38 lines
1.2 KiB
C#
38 lines
1.2 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using MarketData.MarketDataModel;
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using Microsoft.Research.DynamicDataDisplay.DataSources;
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namespace TradeBlotter.Model
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{
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public class YieldCurveModel
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{
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private YieldCurveModel()
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{
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}
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public static CompositeDataSource Value(DMAValues values)
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{
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if (null == values) return null;
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CompositeDataSource compositeDataSource;
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var xData = new EnumerableDataSource<DateTime>(values.Select(x => x.Date));
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xData.SetXMapping(x => (x.Ticks / 10000000000.0));
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var yData = new EnumerableDataSource<double>(values.Select(y => y.Value));
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yData.SetYMapping(y => y);
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compositeDataSource = xData.Join(yData);
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return compositeDataSource;
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}
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public static CompositeDataSource MA(DMAValues values)
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{
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if (null == values) return null;
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CompositeDataSource compositeDataSource;
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var xData = new EnumerableDataSource<DateTime>(values.Select(x => x.Date));
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xData.SetXMapping(x => (x.Ticks / 10000000000.0));
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var yData = new EnumerableDataSource<double>(values.Select(y => y.MAValue));
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yData.SetYMapping(y => y);
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compositeDataSource = xData.Join(yData);
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return compositeDataSource;
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}
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}
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}
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