main.cpp

#include "pch.h"
#include "Classes/CTimeSeries.hpp"
#include "Classes/CLinearRegression.hpp"

int main(int argc, char* argv[])
{
	if (argc < 4) {
		std::println("Usage: <TargetTicker> <IndexTicker> <NumBars>");
		return 0;
	}

	std::string TargetTicker = argv[1];
	CTimeSeries TargetTimeSeries(std::format("C:\\SierraChart\\Data\\{}-NQTV.dly_BarData.txt", TargetTicker));

	std::string IndexTicker = argv[2];
	CTimeSeries IndexTimeSeries(std::format("C:\\SierraChart\\Data\\{}-NQTV.dly_BarData.txt", IndexTicker));

	size_t NumBars{ std::stoul(argv[3]) };
	const auto TransformPipeline = std::views::drop(1) | std::views::reverse | std::views::take(NumBars);

	try {
		CLinearRegression Regression(IndexTimeSeries.m_PercentChanges | TransformPipeline, TargetTimeSeries.m_PercentChanges | TransformPipeline);
		std::println("[{0:s}-{1:s}] y={2:.2f}x{3:+.4f}", TargetTicker, IndexTicker, Regression.GetSlope(), Regression.GetIntercept());
	}
	catch (const std::invalid_argument& e) {
		std::println("Error: {}", e.what());
	}

	return 0;
}