public Indicator AnalyzeData(DataState state)
{
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
double[] RsiValues = RSICalculator.CalculateRsi(RSICalculator.Period, closePrices);
if (RsiValues.Length == 0)
{
return(null);
}
var cont = new ContinuousCalculator(RsiValues, r => r > 50.0);
RSI value = new RSI();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.Avg = RsiValues.Average();
value.LastRSI = AlgorithmHelper.GetLast(RsiValues);
value.PercentGT50 = RsiValues.Where(r => r > 50).Count() * 100 / RsiValues.Count();
value.TotalDays = RsiValues.Count();
value.MaxContGT50Days = cont.TrueMax;
value.MaxContLT50Days = cont.FalseMax;
value.AvgContGT50Days = cont.TrueAvg;
value.AvgContLT50Days = cont.FalseAvg;
value.LastContDays = cont.LastCont;
return(value.ToIndicator());
}
public void CanCalculateRSI()
{
RSICalculator.CalculateRsi(RSICalculator.Period, _shortPrices.ToArray());
}
