1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 | using System;
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22 | using System.Collections.Generic;
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23 | using System.Drawing;
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24 | using System.Linq;
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25 | using System.Windows.Forms;
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26 | using System.Windows.Forms.DataVisualization.Charting;
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27 | using HeuristicLab.MainForm;
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28 | using HeuristicLab.Problems.DataAnalysis.Views;
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29 |
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30 | namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
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31 | [View("Line Chart")]
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32 | [Content(typeof(ISolution))]
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33 | public partial class SolutionLineChartView : DataAnalysisSolutionEvaluationView, ISolutionEvaluationView {
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34 | private const string PRICEVARIABLE_SERIES_NAME = "Price";
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35 | private const string SIGNALS_SERIES_NAME = "Signals";
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36 | private const string ASSET_SERIES_NAME = "Asset";
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37 |
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38 |
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39 | public new ISolution Content {
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40 | get { return (ISolution)base.Content; }
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41 | set { base.Content = value; }
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42 | }
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43 |
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44 | public SolutionLineChartView()
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45 | : base() {
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46 | InitializeComponent();
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47 | //configure axis
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48 | this.chart.CustomizeAllChartAreas();
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49 | this.chart.ChartAreas[0].CursorX.IsUserSelectionEnabled = true;
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50 | this.chart.ChartAreas[0].AxisX.ScaleView.Zoomable = true;
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51 | this.chart.ChartAreas[0].CursorX.Interval = 1;
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52 |
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53 | this.chart.ChartAreas[0].CursorY.IsUserSelectionEnabled = true;
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54 | this.chart.ChartAreas[0].AxisY.ScaleView.Zoomable = true;
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55 | this.chart.ChartAreas[0].CursorY.Interval = 0;
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56 | }
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57 |
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58 | private void RedrawChart() {
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59 | this.chart.Series.Clear();
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60 | if (Content != null) {
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61 | this.chart.Series.Add(SIGNALS_SERIES_NAME);
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62 | this.chart.Series[SIGNALS_SERIES_NAME].LegendText = SIGNALS_SERIES_NAME;
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63 | this.chart.Series[SIGNALS_SERIES_NAME].ChartType = SeriesChartType.FastLine;
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64 | this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindY(Content.Signals.ToArray());
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65 | this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content;
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66 |
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67 | IEnumerable<double> accumulatedPrice = GetAccumulatedPrices(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable));
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68 | this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME);
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69 | this.chart.Series[PRICEVARIABLE_SERIES_NAME].LegendText = PRICEVARIABLE_SERIES_NAME;
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70 | this.chart.Series[PRICEVARIABLE_SERIES_NAME].ChartType = SeriesChartType.FastLine;
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71 | this.chart.Series[PRICEVARIABLE_SERIES_NAME].Points.DataBindY(accumulatedPrice.ToArray());
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72 | this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content;
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73 |
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74 | IEnumerable<double> profit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable), Content.Signals, Content.ProblemData.TransactionCosts);
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75 | IEnumerable<double> accumulatedProfits = GetAccumulatedPrices(profit);
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76 | this.chart.Series.Add(ASSET_SERIES_NAME);
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77 | this.chart.Series[ASSET_SERIES_NAME].LegendText = ASSET_SERIES_NAME;
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78 | this.chart.Series[ASSET_SERIES_NAME].ChartType = SeriesChartType.FastLine;
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79 | this.chart.Series[ASSET_SERIES_NAME].Points.DataBindY(accumulatedProfits.ToArray());
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80 | this.chart.Series[ASSET_SERIES_NAME].Tag = Content;
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81 |
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82 | this.UpdateStripLines();
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83 | }
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84 | }
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85 |
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86 | private IEnumerable<double> GetAccumulatedPrices(IEnumerable<double> xs) {
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87 | double sum = 0;
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88 | foreach (var x in xs) {
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89 | sum += x;
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90 | yield return sum;
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91 | }
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92 | }
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93 |
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94 | #region events
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95 | protected override void RegisterContentEvents() {
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96 | base.RegisterContentEvents();
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97 | Content.ModelChanged += new EventHandler(Content_ModelChanged);
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98 | Content.ProblemDataChanged += new EventHandler(Content_ProblemDataChanged);
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99 | }
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100 | protected override void DeregisterContentEvents() {
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101 | base.DeregisterContentEvents();
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102 | Content.ModelChanged -= new EventHandler(Content_ModelChanged);
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103 | Content.ProblemDataChanged -= new EventHandler(Content_ProblemDataChanged);
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104 | }
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105 |
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106 | private void Content_ProblemDataChanged(object sender, EventArgs e) {
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107 | RedrawChart();
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108 | }
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109 |
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110 | private void Content_ModelChanged(object sender, EventArgs e) {
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111 | RedrawChart();
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112 | }
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113 |
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114 | protected override void OnContentChanged() {
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115 | base.OnContentChanged();
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116 | RedrawChart();
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117 | }
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118 |
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119 | private void Chart_MouseDoubleClick(object sender, MouseEventArgs e) {
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120 | HitTestResult result = chart.HitTest(e.X, e.Y);
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121 | if (result.ChartArea != null && (result.ChartElementType == ChartElementType.PlottingArea ||
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122 | result.ChartElementType == ChartElementType.Gridlines) ||
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123 | result.ChartElementType == ChartElementType.StripLines) {
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124 | foreach (var axis in result.ChartArea.Axes)
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125 | axis.ScaleView.ZoomReset(int.MaxValue);
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126 | }
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127 | }
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128 | #endregion
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129 |
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130 | private void UpdateStripLines() {
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131 | this.chart.ChartAreas[0].AxisX.StripLines.Clear();
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132 | this.CreateAndAddStripLine("Training", Color.FromArgb(20, Color.Green),
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133 | Content.ProblemData.TrainingPartition.Start,
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134 | Content.ProblemData.TrainingPartition.End);
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135 | this.CreateAndAddStripLine("Test", Color.FromArgb(20, Color.Red),
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136 | Content.ProblemData.TestPartition.Start,
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137 | Content.ProblemData.TestPartition.End);
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138 | }
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139 |
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140 | private void CreateAndAddStripLine(string title, Color c, int start, int end) {
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141 | StripLine stripLine = new StripLine();
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142 | stripLine.BackColor = c;
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143 | stripLine.Text = title;
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144 | stripLine.Font = new Font("Times New Roman", 12, FontStyle.Bold);
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145 | stripLine.StripWidth = end - start;
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146 | stripLine.IntervalOffset = start;
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147 | this.chart.ChartAreas[0].AxisX.StripLines.Add(stripLine);
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148 | }
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149 | }
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150 | }
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