public override bool OnIntervalClose()
{
if (Count == 1)
{
highestHigh = Bars.High[0];
lowestLow = Bars.Low[0];
}
else
{
// this goes higher while..
highestHigh = Math.Max(highestHigh, Bars.High[0]);
// lowest goes lower
lowestLow = Math.Min(Bars.Low[0], lowestLow);
// when the high rises high enough it becomes a new potential pivot.
if (Bars.High[0] > Formula.Highest(Bars.High, 3, 1) &&
Bars.High[0] - lowestLow > minimumMove)
{
highestHigh = Bars.High[0];
lowestLow = Bars.Low[0];
}
// when low drops below highest far enough, it's a new pivot
if (this[0] != highestHigh && highestHigh - Bars.Low[0] > minimumMove)
{
this[0] = highestHigh;
pivots.Add((int)this[0]);
}
}
return(true);
}
public void it_adds()
{
var expected = 4;
var actual = Integers.Add(2, 2);
actual.Should().Be(expected);
}
//methods
public void InputNumbers()
{
//take inputs until non-number input given
bool properInput = true;
while (properInput)
{
double input;
Console.WriteLine("Write whole number or decimal. Non-number input exits input.");
if (double.TryParse(Console.ReadLine(), out input))
{
//Check for whole number
if ((input % 1) == 0)
{
//add to int list
Integers.Add(Convert.ToInt32(input));
}
else
{
//add to double list
Doubles.Add(input);
}
}
else
{
properInput = false;
}
}
}
protected override void VisitChildren(PtNode node)
{
var children = reflect.Or(node).ToList();
if (children.Count == 0)
{
for (var i = node.Span.Start; i < node.Span.Next; ++i)
{
Set.Add(i);
}
if (node is PtArguments ||
node is PtParameters ||
node is PtLambdaParameters ||
node is PtLambdaTypeParameters ||
node is PtFields ||
node is PtMethods ||
node is PtUnit)
{
}
else
{
var text = node.Span.ToString();
Debug.Assert(!string.IsNullOrWhiteSpace(text));
Debug.Assert(text != "(-)");
//System.Console.WriteLine($"{text}");
}
}
base.VisitChildren(node);
}
public override bool OnIntervalClose()
{
int newCode = lrGraph.Code;
// switch( newCode) {
// case 1: newCode = 0; break;
// case 6: newCode = 7; break;
// }
stretch[0] = newCode;
if (newCode != lastCode)
{
// Got a code change, close out the previous one.
if (lastCodes.Count > 2)
{
int combinedCode = lastCodes[1] * 8 + lastCodes[0];
CodeStats codeStats;
if (codes.TryGetValue(combinedCode, out codeStats))
{
codeStats.Count++;
codeStats.CountBars += (Bars.CurrentBar - lastBar);
codeStats.ProfitLoss += (Bars.Close[0] - lastPrices[0]);
codes[combinedCode] = codeStats;
}
else
{
codeStats.Count = 1;
codeStats.CountBars = 1;
codeStats.ProfitLoss = 0;
codes[combinedCode] = codeStats;
}
}
// Alright start the new code.
lastCodes.Add(newCode);
lastPrices.Add(Bars.Close[0]);
if (lastCodes.Count > 2)
{
int combinedCode = lastCodes[1] * 8 + lastCodes[0];
TradeDecision(combinedCode);
}
lastBar = Bars.CurrentBar;
lastCode = newCode;
}
else
{
}
// switch( lrGraph.Code) {
// case 0: TradeSignal.GoShort(); break;
// case 1: TradeSignal.GoShort(); break;
// case 2: TradeSignal.GoShort(); break;
// case 3: TradeSignal.GoShort(); break;
// case 4: TradeSignal.GoLong(); break;
// case 5: TradeSignal.GoLong(); break;
// case 6: TradeSignal.GoLong(); break;
// case 7: TradeSignal.GoLong(); break;
// }
return(true);
}
private void BeforeIntervalClose()
{
if (price.BarCount > 1 && avgPrice.Count > 1)
{
int currPrice = (int)(price[0] - avgPrice[0]);
int lastPrice = (int)(price[1] - avgPrice[1]);
int change = currPrice - lastPrice;
if (IsTrace)
{
Log.Trace(Name + ": price[0]=" + price[0] + ",avgPrice[0]=" + avgPrice[0] + ",price[1]=" + price[1] + ",avgPrice[1]=" + avgPrice[1]);
}
if (change > 0)
{
gain.Add(change);
loss.Add(0);
Log.Debug("gain.Add(" + change + ")");
Log.Debug("loss.Add(0)");
}
else
{
gain.Add(0);
loss.Add(-change);
Log.Debug("gain.Add(0)");
Log.Debug("loss.Add(" + (-change) + ")");
}
}
else
{
gain.Add(0);
loss.Add(0);
if (IsTrace)
{
Log.Trace("gain.Add(0)");
}
if (IsTrace)
{
Log.Trace("loss.Add(0)");
}
}
}
private void CalcFTT(Bars bars)
{
if (highMaxVolume.Count == 0)
{
highMaxVolume.Add(0);
}
else
{
highMaxVolume.Add(highMaxVolume[0]);
}
if (lowMaxVolume.Count == 0)
{
lowMaxVolume.Add(0);
}
else
{
lowMaxVolume.Add(lowMaxVolume[0]);
}
if (bars.High[0] > fttHighestHigh && bars.High[0] > bars.High[1])
{
if (bars.Volume[0] > highMaxVolume[0])
{
highMaxVolume[0] = bars.Volume[0];
}
fttHighestHigh = bars.High[0];
}
if (bars.Low[0] < fttLowestLow && bars.Low[0] < bars.Low[1])
{
if (bars.Volume[0] > lowMaxVolume[0])
{
lowMaxVolume[0] = bars.Volume[0];
log.Debug("Low Max Volume Set to " + lowMaxVolume[0]);
}
fttLowestLow = bars.Low[0];
}
}
SimEvents StorePutter(Store <int> store, int putCount, int timeout)
{
Debug.Assert(putCount >= 0);
Debug.Assert(timeout >= 0);
for (var i = 0; i < putCount; ++i)
{
Integers.Add(i);
yield return(store.Put(i));
if (timeout > 0)
{
yield return(Env.Timeout(timeout));
}
}
}
/// <summary>
/// Initializes this instance, registers all Integers and Doubles
/// </summary>
protected void Init()
{
var t = GetType();
if (MetricsExtensions.CachedMetricsDefinitions.ContainsKey(t.FullName))
{
MetricsExtensions.CachedMetricsDefinitions[t.FullName].SetTo(this);
return;
}
PropertyInfo[] props = t.GetProperties(BindingFlags.Instance | BindingFlags.Public);
props = props.ToList().OrderBy(x => x.Name).ToArray();
foreach (var p in props)
{
if (p.hasAttribute(imbAttributeName.measure_excludeFromMetrics))
{
IgnoreComputations.Add(p);
IgnoreComputationsDict.Add(p.Name, p);
continue;
}
if (p.GetIndexParameters().Length == 0)
{
if (p.PropertyType == typeof(Int32))
{
Integers.Add(p);
IntegersDict.Add(p.Name, p);
}
else if (p.PropertyType == typeof(Double))
{
Doubles.Add(p);
DoublesDict.Add(p.Name, p);
}
else if (p.PropertyType == typeof(Decimal))
{
Decimals.Add(p);
DecimalsDict.Add(p.Name, p);
}
}
}
MetricsExtensions.StoreMetricsDefinition(this);
}
public void CheckForConfirmedPivot()
{
if (drawHigh && Bars.Low[0] <= lastHighPrice - threshold)
{
if (zagBars.Count == 0 || lastHighBar > zagBars[0])
{
zigBars.Add(lastHighBar);
zigHighs.Add(lastHighPrice);
drawHigh = false;
if (zagBars.Count > 0)
{
Chart.DrawLine(Drawing.Color, zagBars[0], lastLowPrice,
zigBars[0], lastHighPrice, LineStyle.Solid);
// DrawDownTrend();
// DrawHorizontal(lastHighPrice-100);
LogNewHigh();
lastLowPrice = int.MaxValue;
}
}
}
else if (!drawHigh && Bars.High[0] >= lastLowPrice + threshold)
{
if (zigBars.Count == 0 || lastLowBar > zigBars[0])
{
zagBars.Add(lastLowBar);
zagLows.Add(lastLowPrice);
drawHigh = true;
if (zigBars.Count > 0)
{
Chart.DrawLine(Drawing.Color, zagBars[0], lastLowPrice,
zigBars[0], lastHighPrice, LineStyle.Solid);
// DrawUpTrend();
// DrawHorizontal(lastLowPrice+100);
LogNewLow();
lastHighPrice = 0;
}
}
}
}
public override bool OnIntervalClose()
{
double currLow = Bars.Low[0];
if (lowest == 0)
{
lowest = currLow;
}
else
{
if (currLow < lowest)
{
lowest = currLow;
}
}
// DO NOT DELETE : Turn to hidden instead if necessary.
this[0] = lowest;
pivot = 0;
pivotBar = 0;
for (int mainLoop = rightStrength; mainLoop < length; mainLoop++)
{
pivotPassed = true;
leftPassed = true;
pivotHigh = Bars.High[mainLoop] + 1;
for (int i = mainLoop - rightStrength; i < mainLoop; i++)
{
if (pivotHigh < Bars.High[i])
{
pivotPassed = false;
break;
}
}
if (pivotPassed)
{
for (int i = mainLoop + 1; i <= mainLoop + leftStrength; i++)
{
if (pivotHigh < Bars.High[i])
{
leftPassed = false;
break;
}
}
}
if (leftPassed && pivotPassed)
{
pivot = pivotHigh;
pivotBar = mainLoop;
break;
}
}
if (leftPassed && pivotPassed && (pivotHighs.Count == 0 || pivot != pivotHighs[0]))
{
if (pivot > this[pivotBar])
{
lowest = pivot;
pivotHighs.Add(pivot);
int bar = Bars.CurrentBar - pivotBar;
pivotBars.Add(bar);
Elapsed elapsed = default(Elapsed);
if (pivotBars.Count > 1)
{
elapsed = Bars.Time[pivotBar] - Bars.Time[Bars.CurrentBar - pivotBars[1]];
}
if (!disableBoxes)
{
Chart.DrawBox(Drawing.Color, bar, pivot);
if (pivotBars.Count > 1)
{
Log.Debug("|Pivot High," + Bars.Time[pivotBar] + "," + elapsed.TotalSeconds +
"," + Bars.Time[pivotBar] + "," + Bars.Time[Bars.CurrentBar - pivotBars[1]]);
}
}
}
}
return(true);
}
/// <summary>
/// Adds or updates storage content.
/// </summary>
/// <param name="type">The type of the storage content.</param>
/// <param name="name">The name of the storage content.</param>
/// <param name="newContent">The new storage content.</param>
public static void SetObject(string type, string name, object newContent)
{
switch (type.ToLower())
{
case "pokemon":
if (Pokemons.ContainsKey(name))
{
Pokemons[name] = (BasePokemon)newContent;
}
else
{
Pokemons.Add(name, (BasePokemon)newContent);
}
break;
case "string":
case "str":
if (Strings.ContainsKey(name))
{
Strings[name] = Convert.ToString(newContent);
}
else
{
Strings.Add(name, Convert.ToString(newContent));
}
break;
case "integer":
case "int":
if (Integers.ContainsKey(name))
{
Integers[name] = @int(newContent);
}
else
{
Integers.Add(name, @int(newContent));
}
break;
case "boolean":
case "bool":
if (Booleans.ContainsKey(name))
{
Booleans[name] = Convert.ToBoolean(newContent);
}
else
{
Booleans.Add(name, Convert.ToBoolean(newContent));
}
break;
case "item":
if (Items.ContainsKey(name))
{
Items[name] = (BaseItem)newContent;
}
else
{
Items.Add(name, (BaseItem)newContent);
}
break;
case "single":
case "sng":
if (Singles.ContainsKey(name))
{
Singles[name] = sng(newContent);
}
else
{
Singles.Add(name, sng(newContent));
}
break;
case "double":
case "dbl":
if (Doubles.ContainsKey(name))
{
Doubles[name] = dbl(newContent);
}
else
{
Doubles.Add(name, dbl(newContent));
}
break;
}
}
private void BuildDfaSets()
{
Debug.Assert(Grammar.ParseTable != null);
var terminalSets = new List <Integers>();
for (var stateNo = 0; stateNo < Grammar.ParseTable.NumberOfStates; ++stateNo)
{
var terminalSet = new Integers();
for (var symNo = 0; symNo < Grammar.ParseTable.NumberOfTerminals; ++symNo)
{
switch (Grammar.ParseTable[stateNo][symNo].Action)
{
case ParseAction.Accept:
case ParseAction.Shift:
case ParseAction.Reduce:
terminalSet.Add(symNo);
break;
}
}
Debug.Assert(!terminalSet.IsEmpty);
terminalSets.Add(terminalSet);
}
var ts = new List <(Terminal terminal, int index)>(Grammar.Terminals.Where(t => t.IsPid).Select((t, i) => (t, i)));
var terminals = Grammar.Terminals.Where(t => t.IsPid).ToList();
var tDfas = Enumerable.Repeat(FA.None(), terminals.Count).ToArray();
var result = Parallel.ForEach(ts, x =>
{
var terminal = x.terminal;
var index = x.index;
var fa = terminal.Raw.Expression.GetFA();
fa = fa.ToDfa();
fa = fa.Minimize();
fa = fa.RemoveDead();
foreach (var state in fa.Finals)
{
state.SetPayload(terminal.Id);
}
tDfas[index] = fa;
});
Debug.Assert(result.IsCompleted);
var terminalDfas = tDfas.ToList();
var already = new Dictionary <Integers, int>();
var stateDfas = new List <int>();
foreach (var terminalSet in terminalSets)
{
Debug.Assert(!terminalSet.IsEmpty);
if (!already.TryGetValue(terminalSet, out var index))
{
index = already.Count;
already.Add(terminalSet, already.Count);
}
stateDfas.Add(index);
}
var dfas = Enumerable.Repeat(FA.None(), already.Count).ToArray();
result = Parallel.ForEach(already, kv =>
{
var terminalSet = kv.Key;
var index = kv.Value;
FA dfa;
if (terminalSet.Cardinality == 1)
{
dfa = terminalDfas[terminalSet.Single()].Clone().RemoveDead();
}
else
{
dfa = Combine(terminalSet.Select(i => terminalDfas[i]));
}
var finals = dfa.Finals.Select(s => s.Payload).Distinct().OrderBy(p => p).ToList();
var numbers = terminalSet.Distinct().OrderBy(p => p).ToList();
Debug.Assert(finals.SequenceEqual(numbers));
dfas[index] = dfa;
});
FA Combine(IEnumerable <FA> fas)
{
FA combined = fas.First().Clone();
foreach (var fa in fas.Skip(1))
{
combined = combined.Union(fa, true);
}
return(combined);
}
Debug.Assert(result.IsCompleted);
Debug.Assert(Grammar.Table != null);
Debug.Assert(stateDfas.Count == Grammar.Table.GetLength(0));
Grammar.Dfas = dfas.ToArray();
Grammar.StateToDfa = stateDfas;
}
public void LoadValues()
{
var typesBinder = new MappedTypesBinder {
KnownTypes =
{
{ "String", typeof(StringResource) },
{ "Integer", typeof(IntegerResource) },
{ "Dimension", typeof(DimensionResource) },
{ "Colour", typeof(ColourResource) }
}
};
foreach (var file in ValueFiles)
{
var path = Path.Combine(config.Paths.Values, file);
log.Verbose(Tag, "Deserialising '{0}'", path);
var content = File.ReadAllText(path);
var values = JsonConvert.DeserializeObject <Dictionary <string, IValueResource> >(content, new JsonSerializerSettings {
TypeNameHandling = TypeNameHandling.Objects,
Binder = typesBinder,
Converters = new JsonConverter[] {
new DimensionConverter(this),
new ColourConverter(this),
new StringConverter(this),
new IntegerConverter(this)
}
});
values.ForEach(p => {
var key = p.Key;
var resource = p.Value;
if (resource is DimensionResource)
{
if (Dimensions.ContainsKey(key))
{
throw new DuplicateValueNameException("Dimension", key);
}
Dimensions.Add(key, (resource as DimensionResource).Value);
}
else if (resource is IntegerResource)
{
if (Integers.ContainsKey(key))
{
throw new DuplicateValueNameException("Integer", key);
}
Integers.Add(key, (resource as IntegerResource).Value);
}
else if (resource is StringResource)
{
if (Strings.ContainsKey(key))
{
throw new DuplicateValueNameException("String", key);
}
Strings.Add(key, (resource as StringResource).Value);
}
else if (resource is ColourResource)
{
if (Colours.ContainsKey(key))
{
throw new DuplicateValueNameException("Colour", key);
}
Colours.Add(key, (resource as ColourResource).Value);
}
});
}
}
public void Add(double value)
{
int x = (int)value;
integers.Add(x);
}
public override bool OnIntervalClose()
{
double currHigh = Bars.High[0];
if (highest == 0)
{
highest = currHigh;
}
else
{
if (currHigh > highest)
{
highest = currHigh;
}
}
// DO NOT DELETE. Turn to hidden instead if necessary.
this[0] = highest;
pivot = 0;
for (int MAINLOOP = RSTREN; MAINLOOP < LENGTH; MAINLOOP++)
{
rightPassed = true;
leftPassed = true;
SHBAR = Bars.Low[MAINLOOP] - 1;
for (int VALUE1 = MAINLOOP - RSTREN; VALUE1 <= MAINLOOP - 1; VALUE1++)
{
if (SHBAR > Bars.Low[VALUE1])
{
rightPassed = false;
break;
}
}
if (rightPassed)
{
for (int VALUE1 = MAINLOOP + 1; VALUE1 <= MAINLOOP + LSTREN; VALUE1++)
{
if (SHBAR > Bars.Low[VALUE1])
{
leftPassed = false;
break;
}
}
}
if (rightPassed && leftPassed)
{
pivot = SHBAR;
pivotBar = MAINLOOP;
break;
}
}
if (leftPassed && rightPassed && (pivotLows.Count == 0 || pivot != pivotLows[0]))
{
if (pivot < this[pivotBar])
{
highest = pivot;
pivotLows.Add(pivot);
int bar = Bars.CurrentBar - pivotBar;
pivotBars.Add(bar);
Elapsed elapsed = default(Elapsed);
if (pivotBars.Count > 1)
{
elapsed = Bars.Time[pivotBar] - Bars.Time[Bars.CurrentBar - pivotBars[1]];
}
if (!disableBoxes)
{
Chart.DrawBox(Drawing.Color, bar, pivot);
if (pivotBars.Count > 1)
{
Log.Debug("|Pivot Low," + Bars.Time[pivotBar] + "," + elapsed.TotalSeconds +
"," + Bars.Time[pivotBar] + "," + Bars.Time[Bars.CurrentBar - pivotBars[1]]);
}
}
}
}
return(true);
}
