private double[] findWorstInMonth(ReturnsEval.DataSeriesEvaluator eval_)
{
double[] ret = new double[eval_.Monthly.Dates.Length];
double lowest = 0d;
int monthIndex = 0;
double mtd=0d;
DateTime monthStart=eval_.Daily.Dates[0];
for (int i = 0; i < eval_.Daily.Dates.Length; ++i)
{
DateTime today = eval_.Daily.Dates[i];
if (today.Year != monthStart.Year || today.Month != monthStart.Month)
{
ret[monthIndex] = lowest;
monthStart = today;
mtd = 0d;
lowest=0d;
++monthIndex;
}
mtd += eval_.Daily.Data[i];
lowest = Math.Min(mtd, lowest);
}
// commit the last one
ret[monthIndex] = lowest;
return ret;
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_, string dateFormat_)
{
ultraChart.DataSource = null;
dt.Rows.Clear();
dt.Columns.Clear();
int numberOfValues = eval_[period_].Dates.Length;
for (int i = 0; i < numberOfValues; ++i)
{
dt.Columns.Add(eval_[period_].Dates[i].ToString(dateFormat_, CultureInfo.InvariantCulture), typeof(double));
}
DataRow row = dt.NewRow();
for (int i = 0; i < numberOfValues; ++i)
{
row[i] = eval_[period_].Data[i];
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
ultraChart.InvalidateLayers();
showChartSeparateControl1.Create(dt, GetType(), period_.ToString() + " Returns of " + eval_.Name);
setuptooltip();
}
public void Bind(ReturnsEval.DataSeries series_)
{
ultraChart.DataSource = null;
dt.Rows.Clear();
dt.Columns.Clear();
if (series_.DrawDowns.Length == 0)
return;
for (int i = 0; i < 10 && i < series_.DrawDowns.Length; ++i)
{
dt.Columns.Add(getTitle(i+1), typeof(double));
}
DataRow row = dt.NewRow();
for (int i = 0; i < 10 && i < series_.DrawDowns.Length; ++i)
{
row[i] = (series_.DrawDowns[i].ValueDown * 100);
}
ultraChart.Axis.Y.RangeMax = Convert.ToDouble(series_.DrawDowns[0].ValueDown * 100);
label1.Text = string.Format("Top {0} drawdowns", Math.Min(10, series_.DrawDowns.Length).ToString());
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
setTitlePosition();
}
public void Bind(ReturnsEval.RegressionResult result_)
{
dt.Rows.Clear();
dt.Columns.Clear();
ultraChart.DataSource = null;
dt.Columns.Add("Date", typeof(DateTime));
dt.Columns.Add("Observations", typeof(double));
dt.Columns.Add("Regression", typeof(double));
for (int i = 0; i < result_.RegressionPointDates.Length; ++i)
{
double regressionVal = result_.LinearRegression.HasInterceptParameter
? result_.LinearRegression.Parameters[0] : 0.0 ;
for (int j = 0; j < result_.LinearRegressionParameters.Length; ++j)
regressionVal += (result_.LinearRegressionParameters[j].Value * result_.RegressionMatrix[i, j]);
dt.LoadDataRow(new object[] { result_.RegressionPointDates[i], result_.Observations[i], regressionVal }, true);
}
dt.AcceptChanges();
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
showChartSeparateControl1.Create(dt, GetType(), "Regression vs. Observed");
}
public ConditionalCorrelationAnalyzer(ReturnsEval.DataSeriesEvaluator eval1_, ReturnsEval.DataSeriesEvaluator eval2_)
{
m_eval = eval1_;
m_eval2 = eval2_;
// find common dates
List<DateTime> commonDates = new List<DateTime>();
List<DateTime> stratDates = new List<DateTime>(m_eval.Daily.Dates);
foreach (DateTime date in m_eval2.Daily.Dates)
if (stratDates.Contains(date))
commonDates.Add(date);
QuickSort.Sort<DateTime>(commonDates);
List<double> first = new List<double>();
List<double> second = new List<double>();
// get the values for each of the common dates
foreach (DateTime date in commonDates)
{
first.Add(m_eval.Daily.DataValueOnDate(date));
second.Add(m_eval2.Daily.DataValueOnDate(date));
}
m_eval = new DataSeriesEvaluator(commonDates.ToArray(), first.ToArray(), eval1_.Name, DataSeriesType.Returns);
m_eval2 = new DataSeriesEvaluator(commonDates.ToArray(), second.ToArray(), eval2_.Name, DataSeriesType.Returns);
recalc();
}
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 Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_, string dateFormat_, int[] filtIndicies_)
{
ultraChart.DataSource = null;
dt.Rows.Clear();
dt.Columns.Clear();
if (eval_.InnerSeries.Count == 0)
return;
int[] filt = filtIndicies_;
if (filt == null)
{
filt = new int[eval_.InnerSeries.Count];
for (int i = 0; i < filt.Length; ++i) filt[i] = i;
}
// create a column for the date
dt.Columns.Add("Date", typeof(string));
// create a column for each inner evaluator
foreach (int ind in filt)
dt.Columns.Add(eval_.InnerSeries[ind].Name, typeof(double));
//foreach (ReturnsEval.DataSeriesEvaluator eval in eval_.InnerSeries)
//{
// dt.Columns.Add(eval.Name, typeof(double));
//}
int numOfRows = eval_[period_].Dates.Length;
for (int i = 0; i < numOfRows; ++i)
{
DataRow row = dt.NewRow();
row[0] = eval_[period_].Dates[i].ToString(dateFormat_);
for (int j = 0; j < filt.Length; ++j)
{
row[j + 1] = eval_.InnerSeries[filt[j]][period_].Data[i];
}
//for (int j = 0; j < eval_.InnerSeries.Count; ++j)
//{
// row[j + 1] = eval_.InnerSeries[j][period_].Data[i];
//}
dt.Rows.Add(row);
}
ultraChart.ColorModel.ModelStyle = Infragistics.UltraChart.Shared.Styles.ColorModels.CustomSkin;
ultraChart.ColorModel.Skin.PEs.Clear();
for (int i = 0; i < eval_.InnerSeries.Count; ++i)
ultraChart.ColorModel.Skin.PEs.Add(new PaintElement(ColorAttribute.GetColor(i)));
ultraChart.ColorModel.Skin.ApplyRowWise = false;
setuptooltip();
ultraChart.DataSource = dt;
ultraChart.DataBind();
}
public void Bind(ReturnsEval.ConditionalCorrelationAnalyzer anal_)
{
tbCond_VolLength.Bind(anal_, "NumDays", new Validators.IntValidator(null));
tbCond_NumBuckets.Bind(anal_, "NumSections", new Validators.IntValidator(null));
boundInfraGrid1Vol.Bind(anal_.List, typeof(ReturnsEval.ConditionalCorrelationAnalyzer.ResultItem));
cbEqualBucketSize.DataBindings.Add("Checked", anal_, "EqualBuckets", false, DataSourceUpdateMode.OnPropertyChanged);
}
public void Bind(ReturnsEval.CorrelationAnalyzer analyzer_)
{
m_anal = analyzer_;
m_anal.PropertyChanged += propChanged;
setupDatatable();
refresh();
EstablishDefaultTooltip();
}
public void Bind(ReturnsEval.DataSeries series_)
{
lblDailyLargestLoss.Bind(series_, "Min", new Validators.DoubleValidator("#0.00%"));
lblDailyLargestProfit.Bind(series_, "Max", new Validators.DoubleValidator("#0.00%"));
lblKurtosis.Bind(series_, "Kurtosis", new Validators.DoubleValidator("#0.00"));
lblSkew.Bind(series_, "Skewness", new Validators.DoubleValidator("#0.00"));
lblavgLoss.Bind(series_, "AverageLoss", new Validators.DoubleValidator("#0.00%"));
lblAvgProfit.Bind(series_, "AverageWin", new Validators.DoubleValidator("#0.00%"));
m_series = series_;
}
public void Bind(ReturnsEval.CorrelationAnalyzer anal_)
{
init();
SI.Controls.Util.ClearBindings(this);
tbNumPeriods.Bind(anal_, "NumberOfPeriods", new Validators.IntValidator(null));
cmbTenor.Bind(anal_, "Period", new Validators.EnumDescValidator(ReturnsEval.Period.Daily));
rollingCorrelationChart1.Bind(anal_);
lblOverallCorr.Bind(anal_, "OverallCorrelation", new Validators.DoubleValidator("##0.0%"));
cbSpearmans.DataBindings.Add("Checked", anal_, "DoSpearmans", false, DataSourceUpdateMode.OnPropertyChanged);
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, DateTime startDate_, DateTime endDate_)
{
ReturnsEval.DataSeries[] series;
DataRow row;
ultraChart.DataSource = null;
dt.Columns.Clear();
dt.Rows.Clear();
if (eval_ == null)
return;
if (eval_.InnerSeries.Count == 0)
return;
series = new ReturnsEval.DataSeries[eval_.InnerSeries.Count];
for (int i = 0; i < series.Length; ++i)
{
series[i] = eval_.InnerSeries[i][ReturnsEval.Period.Daily];
dt.Columns.Add(eval_.InnerSeries[i].Name.Replace("_GSLE_1", string.Empty), typeof(double));
}
int startIndex = 0;
int endIndex = 0;
for(int i=0;i<eval_[ReturnsEval.Period.Daily].Dates.Length;++i)
{
if(eval_[ReturnsEval.Period.Daily].Dates[i]<=startDate_)
startIndex=i;
if(eval_[ReturnsEval.Period.Daily].Dates[i]>endDate_)
{
break;
}
else
{
endIndex=i;
}
}
row = dt.NewRow();
for (int j = 0; j < series.Length; ++j)
{
row[j] = series[j].Data.Slice(startIndex, endIndex - startIndex).Sum();
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
showChartSeparateControl1.Create(dt, GetType(),
"Return attribution of " + eval_.Name);
}
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();
}
public void Create(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period startingPeriod_)
{
m_args = new ARgsClass();
m_args.Period = startingPeriod_;
boundComboBox1.Items.Add(ReturnsEval.Period.Daily);
boundComboBox1.Items.Add(ReturnsEval.Period.Monthly);
boundComboBox1.Bind(m_args, "Period", new Validators.EnumDescValidator(ReturnsEval.Period.Daily));
m_eval = eval_;
m_args.PropertyChanged += handleArgsChanged;
rebind();
}
public void Bind(ReturnsEval.DataSeriesEvaluator evaluator_)
{
m_evaluator = evaluator_;
SI.Controls.Util.ClearBindings(this);
init();
rebind();
if (evaluator_.HasTag(ReturnsEval.DataSeriesEvaluator.Tag.RebalDates))
{
DateTime[] rebalDates = (DateTime[])evaluator_.GetTag(ReturnsEval.DataSeriesEvaluator.Tag.RebalDates);
m_rebalDates = new List<DateTime>(rebalDates);
}
}
public void Bind(ReturnsEval.DataSeries series_)
{
lblDailyLargestLoss.Bind(series_, "Min", new Validators.DoubleValidator("#0.00%"));
lblDailyLargestProfit.Bind(series_, "Max", new Validators.DoubleValidator("#0.00%"));
lblDailyAverageReturn.Bind(series_, "Mean", new Validators.DoubleValidator("#0.00%"));
lblDailyVolOfReturns.Bind(series_,"RealisedVolPerAnnum", new Validators.DoubleValidator("#0.00%"));
lblDailyLosingPeriods.Bind(series_, "NumberOfLosingPeriods", new Validators.DoubleValidator("###"));
lblDailyWinningPeriods.Bind(series_, "NumberOfWinningPeriods", new Validators.DoubleValidator("###"));
lblKurtosis.Bind(series_, "Kurtosis", new Validators.DoubleValidator("#0.00"));
lblSkew.Bind(series_, "Skewness", new Validators.DoubleValidator("#0.00"));
lblavgLoss.Bind(series_, "AverageLoss", new Validators.DoubleValidator("#0.00%"));
lblAvgProfit.Bind(series_, "AverageWin", new Validators.DoubleValidator("#0.00%"));
m_series = series_;
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, int ddIndex_, bool drawdown_)
{
SI.Controls.Util.ClearBindings(this);
ReturnsEval.DrawDown dd = (drawdown_) ? eval_.Daily.DrawDowns[ddIndex_] : eval_.Daily.DrawUps[ddIndex_];
m_eval = eval_;
m_ddIndex = ddIndex_;
m_isDrawdown=drawdown_;
lblValue.Bind(dd, "ValueDown", new Validators.DoubleValidator("#0.00%"));
lblFrom.Bind(dd, "StartDate", new Validators.DateValidator());
lblTo.Bind(dd, "LowDate", new Validators.DateValidator());
lblRecovery.Bind(dd, "RecoveryDate", new Validators.DateValidator());
lblZScore.Bind(dd, "ZScore", new Validators.DoubleValidator("#0.00"));
lblProb.Bind(dd, "Prob", new Validators.DoubleValidator("#0.00%"));
//lblProb.Visible = false;
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_)
{
m_rollingWindow = eval_[period_].RollingSharpeSeries;
m_baseName = eval_.Name;
cmbRollType.Items.Clear();
cmbRollType.Items.Add(ReturnsEval.RollingSeriesType.Sharpe);
cmbRollType.Items.Add(ReturnsEval.RollingSeriesType.Vol);
//cmbRollType.Items.Add(ReturnsEval.RollingSeriesType.K);
subscribeToEvents(true);
// will invoke a rebind...
cmbRollType.SelectedItem = cmbRollType.Items[0];
//rebind();
}
public void Bind(ReturnsEval.CorrelationAnalyzer analyzer_, ReturnsEval.ConditionalCorrelationAnalyzer conditionalAnalyzer_)
{
if (analyzer_ == null)
{
ultraTabControl1.Tabs[0].Visible = false;
}
else
{
Bind(analyzer_);
}
if (conditionalAnalyzer_ == null)
{
ultraTabControl1.Tabs[1].Visible = false;
}
else
{
Bind(conditionalAnalyzer_);
}
}
public void Create(ReturnsEval.DataSeriesEvaluator eval_)
{
addAreas();
double[] worstInMonth = findWorstInMonth(eval_);
for (int i = 0; i < eval_.Monthly.Dates.Length; ++i)
{
DateTime date = eval_.Monthly.Dates[i];
double perf = eval_.Monthly.Data[i];
double worst = worstInMonth[i];
int area = date.Month - 1;
dts[area].LoadDataRow(new object[] { date.ToString("yy"), perf, worst }, true);
}
setuptooltip();
ultraChart.InvalidateLayers();
SI.Controls.LookFeel.ProcessChart(this);
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_)
{
ReturnsEval.DataSeriesEvaluator[] comps;
ultraChart.DataSource = null;
// 1 row per drawdown
// each col is component part (e.g. ccy)
int numRow = Math.Min(5, eval_.Daily.DrawDowns.Length);
int colNum = eval_.InnerSeries.Count;
comps = new ReturnsEval.DataSeriesEvaluator[colNum];
for (int i = 0; i < comps.Length; ++i)
{
comps[i] = new ReturnsEval.DataSeriesEvaluator(
eval_.InnerSeries[i].Daily.Dates,
eval_.InnerSeries[i].Daily.Data,
eval_.InnerSeries[i].Name,
eval_.DataType);
}
// add the columns (one for each component part)
for (int i = 0; i < colNum; ++i)
{
dt.Columns.Add(eval_.InnerSeries[i].Name, typeof(double));
}
for (int rowIndex = 0; rowIndex < numRow; ++rowIndex)
{
DataRow row = dt.NewRow();
for (int colIndex = 0; colIndex < colNum; ++colIndex)
{
comps[colIndex].Evaluate(eval_.Daily.DrawDowns[rowIndex].StartDate, eval_.Daily.DrawDowns[rowIndex].LowDate);
row[colIndex] = comps[colIndex].Daily.TotalReturn * 100;
}
dt.Rows.Add(row);
}
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, int drawdownIndex_, bool isDrawdown_)
{
ReturnsEval.DataSeriesEvaluator[] comps;
// each col is component part (e.g. ccy)
ultraChart.DataSource = null;
int colNum = eval_.InnerSeries.Count;
comps = new ReturnsEval.DataSeriesEvaluator[colNum];
for (int i = 0; i < comps.Length; ++i)
{
comps[i] = new ReturnsEval.DataSeriesEvaluator(
eval_.InnerSeries[i].Daily.Dates,
eval_.InnerSeries[i].Daily.Data,
eval_.InnerSeries[i].Name,
eval_.DataType);
}
// add the columns (one for each component part)
for (int i = 0; i < colNum; ++i)
{
dt.Columns.Add(eval_.InnerSeries[i].Name, typeof(double));
}
ReturnsEval.DrawDown dd = (isDrawdown_) ? eval_.Daily.DrawDowns[drawdownIndex_] : eval_.Daily.DrawUps[drawdownIndex_];
DataRow row = dt.NewRow();
for (int colIndex = 0; colIndex < colNum; ++colIndex)
{
comps[colIndex].Evaluate(dd.StartDate, dd.LowDate);
row[colIndex] = comps[colIndex].Daily.TotalReturn * 100;
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_)
{
ReturnsEval.DataSeries[] series;
DataRow row;
ultraChart.DataSource = null;
dt.Columns.Clear();
dt.Rows.Clear();
if (eval_ == null)
return;
// 1 row per period
// each col is component part (e.g. ccy)
if (eval_.InnerSeries.Count == 0)
return;
series = new ReturnsEval.DataSeries[eval_.InnerSeries.Count];
for (int i = 0; i < series.Length; ++i)
{
series[i] = eval_.InnerSeries[i][period_];
dt.Columns.Add(eval_.InnerSeries[i].Name.Replace("_GSLE_1",string.Empty), typeof(double));
}
row = dt.NewRow();
for (int j = 0; j < series.Length; ++j)
{
row[j] = series[j].TotalReturn;
}
dt.Rows.Add(row);
ultraChart.DataSource = dt;
ultraChart.Data.DataBind();
showChartSeparateControl1.Create(dt, GetType(),
"Return attribution of " + eval_.Name);
}
public void AddEval(ReturnsEval.DataSeriesEvaluator eval_)
{
checkedListBox1.Items.Add(eval_, true);
}
public void Bind(ReturnsEval.RegressionsDataSeriesWrapper wrapper_)
{
SI.Controls.Util.ClearBindings(this);
lblName.Bind(wrapper_, "Name", null);
tbLags.Bind(wrapper_, "Lag", new Validators.IntValidator("###0"));
}
private void setup(ReturnsEval.DataSeriesEvaluator eval_)
{
if (doneSetup)
return;
doneSetup = true;
setuptooltip();
// add the columns
dt.Columns.Add("Date", typeof(DateTime));
dt.Columns.Add(eval_.Name, typeof(double));
for (int i = 0; i < eval_.InnerSeries.Count; ++i)
dt.Columns.Add(eval_.InnerSeries[i].Name, typeof(double));
ChartLayerAppearance chart;
NumericTimeSeries series;
LineChartAppearance lcApp;
// example of adding layer in code
// add numeric series for top
series = new NumericTimeSeries();
series.Data.TimeValueColumn = "Date";
series.Data.ValueColumn = eval_.Name;
series.Key = eval_.Name;
series.Label = eval_.Name;
ultraChart.CompositeChart.Series.Add(series);
// add a layer for the overall cumulative at the top
chart = new ChartLayerAppearance();
chart.ChartComponent = ultraChart;
chart.ChartArea = ultraChart.CompositeChart.ChartAreas.FromKey("areaTop");
chart.AxisX = chart.ChartArea.Axes.FromKey("areaTopX");
chart.AxisY = chart.ChartArea.Axes.FromKey("areaTopY");
chart.ChartType = ChartType.LineChart;
lcApp = (LineChartAppearance)chart.ChartTypeAppearance;
lcApp.Thickness = 1;
lcApp.MidPointAnchors = false;
chart.Key = string.Concat("chart_", eval_.Name);
ultraChart.CompositeChart.ChartLayers.Add(chart);
// link them all up
chart.Series.Add(series);
series.Data.DataSource = dt;
chart.SeriesList = eval_.Name;
series.DataBind();
for (int i = 0; i < eval_.InnerSeries.Count; ++i)
{
series = new NumericTimeSeries();
series.Data.TimeValueColumn = "Date";
series.Data.ValueColumn = eval_.InnerSeries[i].Name;
series.Key = eval_.InnerSeries[i].Name;
series.Label = eval_.InnerSeries[i].Name;
ultraChart.CompositeChart.Series.Add(series);
chart = new ChartLayerAppearance();
chart.ChartComponent = ultraChart;
chart.ChartArea = ultraChart.CompositeChart.ChartAreas.FromKey("areaBottom");
chart.AxisX = chart.ChartArea.Axes.FromKey("areaBottomX");
chart.AxisY = chart.ChartArea.Axes.FromKey("areaBottomY");
chart.ChartType = ChartType.LineChart;
lcApp = (LineChartAppearance)chart.ChartTypeAppearance;
lcApp.Thickness = 1;
lcApp.MidPointAnchors = false;
chart.Key = string.Concat("chart_", eval_.InnerSeries[i].Name);
ultraChart.CompositeChart.ChartLayers.Add(chart);
// link them all up
chart.Series.Add(series);
chart.SeriesList = eval_.InnerSeries[i].Name;
series.Data.DataSource = dt;
series.DataBind();
if (i < COLOURS.Length)
series.PEs.Add(new PaintElement(COLOURS[i]));
ultraChart.CompositeChart.Legends[0].ChartLayers.Add(chart);
}
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_)
{
// first thing to do is to build the datatable and put the data in it
dt.Rows.Clear();
setup(eval_);
for (int i = 0; i < eval_.Daily.Data.Length; ++i)
{
DataRow row = dt.NewRow();
row[0] = eval_.Daily.Dates[i];
row[1] = eval_.Daily.CumulativeReturnSeries[i];
for (int j = 0; j < eval_.InnerSeries.Count; ++j)
{
row[j + 2] = eval_.InnerSeries[j].Daily.CumulativeValueOnDate(eval_.Daily.Dates[i]);
}
dt.Rows.Add(row);
}
foreach (NumericTimeSeries nts in ultraChart.CompositeChart.Series)
nts.DataBind();
//FX.Controls.BoundInfraGrid grid = new FX.Controls.BoundInfraGrid();
//grid.Bind(dt);
//grid.ExportToExcel();
ultraChart.InvalidateLayers();
}
public void Bind(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_, string dateFormat_)
{
Bind(eval_, period_, dateFormat_, null);
}
public CorrelationAnalyzer(ReturnsEval.DataSeriesEvaluator eval1_, ReturnsEval.DataSeriesEvaluator eval2_)
: this(new DatedDataCollectionGen<double>(eval1_.Daily.Dates,eval1_.Daily.Data),new DatedDataCollectionGen<double>(eval2_.Daily.Dates,eval2_.Daily.Data))
{
}
public void Create(ReturnsEval.DataSeriesEvaluator eval_, ReturnsEval.Period period_)
{
Create(eval_, period_, null);
}
