public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_)
{
m_eval = eval_;
m_period = period_;
ClearSeries();
DatedDataCollectionGen<double> daily = eval_.Daily;
AddSeries(eval_.Daily.Dates, eval_.Daily.CumulativeReturnSeries, "Cumulative Pnl", 40, "##0.0#%");
{
DatedDataCollectionGen<double>[] years = new DatedDataCollectionGen<double>[]
{
daily.ToYearsCumulativeYTD(),
daily.ToYearsCumulativeYTD()
};
int index = 1;
for (int i = 0; i < years[0].Length; ++i)
{
if (i>0 && years[0].Dates[i].Year != years[0].Dates[i - 1].Year)
index = (index == 1) ? 0 : 1;
years[index].Data[i] = 0d;
}
if (ShowYearly)
{
AddSeries(years[0].Dates, years[0].Data, "YTD Cumulative(A)", 40, "##0.0#%");
AddSeries(years[1].Dates, years[1].Data, "YTD Cumulative(B)", 40, "##0.0#%");
}
}
//AddSeries(daily.Dates, daily.ToYearsCumulativeYTD().Data, "YTD Cumulative", 40, "##0.0#%");
//AddSeries(daily.Dates, daily.ToMonthsCumulativeMTD().Data, "MTD Cumulative", 40, "##0.0#%");
}
public void Create(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_, int[] filterIndicies_)
{
dt.Rows.Clear();
dt.Columns.Clear();
ultraChart.ColorModel.Skin.PEs.Clear();
if (eval_.InnerSeries.Count == 0)
return;
m_eval = eval_;
m_period = period_;
m_filterIndicies = filterIndicies_;
if (m_filterIndicies == null)
{
m_filterIndicies = new int[eval_.InnerSeries.Count];
for (int i = 0; i < m_filterIndicies.Length; ++i) m_filterIndicies[i] = i;
}
dt.Columns.Add("Title", typeof(string));
for(int i=0;i<m_filterIndicies.Length;++i)
{
dt.Columns.Add(eval_.InnerSeries[m_filterIndicies[i]].Name, typeof(double));
ultraChart.ColorModel.Skin.PEs.Add(new PaintElement(ColorAttribute.GetColor(i)));
}
ultraChart.DataSource = dt;
ultraChart.DataBind();
string dateFormat = EnumHelper.GetAttribute<ReturnsEval.DateDisplayFormatAttribute>(period_).Format;
ReturnsEval.DataSeries series = eval_[period_];
for(int j=0;j<series.Dates.Length;++j)
{
DataRow row = dt.NewRow();
row[0] = series.Dates[j].ToString(dateFormat);
for(int i=0;i<m_filterIndicies.Length;++i)
{
row[i + 1] = eval_.InnerSeries[m_filterIndicies[i]][period_].Data[j];
}
dt.Rows.Add(row);
}
ultraChart.DataBind();
}
