private ChartPointsPredition Predict(TimeFrame TFrame, string product, int deep, int ahead, int position, List <ChartPoint> LCPoints)
{
int iDeep = deep;
int iAhead = ahead;
if (position < iDeep)
{
return(null);
}
int iDecimals = int.Parse(OSBlotter.Get(product).DecimalPlaces);
int iMinMatches = 1;
double dMinResolution = 1;
List <ChartPoint> LCPSub = LCPoints.GetRange(0, position);
List <ChartPoint> LCPSubSpecified = LCPoints.GetRange(position - iDeep, iDeep);
//List<ChartPoint> LCPSubPredicted = LCPoints.GetRange(position, iAhead);//TODO comment
ChartPointsPredition CPsP = ANALYSIS.PredictNextSpecified(product, LCPSub, LCPSubSpecified, TFrame, iDecimals, iMinMatches, dMinResolution, iAhead, new double[] { 0, 0, 0, 0, 0 });
CPsP.Prognosis(0);
CPsP.Position = position;
return(CPsP);
}
public void Predict(TimeFrame TFrame, double[] IASymiliarities)
{
if (this.AvalaibleMeans() <= 0)
{
return;
}
//int iMinutes = ABBREVIATIONS.ToMinutes(TFrame);
List <string> LSLiquids = ANALYSIS.GetLiquids(ARCHIVE.GetProducts(), ORBlotter, 60, 30, dSpreadFactor, TFrame); //Chooce only those products whose Activity in last 5 minutes is above 0.5 of spread //List<string> LSLiquidsLive = ANALYSIS.GetLiquidsLive(ORBlotter, 50, 3, 0.2, TFrame);
if (LSLiquids.Count < 10 && dSpreadFactor > 0.35)
{
dSpreadFactor -= 0.0025;
}
else if (LSLiquids.Count > 20)
{
dSpreadFactor += 0.0025;
}
//List<Thread> LThrdLiquid = new List<Thread>();
foreach (string product in LSLiquids)//ORBlotter.GetProducts)
{
//LThrdLiquid.Add(new Thread(delegate() {
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
ChartPoint CPLAst = LCPoints.Last();
List <ChartPoint> LCPointsSpecified = ORBlotter.Archive.Get(product, TFrame, IASymiliarities.Length);
if (LCPointsSpecified != null)
{
ChartPointPredition CPPrediction = ANALYSIS.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, ORBlotter.Get(product).Decimals, IASymiliarities);
ChartPointPredition.Kind CPPKind = CPPrediction.Prognosis();
if (CPPKind != ChartPointPredition.Kind.Uncertain)
{
this.TryUpdate(CPPrediction);
}
}
// }));
// LThrdLiquid.Last().Priority = ThreadPriority.BelowNormal;
// LThrdLiquid.Last().Start();
}
//foreach (Thread Thrd in LThrdLiquid) Thrd.Join();
}
