public void Create(DoubleSeries series)
{
this.indicator = Activator.CreateInstance(this.indicatorType) as Indicator;
foreach (KeyValuePair<string, object> keyValuePair in this.properties)
this.indicatorType.GetProperty(keyValuePair.Key).SetValue(this.indicator, keyValuePair.Value, (object[])null);
this.indicator.Input = series;
}
public Regression(DoubleSeries series1, DoubleSeries series2, double alpha, double beta)
{
this.graph = new Graph();
this.series1 = series1;
this.series2 = series2;
this.graph.LineEnabled = false;
this.graph.MarkerSize = 1;
}
public Regression(DoubleSeries series1, DoubleSeries series2, double alpha, double beta)
{
this.graph = new Graph();
this.series1 = series1;
this.series2 = series2;
this.graph.LineEnabled = false;
this.graph.MarkerSize = 1;
}
public SimpleSeriesItem(string name, DoubleSeries parentSeries): base()
{
this.enabled = true;
this.parentSeries = parentSeries;
this.name = name;
this.series = parentSeries;
this.fillSeries = true;
}
public List<IndicatorTemplateItem> GetIndicatorTemplates(DoubleSeries series)
{
List<IndicatorTemplateItem> list = new List<IndicatorTemplateItem>();
this.Create(series);
list.Add(this);
foreach (IndicatorTemplateItem indicatorTemplateItem in this.children)
list.AddRange((IEnumerable<IndicatorTemplateItem>)indicatorTemplateItem.GetIndicatorTemplates((DoubleSeries)this.indicator));
return list;
}
public void Create(DoubleSeries series)
{
this.table.Clear();
foreach (IndicatorTemplateItem indicatorTemplateItem1 in this.indicatorTemplateList)
{
foreach (IndicatorTemplateItem indicatorTemplateItem2 in indicatorTemplateItem1.GetIndicatorTemplates(series))
this.table[indicatorTemplateItem2.Indicator] = indicatorTemplateItem2;
}
}
public DoubleSeries GetOpenIntSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
ds.Add(this[i].DateTime, this[i].OpenInt);
}
return(ds);
}
public DoubleSeries GetArray(int index1, int index2, BarData barData)
{
DoubleSeries ds = new DoubleSeries();
for (int i = index1; i <= index2; ++i)
{
ds.Add(this.GetDateTime(i), this[i, barData]);
}
return(ds);
}
public DSView(Pad pad, DoubleSeries series, Color color, EIndexOption option, SmoothingMode smoothing)
: base(pad)
{
this.mainSeries = series;
this.option = option;
this.KNRy1kSrcC = color;
this.IXfyvDxxVL = smoothing;
this.ToolTipFormat = "toool";
// this.ToolTipFormat = this.toolTipFormat.Replace(FJDHryrxb1WIq5jBAt.mT707pbkgT(2828), pad.Chart.LabelDigitsCount.ToString());
}
public DoubleSeries Pow(double Pow)
{
DoubleSeries ds = this.GetType().GetConstructor(new Type[0]).Invoke(new object[0]) as DoubleSeries;
ds.fName = this.fName;
ds.fTitle = this.fTitle;
for (int i = 0; i < this.Count; ++i)
{
ds.Add(this.GetDateTime(i), Math.Pow(this[i, 0], Pow));
}
return(ds);
}
public virtual DoubleSeries GetNegativeSeries()
{
DoubleSeries ds = new DoubleSeries();
for (int i = 0; i < this.Count; ++i)
{
if (this[i] < 0.0)
{
ds.Add(this.GetDateTime(i), this[i]);
}
}
return(ds);
}
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2)
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
if (this[i].DateTime >= date1 && this[i].DateTime <= date2)
{
ds.Add(this[i].DateTime, this[i].Close);
}
}
return(ds);
}
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2)
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name);
for (int index = 0; index < this.Count; ++index)
{
if (this[index].DateTime >= date1 && this[index].DateTime <= date2)
{
doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt);
}
}
return(doubleSeries);
}
protected override void OnUpdateChart(ICollection<IDataObject> objects)
{
DoubleSeries doubleSeries = new DoubleSeries("Trade");
using (IEnumerator<IDataObject> enumerator = ((IEnumerable<IDataObject>) objects).GetEnumerator())
{
while (((IEnumerator) enumerator).MoveNext())
{
Trade trade = (Trade) enumerator.Current;
doubleSeries.Add(trade.DateTime, trade.Price);
}
}
((TimeSeries) doubleSeries).Draw(Color.Black);
}
public static DoubleSeries operator *(double val, DoubleSeries series)
{
if (series == null)
{
throw new ArgumentException("series == null");
}
DoubleSeries ds = new DoubleSeries("series1.Name" + series.Name);
for (int i = 0; i < series.Count; ++i)
{
ds.Add(series.GetDateTime(i), val * series[i, 0]);
}
return(ds);
}
protected override void OnUpdateChart(ICollection<IDataObject> objects)
{
DoubleSeries doubleSeries1 = new DoubleSeries("Bid");
DoubleSeries doubleSeries2 = new DoubleSeries("Ask");
using (IEnumerator<IDataObject> enumerator = ((IEnumerable<IDataObject>) objects).GetEnumerator())
{
while (((IEnumerator) enumerator).MoveNext())
{
Quote quote = (Quote) enumerator.Current;
doubleSeries1.Add(quote.DateTime, quote.Bid);
doubleSeries2.Add(quote.DateTime, quote.Ask);
}
}
((TimeSeries) doubleSeries1).Draw(Color.Blue);
((TimeSeries) doubleSeries2).Draw(Color.Red);
}
public DoubleSeries GetResidualSeries()
{
Calculate();
this.rYJrndpjL = new DoubleSeries();
this.rYJrndpjL.Title = this.series1.Name + "" + this.series2.Name + "name";
for (int index = 0; index < this.series1.Count; ++index)
{
DateTime dateTime = this.series1.GetDateTime(index);
if (this.series2.Contains(dateTime))
{
double X = this.series1[dateTime];
double num = this.series2[dateTime];
double regression = this.GetRegression(X);
this.rYJrndpjL.Add(dateTime, num - regression);
}
}
return(this.rYJrndpjL);
}
public static DoubleSeries operator /(DoubleSeries series1, DoubleSeries series2)
{
if (series1 == null || series2 == null)
{
throw new ArgumentException("series1 = null || series2 == null");
}
DoubleSeries ds = new DoubleSeries("series1.Name" + series1.Name + "series2.Name" + series2.Name);
for (int i = 0; i < series1.Count; ++i)
{
DateTime dt = series1.GetDateTime(i);
if (series2.Contains(dt) && series2[dt] != 0.0)
{
ds.Add(dt, series1[dt, EIndexOption.Null] / series2[dt, EIndexOption.Null]);
}
}
return(ds);
}
public DoubleSeries GetResidualSeries()
{
Calculate();
this.rYJrndpjL = new DoubleSeries();
this.rYJrndpjL.Title = this.series1.Name + "" + this.series2.Name + "name";
for (int index = 0; index < this.series1.Count; ++index)
{
DateTime dateTime = this.series1.GetDateTime(index);
if (this.series2.Contains(dateTime))
{
double X = this.series1[dateTime];
double num = this.series2[dateTime];
double regression = this.GetRegression(X);
this.rYJrndpjL.Add(dateTime, num - regression);
}
}
return this.rYJrndpjL;
}
public new DoubleSeries Shift(int offset)
{
DoubleSeries ds = new DoubleSeries(base.Name, base.Title);
int num = 0;
if (offset < 0)
{
num += Math.Abs(offset);
}
for (int i = num; i < this.Count; i++)
{
int num2 = i + offset;
if (num2 >= this.Count)
{
break;
}
DateTime dateTime = this.GetDateTime(num2);
double value = this[i];
ds[dateTime] = value;
}
return(ds);
}
public virtual DoubleSeries GetPercentReturnSeries()
{
DoubleSeries ds = new DoubleSeries(this.fName, this.fTitle);
if (this.Count > 1)
{
double t0 = this[0];
for (int i = 0; i < this.Count; ++i)
{
DateTime dt = this.GetDateTime(i);
double t1 = this[i];
if (t0 != 0.0)
{
ds.Add(dt, (t1 / t0 - 1.0) * 100.0);
}
else
{
ds.Add(dt, 0.0);
}
t0 = t1;
}
}
return(ds);
}
public AddIndicatorForm(System.Type indicatorType, int padCount, DoubleSeries series, List<Indicator> indicatorList, int selectedPad, Color color)
{
this.InitializeComponent();
this.padNumber = padCount;
this.sq_indicator = Activator.CreateInstance(indicatorType) as Indicator;
this.indicator = Activator.CreateInstance(System.Type.GetType("OpenQuant.API.Indicators." + indicatorType.Name + ", OpenQuant.API"), true) as Indicator;
this.sq_indicator = this.indicator.GetType().GetField("indicator", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField).GetValue((object)this.indicator) as Indicator;
this.txtName.Text = ((TimeSeries)this.sq_indicator).Name;
((TimeSeries)this.sq_indicator).Color = color;
this.propertyGrid1.SelectedObject = (object)this.indicator;
for (int index = 0; index < this.padNumber; ++index)
this.cbxPads.Items.Add((object)index);
this.cbxSeries.Items.Add((object)new SeriesItem(series));
using (List<Indicator>.Enumerator enumerator = indicatorList.GetEnumerator())
{
while (enumerator.MoveNext())
this.cbxSeries.Items.Add((object)new SeriesItem((DoubleSeries)enumerator.Current));
}
this.cbxPads.SelectedIndex = selectedPad;
this.cbxSeries.SelectedIndex = 0;
if (selectedPad != -1 && this.sq_indicator.Type == EIndicatorType.Price)
return;
this.cbxNewPad.Checked = true;
}
public DSView(Pad pad, DoubleSeries series, EIndexOption option)
: this(pad, series, Color.White, option, SmoothingMode.AntiAlias)
{
}
public DoubleSeries GetCloseSeries(DateTime date1, DateTime date2)
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
{
if (this[i].DateTime >= date1 && this[i].DateTime <= date2)
ds.Add(this[i].DateTime, this[i].Close);
}
return ds;
}
public DoubleSeries GetOpenIntSeries(DateTime date1, DateTime date2)
{
DoubleSeries doubleSeries = new DoubleSeries(this.Name);
for (int index = 0; index < this.Count; ++index)
{
if (this[index].DateTime >= date1 && this[index].DateTime <= date2)
doubleSeries.Add(this[index].DateTime, (double)this[index].OpenInt);
}
return doubleSeries;
}
public DoubleSeries GetArray(int index1, int index2, BarData barData)
{
DoubleSeries ds = new DoubleSeries();
for (int i = index1; i <= index2; ++i)
ds.Add(this.GetDateTime(i), this[i, barData]);
return ds;
}
public DoubleSeries GetOpenIntSeries()
{
DoubleSeries ds = new DoubleSeries(this.Name);
for (int i = 0; i < this.Count; ++i)
ds.Add(this[i].DateTime, this[i].OpenInt);
return ds;
}
public static double Value(DoubleSeries input, int index, int length1, int length2)
{
return MACD.Value((TimeSeries) input, index, length1, length2, BarData.Close);
}
public DSView(Pad pad, DoubleSeries series, Color color) : this(pad, series, color, EIndexOption.Null, SmoothingMode.AntiAlias)
{
}
public Performance(Portfolio portfolio)
{
this.enabled = true;
this.equitySeries = new DoubleSeries("Equity");
this.coreEquitySeries = new DoubleSeries("CoreEquity");
this.pnlSeries = new DoubleSeries("PnL");
this.drawdownSeries = new DoubleSeries("Drawdown");
this.drawdownPercentSeries = new DoubleSeries("DrawdownPercent");
this.InjBy1lkoo = double.NaN;
this.MrYBqYV87G = double.NaN;
this.portfolio = portfolio;
this.CalculatePnL = true;
this.CalculateDrawdown = true;
this.portfolio.ValueChanged += new PositionEventHandler(this.RLrBXT2waX);
}
public void DrawSeries(DoubleSeries series, int padNumber, Color color, SimpleDSStyle style, SmoothingMode smoothingMode)
{
this.DrawSeries(series, padNumber, color, style, EIndexOption.Null, smoothingMode);
}
public Chart(DoubleSeries mainSeries) : this()
{
this.SetMainSeries(mainSeries);
}
internal TimeSeries(DoubleSeries series)
{
this.series = series;
}
internal TimeSeries(DoubleSeries series)
{
this.series = series;
}
public void SetMainSeries(DoubleSeries mainSeries, bool showVolumePad = false)
{
lock (this.dataLock)
{
if (this.mainSeries != null)
{
this.series.ItemAdded -= new ItemAddedEventHandler(this.HandleSeriesItemAdded);
this.series.Cleared -= new EventHandler(this.HandleSeriesCleared);
}
this.series = mainSeries;
if (mainSeries is BarSeries)
{
this.SetBSView(this.barSeriesStyle, true);
}
else
{
this.mainSeries = this.series;
this.mainSeriesView = (SeriesView)new DSView(this.pads[0], mainSeries, mainSeries.Color, EIndexOption.Null, SmoothingMode.HighSpeed);
this.pads[0].AddPrimitive(this.mainSeriesView);
}
this.series.ItemAdded += new ItemAddedEventHandler(this.HandleSeriesItemAdded);
this.series.Cleared += new EventHandler(this.HandleSeriesCleared);
this.pads[0].ScaleStyle = this.scaleStyle;
if (showVolumePad)
this.ShowVolumePad();
this.firstIndex = this.updateStyle != ChartUpdateStyle.WholeRange ? Math.Max(0, mainSeries.Count - this.minCountOfBars) : 0;
this.lastIndex = mainSeries.Count - 1;
if (mainSeries.Count == 0)
this.firstIndex = -1;
if (this.lastIndex >= 0)
this.SetPadIntervals(this.firstIndex, this.lastIndex);
this.contentUpdated = true;
this.Invalidate();
}
}
///<summary>
/// Creates an instance of TimeSeries class
///</summary>
public TimeSeries(string name, string title)
{
this.series = new DoubleSeries(name, title);
}
public void DrawSeries(DoubleSeries series, int padNumber, Color color)
{
this.DrawSeries(series, padNumber, color, EIndexOption.Null);
}
protected void Init(string name, SeriesTesterItem parentSeriesItem, string title, bool fillSeries)
{
this.isUpdating = false;
this.lastDateTime = DateTime.MinValue;
this.series = new DoubleSeries();
this.series.Name = name;
this.series.Title = title;
this.parentComponent = parentSeriesItem;
this.parentSeries = parentSeriesItem.Series;
if (this.parentSeries != null)
this.parentSeries.ItemAdded += new ItemAddedEventHandler(this.syrQYCdiq);
this.FillSeries = fillSeries;
}
public void DrawSeries(DoubleSeries series, int padNumber, Color color, SimpleDSStyle style, EIndexOption option, SmoothingMode smoothingMode)
{
lock(this.dataLock)
{
if (!this.volumePadShown && padNumber > 1)
--padNumber;
DSView view = new DSView(this.pads[padNumber], series, color, option, smoothingMode);
view.Style = style;
this.pads[padNumber].AddPrimitive(view);
view.SetInterval(this.leftDateTime, this.rightDateTime);
this.contentUpdated = true;
}
}
protected override void Init()
{
this.Name = "RSI"+ this.fLength.ToString();
this.Title = "RSI";
this.Clear();
this.fCalculate = true;
if (this.fInput == null)
return;
if (this.fInput is BarSeries)
this.Name = "RSI" + (object) this.fLength + (string) (object) this.fOption;
if (TimeSeries.fNameOption == ENameOption.Long)
this.Name = this.fInput.Name + this.Name;
this.fUp = new DoubleSeries();
this.fDown = new DoubleSeries();
}
///<summary>
/// Creates an instance of TimeSeries class
///</summary>
public TimeSeries(string name, string title)
{
this.series = new DoubleSeries(name, title);
}
public static double Value(DoubleSeries input, int index, int length, EIndicatorStyle style)
{
return RSI.Value((TimeSeries) input, index, length, BarData.Close, style);
}
public static double Value(DoubleSeries input, int index, int length, double k)
{
return BBU.Value((TimeSeries) input, index, length, k, BarData.Close);
}
protected override void Init()
{
this.Name = "PDI" + (object) this.fLength;
this.Title = "PDI";
this.Clear();
this.fCalculate = true;
if (this.fInput == null)
return;
if (TimeSeries.fNameOption == ENameOption.Long)
this.Name = this.fInput.Name + this.Name;
this.fPDM = new DoubleSeries();
this.fTR = new DoubleSeries();
}
