[英]How to Convert F# Seq to MWArray
我在MATLAB中有一個函數,它有兩個參數1)交易日期2)OHLC和給定股票的交易量並返回一些技術指標,寫成
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
使用部署工具我創建了一個.net程序集,並在我的F#項目的引用中添加了它以及MWArray。 在F#項目中,我有另一個名為stockInfo的函數,該函數獲取股票ID並返回股票的價格,交易量等。
要在F#中使用MATLAB函數,我寫了
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)
但是最后一行的測試函數期望MWArray成為它的第二和第三個參數。
如何將日期和光伏序列轉換為MWArray?
一種方法是避免使用F#Seq並遵循C#方式,在這種情況下我必須以這種方式編寫
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)
我讓我的結果y
。
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