public Revenue(int type)
{
this.type = type;
b = new BollingerBands(20, 2);
ema = new EMA(5, 60);
sma = new double[b.MidPeriod];
trend_width = new List <double>(32768);
short_ema = new List <double>(32768);
long_ema = new List <double>(32768);
shortDay = new List <double>(512);
longDay = new List <double>(512);
Send += Analysis;
foreach (string rd in new Daily(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1])));
}
foreach (string rd in new Tick(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1]), int.Parse(arr[2])));
}
Send -= Analysis;
arr = SetSecret(type).Split('^');
Secret = int.Parse(arr[0]);
Tick = int.Parse(arr[1]);
api = Futures.Get();
api.Send += Analysis;
}
public SubtleSwing(int reaction, int type)
{
this.type = type;
info = new Information(type);
b = new BollingerBands(20, 2);
ema = new EMA(5, 60);
sma = new double[b.MidPeriod];
open = new double[3];
trend_width = new List <double>(32768);
short_ema = new List <double>(32768);
long_ema = new List <double>(32768);
shortDay = new List <double>(512);
longDay = new List <double>(512);
act = new Action(() => info.Log(reaction));
Send += Analysis;
foreach (string rd in new Daily(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(reaction, arr[0], double.Parse(arr[1])));
}
foreach (string rd in new Tick(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(reaction, arr[0], double.Parse(arr[1]), int.Parse(arr[2])));
}
act.BeginInvoke(act.EndInvoke, null);
}
public Statistics()
{
b = new BollingerBands(20, 2);
ema = new EMA(5, 60);
sma = new double[b.MidPeriod];
trend_width = new List <double>(32768);
short_ema = new List <double>(32768);
long_ema = new List <double>(32768);
shortDay = new List <double>(512);
longDay = new List <double>(512);
Send += Analysis;
foreach (string rd in new Daily())
{
string[] arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1])));
}
foreach (string rd in new Tick())
{
string[] arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1]), int.Parse(arr[2])));
}
Send -= Analysis;
api = Futures.Get();
api.Send += Analysis;
}
public Scalping(int type, int se, int le)
{
this.type = type;
ema = new EMA(se, le);
short_ema = new List <double>(32768);
long_ema = new List <double>(32768);
Send += Analysis;
foreach (string rd in new Daily(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1])));
}
foreach (string rd in new Tick(type))
{
arr = rd.Split(',');
if (arr[1].Contains("-"))
{
arr[1] = arr[1].Substring(1);
}
Send?.Invoke(this, new Datum(arr[0], double.Parse(arr[1]), int.Parse(arr[2])));
}
Send -= Analysis;
arr = SetSecret(type).Split('^');
Secret = int.Parse(arr[0]);
api = Futures.Get();
api.Send += Analysis;
}
void OnReceiveDrawChart(object sender, SendConsecutive e)
{
int tShort, tLong, tMinute, trend;
switch (strategics)
{
case TrendsInValuation _:
tShort = tv.Short;
tLong = tv.Long;
trend = tv.Trend;
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = tv.AddtionalInterval;
break;
case TrendToCashflow _:
tShort = tc.Short;
tLong = tc.Long;
trend = tc.Trend;
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = tc.Interval;
break;
case TrendsInStockPrices _:
tShort = ts.Short;
tLong = ts.Long;
trend = ts.Trend;
switch (ts)
{
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Minute) || sp.LongShort.Equals(LongShort.Day) && sp.TrendType.Equals(Interface.Trend.Day):
if (GetCheckOnDate(e.Date, sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Minute) ? 1 : 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
break;
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Day) && sp.TrendType.Equals(Interface.Trend.Minute):
if (GetCheckOnDate(e.Date, 1))
Trend.Pop();
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
}
break;
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Day):
if (GetCheckOnDate(e.Date, 0x5A0))
Trend.Pop();
if (GetCheckOnDate(e.Date, 1))
{
Short.Pop();
Long.Pop();
}
break;
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = (int)ts.TrendType;
break;
case TrendFollowingBasicFutures _:
if (GetCheckOnDate(e.Date, tf.Minute))
{
Short.Pop();
Long.Pop();
}
tShort = tf.Short;
tLong = tf.Long;
tMinute = tf.Minute;
break;
case ScenarioAccordingToTrend _:
tShort = st.Short;
tLong = st.Long;
trend = st.Trend;
if (e.Date.Length > 6 && double.IsNaN(Compare) && Trend.Count > 0 && string.IsNullOrEmpty(st.Calendar) == false && (e.Date.Length == 8 ? e.Date.Substring(2) : e.Date.Substring(0, 6)).CompareTo(st.Calendar) >= 0)
{
Compare = Trend.Pop();
if (int.TryParse(e.Date.Length == 8 ? e.Date.Substring(2, 4) : e.Date.Substring(0, 4), out int closest))
{
var baseDate = int.MaxValue;
var temp = string.Empty;
var list = new List <ConvertConsensus>(ho.Consensus.Item1);
list.AddRange(ho.Consensus.Item2);
foreach (var parse in list.OrderByDescending(o => o.Date))
{
if (int.TryParse(parse.Date.Substring(0, 5).Replace(".", string.Empty), out int date) && Math.Abs(date - closest) < baseDate)
{
baseDate = Math.Abs(date - closest);
temp = parse.Date;
}
}
var estimate = new Security(temp, list, st).EstimateThePrice(e.Date, Compare);
if (estimate.Count > 3)
{
ho.EstimatedPrice = estimate;
}
else
{
return;
}
}
Trend.Clear();
}
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
if (double.IsNaN(Compare) && Trend.Count > 0)
{
Trend.Pop();
}
}
if (double.IsNaN(Compare))
{
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
}
tMinute = st.IntervalInSeconds;
break;
default:
return;
}
Short.Push(Short.Count > 0 ? EMA.Make(tShort, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(tLong, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Volume != 0 && e.Date.Length != 8 && Short.Count > 1 && Long.Count > 1)
{
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
switch (sender)
{
case OpenAPI.HoldingStocks os:
os.OnReceiveTrendsInPrices(e, gap, Trend.Peek());
break;
case XingAPI.HoldingStocks xs:
xs.OnReceiveTrendsInPrices(e, gap, tMinute);
break;
case HoldingStocks hs:
hs.OnReceiveTrendsInPrices(e, gap, popShort, popLong, hs.Code.Length == 6 ? (Trend.Count > 0 ? Trend.Peek() : CalculateTheEstimatedPrice(e.Date)) : tMinute);
break;
}
}
}
private void Analysis(Chart ch)
{
bool check = false;
string time = ch.Date.ToString();
if (specify.Time > 0 && specify.Time < 1440)
{
check = time.Length > 8 && GetCheckOnTime(time);
}
else if (specify.Time == 1440)
{
check = time.Length > 8 && time.Substring(6).Equals("090000000") == false;
}
if (check)
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, ch.Price, Short.Peek()) : EMA.Make(ch.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, ch.Price, Long.Peek()) : EMA.Make(ch.Price));
double popShort = Short.Pop(), popLong = Long.Pop();
var trend = Short.Count > 1 && Long.Count > 1 ? popShort - popLong - (Short.Peek() - Long.Peek()) > 0 ? 1 : -1 : 0;
Short.Push(popShort);
Long.Push(popLong);
}
