void plotMAEGraph(int bars)
{
if(!is(TESTMODE) || !is(EXITRUN)) return;
if(!bars) bars = 50;
var vMaxMAE = 0;
for(all_trades) // calculate maximum MAE in pips
vMaxMAE = max(vMaxMAE,TradeMAE/TradePIP);
//printf("\nMaxMAE: %.0f",vMaxMAE);
var vStep;
if(bars < 0) // bucket size in pips
vStep = -bars;
else
vStep = 10*(int)(vMaxMAE/bars/10);
for(all_trades)
{
var vResult = toPIP(TradeResult);
var vMAE = TradeMAE/TradePIP/vStep;
int n = floor(vMAE);
plotBar("Profit",n,n*vStep,0,AVG|BARS|LBL2,COLOR_DEV);
if(vResult > 0)
plotGraph("Win",vMAE,vResult,DOT,GREEN);
else
plotGraph("Loss",vMAE,vResult,DOT,RED);
}
}
// returns false if blocked, true otherwise
bool Statsdb::gifLoop ( ) {
// shortcut
Msg5 *m = &m_msg5;
//#ifndef _USEPLOTTER_
//return true;
//#endif
// loop over all the lists in the time range, [m_t1,m_t2]
for ( ; ! m_done ; ) {
if ( ! m->getList ( (char)RDB_STATSDB ,
"statsdb" , // coll
&m_list ,
(char *)&m_startKey ,
(char *)&m_endKey ,
32000 , // requested scan size
true , // include tree?
false , // add to cache?
0 , // max cache age
0 , // start file number
-1 , // number of files
NULL , // state
gotListWrapper, // callback
m_niceness , // niceness
false , // do error correction?
NULL , // cache key pointer
0 , // # retries
-1 , // max # retries
true , // compensate for merge?
-1 , // sync point
NULL ) ) // msg5b
return false;
// . process list
// . returns false with g_errno set on error
if ( ! processList() ) return true;
}
// define time delta - commented out because it's currently not used.
long dt = m_t2 - m_t1;
//#ifdef _USEPLOTTER_
// gif size
//char tmp[64];
// dimensions of the gif
//sprintf ( tmp , "%lix%li", (long)DX+m_bx*2 , (long)DY+m_by*2 );
//GIFPlotter::parampl ( "BITMAPSIZE" , (void *)tmp );
// create one
//GIFPlotter plotter ( NULL , m_fd , NULL );
// open it
//plotter.openpl ( );
// define the space with boundaries 100 unit wide boundaries
//plotter.space ( 0 , 0 , DX + m_bx * 2 , DY + m_by * 2 );
// line thickness in user coordinates (pixels for us)
//plotter.linewidth ( 1 );
// set bg color to gray (r/g/b)
//plotter.bgcolor ( 0xd600 , 0xce00 , 0xd600 );
// erase Plotter's graphics display
//plotter.erase ();
// draw axises in black
//plotter.pencolorname ("black");
//
// main graphing window
//
m_gw.safePrintf("<div style=\"position:relative;"
"background-color:#c0c0c0;"
//"overflow-y:hidden;"
"overflow-x:hidden;"
"z-index:-10;"
// the tick marks we print below are based on it
// being a window of the last 20 seconds... and using
// DX pixels
"min-width:%lipx;"
"min-height:%lipx;"
//"width:100%%;"
//"min-height:600px;"
"margin-top:10px;"
"margin-bottom:10px;"
"margin-right:10px;"
"margin-left:10px;\">"
,(long)DX + 2 *m_bx
,(long)DY + 2*m_by);
// draw the x-axis
//plotter.line ( m_bx , m_by , DX + m_bx , m_by );
// 10 x-axis tick marks
for ( int x = DX/20 ; x <= DX ; x += DX/20 ) {
// tick mark
//plotter.line ( x , -20 , x , 20 );
m_gw.safePrintf("<div style=\"position:absolute;"
"left:%li;"
"bottom:0;"
"background-color:#000000;"
"z-index:110;"
"min-height:20px;"
"min-width:3px;\"></div>\n"
, m_bx + (long)x-1
);
long xv = (long)(dt * (long long)x/(long long)DX)-(long)dt;
// LABEL
m_gw.safePrintf("<div style=\"position:absolute;"
"left:%li;"
"bottom:20;"
//"background-color:#000000;"
"z-index:110;"
"min-height:20px;"
"min-width:3px;\">%lis</div>\n"
, (long)x-10 + m_bx
// the label:
, xv
);
}
HashTableX tmpht;
tmpht.set(4,0,0,NULL,0,false,m_niceness,"statsparms");
long col = 0;
m_sb2->safePrintf("<table border=1 width=100%%>\n");
// label offset to prevent collisions of superimposing multiple
// graph calbrations
long zoff = 0;
//
// point to the triplets in m_sb1's buffer (x,y,c)
//
char *p = m_sb1.getBufStart();
char *pend = p + m_sb1.length();
for ( ; p < pend ; p += 12 ) {
// breathe
QUICKPOLL ( m_niceness );
// get graph hash of this point
long gh = *(long *)(p +8);
// if we already did this graph, skip it
if ( tmpht.isInTable ( &gh ) ) continue;
// . graph this single graph of this color
// . returns ptr to first point of different color!
plotGraph ( p , pend , gh , m_gw , zoff );
// prevent collisions
zoff += 20;
// get the label based on graphHash
Label *bb = getLabel ( gh );
// add to key
if ( col == 0 )
m_sb2->safePrintf("<tr>");
m_sb2->safePrintf("<td bgcolor=#%06lx> </td>"
"<td>%s</td>\n",
bb->m_color ,
bb->m_keyDesc );
if ( col == 1 )
m_sb2->safePrintf("</tr>\n");
// inc column and wrap
if ( ++col >= 2 ) col = 0;
// . do not re-display
// . TODO: deal with error
tmpht.addKey ( &gh );
}
// clear that up
m_sb1.reset();
// now plot the events, horizontal line segments like the performance
// graph uses
for ( long i = 0 ; i < m_ht3.m_numSlots ; i++ ) {
// breathe
QUICKPOLL ( m_niceness );
// skip if slot empty
if ( ! m_ht3.m_flags[i] ) continue;
// get the offset into m_sb3
long offset = *(long *)m_ht3.getValueFromSlot(i);
// get buf start
char *bufStart = m_sb3.getBufStart();
// get the ptr
EventPoint *pp = (EventPoint *)(bufStart + offset);
// get name of parm
Parm *m = g_parms.getParmFromParmHash ( pp->m_parmHash );
// make sure we got it
if ( ! m ) {
log("statsdb: unrecognized parm hash = %li",
pp->m_parmHash);
continue;
//char *xx=NULL;*xx=0; }
}
// set the line width
//plotter.linewidth ( pp->m_thickness );
// get parm hash
long colorHash = pp->m_parmHash;
// add in old/new values to make it different
colorHash = hash32h ( (long)pp->m_oldVal , colorHash );
colorHash = hash32h ( (long)pp->m_newVal , colorHash );
// . get color
// . is really the parm hash in disguise
long c1 = colorHash & 0x00ffffff;
// use the color specified from addStat_r() for this line/pt
//plotter.pencolor ( ((c1 >> 16) & 0xff) << 8 ,
// ((c1 >> 8) & 0xff) << 8 ,
// ((c1 >> 0) & 0xff) << 8 );
long x1 = pp->m_a;
long x2 = pp->m_b;
long y1 = *(long *)m_ht3.getKey(i); // i value
// ensure at least 3 units wide for visibility
if ( x2 < x1 + 10 ) x2 = x1 + 10;
// . flip the y so we don't have to scroll the browser down
// . DY does not include the axis and tick marks
//long fy1 = DY - y1 + m_by ;
// plot it
//plotter.line ( x1 , fy1 , x2 , fy1 );
drawLine3 ( m_gw , x1 , x2 , y1 , c1 , pp->m_thickness );
// add to map key? only if we haven't already
if ( tmpht.isInTable ( &colorHash ) ) continue;
// add it
if ( col == 0 )
m_sb2->safePrintf("<tr>");
char *title = "unknown parm";
if ( m ) title = m->m_title;
m_sb2->safePrintf("<td bgcolor=#%06lx> </td>",c1);
// print the parm name and old/new values
m_sb2->safePrintf("<td><b>%s</b>",title);
if ( pp->m_oldVal != pp->m_newVal )
m_sb2->safePrintf(" (%.02f -> %.02f)",
pp->m_oldVal,pp->m_newVal);
m_sb2->safePrintf("</td>");
if ( col == 1 )
m_sb2->safePrintf("</tr>\n");
// inc column and wrap
if ( ++col >= 2 ) col = 0;
// . do not re-display
// . TODO: deal with error
tmpht.addKey ( &colorHash ) ;
}
m_sb2->safePrintf("</table>\n");
// clear that up
m_ht3.reset();
m_sb3.reset();
// and stat states
m_ht0.reset();
m_sb0.reset();
// all done free some mem
m_sb1.reset();
//m_sb2.reset();
//
// but not m_sb2 cuz that has the html in it!!
//
// all done
//if ( plotter.closepl () < 0 )
// log("admin: Could not close performance graph object.");
// close the file
//fclose ( m_fd );
//#endif
// close main graphing window
m_gw.safePrintf("</div>\n");
return true;
}
int
main(int argc, char *argv[]) {
char *me, *err, *outS;
hestOpt *hopt=NULL;
airArray *mop;
int numGrth, numDtdi, numGrgr, numDtgr, numNrrd, ni;
plotPS pps;
plotParm pparm;
Nrrd **_ndata, **ndata;
mop = airMopNew();
me = argv[0];
hestOptAdd(&hopt, "i", "data", airTypeOther, 1, -1, &_ndata, NULL,
"input nrrd containing data to plot",
&numNrrd, NULL, nrrdHestNrrd);
hestOptAdd(&hopt, "dbox", "minX minY maxX maxY", airTypeDouble,
4, 4, pparm.dbox, NULL,
"bounding box, in data space");
hestOptAdd(&hopt, "bbox", "minX minY maxX maxY", airTypeDouble,
4, 4, pps.bbox, NULL,
"bounding box, in graph space");
hestOptAdd(&hopt, "psc", "PS scale", airTypeDouble, 1, 1, &(pps.psc), "300",
"scaling from graph space to PostScript points");
hestOptAdd(&hopt, "nobg", NULL, airTypeInt, 0, 0, &(pps.nobg), NULL,
"don't fill with background color");
hestOptAdd(&hopt, "bg", "background", airTypeDouble, 3, 3,
&(pps.bgColor), "1 1 1",
"background RGB color; each component in range [0.0,1.0]");
hestOptAdd(&hopt, "grth", "graph thickness", airTypeDouble,
1, -1, &(pparm.graphThick), "0.01",
"thickness of line for graph, or \"0\" for no graph line",
&numGrth);
hestOptAdd(&hopt, "grgr", "graph gray", airTypeDouble,
1, -1, &(pparm.graphGray), "0",
"grayscale to use for graph", &numGrgr);
hestOptAdd(&hopt, "dtdi", "dot diameter", airTypeDouble,
1, -1, &(pparm.dotDiameter), "0.1",
"radius of dot drawn at data points, or \"0\" for no dots",
&numDtdi);
hestOptAdd(&hopt, "dtgr", "dot gray", airTypeDouble,
1, -1, &(pparm.dotGray), "0",
"grayscale to use for dots", &numDtgr);
hestOptAdd(&hopt, "dtid", "dot inner diam frac", airTypeDouble,
1, 1, &(pparm.dotInnerDiameterFraction), "0.0",
"fractional radius of white dot drawn within dot");
hestOptAdd(&hopt, "tihz", "pos", airTypeDouble,
0, -1, &(pparm.horzTick), "",
"locations for tickmarks on horizontal axis",
&(pparm.numHorzTick));
hestOptAdd(&hopt, "tivt", "pos", airTypeDouble,
0, -1, &(pparm.vertTick), "",
"locations for tickmarks on vertical axis",
&(pparm.numVertTick));
hestOptAdd(&hopt, "tiho", "offset", airTypeDouble,
1, 1, &(pparm.horzTickLabelOffset), "0",
"horizontal tick label offset");
hestOptAdd(&hopt, "tivo", "offset", airTypeDouble,
1, 1, &(pparm.vertTickLabelOffset), "0",
"vertical tick label offset");
hestOptAdd(&hopt, "tils", "size", airTypeDouble,
1, 1, &(pparm.tickLabelSize), "0",
"font size for labels on tick marks, or \"0\" for no labels");
hestOptAdd(&hopt, "tith", "tick thickness", airTypeDouble,
1, 1, &(pparm.tickThick), "0.01",
"thickness of lines for tick marks");
hestOptAdd(&hopt, "tiln", "tick length", airTypeDouble,
1, 1, &(pparm.tickLength), "0.08",
"length of lines for tick marks");
hestOptAdd(&hopt, "axth", "axis thickness", airTypeDouble,
1, 1, &(pparm.axisThick), "0.01",
"thickness of lines for axes");
hestOptAdd(&hopt, "axor", "axis origin", airTypeDouble,
2, 2, &(pparm.axisOrig), "0 0",
"origin of lines for axes, in data space");
hestOptAdd(&hopt, "axhl", "horiz axis label", airTypeString,
1, 1, &(pparm.axisHorzLabel), "",
"label on horizontal axis");
hestOptAdd(&hopt, "axvl", "vert axis label", airTypeString,
1, 1, &(pparm.axisVertLabel), "",
"label on vertical axis");
hestOptAdd(&hopt, "o", "output PS", airTypeString,
1, 1, &outS, "out.ps",
"output file to render postscript into");
hestParseOrDie(hopt, argc-1, argv+1, NULL,
me, info, AIR_TRUE, AIR_TRUE, AIR_TRUE);
airMopAdd(mop, hopt, (airMopper)hestOptFree, airMopAlways);
airMopAdd(mop, hopt, (airMopper)hestParseFree, airMopAlways);
if (!( numGrth == numDtdi
&& numDtdi == numGrgr
&& numGrgr == numDtgr )) {
fprintf(stderr, "%s: number of arguments given to grth (%d), dtdi (%d), "
"grgr (%d), dtgr (%d) not all equal\n", me,
numGrth, numDtdi, numGrgr, numDtgr);
airMopError(mop); return 1;
}
if (!( numNrrd == numGrth )) {
fprintf(stderr, "%s: number of nrrds (%d) != number graph options (%d)\n",
me, numNrrd, numGrth);
airMopError(mop); return 1;
}
/* check nrrds */
for (ni=0; ni<numNrrd; ni++) {
if (!( (1 == _ndata[ni]->dim || 2 == _ndata[ni]->dim)
&& nrrdTypeBlock != _ndata[ni]->type )) {
fprintf(stderr, "%s: input nrrd must be 1-D or 2-D array of scalars",
me);
airMopError(mop); return 1;
}
}
ndata = (Nrrd**)calloc(numNrrd, sizeof(Nrrd *));
airMopAdd(mop, ndata, airFree, airMopAlways);
for (ni=0; ni<numNrrd; ni++) {
ndata[ni] = nrrdNew();
airMopAdd(mop, ndata[ni], (airMopper)nrrdNuke, airMopAlways);
if (nrrdConvert(ndata[ni], _ndata[ni], nrrdTypeDouble)) {
airMopAdd(mop, err = biffGetDone(NRRD), airFree, airMopAlways);
fprintf(stderr, "%s: couldn't convert input %d to %s:\n%s\n",
me, ni, airEnumStr(nrrdType, nrrdTypeDouble), err);
airMopError(mop); return 1;
}
if (1 == ndata[ni]->dim) {
if (nrrdAxesInsert(ndata[ni], ndata[ni], 0)) {
airMopAdd(mop, err = biffGetDone(NRRD), airFree, airMopAlways);
fprintf(stderr, "%s: couldn't insert axis 0 on nrrd %d:\n%s\n",
me, ni, err);
airMopError(mop); return 1;
}
}
/* currently assuming node centering */
if (!AIR_EXISTS(ndata[ni]->axis[1].min)) {
ndata[ni]->axis[1].min = 0;
}
if (!AIR_EXISTS(ndata[ni]->axis[1].max)) {
ndata[ni]->axis[1].max = ndata[ni]->axis[1].size-1;
}
}
if (!(pps.file = airFopen(outS, stdout, "wb"))) {
fprintf(stderr, "%s: couldn't open output file\n", me);
airMopError(mop); return 1;
}
airMopAdd(mop, pps.file, (airMopper)airFclose, airMopAlways);
plotPreamble(&pps, &pparm);
plotAxes(&pps, &pparm, ndata[0]);
for (ni=0; ni<numNrrd; ni++) {
plotGraph(&pps, &pparm, ndata, ni);
plotDots(&pps, &pparm, ndata, ni);
}
plotEpilog(&pps, &pparm);
airMopOkay(mop);
return 0;
}