Changeset 9176 for branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/TradingSolutionLineChartView.cs

Timestamp:

01/22/13 13:39:17 (11 years ago)

Author:

gkronber

Message:

#1508 updated trading plugin to work with current trunk version

File:

• branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/TradingSolutionLineChartView.cs (modified) (5 diffs)

branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Views/TradingSolutionLineChartView.cs

@@ -33 +33 @@
   [View("Line Chart")]
   [Content(typeof(ITradingSolution))]
-  public partial class TradingSolutionLineChartView : ItemView, ITradingSolutionEvaluationView {
+  public partial class TradingSolutionLineChartView : DataAnalysisSolutionEvaluationView, ITradingSolutionEvaluationView {
     private const string PRICEVARIABLE_SERIES_NAME = "Price";
     private const string SIGNALS_SERIES_NAME = "Signals";
     private const string ASSET_SERIES_NAME = "Asset";
+
 
     public new ITradingSolution Content {
@@ -72 +73 @@
         this.chart.Series[SIGNALS_SERIES_NAME].Tag = Content;
 
-        IEnumerable<double> accumulatedPrice = GetAccumulatedPrices(Content.ProblemData.Dataset.GetVariableValues(Content.ProblemData.PriceVariable));
+        IEnumerable<double> accumulatedPrice = GetAccumulatedPrices(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable));
         this.chart.Series.Add(PRICEVARIABLE_SERIES_NAME);
         this.chart.Series[PRICEVARIABLE_SERIES_NAME].LegendText = PRICEVARIABLE_SERIES_NAME;
@@ -79 +80 @@
         this.chart.Series[PRICEVARIABLE_SERIES_NAME].Tag = Content;
 
-        IEnumerable<double> profit = GetProfits(Content.ProblemData.Dataset.GetVariableValues(Content.ProblemData.PriceVariable), Content.Signals, Content.ProblemData.TransactionCosts);
+        IEnumerable<double> profit = GetProfits(Content.ProblemData.Dataset.GetDoubleValues(Content.ProblemData.PriceVariable), Content.Signals, Content.ProblemData.TransactionCosts);
         IEnumerable<double> accumulatedProfits = GetAccumulatedPrices(profit);
         this.chart.Series.Add(ASSET_SERIES_NAME);
@@ -94 +95 @@
 
     private IEnumerable<double> GetProfits(IEnumerable<double> returns, IEnumerable<double> signals, double transactionCost) {
-      double p = signals.First();
+      int p = (int)signals.First();
       yield return 0.0;
       foreach (var signalReturn in returns.Skip(1).Zip(signals.Skip(1), (r, s) => new { Return = r, Signal = s })) {
@@ -118 +119 @@
           iterationReturn = -actualReturn;
         } else if (p == -1 && signal.IsAlmost(0)) {
-          iterationReturn = -(actualReturn - transactionCost);
+          iterationReturn = -actualReturn - transactionCost;
           p = 0;
         } else if (p == -1 && signal.IsAlmost(1)) {
-          iterationReturn = -(actualReturn - transactionCost);
+          iterationReturn = -actualReturn - transactionCost;
           p = 1;
         }