private void 急変日時_Click(object sender, EventArgs e)
{
RunTask(sender, (report) => {
using (DBUtils.OpenThreadConnection()) {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("datetime", "isUp", "price", "2584date", "2584price");
var candles = new CandlesticksGetter()
{
Granularity = "M1",
Start = DateTime.Today.AddYears(-5),
End = DateTime.Today
}.Execute().ToList();
foreach (int i in GetOverMoveCandles(candles))
{
if (i + 2584 >= candles.Count())
{
break;
}
report.WriteLine(
candles[i].DateTime.ToString("yyyy年MM月dd日(dddd) h:mm"),
candles[i].IsUp(),
candles[i].Close,
candles[i + 2584].DateTime.ToString("yyyy年MM月dd日(dddd) h:mm"),
candles[i + 2584].Close);
}
}
});
}
private void 因果USD_JPY_Click(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
using (DBUtils.OpenThreadConnection()) {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("↑↓↓↓↓->↓", "total");
DateTime start = DateTime.Today.AddTicks(-new TimeSpan(365, 0, 0, 0).Ticks);
DateTime end = DateTime.Today;
var causeContexts = new List <CauseContext>();
var instruments = new string[] { "USD_JPY", "WTICO_USD", "US30_USD", "JP225_USD", "EUR_USD" };
var isUps = new bool[] { true, false, false, false, false };
foreach (var t in instruments.Zip(isUps, (i, isUp) => new Tuple <string, bool>(i, isUp)))
{
var causeCandles = new CandlesticksGetter()
{
Instrument = t.Item1,
Granularity = "M1",
Start = start,
End = end
}.Execute().ToArray();
causeContexts.Add(new CauseContext()
{
Candles = causeCandles,
IsUp = t.Item2
});
}
ReportEffectAndCauseCombination(report, causeContexts, false);
}
});
}
private void 因果EUR_USD_Click(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
using (DBUtils.OpenThreadConnection()) {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("↑↑↑↑->↓", "total");
DateTime start = DateTime.Today.AddTicks(-new TimeSpan(365 * 5, 0, 0, 0).Ticks);
DateTime end = DateTime.Today;
var causeContexts = new List <CauseContext>();
foreach (var cause in new string[] { "EUR_USD", "WTICO_USD", "US30_USD", "JP225_USD" })
{
var causeCandles = new CandlesticksGetter()
{
Instrument = cause,
Granularity = "D",
Start = start,
End = end
}.Execute().ToArray();
causeContexts.Add(new CauseContext()
{
Candles = causeCandles,
IsUp = true
});
}
ReportEffectAndCauseCombination(report, causeContexts, false);
}
});
}
private static void ReportCauseAndEffect(Tuple <string, TimeSpan> granularityTuple, string effect, string cause, Report report)
{
DateTime start = DateTime.Today.AddTicks(-granularityTuple.Item2.Ticks);
DateTime end = DateTime.Today;
var effectCandles = new CandlesticksGetter()
{
Instrument = effect,
Granularity = granularityTuple.Item1,
Start = start,
End = end
}.Execute().ToList();
var causeCandles = new CandlesticksGetter()
{
Instrument = cause,
Granularity = granularityTuple.Item1,
Start = start,
End = end
}.Execute().ToList();
int i = 0, j = 0;
Dictionary <int, int> summary = new Dictionary <int, int>();
int prevUpDown = -1;
while (i < effectCandles.Count() && j < causeCandles.Count())
{
var effectCandle = effectCandles[i];
var causeCandle = causeCandles[j];
if (effectCandle.IsNull || effectCandle.DateTime < causeCandle.DateTime || effectCandle.Close == effectCandle.Open)
{
i++;
continue;
}
if (causeCandle.IsNull || effectCandle.DateTime > causeCandle.DateTime || causeCandle.Close == causeCandle.Open)
{
j++;
continue;
}
if (prevUpDown != -1)
{
int key = prevUpDown + (effectCandle.IsUp() ? 0 : 4);
if (summary.ContainsKey(key) == false)
{
summary[key] = 0;
}
summary[key]++;
}
prevUpDown = (effectCandle.IsUp() ? 0 : 2) + (causeCandle.IsUp() ? 0 : 1);
i++;
j++;
}
report.Write(effect, cause, granularityTuple.Item1);
for (int updown = 0; updown < 8; updown++)
{
report.Write(summary.ContainsKey(updown) ? summary[updown] : 0);
}
report.WriteLine();
}
private void 急変戻り戻り_Click(object sender, EventArgs e)
{
RunTask(sender, (report) => {
using (DBUtils.OpenThreadConnection()) {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("t", "upc1", "upc2", "uptotal", "downc1", "downc2", "downtotal");
var candles = new CandlesticksGetter()
{
Granularity = "M1",
Start = DateTime.Today.AddYears(-5),
End = DateTime.Today
}.Execute().ToList();
List <int> indexList = GetOverMoveCandles(candles).ToList();
foreach (var t in Fibs().Take(20))
{
int upc1 = 0;
int upc2 = 0;
int uptotal = 0;
int downc1 = 0;
int downc2 = 0;
int downtotal = 0;
foreach (var i in indexList)
{
if (i + t + 15 >= candles.Count())
{
break;
}
var candleOrg = candles[i];
var candleArter15 = candles[i + t];
var candleArter30 = candles[i + t + 15];
if (candleOrg.IsNull || candleArter15.IsNull || candleArter30.IsNull)
{
continue;
}
if (candleOrg.IsUp())
{
if (candleOrg.Close > candleArter15.Close)
{
upc1++;
if (candleArter15.Close < candleArter30.Close)
{
upc2++;
}
}
uptotal++;
}
else
{
if (candleOrg.Close < candleArter15.Close)
{
downc1++;
if (candleArter15.Close > candleArter30.Close)
{
downc2++;
}
}
downtotal++;
}
}
report.WriteLine(t, upc1, upc2, uptotal, downc1, downc2, downtotal);
}
}
});
}