private void ResetState()
{
_state = PriceState.Initial;
LatestBreakoutPrice = 0.0;
LowestPriceAfterBreakout = 0.0;
_intervalBetweenLastBreakoutAndRerising = 0;
}
private void SetBreakoutState(double lowestPrice)
{
_state = PriceState.Breakout;
LowestPrice = lowestPrice;
BouncePrice = 0.0;
BouncePercentage = 0.0;
_minBouncePrice = LowestPrice * (1 + _minBouncePercentage / 100.0);
}
private void ResetState()
{
_state = PriceState.Initial;
LowestPrice = 0.0;
BouncePrice = 0.0;
BouncePercentage = 0.0;
_minBouncePrice = 0.0;
}
private void UpdateState(Bar bar)
{
_lowest.Update(bar.ClosePrice);
double lowestPrice = _lowest.Value;
bool breakout = Math.Abs(lowestPrice - bar.ClosePrice) < 1e-6;
switch (_state)
{
case PriceState.Initial:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
break;
case PriceState.Breakout:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
else
{
if (bar.ClosePrice > _minBouncePrice)
{
_state = PriceState.Bounce;
BouncePrice = bar.ClosePrice;
BouncePercentage = (bar.ClosePrice - LowestPrice) / LowestPrice * 100.0;
}
}
break;
case PriceState.Bounce:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
else
{
ResetState();
}
break;
}
_values[0] = _state == PriceState.Bounce ? 1.0 : 0.0;
}
public QuoteMessage TryGenerate(string assetPair,
bool isBuy,
double price,
DateTime timestamp,
int assetPairAccuracy)
{
var assetPairId = assetPair.Trim();
if (string.IsNullOrEmpty(assetPairId))
{
throw new ArgumentNullException(nameof(assetPair));
}
_assetMarketStates.TryGetValue(assetPairId, out var oldState);
var newPriceState = new PriceState(price, timestamp);
var newState = isBuy
? new MarketState(oldState?.Ask, newPriceState)
: new MarketState(newPriceState, oldState?.Bid);
_assetMarketStates[assetPairId] = newState;
return(TryCreateMidQuote(assetPairId, newState, assetPairAccuracy));
}
public ScheduleTimeBase(PriceState state_, int hourStart_, int hourEnd_)
: base (state_)
{
m_hourStart = hourStart_;
m_hourEnd = hourEnd_;
}
private void UpdateState(Bar bar)
{
double price = BarPriceSelector.Select(bar, _priceSelector);
_highest.Update(price);
double highestPrice = _highest.Value;
bool breakout = Math.Abs(highestPrice - price) < 1e-6;
switch (_state)
{
case PriceState.Initial:
if (breakout)
{
_state = PriceState.Breakout;
LatestBreakoutPrice = highestPrice;
LowestPriceAfterBreakout = 0.0;
_intervalBetweenLastBreakoutAndRerising = 0;
}
break;
case PriceState.Breakout:
if (breakout)
{
LatestBreakoutPrice = highestPrice;
}
else
{
_state = PriceState.Degrading;
LowestPriceAfterBreakout = bar.ClosePrice;
_intervalBetweenLastBreakoutAndRerising = 1;
}
break;
case PriceState.Degrading:
if (bar.ClosePrice <= LowestPriceAfterBreakout)
{
LowestPriceAfterBreakout = bar.ClosePrice;
_intervalBetweenLastBreakoutAndRerising++;
}
else
{
if (_intervalBetweenLastBreakoutAndRerising >= _minInterval &&
_intervalBetweenLastBreakoutAndRerising <= _maxInterval)
{
_state = PriceState.Rising;
}
else
{
ResetState();
}
}
break;
case PriceState.Rising:
ResetState();
break;
}
}
public void PriceState_Soda_Displays_OneDollar()
{
VendingMachineState state = new PriceState(_context, new List <Coin>(), new List <Coin>(), _productInfoRepository, new List <string>(), new List <Coin>(), 100);
Assert.AreEqual("PRICE: $1.00", state.Display());
}
public ScheduleCcy(Currency ccy_, PriceState state_, int hourStart_, int hourEnd_) : base(state_,hourStart_,hourEnd_)
{
m_ccy = ccy_;
}
public ScheduleBase(PriceState source_)
{
Source = source_;
}
public ScheduleFXGroup(PriceState source_, SI.Data.FXGroup group_, int hourStart_, int hourEnd_)
: base(source_, hourStart_,hourEnd_)
{
m_group = group_;
}
