public QuoteCollection(QuoteCollection original, RecordType longer)
{
if (QuoteType > longer)
{
throw new Exception();
}
Name = original.Name;
QuoteType = longer;
//DateTimeFormat = DefaultDateTimeFormats[QuoteType];
DataCollection = FromShortTerms(original, longer);
getCeilingFloor();
//YData = original.YData;
//Threshold = original.Threshold;
LastModify = DateTime.Now;
ShortTermOutline = TrendMarker.OutlineFromQuotes(this, 1);
CurrentOutline = TrendMarker.OutlineFromQuotes(this, TrendMarker.DefaultThreshold);
if (CurrentOutline == null)
{
CurrentOutline = ShortTermOutline;
}
OutlineValues = getDefaultValues();
Dates = getDates();
}
public QuoteCollection this[RecordType longer]
{
get
{
if (longer < QuoteType)
{
throw new Exception();
}
else if (longer == QuoteType)
{
return(this);
}
QuoteCollection result = null;
foreach (QuoteCollection longQuotes in longTerms)
{
if (longQuotes.QuoteType == longer)
{
result = longQuotes;
}
}
if (result == null)
{
result = new QuoteCollection(this, longer);
longTerms.Add(result);
}
else if (result.LastModify < LastModify)
{
longTerms.Clear();
result = new QuoteCollection(this, longer);
longTerms.Add(result);
}
return(result);
}
}
public static SortedDictionary <DateTimeOffset, Double> OutlineOf(QuoteCollection quotes, int threshold)
{
TrendMarker marker = new TrendMarker(quotes.DataCollection, threshold);
return(marker.OutlineDictionary);
}
//public static Dictionary<DateTimeOffset, Major> MajorsOf(List<Quote> dataCollection, int threshold)
//{
// TrendMarker marker = new TrendMarker(dataCollection, threshold);
// return marker.MajorQuotes;
//}
public static Outline OutlineFromQuotes(QuoteCollection quotes, int threshold)
{
TrendMarker marker = new TrendMarker(quotes.DataCollection, threshold);
return(marker.TheOutline);
}
public static List <Quote> FromShortTerms(QuoteCollection shorters, RecordType longerType)
{
if (longerType <= shorters.QuoteType)
{
throw new Exception();
}
else if (longerType <= RecordType.DayRecord)
{
throw new NotImplementedException();
}
else if (shorters.QuoteType == RecordType.WeekRecord)
{
throw new NotImplementedException();
}
periodDelegate differenceComparer = null;
switch (longerType)
{
case RecordType.WeekRecord:
differenceComparer = new periodDelegate(weekValueOf);
break;
case RecordType.MonthRecord:
differenceComparer = new periodDelegate(monthValueOf);
break;
case RecordType.QuarterRecord:
differenceComparer = new periodDelegate(quarterValueOf);
break;
case RecordType.YearRecord:
differenceComparer = new periodDelegate(yearValueOf);
break;
default:
throw new NotImplementedException();
}
List <Quote> result = new List <Quote>();
var groupQuery =
from item in shorters.DataCollection
let period = differenceComparer(item)
group item by period into clusters
orderby clusters.Key
select clusters;
foreach (var cluster in groupQuery)
{
double open = cluster.First().Open, high = double.MinValue, low = double.MaxValue, close = cluster.Last().Close, volume = 0;
DateTimeOffset lastTime = cluster.Last().Date;
foreach (Quote item in cluster)
{
if (item.High > high)
{
high = item.High;
}
if (item.Low < low)
{
low = item.Low;
}
volume += item.Volume;
}
Quote newRecord = new Quote(lastTime, open, high, low, close, volume);
result.Add(newRecord);
}
return(result);
}
