private static void RenderTableRow(string p_tableTitle, string p_rowTitle, bool p_isRowEven, ref SampleStats p_stat, bool p_isHtml, StringBuilder p_sb)
{
if (p_isHtml)
{
string aMeanPerYearRowId = "id" + (p_tableTitle + p_rowTitle).Replace(' ', '_').Replace(',', '_');
string aMeanPerYearCSV = String.Join(", ", p_stat.AMeanPerYear.Select(r => r.Item1 + ":" + r.Item2.ToString("#0.000%")));
p_sb.AppendFormat("<tr{0}><td>" + p_rowTitle + "</td>", (p_isRowEven) ? " class='even'" : "");
p_sb.Append("<td>" + p_stat.Samples.Count() + "</td>");
p_sb.Append("<td>" + p_stat.WinPct.ToString("#0.0%") + "</td>");
//p_sb.AppendFormat(@"<td onclick=""document.getElementById('{0}').style.color = 'red'"">" + p_maskItem.AMean.ToString("#0.000%") + "</td>", aMeanPerYearRowId);
//p_sb.AppendFormat(@"<td onclick=""document.getElementById('{0}').style.display = 'table-row'"">" + p_maskItem.AMean.ToString("#0.000%") + @"<button onclick=""document.getElementById('{0}').style.display = 'table-row'"">*</button></td>", aMeanPerYearRowId);
//p_sb.AppendFormat(@"<td onclick=""document.getElementById('{0}').style.display = 'table-row'"">" + p_maskItem.AMean.ToString("#0.000%") + @"</td>", aMeanPerYearRowId);
//p_sb.AppendFormat(@"<td>" + p_maskItem.AMean.ToString("#0.000%") + @"<a href="""" onclick=""document.getElementById('{0}').style.display = 'table-row'"">*</a></td>", aMeanPerYearRowId);
//p_sb.AppendFormat(@"<td onclick=""document.getElementById('{0}').style.display = 'table-row'"">" + p_maskItem.AMean.ToString("#0.000%") + @"<span style=""color: #2581cc; font-size: x-small; vertical-align:super;"">i</span></td>", aMeanPerYearRowId);
//p_sb.AppendFormat(@"<td{0} onclick=""InvertVisibilityOfTableRow('{1}')"">" + p_stat.AMean.ToString("#0.000%") + @"<span style=""color: #2581cc; font-size: x-small; vertical-align:super;"">i</span></td>", (p_stat.AMean > 0.0) ? " class='green'" : " class='red'", aMeanPerYearRowId);
p_sb.AppendFormat(@"<td{0} onclick=""GlobalScopeInvertVisibilityOfTableRow('{1}')"">" + p_stat.AMean.ToString("#0.000%") + @"<span style=""color: #2581cc; font-size: x-small; vertical-align:super;"">i</span></td>", (p_stat.AMean > 0.0) ? " class='green'" : " class='red'", aMeanPerYearRowId);
p_sb.Append("<td>" + p_stat.GMean.ToString("#0.000%") + "</td>");
p_sb.Append("<td>" + p_stat.Median.ToString("#0.000%") + "</td>");
p_sb.Append("<td>" + p_stat.CorrectedStDev.ToString("#0.000%") + "</td>");
p_sb.Append("<td>" + p_stat.StandardError.ToString("#0.000%") + "</td>");
p_sb.AppendFormat("<td{0} >" + p_stat.TvalueToZero.ToString("#0.00") + "</td>", (p_stat.TvalueToZero >= 1.0) ? " class='green'" : ((p_stat.TvalueToZero <= -1.0) ? " class='red'" : ""));
p_sb.Append("<td>" + p_stat.PvalueToZero.ToString("#0.00%") + "</td>");
p_sb.Append("<td>" + ((p_stat.PvalueToZero < 0.05) ? "Yes" : "") + "</td>");
p_sb.Append("<td>" + p_stat.TvalueToAMean.ToString("#0.00") + "</td>");
p_sb.Append("<td>" + p_stat.PvalueToAMean.ToString("#0.00%") + "</td>");
p_sb.Append("<td>" + ((p_stat.PvalueToAMean < 0.05) ? "Yes" : "") + "</td>");
p_sb.Append("</tr>");
p_sb.AppendFormat(@"<tr{0} ID=""{1}"" style=""display:none;""><td colspan=""14"">{2} aMean:{3}</td>",
(p_isRowEven) ? " class='even'" : "", aMeanPerYearRowId, p_rowTitle, aMeanPerYearCSV);
p_sb.Append("</tr>");
}
else
{
p_sb.AppendLine($"{p_rowTitle} (#{p_stat.Samples.Count()}): {p_stat.WinPct.ToString("#0.0%")}, {p_stat.AMean.ToString("#0.000%")}, {p_stat.TvalueToZero.ToString("#0.00")}, {p_stat.PvalueToZero.ToString("#0.00%")}");
}
}
private static void CalculateSampleStatsPerDayOffset(ref SampleStats p_sampleStats, double p_pctChgTotalAMean)
{
int nInt = p_sampleStats.Samples.Count();
if (nInt == 0)
return;
double n = (double)nInt;
List<double> samples = p_sampleStats.Samples.Select(r => r.Item2).ToList(); // only the PctChanges are needed, not the Dates; but keep the Date in the sample for Debugging reasons
double aMean = samples.Average();
double correctedStDev = Math.Sqrt(samples.Sum(r => (r - aMean) * (r - aMean)) / (n - 1.0));
double standardError = correctedStDev / Math.Sqrt(n);
p_sampleStats.WinPct = (double)samples.Count(r => r > 0) / n;
p_sampleStats.AMean = aMean;
p_sampleStats.GMean = samples.GMeanExtendingWithOne();
p_sampleStats.Median = samples.Median();
p_sampleStats.CorrectedStDev = correctedStDev;
p_sampleStats.StandardError = standardError;
p_sampleStats.TvalueToZero = (p_sampleStats.AMean - 0.0) / standardError;
p_sampleStats.TvalueToAMean = (p_sampleStats.AMean - p_pctChgTotalAMean) / standardError;
// PvalueToZero = P = probability that the observed aMean result is due to chance
if (!Double.IsNaN(p_sampleStats.TvalueToZero))
p_sampleStats.PvalueToZero = Utils.TDistribution(p_sampleStats.TvalueToZero, nInt - 1, true);
else
p_sampleStats.PvalueToZero = Double.NaN;
if (!Double.IsNaN(p_sampleStats.TvalueToAMean))
p_sampleStats.PvalueToAMean = Utils.TDistribution(p_sampleStats.TvalueToAMean, nInt - 1, true);
else
p_sampleStats.PvalueToAMean = Double.NaN;
p_sampleStats.AMeanPerYear = new List<Tuple<string, double>>();
var years = p_sampleStats.Samples.Select(r => r.Item1.Year).Distinct().OrderBy(r => r).ToList();
int nYears = years.Count();
int[] nSamplesPerYear = new int[nYears];
double[] aMeanPerYear = new double[nYears];
for (int i = 0; i < n; i++)
{
int iYears = years.IndexOf(p_sampleStats.Samples[i].Item1.Year);
nSamplesPerYear[iYears]++;
aMeanPerYear[iYears] += p_sampleStats.Samples[i].Item2;
}
for (int i = 0; i < nYears; i++)
{
aMeanPerYear[i] /= (double)nSamplesPerYear[i];
p_sampleStats.AMeanPerYear.Add(new Tuple<string, double>(years[i].ToString() + "(" + nSamplesPerYear[i] + ")", aMeanPerYear[i]));
}
}
private void RenderStatsForDisplaying(string p_title, SampleStats[] p_forward, SampleStats[] p_backward, bool p_isHtml, StringBuilder p_sbStats)
{
if (p_isHtml)
p_sbStats.Append(@"<b>" + p_title + @":</b><br> <table class=""strategyNoteTable1"">" +
@"<th>Day</th><th>nSamples</th><th>WinPct</th><th> aMean </th><th>gMean</th><th>Median</th><th>StDev</th><th>StError</th><th>t-value(0)</th>" +
@"<th><div title=""P is calculated by one tailed, one sample T-test"">p-value(0)</div></th>" +
@"<th><div title=""With at least 1-P=95% probability: the real population mean (of the daily%changes on day T) > 0 {or opposite if T-value negative}"">Signif>0</div></th>" +
@"<th>t-value(mean)</th>" +
@"<th><div title=""P is calculated by one tailed, one sample T-test"">p-value(mean)</div></th>" +
@"<th><div title=""With at least 1-P=95% probability: the real population mean (of the daily%changes on day T) > allDayMean {or opposite if T-value negative}"">Signif>mean</div></th>");
else
p_sbStats.AppendLine($"--- Stats for {p_title}: (Win%, aMean, t-value, p-value)");
bool isRowEven = false; // 1st Row is Odd
for (int i = 16; i >= 0; i--) // write only from T-17 to T+17
{
if (p_backward[i].Samples.Count() == 0)
continue;
RenderTableRow(p_title, "T-" + (i + 1).ToString(), isRowEven, ref p_backward[i], p_isHtml, p_sbStats);
isRowEven = !isRowEven;
}
for (int i = 0; i <= 16; i++) // write only from T-17 to T+17
{
if (p_forward[i].Samples.Count() == 0)
continue;
RenderTableRow(p_title, "T+" + (i + 1).ToString(), isRowEven, ref p_forward[i], p_isHtml, p_sbStats);
isRowEven = !isRowEven;
}
if (p_isHtml)
p_sbStats.Append("</table>");
else
p_sbStats.Append(Environment.NewLine);
}