public static Trendline FromDto(TrendlineDto dto)
{
var trendline = new Trendline
{
Id = dto.TrendlineId,
AssetId = dto.AssetId,
TimeframeId = dto.TimeframeId,
Slope = dto.Angle,
ShowOnChart = dto.ShowOnChart,
Value = dto.Value,
BaseExtremumGroupId = dto.BaseExtremumGroupId,
BaseDateIndex = dto.BaseDateIndex,
BaseLevel = dto.BaseLevel,
CounterExtremumGroupId = dto.CounterExtremumGroupId,
CounterDateIndex = dto.CounterDateIndex,
CounterLevel = dto.CounterLevel,
StartIndex = dto.StartDateIndex,
EndIndex = dto.EndDateIndex,
IsOpenFromLeft = dto.IsOpenFromLeft,
IsOpenFromRight = dto.IsOpenFromRight,
TrendRanges = new List <TrendRange>()
};
return(trendline);
}
//public TrendHit()
//{
// Guid = System.Guid.NewGuid();
//}
//public TrendHit(Trendline trendline) : this()
//{
// this.Trendline = trendline;
//}
public TrendHit(Trendline trendline, DataItem item, double crossPoint, TrendlineType type)
{
Guid = System.Guid.NewGuid();
this.Trendline = trendline;
this.Item = item;
this.CrossLevel = crossPoint;
this.Type = type;
}
public void Analyze(Trendline trendline, DataItem[] items, DataItem startItem)
{
var _startItem = (startItem == null ? trendline.InitialPoint.dataItem : startItem);
var _startIndex = _startItem.Index;
var currentHit = trendline.LastHit();
var currentBounce = trendline.LastBounce();
for (var i = _startIndex; i < items.Length; i++)
{
DataItem item = items[i];
TrendlineType type = trendline.CurrentType;
bool isExtremum = item.Price.IsExtremum(type);
double level = trendline.GetLevel(i);
////Get points for this dataItem.
//var points = item.Price.calculateTrendlineQuotationPoints(trendline);
if (isExtremum &&
trendline.IsMinimumForHit(item) &&
(currentHit == null || i - currentHit.Item.Index > 1))
{
//Hit.
trendline.setNewHit(item, level, type);
currentHit = trendline.currentHit;
currentBounce = trendline.currentBounce;
}
else
{
bool isBreakClose = ((item.Quotation.Close - trendline.GetLevel(i)) * trendline.CurrentType.GetFactor() > 0);
double ptBreakExtremum = calculatePointForBreakExtremum(trendline, item);
if (isBreakClose)
{
trendline.setNewBreak(item);
}
currentBounce.AddExtremumBreak(ptBreakExtremum);
currentBounce.AddQuotation(trendline, item);
}
}
}
private TrendBreak getTrendBreakIfExists(Trendline trendline, DataItem item)
{
return null;
}
private double calculatePointForBreakExtremum(Trendline trendline, DataItem item)
{
return 0;
}
public double calculateTrendlineQuotationPoints(Trendline trendline)
{
return 0;
}
public TrendBounce(Trendline trendline, TrendHit startHit)
{
this.Trendline = trendline;
this.StartHit = startHit;
this.breaks = new List<TrendBreak>();
}
public TrendBounce(Trendline trendline)
{
this.Trendline = trendline;
this.breaks = new List<TrendBreak>();
}
private double calculatePointForQuotation(Trendline trendline, DataItem item)
{
return 0;
}
public void AddQuotation(Trendline trendline, DataItem item)
{
this.length++;
this.pointsForQuotations += calculatePointForQuotation(trendline, item);
}
private void addOptimalTrendline(Trendline trendline)
{
this.optimalTrendlines.Add(trendline.HitsHashCode, trendline);
}
public List<Trendline> GetTrendlineVariantsForExtremaPair(ExtremumGroup extremum, ExtremumGroup subextremum, DataItem[] items)
{
List<Trendline> trendlines = new List<Trendline>();
/*
* Jeżeli ekstrema przekazane do tej funkcji są odwrotne (czyli jedno jest wierzchołkiem, a drugie dołkiem),
* żeby mogły być procesowane pomiędzy nimi musi być co najmniej jedno inne ekstremum.
*/
if (extremum.isOpposite(subextremum))
{
var midextremum = extremaGroups.Where(e => e.master.Price != null && e.master.Date > extremum.master.Date && e.master.Date < subextremum.master.Date && e.type.IsPeak() == extremum.type.IsPeak()).ToArray();
if (midextremum.Length == 0)
{
return trendlines;
}
}
double extremumLower = extremum.getLower();
double extremumHigher = extremum.getHigher();
double extremumStep = extremum.getStep();
double subextremumLower = subextremum.getLower();
double subextremumHigher = subextremum.getHigher();
double subextremumStep = subextremum.getStep();
for (var a = extremumLower; a <= extremumHigher + (extremumStep / 2); a += extremumStep)
{
for (var b = subextremumLower; b <= subextremumHigher + (subextremumStep / 2); b += subextremumStep)
{
var trendline = new Trendline(this.AssetTimeframe, new ValuePoint(extremum.getStartItem(), a), new ValuePoint(subextremum.getEndItem(), b));
trendlines.Add(trendline);
}
}
return trendlines;
}
public TrendHit(Trendline trendline, DataItem item, double crossPoint, TrendlineType type, TrendHit prevHit, TrendBounce prevBounce)
: this(trendline, item, crossPoint, type)
{
this.PreviousHit = prevHit;
this.BounceFromPreviousHit = prevBounce;
}
