Initial Commit

MarketData/MarketDataLib/MarketDataModel/DividendLoad.cs

@@ -0,0 +1,37 @@
+using System;
+using System.Text;
+using System.Collections.Generic;
+using System.Linq;
+using MarketData.Utils;
+using MarketData.Numerical;
+
+namespace MarketData.MarketDataModel
+{
+  public class DividendLoadCollection : List<DividendLoadElement>
+  {
+    public DividendLoadCollection()
+    {
+    }
+    public DividendLoadCollection(List<DividendLoadElement> elements)
+    {
+      foreach(DividendLoadElement dividendLoadElement in elements)Add(dividendLoadElement);
+    }
+    //public DividendLoadCollection RemoveOutliers(int standardDeviations=4)
+    //{
+    //  double[] values = (from DividendLoadElement element in this select element.DividendLoadPcnt).ToArray();
+    //  double valuesStd=Numerics.Volatility(ref values)*standardDeviations;
+    //  DividendLoadCollection dividendLoadCollection=new DividendLoadCollection((from DividendLoadElement element in this where element.DividendLoadPcnt <=valuesStd select element).ToList());
+    //  if(0==dividendLoadCollection.Count)return this;
+    //  else return dividendLoadCollection;
+    //}
+  }
+  public class DividendLoadElement
+  {
+    public String Symbol{get;set;}
+    public int Year{get;set;}
+    public double EPS{get;set;}
+    public double CashAmount{get;set;}
+    public int Payments{get;set;}
+    public double DividendLoadPcnt{get;set;}
+  }
+}