/// <summary>
/// Calculate the RSI for a currency
/// </summary>
/// <param name="currencyName">The currency name</param>
/// <returns>The RSI</returns>
private double GetCurrencyRSI(string currencyName, int rsiPeriod)
{
Int32 endDate = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 startDate = (Int32)(DateTime.UtcNow.AddDays(-rsiPeriod).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
string uri = string.Format("{0}{1}&start={2}&end={3}&period=14400", uriCurrency, currencyName, startDate, endDate);
string poloniexApiData = GetPoloniexApiData(new Uri(uri));
if (poloniexApiData != "")
{
List <PoloQuoteTransfer> quotationList = JsonConvert.DeserializeObject <List <PoloQuoteTransfer> >(poloniexApiData);
return(IndicatorHelper.CalculateRsi(rsiPeriod, quotationList.Select(p => p.Close).ToArray()));
}
return(0);
}
private void RunGAButton_Click(object sender, EventArgs e)
{
this.progressBar2.Value = 0;
this.bestResults.Clear();
this.generationalBest.Clear();
if (TDD != null)
{
this.Cursor = Cursors.WaitCursor;
this.StopGA.Enabled = true;
//BackgroundWorker BGWkr = new BackgroundWorker();
//DoWorkEventArgs eve = new DoWorkEventArgs(sender);
//this.testData.Restart();
TradeCondition newBCond = new TradeCondition();
IndicatorHelper list = new IndicatorHelper(this.testData.IndicatorLocations.Keys.ToArray <string>());
IGeneticMutating mutant = new TradeConditionMutation((double)this.MutationRate.Value, list);
TradeSystem newSys = new TradeSystem(newBCond);
TradeSystemChromosome newchromosome = new TradeSystemChromosome(newSys, list, (int)this.ChromosomeSize.Value);
IGeneticBreeding newBreed = new RandomMultipleSplitBreeding();
FitnessTest fitTest = new FitnessTest((int)ThresholdValue.Value, (string)timeRange.SelectedValue);
IGeneticFitness newFitness = new BacktestFitness(this.testData, TDD, errorData, fitTest);
this.geneticAlgorithm = new GeneticAlgorithm((int)this.Chromosomes.Value, (int)this.NoGenerations.Value, (int)this.ChromosomeSize.Value, newSys, list, newBreed, mutant, newFitness);
this.backgroundWorkerRunGA.RunWorkerAsync(this.geneticAlgorithm);
}
}
