public LinesController(int count, int percision = 2)
{
Averager = new AverageValue(count, percision);
Lines = new List <AverageLine>();
TimeLines = new Dictionary <LineType, TimeLine <KeyValuePair <DateTime, decimal> > >();
LineMaker = new LineMaker(1000);
}
public static IEnumerable <double> AverageWindow(this IEnumerable <double> samples, int WindowLength)
{
if (samples is null)
{
throw new ArgumentNullException(nameof(samples));
}
switch (WindowLength)
{
case < 1: throw new ArgumentOutOfRangeException(nameof(WindowLength), WindowLength, "Длина окна должна быть больше 0");
case 1:
{
foreach (var sample in samples)
{
yield return(sample);
}
yield break;
}
}
var average = new AverageValue(WindowLength);
foreach (var sample in samples)
{
yield return(average.AddValue(sample));
}
}
public void Ctor_StartValue_Test()
{
var start_value = rnd.NextDouble() * 100;
var average = new AverageValue(start_value);
Assert.AreEqual(start_value, average.Value);
Assert.AreEqual(start_value, average.StartValue);
Assert.AreEqual(1, average.ValuesCount);
Assert.AreEqual(-1, average.Length);
}
public void Ctor_Length_Test()
{
var length = rnd.Next(5, 15);
var average = new AverageValue(length);
Assert.AreEqual(length, average.Length);
Assert.AreEqual(0, average.ValuesCount);
Assert.AreEqual(0, average.Value);
Assert.IsTrue(double.IsNaN(average.StartValue));
}
static void Main(string[] args)
{
AverageValue average = delegate(double a, double b, double c)
{
return((a + b + c) / 3);
};
var ave = average(3, 3, 4);
Console.WriteLine(ave);
Console.ReadKey();
}
public void AddValue_Test()
{
const int count = 10;
var data = Enumerable.Range(0, count).Select(n => (double)n).ToArray();
var average = data.Average();
var average_value = new AverageValue();
foreach (var v in data)
{
average_value.AddValue(v);
}
Assert.AreEqual(average, average_value.Value);
}
static void Main(string[] args)
{
Console.OutputEncoding = Encoding.UTF8;
AverageValue myAverageValue = delegate(int x, int y, int z)
{
return((x + y + z) / (double)3);
};
var result = myAverageValue(1, 9, 13);
Console.WriteLine(result);
Console.ReadKey();
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="circuit">the circuit to simulate</param>
/// <param name="signalList">signals to stimulate the circuit with</param>
public Simulation(Circuit circuit, SignalList signalList)
{
m_Timer = new Timer(50);
//leave this false to prevent a step to take action when another one is still processing
m_Timer.AutoReset = false;
m_Timer.Elapsed += new ElapsedEventHandler(SimulationTimerElapsed);
m_Circuit = circuit;
m_EditorSignals = signalList;
//signalList.OnListChanged
m_SignalList = new SignalList();
m_CurrentStep = 0;
m_StepTimeSpan = new AverageValue();
GenerateSignals();
SimulationState = SimulationState.Ready;
}
public static void FindAverageValue()
{
Console.WriteLine(new string('-', 30));
Console.WriteLine("Enter first number: ");
int i = Convert.ToInt32(Console.ReadLine());
Console.WriteLine("Enter second number: ");
int j = Convert.ToInt32(Console.ReadLine());
Console.WriteLine("Enter third number: ");
int k = Convert.ToInt32(Console.ReadLine());
AverageValue averageValue = (a, b, c) => (double)(a + b + c) / 3;
Console.WriteLine("Average value of entered numbers equals {0:##.###}", averageValue(i, j, k));
}
private AverageValue HandleEvents(IEnumerable <Event <double> > events)
{
var averageValue = new AverageValue();
foreach (var e in events)
{
if (e.IsAddEvent)
{
averageValue += e.Value;
}
else
{
averageValue -= e.Value;
}
}
return(averageValue);
}
public void RollingAverage_Test()
{
const int count = 10;
var data = Enumerable.Range(0, count).Select(n => (double)n).ToArray();
var average_value = new AverageValue();
var expected = new double[data.Length];
var actual = new double[data.Length];
for (var i = 0; i < data.Length; i++)
{
actual[i] = average_value.AddValue(data[i]);
expected[i] = data.Take(i + 1).Average();
}
CollectionAssert.AreEqual(expected, actual);
}
public static IEnumerable <float> RollingAverage([NotNull] this IEnumerable <float> collection, int length)
{
var average = new AverageValue(length);
return(collection.Select(value => (float)average.AddValue(value)));
}
private void CalculateDaily(string code)
{
if (string.IsNullOrEmpty(code))
{
return;
}
var scripts = Config.Instance.INFO.ScriptSetting.Scripts;
var macdsetting = Config.Instance.INFO.MACDSetting;
var rsisetting = Config.Instance.INFO.RSISetting;
// Delete MACD, RSI values
if ((CheckTable <DBStkMACDEntity>() && scripts.ContainsKey("DEL_MACD_BY_CD")) &&
(CheckTable <DBStkRSIEntity>() && scripts.ContainsKey("DEL_RSI_BY_CD")))
{
var lprm_macd = accessor.CreateParameter("CODE", code);
var lcmd_macd = accessor.CreateCommand(scripts["DEL_MACD_BY_CD"], new List <DbParameter>()
{
lprm_macd
});
var lprm_rsi = accessor.CreateParameter("CODE", code);
var lcmd_rsi = accessor.CreateCommand(scripts["DEL_RSI_BY_CD"], new List <DbParameter>()
{
lprm_rsi
});
if (accessor.ExecuteSQLCommand(new List <DbCommand>()
{
lcmd_macd, lcmd_rsi
}) < 0)
{
logger.Write(TYPE.ERROR, string.Format("delete MACD and RSI data failed.({0})", code));
logger.Write(TYPE.ERROR, accessor.LastError);
return;
}
}
else
{
return;
}
// Retrieve Stocks
var page = new EntityPage <DBTStkDailyEntity>(
new Clause("Code = {Code}").AddParam("Code", code),
new Sort().Add("ID", Sort.Orientation.asc), 100, accessor);
List <DBTStkDailyEntity> lst_daily = null; DateTime ldt_date = DateTime.Today;
MACD macd = null; RSI rsi = null; AverageValue daily30 = null;
#region Cache For MACD
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache1 = null;
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache2 = null;
LinearList <KeyValuePair <DateTime, decimal> > list1 = null;
LinearList <KeyValuePair <DateTime, decimal> > list2 = null;
#endregion
#region Cache For AVG
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache3 = null;
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache4 = null;
LinearList <KeyValuePair <DateTime, decimal> > list3 = null;
LinearList <KeyValuePair <DateTime, decimal> > list4 = null;
#endregion
Func <KeyValuePair <DateTime, decimal>, decimal> fValue = (pair) => { return(pair.Value); };
Func <KeyValuePair <DateTime, decimal>, KeyValuePair <DateTime, decimal>, LinearList <KeyValuePair <DateTime, decimal> >, bool> fSwitch1 = (v1, v2, segment) => {
switch (segment.Orietion)
{
case 0:
return(false);
case 1:
if (v2.Value >= v1.Value)
{
return(false);
}
break;
case -1:
if (v2.Value <= v1.Value)
{
return(false);
}
break;
}
return(true);
};
Func <LinearList <KeyValuePair <DateTime, decimal> >, LinearList <KeyValuePair <DateTime, decimal> >, bool> fSwitch2 = (values, segment) =>
{
if (segment.Orietion == 0 || segment.Orietion == values.Orietion)
{
return(false);
}
return(values.Count >= 10);
};
int pageno = 0; var count = 0;
while ((lst_daily = page.Retrieve(++pageno)).Count > 0)
{
for (int i = 0; i < lst_daily.Count; i++, count++)
{
try
{
var daily = lst_daily[i];
ldt_date = daily.Date;
if (pageno == 1 && i == 0)
{
macd = new MACD(daily.Close);
rsi = new RSI(rsisetting.N1, rsisetting.N2, rsisetting.N3, daily.Close);
daily30 = new AverageValue(30, 4);
daily30.Add(daily.Close);
cache1 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
fSwitch1, null);
cache2 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
null, fSwitch2);
cache3 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
fSwitch1, null);
cache4 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
null, fSwitch2);
}
else
{
macd.Add(daily.Close);
rsi.Add(daily.Close);
daily30.Add(daily.Close);
if (cache1.Add(new KeyValuePair <DateTime, decimal>(daily.Date, macd.DEA), out list1))
{
cache2.Add(list1, out list2);
}
if (cache3.Add(new KeyValuePair <DateTime, decimal>(daily.Date, daily30.Average), out list3))
{
cache4.Add(list3, out list4);
}
}
var lent_macd = new DBStkMACDEntity(daily.ID);
lent_macd.EMA12 = macd.EMA12;
lent_macd.EMA26 = macd.EMA26;
lent_macd.DIFF = macd.DIFF;
lent_macd.DEA = macd.DEA;
lent_macd.BAR = macd.BAR;
var lent_rsi = new DBStkRSIEntity(daily.ID);
lent_rsi.RSI1 = rsi.RSI1;
lent_rsi.RSI2 = rsi.RSI2;
lent_rsi.RSI3 = rsi.RSI3;
lent_rsi.RSI1MaxEma = rsi.RSI1MaxEma;
lent_rsi.RSI1ABSEma = rsi.RSI1ABSEma;
lent_rsi.RSI2MaxEma = rsi.RSI2MaxEma;
lent_rsi.RSI2ABSEma = rsi.RSI2ABSEma;
lent_rsi.RSI3MaxEma = rsi.RSI3MaxEma;
lent_rsi.RSI3ABSEma = rsi.RSI3ABSEma;
accessor.SaveEntity(lent_macd, lent_rsi);
accessor.Commit();
}
catch { }
}
}
if (count > 120)
{
cache2.Add(cache1.Segment, out list2);
cache4.Add(cache3.Segment, out list4);
var lent_sum = new DBStkSummaryResultEntity();
lent_sum.Code = code;
lent_sum.Time = DateTime.Now;
lent_sum.PAVG30_ORIENT = cache4.Segment.Orietion;
lent_sum.PAVG30_DAYS = cache4.Segment.Count;
lent_sum.PAVG30_VALUE = cache4.Segment.Slope;
lent_sum.PAVG30_Date1 = cache4.Segment[0].Key;
lent_sum.PAVG30_Date2 = cache4.Segment[cache4.Segment.Count - 1].Key;
lent_sum.DEA_ORIENT = cache2.Segment.Orietion;
lent_sum.DEA_DAYS = cache2.Segment.Count;
lent_sum.DEA_VALUE = cache2.Segment.Slope;
lent_sum.DEA_Date1 = cache2.Segment[0].Key;
lent_sum.DEA_Date2 = cache2.Segment[cache2.Segment.Count - 1].Key;
lent_sum.RSI_Date = ldt_date;
lent_sum.RSI_VALUE1 = rsi.RSI1;
lent_sum.RSI_VALUE2 = rsi.RSI2;
lent_sum.RSI_VALUE3 = rsi.RSI3;
if (CheckTable <DBStkSummaryResultEntity>())
{
accessor.SetDBAccessor2(lent_sum);
lent_sum.GenerateID();
lent_sum.Save();
}
}
if (page != null)
{
page.Dispose();
}
if (cache1 != null)
{
cache1.Dispose();
}
if (cache2 != null)
{
cache2.Dispose();
}
if (cache3 != null)
{
cache3.Dispose();
}
if (cache4 != null)
{
cache4.Dispose();
}
if (daily30 != null)
{
daily30.Dispose();
}
}
