private Member _allocateRapporteur(Member chair)
{
Member rapporteur = _getMemberWithFewestAllocations(Technicals.Where(x => x != chair));
_allocationCount[rapporteur]++;
return(rapporteur);
}
internal void CreateMonthly(Construct wts_, Technicals.ProductBase[] products_)
{
List<DateTime> dates = new List<DateTime>();
List<double> vals = new List<double>();
int countOfZerosThisMonth = 0;
int numberOfRebalsThisMomth = 0;
int currentMonth = 0;
int currentYear = 0;
for (int i = 0; i < wts_.Dates.Count; ++i)
{
if (wts_.Dates[i].Year != currentYear || wts_.Dates[i].Month != currentMonth)
{
if (currentMonth != 0)
{
dates.Add(new DateTime(currentYear, currentMonth, 1));
vals.Add(Convert.ToDouble(countOfZerosThisMonth) / Convert.ToDouble(numberOfRebalsThisMomth));
}
countOfZerosThisMonth = 0;
numberOfRebalsThisMomth = 0;
}
double[] weightsThisRebal = wts_.GetValues(wts_.Dates[i]);
for(int y=0;y<weightsThisRebal.Length;++y)
if (weightsThisRebal[y] == 0.0 && products_[y].IsValid(wts_.Dates[i]))
++countOfZerosThisMonth;
++numberOfRebalsThisMomth;
currentMonth = wts_.Dates[i].Month;
currentYear = wts_.Dates[i].Year;
}
dates.Add(new DateTime(currentYear, currentMonth, 1));
vals.Add(Convert.ToDouble(countOfZerosThisMonth) / Convert.ToDouble(numberOfRebalsThisMomth));
foreach (DateTime date in dates)
dt.Columns.Add(date.ToString("MMM yy"), typeof(double));
DataRow row = dt.NewRow();
for (int i = 0; i < vals.Count; ++i)
row[i] = vals[i];
dt.Rows.Add(row);
Chart.DataSource = dt;
}
internal void CreateWeekly(Construct wts_, Technicals.ProductBase[] products_)
{
int lastDay = (int)DayOfWeek.Sunday;
int countThisWeek = 0;
List<DateTime> dates = new List<DateTime>();
List<int> values = new List<int>();
DateTime firsInWeek = wts_.Dates[0];
for (int i = 0; i < wts_.Dates.Count; ++i)
{
DateTime rebalDate = wts_.Dates[i];
int dayIndex = (int)rebalDate.DayOfWeek;
if (dayIndex > lastDay)
{
++countThisWeek;
lastDay = dayIndex;
}
else
{
dates.Add(firsInWeek);
values.Add(countThisWeek);
countThisWeek = 1;
firsInWeek = rebalDate;
lastDay = dayIndex;
}
}
// last one won't have been added to the list
dates.Add(firsInWeek);
values.Add(countThisWeek);
foreach (DateTime date in dates)
dt.Columns.Add(date.ToString("MMM yy"), typeof(double));
DataRow row = dt.NewRow();
for (int i = 0; i < values.Count; ++i)
row[i] = values[i];
dt.Rows.Add(row);
Chart.DataSource = dt;
}
private bool _isTechnicalMember(Member member)
{
return((member == Chair) ?
_chairIsTechnical() : Technicals.Contains(member));
}
internal void Bind(Technicals.MACDArgs args_)
{
tbFast.Bind(args_, "Fast", new Validators.IntValidator(null));
tbSlow.Bind(args_, "Slow", new Validators.IntValidator(null));
tbSignal.Bind(args_, "Signal", new Validators.IntValidator(null));
}
public void Bind(Technicals.RSIArgs args_)
{
tbWindow.Bind(args_, "WindowLength", new Validators.IntValidator(null));
tbUpper.Bind(args_, "Upper", new Validators.DoubleValidator("##0.0"));
tbLower.Bind(args_, "Lower", new Validators.DoubleValidator("##0.0"));
}
internal void Bind(Technicals.ADXArgs args_)
{
tbFast.Bind(args_, "WindowLength", new Validators.IntValidator(null));
tbThreshold.Bind(args_, "Threshold", new Validators.DoubleValidator("#0.0"));
}
