Changeset 10020 for stable/HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionLineChartView.cs

Timestamp:

10/02/13 17:04:43 (11 years ago)

Author:

gkronber

Message:

#1508: merged r9804:9805,r9808:9809,r9811:9812,r9822,r9824:9825,r9897,r9928,r9938:9941,r9964:9965,r9989,r9991:9992,r9995,r9997,r10004:10015 from trunk into stable branch.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Trading.Views (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis.Trading.Views)
• HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionLineChartView.cs (modified) (3 diffs)

stable/HeuristicLab.Problems.DataAnalysis.Trading.Views/3.4/SolutionLineChartView.cs

@@ -53 +53 @@
       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;
     }
@@ -59 +67 @@
       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.DataBindY(Content.Signals.ToArray());
+        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;
 
-        IEnumerable<double> accumulatedPrice = GetAccumulatedPrices(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable));
+        var trainingPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
+                                                                               trainingRows);
+        var testPriceChanges = Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceChangeVariable,
+                                                                               testRows);
+        IEnumerable<double> accumulatedTrainingPrice = GetAccumulatedProfits(trainingPriceChanges);
+        IEnumerable<double> 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.DataBindY(accumulatedPrice.ToArray());
+        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<double> profit = OnlineProfitCalculator.GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable), Content.Signals, Content.ProblemData.TransactionCosts);
-        IEnumerable<double> accumulatedProfits = GetAccumulatedPrices(profit);
+
+        IEnumerable<double> trainingProfit = OnlineProfitCalculator.GetProfits(trainingPriceChanges, Content.TrainingSignals, Content.ProblemData.TransactionCosts);
+        IEnumerable<double> testProfit = OnlineProfitCalculator.GetProfits(testPriceChanges, Content.TestSignals, Content.ProblemData.TransactionCosts);
+        IEnumerable<double> accTrainingProfit = GetAccumulatedProfits(trainingProfit);
+        IEnumerable<double> 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.DataBindY(accumulatedProfits.ToArray());
+        this.chart.Series[ASSET_SERIES_NAME].Points.DataBindXY(
+          trainingRows.Concat(testRows).ToArray(),
+          accTrainingProfit.Concat(accTestProfit).ToArray());
         this.chart.Series[ASSET_SERIES_NAME].Tag = Content;
 
@@ -84 +111 @@
     }
 
-    private IEnumerable<double> GetAccumulatedPrices(IEnumerable<double> xs) {
+    private IEnumerable<double> GetAccumulatedProfits(IEnumerable<double> xs) {
       double sum = 0;
       foreach (var x in xs) {