protected void calculateCurrentOpen(Series <DateTime, MarketDataElement> series)
{
if (currentOpenPrice != 0)
{
return;
}
MarketDataElement lastItem = (MarketDataElement)series.GetAt(series.KeyCount - 1);
MarketDataElement openItem = MarketDateElementHelper.getFirstAvaMarketData(series, MarketDataUtil.getStartTime(lastItem.time));
currentOpenPrice = openItem.open;
log.Info("[calculateCurrentOpen] : currentOpen = " + currentOpenPrice);
}
public static List <SARRow> addFirstRow(Series <DateTime, MarketDataElement> series, int period, DateTime startTime, double af, double max_af)
{
List <SARRow> resultRow = new List <SARRow>();
MarketDataElement lastData = series.GetAt(series.KeyCount - 1);
Series <DateTime, MarketDataElement> lastNData = MarketDateElementHelper.getLastNMarketData(series, period);
List <MarketDataElement> lstData = lastNData.Values.ToList();
SARRow row = new SARRow();
foreach (MarketDataElement data in lstData)
{
if (row.sarValue == 0)
{
row.sarValue = Math.Min(data.open, data.close);
}
else
{
row.sarValue = Math.Min(row.sarValue, Math.Min(data.open, data.close));
}
if (row.extremePoint == 0)
{
row.extremePoint = Math.Max(data.open, data.close);
}
else
{
row.extremePoint = Math.Max(row.extremePoint, Math.Max(data.open, data.close));
}
}
if (Math.Min(lastData.open, lastData.close) > row.sarValue)
{
row.direction = 1;
}
else
{
row.direction = -1;
}
row.delta_EP_SAR = row.extremePoint - row.sarValue;
row.accFactor = af;
row.product_af_delta = row.accFactor * row.delta_EP_SAR;
row.time = lastData.time;
resultRow.Add(row);
return(resultRow);
}
public static double findEnterPtTriggerMomentum(List <CMRow> rows, Series <DateTime, MarketDataElement> series, int period, DateTime startTime, double delta, String buySell)
{
Series <DateTime, MarketDataElement> lastNData = MarketDateElementHelper.getLastNMarketData(series, period - 1);
MarketDataElement firstData = MarketDateElementHelper.getFirstAvaMarketData(lastNData, startTime);
MarketDataElement lastData = series.GetAt(series.KeyCount - 1);
//log.Info("firstData.open : " + firstData.open);
double open = firstData.open;
if (AppConstant.BUY_SIGNAL.Equals(buySell))
{
return(open + delta);
}
else
{
return(open - delta);
}
}
public static List <CMRow> calculate(List <CMRow> rows, Series <DateTime, MarketDataElement> series, int period, DateTime startTime)
{
Series <DateTime, MarketDataElement> lastNData = MarketDateElementHelper.getLastNMarketData(series, period);
MarketDataElement firstData = MarketDateElementHelper.getFirstAvaMarketData(lastNData, startTime);
MarketDataElement lastData = series.GetAt(series.KeyCount - 1);
double open = firstData.open;
double close = lastData.close;
double delta = Math.Abs(close - open);
CMRow row = new CMRow();
row.startTime = firstData.time;
row.startPt = firstData.open;
row.endTime = lastData.time;
row.endPt = lastData.close;
row.deltaPt = delta;
rows.Add(row);
return(rows);
}