private static void calculateKDValue(List <StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 9)
{
List <StockChartData> charts = GetNDaysChart(result, idx, 9).ToList();
decimal max = charts.Select(x => x.PriceToday.High).Max();
decimal min = charts.Select(x => x.PriceToday.Low).Min();
if (max == min)
{
chartDataToday.RSV = 50;
}
else
{
chartDataToday.RSV = ((chartDataToday.PriceToday.Close - min) / (max - min)) * 100;
}
chartDataToday.KValue = (result.Where(x => x.ChartIdx == idx - 1).Single().KValue * 2 / 3) + (chartDataToday.RSV / 3);
chartDataToday.DValue = (result.Where(x => x.ChartIdx == idx - 1).Single().DValue * 2 / 3) + (chartDataToday.KValue / 3);
}
else
{
chartDataToday.RSV = 50;
chartDataToday.KValue = 50;
chartDataToday.DValue = 50;
}
}
/// <summary>
/// 取得基本分析指標資料
/// </summary>
/// <param name="source"></param>
/// <returns></returns>
public static List <StockChartData> StockPriceDataToChart(List <StockPrice> source)
{
List <StockChartData> result = new List <StockChartData>();
int idx = 0;
StockPrice priceYesterday = new StockPrice();
foreach (StockPrice priceData in source.OrderBy(s => s.Date))
{
++idx;
StockChartData chartDataToday = new StockChartData();
chartDataToday.PriceToday = priceData;
if (idx > 1)
{
chartDataToday.PriceYesterday = priceYesterday;
}
chartDataToday.ChartIdx = idx;
result.Add(chartDataToday);
processTechnicalAnalysisIndicators(result, idx, chartDataToday);
priceYesterday = chartDataToday.PriceToday;
}
return(result);
}
private static void calculateBBand(List <StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 20)
{
decimal stdavg = MathHelper.CaculateStdAvg(GetNDaysChart(result, idx, 20).Select(x => x.PriceToday.Close).ToArray());
chartDataToday.BBUB = chartDataToday.MA20 + stdavg * 2;
chartDataToday.BBLB = chartDataToday.MA20 - stdavg * 2;
}
}
private static void calculateMovingAverage(List <StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 5)
{
chartDataToday.MA5 = GetNDaysChart(result, idx, 5).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA5 = GetNDaysChart(result, idx, 5).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 10)
{
chartDataToday.MA10 = GetNDaysChart(result, idx, 10).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA10 = GetNDaysChart(result, idx, 10).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 20)
{
chartDataToday.MA20 = GetNDaysChart(result, idx, 20).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA20 = GetNDaysChart(result, idx, 20).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 60)
{
chartDataToday.MA60 = GetNDaysChart(result, idx, 60).Select(x => x.PriceToday.Close).Average();
}
if (idx >= 120)
{
chartDataToday.MA120 = GetNDaysChart(result, idx, 120).Select(x => x.PriceToday.Close).Average();
}
}
private static void processTechnicalAnalysisIndicators(List <StockChartData> result, int idx, StockChartData chartDataToday)
{
calculateMovingAverage(result, idx, chartDataToday);
calculateKDValue(result, idx, chartDataToday);
calculateBBand(result, idx, chartDataToday);
}
public async Task <Response <StockChartData> > GetStockChartDataAsync(string id)
{
var fnResult = new Response <StockChartData>
{
StatusCode = (int)HttpStatusCode.BadRequest
};
try
{
var uri = _yahooFinanceApiSettings.BaseClient + string.Format(_yahooFinanceApiSettings.GetStockChartUri, id);
var response = await client.SendAsync(new HttpRequestMessage(HttpMethod.Get, uri));
if (response.StatusCode != HttpStatusCode.OK)
{
return(fnResult);
}
var content = await response.Content.ReadAsStringAsync();
var requestBody = JObject.Parse(content);
var timestampList = requestBody.SelectToken($"chart.result[0].timestamp").Values <long>().ToList();
var priceJToken = requestBody.SelectToken($"chart.result[0].indicators.quote[0].close");
var priceList = new List <double>();
foreach (var price in priceJToken)
{
var priceString = price.ToString();
if (string.IsNullOrWhiteSpace(priceString))
{
priceList.Add(0);
}
else
{
priceList.Add((double)price);
}
}
var stockChartData = new StockChartData();
for (int i = 0; i < timestampList.Count; i++)
{
var start = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
start = start.AddSeconds(timestampList[i]).ToLocalTime();
stockChartData.ChartDataList.Add(new ChartData
{
price = priceList[i],
timestampLong = timestampList[i],
time = start.ToString("g")
});
}
fnResult.StatusCode = (int)HttpStatusCode.OK;
fnResult.Data = stockChartData;
return(fnResult);
}
catch (Exception e)
{
fnResult.StatusCode = (int)HttpStatusCode.InternalServerError;
fnResult.Message = e.Message;
return(fnResult);
}
}
public List <StockSelectionResult> GetSelectionResult(List <StockChartData> stockPriceList, DateTime checkBgn, DateTime checkEnd)
{
List <StockSelectionResult> result = new List <StockSelectionResult>();
for (DateTime date = checkBgn; date <= checkEnd; date = date.AddDays(1))
{
// 該日期沒股價資訊則跳過
if (stockPriceList.Where(x => x.PriceToday.Date == date.Date).Count() == 0)
{
continue;
}
StockChartData currentDatePrice = stockPriceList.Where(x => x.PriceToday.Date == date).First();
if (currentDatePrice.ChartIdx < 30)
{
continue;
}
// 量必須為5日均量的1.5倍以上為爆量
if (currentDatePrice.PriceToday.Amount < currentDatePrice.VMA5 * 1.5m)
{
continue;
}
// 漲幅必須大於3%
if ((currentDatePrice.PriceToday.Close - currentDatePrice.PriceYesterday.Close) / currentDatePrice.PriceYesterday.Close <= 0.03m)
{
continue;
}
// 漲停買不到，跳過
if (currentDatePrice.IsLimitUp)
{
continue;
}
List <StockChartData> stock10Days = StockAnalysisHelper.GetNDaysChart(stockPriceList, currentDatePrice.ChartIdx - 1, 10).ToList();
// 10日內最高點
if (currentDatePrice.PriceToday.Close > stock10Days.Select(x => x.PriceToday.Close).Max())
{
// 10日內布林上下緣在7%以內
bool chk = true;
foreach (StockChartData data in stock10Days)
{
if (((data.BBUB - data.BBLB) / data.BBLB) > 0.07m)
{
chk = false;
}
}
if (chk)
{
StockChartData nextDayData = StockAnalysisHelper.GetNextNDaysChart(stockPriceList, currentDatePrice.ChartIdx, 1);
result.Add(new StockSelectionResult()
{
Date = currentDatePrice.PriceToday.Date,
Memo = String.Format("布林拳; 布林平均: {0}%;漲幅: {1}%;爆量: {2}倍; 今日收盤: {3}; 明日開盤: {4}",
(stock10Days.Select(x => (x.BBUB - x.BBLB) / x.BBLB).Average() * 100m).ToString("0.00"),
(((currentDatePrice.PriceToday.Close - currentDatePrice.PriceYesterday.Close) / currentDatePrice.PriceYesterday.Close) * 100m).ToString("0.00"),
(currentDatePrice.PriceToday.Amount / currentDatePrice.VMA5).ToString("0.00"),
currentDatePrice.PriceToday.Close.ToString("0.00"),
nextDayData == null ? "0.00": nextDayData.PriceToday.Open.ToString("0.00")
)
});
}
}
}
return(result);
}