如何将F＃Seq转换为MWArray

Question

I have a function in MATLAB, which takes two argument 1) trade dates 2) OHLC and Volume of a given stock and returns some technical indicators, written as

function [MACD, ADO, CHAIK, STOCH] = test(date, pricevolume)
    tsObject = fints(date, pricevolume, {'Open','High','Low','Close','Volume'});
    MACD =  fts2mat(macd(tsObject,'Close'));
    ADO = fts2mat(adosc(tsObject));
    CHAIK = fts2mat(chaikosc(tsObject));
    STOCH = fts2mat(stochosc(tsObject));
end

Using deploy tool I have created a .net assembly and added it as well as MWArray in references of my F# project. In F# Project I have another function named stockInfo which takes stock id and returns price,volume, etc. for a stock.

To use the MATLAB function in F# I have written

open MathWorks.MATLAB.NET.Arrays
open MathWorks.MATLAB.NET.Utility
open test

//Creates instance of class created by matlab  
let x = new Class1()
//returns price for a stock
let price = stockInfo(1)
let mon = price.Monthly
//creates sequence of dates
let dates = mon |> Seq.map(fun x-> x.Date)
//creates sequence of OHLC and Volume
let pv = mon|> Seq.map(fun x-> x.Open, x.High, x.Low, x.Close, x.Volume)
//I have to call matlab function 
let y = x.test(4, dates, pv)

but the test function in last line expects MWArray as its 2nd and 3rd argument.

How to convert sequences of dates and pv to MWArray?

Answer 1

One way is to avoid F# Seq and follow C# way, in which case I have to write in this way

let rows = mon.Count()
let dates = new MWCellArray(rows)
let pvs: double[,] = Array2D.zeroCreate rows 5

for i in 0 .. rows-1 do
    pvs.[i,0] <- mon.[i].Open
    pvs.[i,1] <- mon.[i].High
    pvs.[i,2] <- mon.[i].Low
    pvs.[i,3] <- mon.[i].Close
    pvs.[i,4] <- double mon.[i].Volume
    dates.[[|i+1|]] <- new MWCharArray( mon.[i].Date.Date.ToString())

let pv = new MWNumericArray(pvs)  
let y = x.test(4,dates,pv)

and I get my results in y .