public static Tuple<DatedDataCollectionGen<string>, DatedDataCollectionGen<double>> GetItemsFromCarbonFrame(
ChartComponent cc,
Func<RollResults, RollResultContractItem> GetGenerationResult,
Func<RollResultContractItem, DatedDataCollectionGen<RollResultItem>> GetResult)
{
var identifier = cc.Component.ToString();
return GetItemsFromCarbonFrame(identifier, cc.Multiplier, GetGenerationResult, GetResult);
}
private Tuple<DatedDataCollectionGen<Bond>, DatedDataCollectionGen<double>> getItems(ChartComponent cc_, CTDValueGeneration generation_)
{
var dates = m_rawData[cc_.Curve].Select(x => x.MarkDate).ToArray();
var spreadsObject = m_rawData[cc_.Curve].Select(x => x[cc_.Component, generation_]);
var value = spreadsObject.Select(x => x == null ? 0d : x[cc_.SpreadType] * cc_.Multiplier * 10000d).ToArray();
var bonds = m_rawBonds.Select(x => x[cc_.Component, generation_]).ToArray();
// fill in zeroes
for (int i = 1; i < value.Length; ++i)
if (value[i].IsZero())
{
// if bonds haven't changed then can take the previous price
//if (bonds[i].SymmetryCode.Equals(bonds[i - 1].SymmetryCode))
value[i] = value[i - 1];
//else
// value[i] = double.NaN;
}
return new Tuple<DatedDataCollectionGen<Bond>, DatedDataCollectionGen<double>>(
new DatedDataCollectionGen<Bond>(dates, bonds),
new DatedDataCollectionGen<double>(dates, value));
}
public ChartDataSource(ChartComponent[] chartComponents_, IDictionary<BondCurves, List<CTDLine<BondSpreads>>> spreads_, List<CTDLine<Bond>> bonds_)
{
Components = chartComponents_;
m_rawData = spreads_;
m_rawBonds = bonds_;
}
