public void Waves1()
{
var statName = System.Reflection.MethodBase.GetCurrentMethod().Name;
var dateStart = DateTime.Parse("07/20/2009 12:00");
var dateEnd = dateStart.AddHours(0.5);
var context = new ForexEntities();
var a = typeof(t_Stat).GetCustomAttributes(typeof(EdmEntityTypeAttribute), true).Cast <EdmEntityTypeAttribute>();
context.ExecuteStoreCommand("DELETE " + a.First().Name + " WHERE Name={0}", statName);
var ticks = o2g.GetTicks(o2g.Pair, 12000);
var t1 = o2g.GetTicks(o2g.Pair, 900);
ticks = ticks.Union(t1).OrderBars().ToArray();
ticks.ToList().ForEach(t => t.StartDate = t.StartDate.AddMilliseconds(-t.StartDate.Millisecond));
var rates = ticks.Cast <Rate>().OrderBars().ToArray();
Stopwatch timer = Stopwatch.StartNew();
foreach (var tick in rates.OrderBarsDescending())
{
tick.Trend.Volume = rates.Where(TimeSpan.FromMinutes(1), tick).Count();
}
Debug.WriteLine("Volumes:" + timer.Elapsed);
var rsiTicks = 250;
var rsiPeriod = TimeSpan.FromMinutes(14);
timer = Stopwatch.StartNew();
rates.FillRsis(rsiTicks);
Debug.WriteLine("FillRsi 1:" + timer.Elapsed);
timer = Stopwatch.StartNew();
rates.Rsi(rsiTicks, (r, v) => r.PriceAvg1 = (double)v, r => r.PriceAvg1);
Debug.WriteLine("FillRsi 2:" + timer.Elapsed);
timer = Stopwatch.StartNew();
var rsiStats = rates.RsiStats();
Debug.WriteLine("RsiStats:" + timer.Elapsed + " " + string.Format("{0:n0}/{1:n0}", rsiStats.Sell, rsiStats.Buy));
timer = Stopwatch.StartNew();
rates.SkipWhile(t => !t.PriceRsi.HasValue).ToArray().SetCMA(t => t.PriceRsi.GetValueOrDefault(), 2);
Debug.WriteLine("CMA:" + timer.Elapsed);
//var ticks = context.v_Tick.Where(t => t.StartDate >= dateStart && t.StartDate <= dateEnd)
// .ToArray().Select((t, i) =>
// new Tick(t.StartDate, t.Ask, t.Bid, i, true) { Trend = new BarBase.TrendInfo() { Volume = t.Count.Value } }).ToArray();
var stats = context.t_Stat;
rates.Where(t => t.PriceRsi.HasValue && !double.IsNaN(t.PriceRsi.Value)).ToList().ForEach(t =>
stats.AddObject(new t_Stat()
{
Time = t.StartDate, Name = statName, Price = t.PriceAvg
, Value1 = t.PriceAvg1
, Value2 = 0
,
Value3 = t.PriceRsi.Value
}));
context.SaveChanges();
//timer = Stopwatch.StartNew();
//var waves = ticks.FindWaves(3);
//Debug.WriteLine("FindWaves(3):"+timer.Elapsed);
//waves.ToList().ForEach(w => Debug.WriteLine(w));
}
