/* Copyright 2021 FXcoder This file is part of VP. VP is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. VP is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with VP. If not, see http://www.gnu.org/licenses/. */ // Квантили. © FXcoder #property strict enum ENUM_QUANTILE { QUANTILE_NONE = 0x0100, // No quantiles or median //QUANTILE_CUSTOM = 0x0200, // Custom quantiles... QUANTILE_MEDIAN = 0x1100, // Median QUANTILE_QUARTILES = 0x1200, // Quartiles QUANTILE_DECILES = 0x1300, // Deciles QUANTILE_70 = 0x2100, // 70%: 15% - 50%(Median) - 85% QUANTILE_95 = 0x2200, // 95%: 2.5% - 50%(Median) - 97.5% QUANTILE_99 = 0x2300, // 99%: 0.5% - 50%(Median) - 99.5% }; int EnumQuantileToArray(ENUM_QUANTILE q, double &quantiles[]) { switch (q) { case QUANTILE_NONE: ArrayResize(quantiles, 0); return(0); case QUANTILE_MEDIAN: ArrayResize(quantiles, 1); quantiles[0] = 0.50; return(1); case QUANTILE_QUARTILES: ArrayResize(quantiles, 3); quantiles[0] = 0.25; quantiles[1] = 0.50; quantiles[2] = 0.75; return(3); case QUANTILE_DECILES: ArrayResize(quantiles, 9); quantiles[0] = 0.1; quantiles[1] = 0.2; quantiles[2] = 0.3; quantiles[3] = 0.4; quantiles[4] = 0.5; quantiles[5] = 0.6; quantiles[6] = 0.7; quantiles[7] = 0.8; quantiles[8] = 0.9; return(9); case QUANTILE_70: ArrayResize(quantiles, 3); quantiles[0] = 0.15; quantiles[1] = 0.50; quantiles[2] = 0.85; return(3); case QUANTILE_95: ArrayResize(quantiles, 3); quantiles[0] = 0.025; quantiles[1] = 0.500; quantiles[2] = 0.975; return(3); case QUANTILE_99: ArrayResize(quantiles, 3); quantiles[0] = 0.005; quantiles[1] = 0.500; quantiles[2] = 0.995; return(3); } ArrayResize(quantiles, 0); return(0); }