private void TestIndicator(IIndicator indicator, SlotTypes slotType, IDataSet dataSet, Random random)
{
indicator.Initialize(slotType);
// List parameters
foreach (ListParam list in indicator.IndParam.ListParam)
{
if (list.Enabled)
{
list.Index = random.Next(list.ItemList.Length);
list.Text = list.ItemList[list.Index];
}
}
// Numeric parameters
foreach (NumericParam num in indicator.IndParam.NumParam)
{
if (num.Enabled)
{
double step = Math.Pow(10, -num.Point);
double minimum = num.Min;
double maximum = num.Max;
double value = minimum + step * random.Next((int)((maximum - minimum) / step));
num.Value = Math.Round(value, num.Point);
}
}
indicator.Calculate(dataSet);
}
public void Pivot_Point_On_Sample_Data_Test()
{
var values = _indicator.Calculate(PpData.HistoricalPrices);
var expectedValues = PpData.PivotPointValues;
values.ShouldAllBeEquivalentTo(expectedValues);
}
public bool Calculate(IReadOnlyList <Candle> candles, int index)
{
var previousDiff = _difference;
_difference = _indicator.Calculate(candles, index) - _indicator1.Calculate(candles, index);
return(_difference < 0 && previousDiff >= 0);
}
/// <summary>
/// Runs source data set over specified indicator.
/// </summary>
/// <typeparam name="TValue">Input type.</typeparam>
/// <typeparam name="TResult">Result type.</typeparam>
/// <param name="indicator">Indicator.</param>
/// <param name="source">Data.</param>
public static void Run <TValue, TResult>(this IIndicator <TValue, TResult> indicator, IEnumerable <TValue> source)
{
if (source == null)
{
throw new ArgumentNullException("indicator");
}
foreach (var item in source)
{
indicator.Calculate(item);
}
}
internal static IList <Signal> GenerateSignalsForMovingAverages(IIndicator indicator, int term, IList <Price> prices)
{
var signals = new List <Signal>();
var values = indicator.Calculate(prices);
for (int i = term; i < prices.Count; i++)
{
if (values[i - term].Value <values[i - term + 1].Value && prices[i].ClosePrice> values[i - term + 1].Value)
{
signals.Add(new Signal(SignalAction.Buy)
{
Date = prices[i].Date
});
}
else if (values[i - term].Value > values[i - term + 1].Value && prices[i].ClosePrice < values[i - term + 1].Value)
{
signals.Add(new Signal(SignalAction.Sell)
{
Date = prices[i].Date
});
}
}
return(signals);
}
public bool Calculate(IReadOnlyList <Candle> candles, int index) => _indicator.Calculate(candles, index) > _indicator1.Calculate(candles, index);
private static IList <CompanyIndicatorValues> ComputeIndicatorValues(IIndicator indicator, IEnumerable <CompanyPricesDto> companyPrices)
{
return((companyPrices.Select(company => new { company, values = company.Prices.Count > indicator.RequiredPricesForSignalCount ? indicator.Calculate(company.Prices) : new List <IndicatorValue>() })
.Select(@t => new CompanyIndicatorValues
{
Company = @t.company.Company,
IndicatorValues = @t.values
})).ToList());
}
private void TestIndicator(IIndicator indicator, SlotTypes slotType, IDataSet dataSet, Random random)
{
indicator.Initialize(slotType);
// List parameters
foreach (ListParam list in indicator.IndParam.ListParam)
if (list.Enabled)
{
list.Index = random.Next(list.ItemList.Length);
list.Text = list.ItemList[list.Index];
}
// Numeric parameters
foreach (NumericParam num in indicator.IndParam.NumParam)
if (num.Enabled)
{
double step = Math.Pow(10, -num.Point);
double minimum = num.Min;
double maximum = num.Max;
double value = minimum + step * random.Next((int)((maximum - minimum) / step));
num.Value = Math.Round(value, num.Point);
}
indicator.Calculate(dataSet);
}
