public static double CalcProb(IEnumerable<double> movements_, ProbabilityCalcType type_)
{
if (movements_ == null)
return 0d;
int countUps = 0;
int countDowns = 0;
int total = 0;
foreach (var val in movements_)
{
total += 1;
if (val > 0d) countUps += 1;
if (val < 0d) countDowns += 1;
}
if (total == 0)
return 0d;
switch (type_)
{
case ProbabilityCalcType.UpsOverNumberMinusPt5:
return (Convert.ToDouble(countUps)/Convert.ToDouble(total)) - 0.5d;
case ProbabilityCalcType.UpsMinusDownsOverNumber:
return Convert.ToDouble(countUps-countDowns) / Convert.ToDouble(total);
default:
throw new Exception(string.Format("Method '{0}' not implemented", type_));
}
}
public static double GetMaxValue(ProbabilityCalcType type_)
{
switch (type_)
{
case ProbabilityCalcType.UpsOverNumberMinusPt5:
return 0.5d;
case ProbabilityCalcType.UpsMinusDownsOverNumber:
return 1d;
default:
throw new Exception();
}
}
public static string Explain(ProbabilityCalcType type_)
{
return null;
}
