#region License Information /* HeuristicLab * Copyright (C) 2002-2013 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].AxisY2.ScaleView.Zoomable = 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].LegendText = SIGNALS_SERIES_NAME; this.chart.Series[SIGNALS_SERIES_NAME].ChartType = SeriesChartType.FastLine; this.chart.Series[SIGNALS_SERIES_NAME].Points.DataBindY(Content.TrainingSignals.Concat(Content.TestSignals).ToArray()); this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content; this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Secondary; IEnumerable accumulatedPrice = GetAccumulatedProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable)); this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME); 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.DataBindY(accumulatedPrice.ToArray()); this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content; this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Primary; IEnumerable trainingProfit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable, trainingRows), Content.TrainingSignals, Content.ProblemData.TransactionCosts); IEnumerable testProfit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable, testRows), 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].LegendText = ASSET_SERIES_NAME; this.chart.Series[ASSET_SERIES_NAME].ChartType = SeriesChartType.FastLine; this.chart.Series[ASSET_SERIES_NAME].Points.DataBindY(accTrainingProfit.Concat(accTestProfit).ToArray()); this.chart.Series[ASSET_SERIES_NAME].Tag = Content; this.chart.Series[SIGNALS_SERIES_NAME].YAxisType = AxisType.Primary; 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); } } }