private void sampleRawDataThenAddToValues(Dictionary <string, object> rawData, int dayNumber, int binSize_seconds)
{
var dfd = new OneDaysData();
dfd.BinSize = binSize_seconds;
foreach (var kvp in rawData)
{
var symbol = kvp.Key;
var dataRaw = (List <List <object> >)kvp.Value;
// parse into something more manageable.
var dates = new List <DateTime>();
var values = new List <double>();
for (int i = 0; i < dataRaw.Count; ++i)
{
DateTime dateVal;
if (dataRaw[i][0] is string)
{
var dateStr = (string)dataRaw[i][0];
dateVal = DateTime.Parse(dateStr, null, System.Globalization.DateTimeStyles.RoundtripKind);
}
else if (dataRaw[i][0] is DateTime)
{
dateVal = (DateTime)dataRaw[i][0];
}
else
{
continue;
}
double valu = double.NaN;
if (dataRaw[i][1] is double)
{
valu = (double)dataRaw[i][1];
}
else if (dataRaw[i][1] is long)
{
valu = (double)(long)dataRaw[i][1];
}
// else NaN;
dates.Add(dateVal);
values.Add(valu);
}
// interporlate in to equi-spaced bins.
int currentRawIndex = 0;
var sampled = new List <double>();
var dayStart = this.calculateDayStart(dayNumber);
for (int cTime = 0; cTime < 60 * 60 * 24; cTime += binSize_seconds)
{
while (currentRawIndex + 1 < dates.Count &&
dates[currentRawIndex + 1] < dayStart + TimeSpan.FromSeconds(cTime))
{
currentRawIndex += 1;
}
if (dates[currentRawIndex] > dayStart + TimeSpan.FromSeconds(cTime))
{
sampled.Add(_values.ContainsKey(dayNumber - 1)
? _values[dayNumber - 1].ValueAtTime(symbol, 60 * 60 * 24 - 1)
: double.NaN);
}
else if (dates[dates.Count - 1] + TimeSpan.FromSeconds(binSize_seconds) < dayStart + TimeSpan.FromSeconds(cTime))
{
sampled.Add(double.NaN);
}
else
{
sampled.Add(values[currentRawIndex]);
}
}
dfd.Values.Add(symbol, sampled.ToArray());
}
if (_values.ContainsKey(dayNumber))
{
Console.WriteLine("replaceing data for day #: " + dayNumber);
_values[dayNumber] = dfd;
}
else
{
Console.WriteLine("adding data for day #: " + dayNumber);
_values.Add(dayNumber, dfd);
}
}
private void sampleRawDataThenAddToValues(Dictionary<string, object> rawData, int dayNumber, int binSize_seconds)
{
var dfd = new OneDaysData();
dfd.BinSize = binSize_seconds;
foreach (var kvp in rawData)
{
var symbol = kvp.Key;
var dataRaw = (List<List<object>>)kvp.Value;
// parse into something more manageable.
var dates = new List<DateTime>();
var values = new List<double>();
for (int i = 0; i < dataRaw.Count; ++i)
{
DateTime dateVal;
if (dataRaw[i][0] is string)
{
var dateStr = (string) dataRaw[i][0];
dateVal = DateTime.Parse(dateStr, null, System.Globalization.DateTimeStyles.RoundtripKind);
}
else if (dataRaw[i][0] is DateTime)
{
dateVal = (DateTime) dataRaw[i][0];
}
else
{
continue;
}
double valu = double.NaN;
if (dataRaw[i][1] is double) {
valu = (double)dataRaw[i][1];
}
else if (dataRaw[i][1] is long) {
valu = (double)(long)dataRaw[i][1];
}
// else NaN;
dates.Add(dateVal);
values.Add(valu);
}
// interporlate in to equi-spaced bins.
int currentRawIndex = 0;
var sampled = new List<double>();
var dayStart = this.calculateDayStart(dayNumber);
for (int cTime = 0; cTime<60*60*24; cTime += binSize_seconds)
{
while ( currentRawIndex + 1 < dates.Count
&& dates[currentRawIndex + 1] < dayStart + TimeSpan.FromSeconds(cTime))
{
currentRawIndex += 1;
}
if (dates[currentRawIndex] > dayStart + TimeSpan.FromSeconds(cTime))
{
sampled.Add(_values.ContainsKey(dayNumber - 1)
? _values[dayNumber - 1].ValueAtTime(symbol, 60*60*24 - 1)
: double.NaN);
}
else if (dates[dates.Count-1] + TimeSpan.FromSeconds(binSize_seconds) < dayStart + TimeSpan.FromSeconds(cTime))
{
sampled.Add(double.NaN);
}
else
{
sampled.Add(values[currentRawIndex]);
}
}
dfd.Values.Add(symbol, sampled.ToArray());
}
if (_values.ContainsKey(dayNumber))
{
Console.WriteLine("replaceing data for day #: " + dayNumber);
_values[dayNumber] = dfd;
}
else
{
Console.WriteLine("adding data for day #: " + dayNumber);
_values.Add(dayNumber, dfd);
}
}
