public void BarAnalyzerBreakTest()
{
List <IBar> bars = upTrendMocks.ToList();
IBarDatum workingBar = null;
Felix.Data.Trend.TrendType currentTrend = Felix.Data.Trend.TrendType.Unknown;
for (int i = 0, c = bars.Count; i < c; ++i)
{
IBarDatum datum = CreateBar(bars[i]);
BarAnalyzerResult result = BarAnalyzer.Analyze(workingBar, datum, currentTrend);
Felix.Data.Trend.TrendType expectedType = GetExpectedTrendType(datum.Index);
IBarDatum expectedBar = datum.Index != 25 ? datum : workingBar;
VerifyBarAnalyzerResult(result, expectedBar, datum.Index != 25, expectedType);
workingBar = result.WorkingBar;
currentTrend = result.Trend;
}
}
public void Insert(IBarDatum bd)
{
InsertDataList(bd);
BarAnalyzerResult result = BarAnalyzer.Analyze(WorkingBar, bd, CurrentTrendType);
Update(result);
}
private void VerifyBarAnalyzerResult(BarAnalyzerResult result, IBarDatum expectedBar, bool expectedValidity, Felix.Data.Trend.TrendType expectedTrend)
{
Assert.IsNotNull(result);
Assert.IsTrue(result.Trend == expectedTrend);
Assert.IsTrue(result.WorkingBar == expectedBar);
Assert.IsTrue(result.IsValidTrendBar == expectedValidity);
}
private void TransitionToUpFromDown(BarAnalyzerResult result)
{
// Get Highest high
IBarDatum lowest = DataList
.Where(e => e.Index >= WorkingBar.Index && e.Index <= result.WorkingBar.Index)
.OrderBy(e => e.Low)
.First();
LowList.Add(lowest);
Transition(result, lowest);
}
private void TransitionToDownFromUp(BarAnalyzerResult result)
{
// get lowest low
IBarDatum highest = DataList
.Where(e => e.Index >= WorkingBar.Index && e.Index <= result.WorkingBar.Index)
.OrderByDescending(e => e.High)
.First();
HighList.Add(highest);
Transition(result, highest);
}
private void Transition(BarAnalyzerResult result, IBarDatum datum)
{
IMove prevMove = CurrentMove.Close(datum);
var newMove = Move.Open(MoveList.Count, datum, (int)result.Trend);
MoveList.Add(newMove);
CurrentTrendType = result.Trend;
MoveSubject.OnNext(prevMove);
}
private void Update(BarAnalyzerResult result)
{
// set WorkingBar to result.WorkingBar if CurrentTrend is Unknown or result.IsValidTrendBar is true
// if (!HighList.Any() && !LowList.Any())
if (CurrentTrendType == Trend.TrendType.Unknown)
{
if (result.Trend == Trend.TrendType.Up)
{
LowList.Add(result.WorkingBar);
}
else if (result.Trend == Trend.TrendType.Down)
{
HighList.Add(result.WorkingBar);
}
CurrentTrendType = result.Trend;
WorkingBar = result.WorkingBar;
MoveList.Add(Move.Open(MoveList.Count, result.WorkingBar, (int)result.Trend));
}
else
{
if (result.IsValidTrendBar)
{
WorkingBar = result.WorkingBar;
// currentTrend: undetermined: currentTrend = trend
// currentTrend: Up: if( trend.Down) changecurrentTrend to down and add bar Highest high series I {Working ... barDatum}
// currentTrend: Down: if (trend.up) changcurrentTrend to up and add bar with Lowest low in series {WorkingBar .. barDatum}
switch (CurrentTrendType)
{
case Trend.TrendType.Up:
{
if (result.Trend == Trend.TrendType.Down)
{
TransitionToDownFromUp(result);
}
}
break;
case Trend.TrendType.Down:
{
if (result.Trend == Trend.TrendType.Up)
{
TransitionToUpFromDown(result);
}
}
break;
}
}
}
}
public void BarAnalyzerInitialTest()
{
IBar bar = upTrendMocks.First();
IBarDatum datum = CreateBar(bar);
BarAnalyzerResult result = BarAnalyzer.Analyze(null, datum, Felix.Data.Trend.TrendType.Unknown);
Assert.IsNotNull(result);
Assert.IsTrue(result.Trend == Felix.Data.Trend.TrendType.Up);
Assert.IsTrue(result.WorkingBar == datum);
Assert.IsTrue(result.IsValidTrendBar == true);
}
public void BarAnalyzerTest()
{
List <IBar> bars = upTrendMocks.Take(5).ToList();
IBarDatum workingBar = null;
foreach (IBar bar in bars)
{
IBarDatum datum = CreateBar(bar);
BarAnalyzerResult result = BarAnalyzer.Analyze(workingBar, datum, Felix.Data.Trend.TrendType.Unknown);
VerifyBarAnalyzerResult(result, datum, true, Felix.Data.Trend.TrendType.Up);
workingBar = result.WorkingBar;
}
}
