如何将F#SEQ转换为Mwarray



我在MATLAB中具有一个功能,该功能采用两个参数1)贸易日期2)OHLC和给定股票的数量,并返回一些技术指标,以

写入
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

使用部署工具我创建了.NET组件,并在我的F#项目的参考文献中添加了它。在F#项目中,我有另一个名为Stockinfo的功能,该功能占用了库存ID并为股票返回价格,数量等。

在F#中使用MATLAB函数,我已经写了

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)

,但最后一行的测试函数期望Mwarray将其作为其第二和第三参数。

如何将日期序列和PV序列转换为Mwarray?

一种方法是避免f#seq并遵循C#Way,在这种情况下,我必须以这种方式写

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)

我在y中获得了结果。

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