Rebase

2026-08-23 21:18:04 +00:00 · 2022-04-19 15:46:34 -07:00
commit 50ed6f6504
120 changed files with 16787 additions and 0 deletions
@@ -0,0 +1,125 @@
+// DIV - divide TSeries/TSeries , or TSeries/double, or double/TSeries
+using System;
+namespace QuantLib;
+
+public class DIV_Series : TSeries
+{
+    readonly TSeries _d1, _d2;
+    readonly double _dd;
+    readonly byte _type;
+
+    public DIV_Series(TSeries d1, TSeries d2)
+    {
+        this._d1 = d1;
+        this._d2 = d2;
+        this._type = 1;
+        d1.Pub += this.Sub;
+        d2.Pub += this.Sub;
+        if (d1.Count > 0 && d2.Count > 0)
+        {
+            for (int i = 0; i < Math.Min(d1.Count, d2.Count); i++)
+            {
+                this.Add(d1[i], d2[i], false);
+            }
+        }
+    }
+
+    public DIV_Series(TSeries d1, double dd)
+    {
+        this._d1 = d1;
+        this._d2 = d1;
+        this._dd = dd;
+        this._type = 2;
+        d1.Pub += this.Sub;
+        if (d1.Count > 0)
+        {
+            for (int i = 0; i < d1.Count; i++)
+            {
+                this.Add(d1[i], dd, false);
+            }
+        }
+    }
+
+    public DIV_Series(double dd, TSeries d1)
+    {
+        this._d1 = d1;
+        this._d2 = d1;
+        this._dd = dd;
+        this._type = 3;
+        d1.Pub += this.Sub;
+        if (d1.Count > 0)
+        {
+            for (int i = 0; i < d1.Count; i++)
+            {
+                this.Add(dd, d1[i], false);
+            }
+        }
+    }
+
+    public void Add((System.DateTime t, double v) d1,
+                    (System.DateTime t, double v) d2, bool update = false)
+    {
+        (System.DateTime t, double v) result =
+            ((d1.t > d2.t) ? d1.t : d2.t,
+             (d2.v > double.Epsilon) ? d1.v / d2.v : double.PositiveInfinity);
+        if (update)
+        {
+            base[base.Count - 1] = result;
+        }
+        else
+        {
+            base.Add(result);
+        }
+    }
+
+    public void Add((System.DateTime t, double v) d1, double dd,
+                    bool update = false)
+    {
+        (System.DateTime t, double v) result =
+            (d1.t, (dd > double.Epsilon) ? d1.v / dd : double.PositiveInfinity);
+        if (update)
+        {
+            base[base.Count - 1] = result;
+        }
+        else
+        {
+            base.Add(result);
+        }
+    }
+    public void Add(double dd, (System.DateTime t, double v) d1,
+                    bool update = false)
+    {
+        (System.DateTime t, double v) result =
+            (d1.t, (d1.v > double.Epsilon) ? dd / d1.v : double.PositiveInfinity);
+        if (update)
+        {
+            base[base.Count - 1] = result;
+        }
+        else
+        {
+            base.Add(result);
+        }
+    }
+    public void Add(bool update = false)
+    {
+        if (update || (this._d1.Count > 0 && this._d1.Count == this._d2.Count &&
+                       this.Count != this._d1.Count))
+        {
+            if (this._type == 1)
+            {
+                this.Add(this._d1[this._d1.Count - 1], this._d2[this._d2.Count - 1],
+                         update);
+            }
+            else if (this._type == 2)
+            {
+                this.Add(this._d1[this._d1.Count - 1], this._dd, update);
+            }
+            else
+            {
+                this.Add(this._dd, this._d1[this._d1.Count - 1], update);
+            }
+        }
+    }
+
+    public new void Sub(object source, TSeriesEventArgs e) { this.Add(e.update); }
+}