public static DailyStockData FromCsv(string csvLineAsString)
{
DailyStockData values = null;
try {
string [] parsed = csvLineAsString.Split(',');
values = new DailyStockData(parsed [0], parsed [1], parsed [2], parsed [3], parsed [4], parsed [5], parsed [6]);
}
catch (Exception ex) {
Utils.WriteToConsole(Utils.ExToString(ex), true, "DailyStockData.FromCsv");
}
return(values);
}
private static Result <List <DailyStockData>, Exception> ReadStockFile(this string inputFile)
{
try {
return(Result <List <DailyStockData>, Exception> .Succeeded(
File.ReadAllLines (inputFile)
.Skip (1)
.Select (v => DailyStockData.FromCsv(v))
.ToList()));
}
catch (Exception ex) {
Utils.WriteToConsole($"{Utils.ExToString (ex)} { currentTicker}", true, "ReadStockFile");
return(Result <List <DailyStockData>, Exception> .Failed(ex));
}
}
private DailyFloatData CalculateFloat(List <DailyStockData> values, long flt, int idx)
{
DailyFloatData fv = null;
try {
var cnt = values.Count;
long vol = 0;
decimal high = 0;
decimal low = 0;
DateTime? endDate = null;
DateTime? startDate = null;
DailyStockData today = null;
for (var i = idx; i >= 0; i--)
{
today = values [i];
if (!endDate.HasValue)
{
endDate = today.Date;
}
if (high < today.High)
{
high = today.High;
}
if (low == 0 || low > today.Low)
{
low = today.Low;
}
vol += today.Volume;
if (vol >= flt)
{
startDate = today.Date;
break;
}
}
fv = new DailyFloatData {
EndDate = endDate.Value,
High = high,
Low = low,
Signal = (vol < flt) ? FloatSignal.Unknown : FloatSignal.Neutral,
StartDate = (vol < flt) ? today.Date : startDate.Value
};
if (vol >= flt && idx > 0)
{
today = values [idx];
var yesterday = values [idx - 1];
if (today.High == high && yesterday.High < high)
{
fv.Signal = FloatSignal.Buy;
}
else if (today.Low == low && yesterday.Low > low)
{
fv.Signal = FloatSignal.Sell;
}
}
}
catch (Exception ex) {
Utils.WriteToConsole($"{Utils.ExToString (ex)} {Ticker}", true, "CalculateFloat");
}
return(fv);
}
public SimpleAverageList(List <DailyStockData> values, string ticker, int numDays1, int numDays2)
{
Ticker = ticker;
NumDays1 = numDays1;
NumDays2 = numDays2;
int _i = -1, _j = -1, _k = -1;
try
{
for (var i = 0; i < values.Count; i++)
{
_i = i;
DailyStockData data = values[i];
// MA 1
int downTo1 = i >= (numDays1 - 1) ? i - (numDays1 - 1) : 0;
decimal acc1 = 0;
for (var j = i; j >= downTo1; j--)
{
_j = j;
acc1 += values[j].Close;
}
int divDays1 = i >= (numDays1 - 1) ? numDays1 : i + 1;
decimal avgPrice1 = acc1 / divDays1;
// MA 2
int downTo2 = i >= (numDays2 - 1) ? i - (numDays2 - 1) : 0;
decimal acc2 = 0;
for (var k = i; k >= downTo2; k--)
{
_k = k;
acc2 += values[k].Close;
}
int divDays2 = i >= (numDays2 - 1) ? numDays2 : i + 1;
decimal avgPrice2 = acc2 / divDays2;
// Create data record
string signal = string.Empty;
if (data.Close >= avgPrice1 && data.Close >= avgPrice2)
{
if (avgPrice1 >= avgPrice2)
{
signal = "P12";
}
else
{
signal = "P21";
}
}
else if (avgPrice1 >= data.Close && avgPrice1 >= avgPrice2)
{
if (data.Close >= avgPrice2)
{
signal = "1P2";
}
else
{
signal = "12P";
}
}
else
{
if (data.Close >= avgPrice1)
{
signal = "2P1";
}
else
{
signal = "21P";
}
}
this.Add(new DailyAverageData
{
Date = data.Date,
Close = data.Close,
MA1 = avgPrice1,
MA2 = avgPrice2,
Signal = signal
});
}
}
catch (Exception ex)
{
Utils.WriteToConsole($"{Utils.ExToString(ex)}\ni: {_i} j: {_j} k: {_k}", true, "SimpleAverageList");
}
}
public ExponentialAverageList(List <DailyStockData> values, string ticker, int numDays1, int numDays2)
{
Ticker = ticker;
NumDays1 = numDays1;
NumDays2 = numDays2;
int _i = -1, _j = -1, _k = -1;
decimal mult1 = 2.0M / (numDays1 + 1);
decimal mult2 = 2.0M / (numDays2 + 1);
decimal yema1 = 0, yema2 = 0;
decimal ema1, ema2;
int divDays1, divDays2;
decimal avgPrice1 = 0, avgPrice2 = 0;
try
{
for (var i = 0; i < values.Count; i++)
{
_i = i;
DailyStockData data = values[i];
// Skip when (i < (NumDays1 - 1))
if (i == (NumDays1 - 1))
{
// SMA 1
int downTo1 = i >= (numDays1 - 1) ? i - (numDays1 - 1) : 0;
decimal acc1 = 0;
for (var j = i; j >= downTo1; j--)
{
_j = j;
acc1 += values[j].Close;
}
divDays1 = i >= (numDays1 - 1) ? numDays1 : i + 1;
yema1 = avgPrice1 = acc1 / divDays1;
}
else if (i >= NumDays1)
{
// Calculate the EMA
ema1 = data.Close * mult1 + yema1 * (1 - mult1);
yema1 = avgPrice1 = ema1;
}
// Skip when (i < (NumDays2 - 1))
if (i == (NumDays2 - 1))
{
// SMA 2
int downTo2 = i >= (numDays2 - 1) ? i - (numDays2 - 1) : 0;
decimal acc2 = 0;
for (var k = i; k >= downTo2; k--)
{
_k = k;
acc2 += values[k].Close;
}
divDays2 = i >= (numDays2 - 1) ? numDays2 : i + 1;
yema2 = avgPrice2 = acc2 / divDays2;
}
else if (i >= NumDays2)
{
// Calculate the EMA
ema2 = data.Close * mult2 + yema2 * (1 - mult2);
yema2 = avgPrice2 = ema2;
}
// Create data record
string signal = string.Empty;
if (avgPrice1 == 0 || avgPrice2 == 0)
{
signal = "-";
}
else if (data.Close >= avgPrice1 && data.Close >= avgPrice2)
{
if (avgPrice1 >= avgPrice2)
{
signal = "P12";
}
else
{
signal = "P21";
}
}
else if (avgPrice1 >= data.Close && avgPrice1 >= avgPrice2)
{
if (data.Close >= avgPrice2)
{
signal = "1P2";
}
else
{
signal = "12P";
}
}
else
{
if (data.Close >= avgPrice1)
{
signal = "2P1";
}
else
{
signal = "21P";
}
}
this.Add(new DailyAverageData
{
Date = data.Date,
Close = data.Close,
MA1 = avgPrice1,
MA2 = avgPrice2,
Signal = signal
});
}
}
catch (Exception ex)
{
Utils.WriteToConsole($"{Utils.ExToString(ex)}\ni: {_i} j: {_j} k: {_k}", true, "ExponentialAverageList");
}
}
private DailyPointData CalculatePoint(DailyStockData value, List <decimal> scale, DailyPointData lastPoints, List <int> highs, List <int> lows)
{
DailyPointData newPoints = null;
decimal newPoint;
int newIndex;
try {
(newPoint, newIndex) = FindPointValue(scale, value.Close, lastPoints.Signal);
newPoints = new DailyPointData {
Close = value.Close,
Date = value.Date
};
switch (lastPoints.Signal)
{
case PointSignal.Unknown:
// This is the first data point.
if (lastPoints.PointIndex == -1)
{
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Unknown;
newPoints.TargetIndex = -1;
newPoints.Target = 0;
}
// The Close went up.
else if (lastPoints.Close < value.Close)
{
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Up;
newPoints.TargetIndex = newIndex + 3;
newPoints.Target = scale [newPoints.TargetIndex];
}
// The Close went down.
else if (lastPoints.Close > value.Close)
{
// Because Unknown is rounded as if it were Up, we need to adjust it back down.
newIndex -= 1;
newPoint = scale [newIndex];
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Down;
newPoints.TargetIndex = newIndex >= 3 ? newIndex - 3 : 0;
newPoints.Target = scale [newPoints.TargetIndex];
}
// The Close was the same.
else
{
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Unknown;
newPoints.TargetIndex = -1;
newPoints.Target = 0;
}
break;
case PointSignal.Buy:
case PointSignal.Up:
// The Close went below the Target.
if (value.Close <= lastPoints.Target)
{
newIndex -= 1;
newPoint = scale [newIndex];
var newTargetIndex = newIndex >= 3 ? newIndex - 3 : 0;
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
if (lows.Count > 0 && newIndex > lows.Last())
{
newPoints.Signal = PointSignal.Sell;
}
else
{
newPoints.Signal = PointSignal.Down;
}
newPoints.TargetIndex = newTargetIndex;
newPoints.Target = scale [newTargetIndex];
}
// The Close went up.
else if (value.Close > lastPoints.HighLow)
{
var newTargetIndex = newIndex + 3;
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Up;
newPoints.TargetIndex = newTargetIndex;
newPoints.Target = scale [newTargetIndex];
}
// The Close was the same or not high enough to make the Target.
else
{
newPoints.HighLowIndex = lastPoints.HighLowIndex;
newPoints.HighLow = lastPoints.HighLow;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Up;
newPoints.TargetIndex = lastPoints.TargetIndex;
newPoints.Target = lastPoints.Target;
}
break;
case PointSignal.Sell:
case PointSignal.Down:
// The Close went above the Target.
if (value.Close >= lastPoints.Target)
{
newIndex += 1;
newPoint = scale [newIndex];
var newTargetIndex = newIndex + 3;
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
if (highs.Count > 0 && newIndex < highs.Last())
{
newPoints.Signal = PointSignal.Buy;
}
else
{
newPoints.Signal = PointSignal.Up;
}
newPoints.TargetIndex = newTargetIndex;
newPoints.Target = scale [newTargetIndex];
}
// The Close went down.
else if (value.Close < lastPoints.HighLow)
{
var newTargetIndex = newIndex >= 3 ? newIndex - 3 : 0;
newPoints.HighLowIndex = newIndex;
newPoints.HighLow = newPoint;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Down;
newPoints.TargetIndex = newTargetIndex;
newPoints.Target = scale [newTargetIndex];
}
// The Close was the same or not high enough to make the Target.
else
{
newPoints.HighLowIndex = lastPoints.HighLowIndex;
newPoints.HighLow = lastPoints.HighLow;
newPoints.PointIndex = newIndex;
newPoints.Point = newPoint;
newPoints.Signal = PointSignal.Down;
newPoints.TargetIndex = lastPoints.TargetIndex;
newPoints.Target = lastPoints.Target;
}
break;
}
}
catch (Exception ex) {
Utils.WriteToConsole($"{Utils.ExToString (ex)} {Ticker}", true, "CalculatePoint");
}
return(newPoints);
}
