClose[previousIndexOfDate]) / seasonClose[previousIndexOfDate]);
}
previousIndexOfDate = indexOfDate;
}
else
{
seasonCloseSerie[i] = previousClose;
}
previousClose = seasonCloseSerie[i];
i++;
}
this.series[0] = stockSerie.GetSerie(StockDataType.CLOSE).CalculateCorrelation(seasonCloseSerie, (int)parameters[0]);
this.Series[0].Name = this.Name;
}