#region License Information
/* HeuristicLab
* Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Drawing;
using System.Linq;
using System.Windows.Forms;
using System.Windows.Forms.DataVisualization.Charting;
using HeuristicLab.MainForm;
using HeuristicLab.Problems.DataAnalysis.Views;
namespace HeuristicLab.Problems.DataAnalysis.Trading.Views {
[View("Line Chart")]
[Content(typeof(ISolution))]
public partial class SolutionLineChartView : DataAnalysisSolutionEvaluationView, ISolutionEvaluationView {
private const string PRICEVARIABLE_SERIES_NAME = "Price";
private const string SIGNALS_SERIES_NAME = "Signals";
private const string ASSET_SERIES_NAME = "Asset";
public new ISolution Content {
get { return (ISolution)base.Content; }
set { base.Content = value; }
}
public SolutionLineChartView()
: base() {
InitializeComponent();
//configure axis
this.chart.CustomizeAllChartAreas();
this.chart.ChartAreas[0].CursorX.IsUserSelectionEnabled = true;
this.chart.ChartAreas[0].AxisX.ScaleView.Zoomable = true;
this.chart.ChartAreas[0].CursorX.Interval = 1;
this.chart.ChartAreas[0].CursorY.IsUserSelectionEnabled = true;
this.chart.ChartAreas[0].AxisY.ScaleView.Zoomable = true;
this.chart.ChartAreas[0].AxisY.IntervalAutoMode = IntervalAutoMode.VariableCount;
this.chart.ChartAreas[0].AxisY2.ScaleView.Zoomable = false;
this.chart.ChartAreas[0].AxisY2.IntervalAutoMode = IntervalAutoMode.VariableCount;
this.chart.ChartAreas[0].AxisY2.LabelStyle.Enabled = false;
this.chart.ChartAreas[0].AxisY2.MajorGrid.Enabled = false;
this.chart.ChartAreas[0].AxisY2.MinorGrid.Enabled = false;
this.chart.ChartAreas[0].AxisY2.MajorTickMark.Enabled = false;
this.chart.ChartAreas[0].AxisY2.MinorTickMark.Enabled = false;
this.chart.ChartAreas[0].CursorY.Interval = 0;
}
private void RedrawChart() {
this.chart.Series.Clear();
if (Content != null) {
var trainingRows = Content.ProblemData.TrainingIndices;
var testRows = Content.ProblemData.TestIndices;
this.chart.Series.Add(SIGNALS_SERIES_NAME);
this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Secondary;
this.chart.Series[SIGNALS_SERIES_NAME].LegendText = SIGNALS_SERIES_NAME;
this.chart.Series[SIGNALS_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
Content.TrainingSignals.Concat(Content.TestSignals).ToArray());
this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content;
var trainingPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
trainingRows);
var testPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
testRows);
IEnumerable accumulatedTrainingPrice = GetAccumulatedProfits(trainingPriceChanges);
IEnumerable accumulatedTestPrice = GetAccumulatedProfits(testPriceChanges);
this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME);
this.chart.Series[PRICEVARIABLE_SERIES_NAME].YAxisType = AxisType.Primary;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].LegendText = PRICEVARIABLE_SERIES_NAME;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[PRICEVARIABLE_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
accumulatedTrainingPrice.Concat(accumulatedTestPrice).ToArray());
this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content;
IEnumerable trainingProfit = OnlineProfitCalculator.GetProfits(trainingPriceChanges, Content.TrainingSignals, Content.ProblemData.TransactionCosts);
IEnumerable testProfit = OnlineProfitCalculator.GetProfits(testPriceChanges, Content.TestSignals, Content.ProblemData.TransactionCosts);
IEnumerable accTrainingProfit = GetAccumulatedProfits(trainingProfit);
IEnumerable accTestProfit = GetAccumulatedProfits(testProfit);
this.chart.Series.Add(ASSET_SERIES_NAME);
this.chart.Series[ASSET_SERIES_NAME].YAxisType = AxisType.Primary;
this.chart.Series[ASSET_SERIES_NAME].LegendText = ASSET_SERIES_NAME;
this.chart.Series[ASSET_SERIES_NAME].ChartType = SeriesChartType.FastLine;
this.chart.Series[ASSET_SERIES_NAME].Points.DataBindXY(
trainingRows.Concat(testRows).ToArray(),
accTrainingProfit.Concat(accTestProfit).ToArray());
this.chart.Series[ASSET_SERIES_NAME].Tag = Content;
this.UpdateStripLines();
}
}
private IEnumerable GetAccumulatedProfits(IEnumerable xs) {
double sum = 0;
foreach (var x in xs) {
sum += x;
yield return sum;
}
}
#region events
protected override void RegisterContentEvents() {
base.RegisterContentEvents();
Content.ModelChanged += new EventHandler(Content_ModelChanged);
Content.ProblemDataChanged += new EventHandler(Content_ProblemDataChanged);
}
protected override void DeregisterContentEvents() {
base.DeregisterContentEvents();
Content.ModelChanged -= new EventHandler(Content_ModelChanged);
Content.ProblemDataChanged -= new EventHandler(Content_ProblemDataChanged);
}
private void Content_ProblemDataChanged(object sender, EventArgs e) {
RedrawChart();
}
private void Content_ModelChanged(object sender, EventArgs e) {
RedrawChart();
}
protected override void OnContentChanged() {
base.OnContentChanged();
RedrawChart();
}
private void Chart_MouseDoubleClick(object sender, MouseEventArgs e) {
HitTestResult result = chart.HitTest(e.X, e.Y);
if (result.ChartArea != null && (result.ChartElementType == ChartElementType.PlottingArea ||
result.ChartElementType == ChartElementType.Gridlines) ||
result.ChartElementType == ChartElementType.StripLines) {
foreach (var axis in result.ChartArea.Axes)
axis.ScaleView.ZoomReset(int.MaxValue);
}
}
#endregion
private void UpdateStripLines() {
this.chart.ChartAreas[0].AxisX.StripLines.Clear();
this.CreateAndAddStripLine("Training", Color.FromArgb(20, Color.Green),
Content.ProblemData.TrainingPartition.Start,
Content.ProblemData.TrainingPartition.End);
this.CreateAndAddStripLine("Test", Color.FromArgb(20, Color.Red),
Content.ProblemData.TestPartition.Start,
Content.ProblemData.TestPartition.End);
}
private void CreateAndAddStripLine(string title, Color c, int start, int end) {
StripLine stripLine = new StripLine();
stripLine.BackColor = c;
stripLine.Text = title;
stripLine.Font = new Font("Times New Roman", 12, FontStyle.Bold);
stripLine.StripWidth = end - start;
stripLine.IntervalOffset = start;
this.chart.ChartAreas[0].AxisX.StripLines.Add(stripLine);
}
}
}