C# (CSharp) ConstructGen.ProcessEachCell示例

    public static ConstructGen<double> DoBW(ComID[] coms_, ConstructGen<PairTrade> pairTrades_)
    {
      var conRets = new ConstructGen<double>(coms_.Select(x => x.Name).ToArray());

      for (int rebalIndex = 0; rebalIndex < pairTrades_.Dates.Count; ++rebalIndex)
      {
        var rebalDate = pairTrades_.Dates[rebalIndex];
        var tradeEndDate = (rebalIndex < (pairTrades_.Dates.Count - 1) ? pairTrades_.Dates[rebalIndex + 1] : DateTime.Today);

        var pairTradesOnDay = pairTrades_.GetValues(rebalDate);

        for (int i = 0; i < pairTradesOnDay.Length; ++i)
        {
          var pairTrade = pairTradesOnDay[i];

          if (pairTrade == null)
            continue;

          var rets = pairTrade.WeightedBackwardation.GetSubValues(rebalDate.AddDays(1d), tradeEndDate);

          rets = rets.DivideBy(pairTrade.GetStdev(rebalDate, 63) * 3000d);

          conRets.SetColumnValues(i, rets);
        }
      }

      conRets.SortKeys();

      conRets = conRets.ProcessEachCell(x => (double.IsNaN(x) || double.IsInfinity(x) || double.IsNegativeInfinity(x) ? 0d : x));

      return conRets;
    }