public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
string label = "MA " + this.Rounds.ToString();
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = label, Column_Serie_ID = "mave"
};
double[] values = new double[this.Rounds];
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
values[i % this.Rounds] = originalDataSource.Data[i].Value;
if (originalDataSource.Data[i].Visible)
{
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = values.Where(x => x > 0).Average()
});
}
}
this.Series.Add(serie);
}
public static Serie GetSymbolIntradiaryDataSerie(int portfolio_id, int symbol_id)
{
using (ctaDBEntities entities = new ctaDBEntities())
{
entities.Database.Connection.Open();
string user_type = (portfolio_id == 0) ? "FREE" : entities.Portfolios.Where(p => p.Id == portfolio_id).Select(p => p.Tenant.Tenant_Type.Name).First();
if (user_type == "FREE")
{
return(new Serie());
}
var symbol_quotes = entities.Stock_Quote_Intradiary.Where(sq => sq.stock_id == symbol_id).OrderBy(sq => sq.datetime);
List <Candel> quotes = symbol_quotes.Select(q => new Candel()
{
Date = q.datetime,
Open = q.opening,
Close = q.opening,
Maximun = q.last_trade_price,
Minimun = q.last_trade_price,
Volume = (double)q.last_trade_size,
Visible = true
}).ToList <Candel>();
Serie result = Candel.GetDataSerie(quotes, DataSourceFieldUsed.Close, true);
entities.Database.Connection.Close();
return(result);
}
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie volumeData = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Volume, false);
volumeData.Data = volumeData.Data.Where(x => x.Visible).ToList();
Serie shortVolAverage = MA.ApplyFormula(volumeData, this.ShortRounds, "", SerieType.dashed);
Serie longVolAverage = MA.ApplyFormula(volumeData, this.LongRounds, "", SerieType.dashed);
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Serie_ID = "vosc"
};
serie.Column_Data_Label = string.Format("VO {0}-{1}", this.ShortRounds, this.LongRounds);
for (int i = 0; i < volumeData.Data.Count; i++)
{
serie.Data.Add(new SerieValue()
{
Date = volumeData.Data[i].Date,
Value = longVolAverage.Data[i].Value - shortVolAverage.Data[i].Value
});
}
this.Series.Add(serie);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
Serie middle_bound = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "Boolinger " + this.Rounds, Column_Serie_ID = "bbmi"
};
Serie lower_serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "BoolingerLO ", Column_Serie_ID = "bblo"
};
Serie upper_serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "BoolingerUP ", Column_Serie_ID = "bbup"
};
double[] values = base.Data_Source.GetRange(Math.Max(0, (base.Data_Source.Count - originalDataSource.Data.Count) - this.Rounds), Math.Min(this.Rounds, originalDataSource.Data.Count)).Select(d => d.Close).ToArray <double>();
double desvest = 0;
double values_average = 0;
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
values[i % this.Rounds] = originalDataSource.Data[i].Value;
values_average = values.Where(x => x > 0).Average();
//desvest
var pows = values.Select(x => Math.Pow(x - values_average, 2));
var sum = pows.Sum() / (this.Rounds - 1);
desvest = Math.Sqrt(sum);
if (originalDataSource.Data[i].Visible)
{
middle_bound.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = values_average
});
upper_serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = values_average + (2 * desvest)
});
lower_serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = values_average - (2 * desvest)
});
}
}
this.Series.Add(middle_bound);
this.Series.Add(upper_serie);
this.Series.Add(lower_serie);
}
public static UserDashboard GetDashboard(string username)
{
using (ctaDBEntities entities = new ctaDBEntities())
{
UserDashboard result = new UserDashboard(username);
entities.Database.Connection.Open();
int user_id = UserService.GetUserId(username);
string user_type = entities.Tenants.Where(t => t.Id == user_id).Select(t => t.Tenant_Type.Name).First();
var user_portfolios = entities.Portfolios.Where(ptfolio => ptfolio.user_id == user_id);
foreach (var portfolio in user_portfolios)
{
DashboardItem dashboard_item = new DashboardItem()
{
Portfolio = portfolio.name, Symbols = new List <ctaCOMMON.Charts.Symbol>(), Portfolio_Id = portfolio.Id
};
foreach (var stock in portfolio.Portfolio_Stock)
{
List <Candel> quotes = new List <Candel>();
Candel today_candel = null;
foreach (var quote in stock.Stock.Stock_Quote.Where(s => s.date_round < DateTime.Now.AddDays(-1) || user_type != "FREE").OrderBy(itm => itm.date_round))
{
Candel candel = new Candel()
{
Date = quote.date_round, Open = quote.opening, Close = quote.closing, Minimun = quote.minimun, Maximun = quote.maximun, Volume = (double)quote.volume
};
quotes.Add(candel);
today_candel = candel;
}
SymbolIntradiaryInfo symbolIntradiaryInfo = QuotesService.GetSymbolIntradiaryInfo(stock.stock_id);
if (today_candel != null)
{
symbolIntradiaryInfo.Volume = today_candel.Volume;
symbolIntradiaryInfo.Maximun = today_candel.Maximun;
symbolIntradiaryInfo.Minimun = today_candel.Minimun;
}
ctaCOMMON.Charts.Symbol dashboard_item_symbol = new ctaCOMMON.Charts.Symbol()
{
Symbol_ID = stock.stock_id, Symbol_Name = stock.Stock.symbol, Symbol_Company_Name = stock.Stock.name, Symbol_Market_ID = stock.Stock.Market.Id, Symbol_Market = stock.Stock.Market.name, Quotes = quotes.OrderBy(q => q.Date).ToList(), Intradiary_Info = symbolIntradiaryInfo
};
dashboard_item.Symbols.Add(dashboard_item_symbol);
}
result.AddDashboardItem(dashboard_item);
}
entities.Database.Connection.Close();
DashBoardCache = result;
return(result);
}
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie serie = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.OBV, false);
serie.Color = this.Serie_Color;
serie.Serie_Type = SerieType.line;
serie.Column_Data_Label = "On Balance Volume";
serie.Column_Serie_ID = "obv";
serie.Data = serie.Data.Where(x => x.Visible).ToList();
this.Series.Add(serie);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
//double K = 2 / (this.Rounds + 1);
decimal Kdecimal = Decimal.Divide(2, this.Rounds + 1);
double K = Double.Parse((Math.Truncate(100000000 * Kdecimal) / 100000000).ToString()); //set to 8 decimal places
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "EMA " + this.Rounds, Column_Serie_ID = "emav"
};
double[] initialMAs = new double[this.Rounds];
double value = 0;
//double previousSerieValue = 0;
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
if (i < this.Rounds)
{
initialMAs[i % this.Rounds] = originalDataSource.Data[i].Value;
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = initialMAs.Where(x => x > 0).Average()
});
}
else
{
value = (originalDataSource.Data[i].Value * K) + (serie.Data[i - 1].Value * (1 - K));
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = value, Visible = originalDataSource.Data[i].Visible
});
}
}
if (this.Filter)
{
serie.Data = serie.Data.Where(x => x.Visible).ToList();
}
this.Series.Add(serie);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie serie = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Stochastic, false, this.Rounds);
serie.Color = this.Serie_Color;
serie.Serie_Type = SerieType.line;
serie.Column_Data_Label = "SO Fast";
serie.Column_Serie_ID = "osse";
Serie average = MA.ApplyFormula(serie, 3, this.Serie_Average_Color, SerieType.dashed);
average.Column_Data_Label = "MA(" + this.Rounds + ")";
average.Column_Serie_ID = "osav";
//DateTime min_date = base.Data_Source.Select(x => x.Date).Min();
//DateTime max_date = base.Data_Source.Select(x => x.Date).Max();
serie.Data = serie.Data.Where(x => x.Visible).ToList();
Serie oversold = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "Sobre Venta", Column_Serie_ID = "osos"
};
Serie overbought = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "Sobre Compra", Column_Serie_ID = "osob"
};
foreach (SerieValue serie_item in serie.Data)
{
oversold.Data.Add(new SerieValue()
{
Date = serie_item.Date, Value = this.Oversold
});
overbought.Data.Add(new SerieValue()
{
Date = serie_item.Date, Value = this.Overbought
});
}
this.Series.Add(serie);
this.Series.Add(average);
this.Series.Add(oversold);
this.Series.Add(overbought);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
EMA emax = new EMA(base.Data_Source, this.Short_Term, "", false);
EMA emay = new EMA(base.Data_Source, this.Long_Term, "", false);
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "MACD", Column_Serie_ID = "macs"
};
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date,
Value = (emax.Series[0].Data[i].Value - emay.Series[0].Data[i].Value),
Visible = originalDataSource.Data[i].Visible
});
}
Serie average = MA.ApplyFormula(serie, this.Average_Term, this.Average_Serie_Color, SerieType.dashed);
average.Column_Data_Label = "MA(" + this.Average_Term + ")";
average.Column_Serie_ID = "maca";
serie.Data = serie.Data.Where(x => x.Visible).ToList();
Serie zero_serie = new Serie()
{
Color = this.Zero_Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "Zero", Column_Serie_ID = "macz"
};
foreach (var item in serie.Data)
{
zero_serie.Data.Add(new SerieValue()
{
Date = item.Date, Value = 0
});
}
this.Series.Add(serie);
this.Series.Add(average);
this.Series.Add(zero_serie);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie closeData = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
Serie serieMA1 = MA.ApplyFormula(closeData, this.ShortRounds, this.Serie_Color1, SerieType.line);
serieMA1.Column_Data_Label = string.Format("CM {0}", this.ShortRounds);
serieMA1.Column_Serie_ID = "cma1";
Serie serieMA2 = MA.ApplyFormula(closeData, this.LongRounds, this.Serie_Color2, SerieType.line);
serieMA2.Column_Data_Label = string.Format("CM {0}", this.LongRounds);
serieMA2.Column_Serie_ID = "cma2";
this.Series.Add(serieMA1);
this.Series.Add(serieMA2);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie serie = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.WilliansR, false, this.Rounds);
serie.Color = this.Serie_Color;
serie.Serie_Type = SerieType.line;
serie.Column_Data_Label = "WilliamsR " + this.Rounds;
serie.Column_Serie_ID = "wrse";
serie.Data = serie.Data.Where(x => x.Visible).ToList();
//Serie average = MA.ApplyFormula(serie, 3, this.Serie_Average_Color, SerieType.dashed);
//average.Column_Data_Label = "WR " + this.Rounds + " MA";
//average.Column_Serie_ID = "wrav";
Serie oversold = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "", Column_Serie_ID = "wros"
};
Serie overbought = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "", Column_Serie_ID = "wrob"
};
foreach (SerieValue serie_item in serie.Data)
{
oversold.Data.Add(new SerieValue()
{
Date = serie_item.Date, Value = this.Oversold
});
overbought.Data.Add(new SerieValue()
{
Date = serie_item.Date, Value = this.Overbought
});
}
this.Series.Add(serie);
this.Series.Add(oversold);
this.Series.Add(overbought);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "ROC " + this.Rounds, Column_Serie_ID = "rocs"
};
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
double value = 0;
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
value = 100 * (originalDataSource.Data[i].Value / originalDataSource.Data[Math.Max(0, i - this.Rounds)].Value);
if (originalDataSource.Data[i].Visible)
{
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = value
});
}
}
Serie hundred_serie = new Serie()
{
Color = this.Serie_Hundred_Color, Serie_Type = SerieType.line, Column_Data_Label = "Hundred", Column_Serie_ID = "roch"
};
foreach (var item in serie.Data)
{
hundred_serie.Data.Add(new SerieValue()
{
Date = item.Date, Value = 100
});
}
this.Series.Add(serie);
this.Series.Add(hundred_serie);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Volume, false);
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.bars, Column_Data_Label = "Volumen", Column_Serie_ID = "volu", Orientation = "vertical"
};
for (int i = 0; i < originalDataSource.Data.Count; i++)
{
if (originalDataSource.Data[i].Visible)
{
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = originalDataSource.Data[i].Value
});
}
}
this.Series.Add(serie);
}
public static Serie GetSymbolDataSerie(int stock_id, int portfolio_id, DataSourceFieldUsed data_name)
{
List <Candel> quotes = new List <Candel>();
if (DashBoardCache != null && false)
{
var oneYearAgo_Date = DateTime.Now.AddYears(-1);
var symbol = DashBoardCache.DashboardItems.Where(x => x.Portfolio_Id == portfolio_id)
.SelectMany(x => x.Symbols)
.Where(x => x.Symbol_ID == stock_id)
.FirstOrDefault();
quotes = symbol.Quotes.Where(x => x.Date > oneYearAgo_Date).ToList();
}
else
{
quotes = QuotesService.GetSymbolQuotes(stock_id, ChartRange.Year, CandelRange.Weekly, "FREE");
}
Serie result = Candel.GetDataSerie(quotes, data_name, true);
return(result);
}
public override void ApplyFormula()
{
this.Series.Clear();
Serie oversold = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "Sobre Venta", Column_Serie_ID = "rsid"
};
Serie serie = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Data_Label = "RSI " + this.Rounds, Column_Serie_ID = "rsis"
};
Serie overbought = new Serie()
{
Color = this.Serie_Bounded_Lines_Color, Serie_Type = SerieType.line, Column_Data_Label = "Sobre Compra", Column_Serie_ID = "rsib"
};
//Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.PercentVariation);
Serie originalDataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
double[] values = new double[this.Rounds];
double last_ups_average = 0;
double last_downs_average = 0;
double value = 0, up = 0, down = 0;
for (int i = 1; i < originalDataSource.Data.Count; i++)
{
values[i % this.Rounds] = originalDataSource.Data[i].Value - originalDataSource.Data[i - 1].Value;
//last_ups_average = ((values.Where(x => x > 0).Count() > 0) ? values.Where(x => x > 0).Average() : 0);
//last_downs_average = ((values.Where(x => x < 0).Count() > 0) ? Math.Abs(values.Where(x => x < 0).Average()) : 100);
if (i < this.Rounds)
{
last_ups_average = ((values.Where(x => x > 0).Count() > 0) ? values.Where(x => x > 0).Sum() / this.Rounds : 0);
last_downs_average = ((values.Where(x => x < 0).Count() > 0) ? Math.Abs(values.Where(x => x < 0).Sum() / this.Rounds) : 0);
}
else
{
up = values[i % this.Rounds] > 0 ? values[i % this.Rounds] : 0;
down = values[i % this.Rounds] < 0 ? Math.Abs(values[i % this.Rounds]) : 0;
last_ups_average = (last_ups_average * (this.Rounds - 1) + up) / this.Rounds;
last_downs_average = (last_downs_average * (this.Rounds - 1) + down) / this.Rounds;
}
value = last_downs_average == 0 ? 100 : 100 - (100 / (1 + (last_ups_average / last_downs_average)));
if (originalDataSource.Data[i].Visible)
{
serie.Data.Add(new SerieValue()
{
Date = originalDataSource.Data[i].Date, Value = value
});
}
}
foreach (SerieValue item in serie.Data)
{
oversold.Data.Add(new SerieValue()
{
Date = item.Date, Value = this.Oversold
});
overbought.Data.Add(new SerieValue()
{
Date = item.Date, Value = this.Overbought
});
}
this.Series.Add(serie);
this.Series.Add(oversold);
this.Series.Add(overbought);
}
/// <summary>
///
/// </summary>
/// <param name="main_chart_type">Possible values (candel,line)</param>
/// <returns></returns>
public List <Serie> Series(string main_chart_type)
{
List <Serie> dataSeries = new List <Serie>();
Serie serie;
List <Serie> main_chart_tooltip = new List <Serie>();
if (main_chart_type == "candel")
{
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Minimun, true);
serie.Column_Data_Label = "Min";
serie.Column_Serie_ID = "minimun";
dataSeries.Add(serie);
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Open, true);
serie.Column_Data_Label = "Apertura";
serie.Column_Serie_ID = "open";
dataSeries.Add(serie);
}
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Close, true);
serie.Column_Data_Label = "Cierre";
serie.Column_Serie_ID = "close";
dataSeries.Add(serie);
if (main_chart_type == "candel")
{
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Maximun, true);
serie.Column_Data_Label = "Máximo";
serie.Column_Serie_ID = "maximun";
dataSeries.Add(serie);
}
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Close, true);
serie.Column_Data_Label = "Cierres";
serie.Column_Serie_ID = "closing";
dataSeries.Add(serie);
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.Volume, true);
double max_vol = serie.Data.Max(v => v.Value);
serie.Column_Data_Label = "Volumen";
serie.Column_Serie_ID = "volume";
serie.Color = "blue";
dataSeries.Add(serie);
foreach (var indicator in this.Symbol_Dashboard.Indicators)
{
if (!indicator.In_Main_Chart)
{
serie = Candel.GetIndicatorTooltip(indicator);
dataSeries.Add(serie);
}
foreach (var indicator_serie in indicator.Series)
{
dataSeries.Add(indicator_serie);
if (indicator.In_Main_Chart)
{
main_chart_tooltip.Add(indicator_serie);
}
}
}
foreach (var shape in this.Symbol_Dashboard.Shapes.Where(s => s.In_Main_Chart))
{
foreach (var shape_serie in shape.Series)
{
main_chart_tooltip.Add(shape_serie);
}
}
serie = Candel.GetDataSerie(this.Symbol_Dashboard.Symbol.Quotes, DataSourceFieldUsed.ToolTip, true, 0, main_chart_tooltip);
dataSeries.Insert(0, serie);
List <DateTime> shape_dates = new List <DateTime>();
foreach (var shape in this.Symbol_Dashboard.Shapes)
{
foreach (var shape_serie in shape.Series)
{
dataSeries.Add(shape_serie);
foreach (var serie_value in shape_serie.Data)
{
if (!shape_dates.Contains(serie_value.Date))
{
shape_dates.Add(serie_value.Date);
}
}
}
}
this.max_date = Symbol_Dashboard.Symbol.Quotes.Select(q => q.Date).Max();
foreach (var date in shape_dates)
{
Symbol_Dashboard.Symbol.Quotes.Add(new Candel()
{
Date = date
});
}
return(dataSeries);
}
public static List <Candel> GetSymbolQuotes(int symbol_id, ChartRange chartRange, CandelRange candelRange, string user_type)
{
DateTime chartMinDate = DateTime.Now;
DateTime today = DateTime.Now.Date;
switch (chartRange)
{
case ChartRange.Month:
chartMinDate = chartMinDate.AddMonths(-1);
break;
case ChartRange.ThreeMonths:
chartMinDate = chartMinDate.AddMonths(-3);
break;
case ChartRange.SixMonths:
chartMinDate = chartMinDate.AddMonths(-6);
break;
case ChartRange.Year:
chartMinDate = chartMinDate.AddYears(-1);
break;
case ChartRange.ThreeYears:
chartMinDate = chartMinDate.AddYears(-3);
break;
default:
chartMinDate = DateTime.MinValue.AddDays(200);
break;
}
List <Candel> candels = new List <Candel>();
using (ctaDBEntities entities = new ctaDBEntities())
{
entities.Database.Connection.Open();
bool createCandel = false;
Candel currentCandel = null;
DateTime startDate = chartMinDate.AddDays(-200);
List <Stock_Quote> quotes = entities.Stock_Quote.Where(s => s.stock_id == symbol_id && (s.date_round > startDate && (user_type != "FREE" || s.date_round < today))).OrderBy(sq => sq.date_round).ToList();
Stock_Quote quote = null;
for (int i = 0; i < quotes.Count; i++)
{
quote = quotes[i];
currentCandel = (currentCandel != null) ? currentCandel : new Candel()
{
Date = quote.date_round, Open = quote.opening, Close = quote.closing, Minimun = quote.minimun, Maximun = quote.maximun, Volume = (double)quote.volume
};
if (candelRange == CandelRange.Daily)
{
createCandel = true;
}
else if (candelRange == CandelRange.Weekly)
{
currentCandel.Minimun = (currentCandel.Minimun > quote.minimun) ? quote.minimun : currentCandel.Minimun;
currentCandel.Maximun = (currentCandel.Maximun < quote.maximun) ? quote.maximun : currentCandel.Maximun;
if (quote.date_round.DayOfWeek == DayOfWeek.Friday)
{
currentCandel.Close = quote.closing;
currentCandel.Date = quote.date_round;
createCandel = true;
}
}
else
{
currentCandel.Minimun = (currentCandel.Minimun > quote.minimun) ? quote.minimun : currentCandel.Minimun;
currentCandel.Maximun = (currentCandel.Maximun < quote.maximun) ? quote.maximun : currentCandel.Maximun;
if (currentCandel.Date.Month != quote.date_round.Month)
{
createCandel = true;
i--;
}
else
{
currentCandel.Date = quote.date_round;
}
}
if (createCandel || i + 1 == quotes.Count)
{
currentCandel.Close = quote.closing;
currentCandel.Visible = (currentCandel.Date >= chartMinDate.Date);
candels.Add(currentCandel);
currentCandel = null;
createCandel = false;
}
}
entities.Database.Connection.Close();
}
return(candels);
}
public override void ApplyFormula()
{
this.Series = new List <Serie>();
Serie DataSource = Candel.GetDataSerie(base.Data_Source, DataSourceFieldUsed.Close, false);
//get the other quotes
Serie indexDataSource = Candel.GetDataSerie(this.GetCandelsBySymbol(this.SecondaryIndex), DataSourceFieldUsed.Close, false);
//get al the values that had data for the index for the same date
var filterDataSource = DataSource.Data.Where(x => indexDataSource.Data.Select(y => y.Date).Contains(x.Date)).ToList();
var filterIndexDataSource = indexDataSource.Data.Where(x => DataSource.Data.Select(y => y.Date).Contains(x.Date)).ToList();
Serie corr = new Serie()
{
Color = this.Serie_Color, Serie_Type = SerieType.line, Column_Serie_ID = "corr"
};
corr.Column_Data_Label = "Coeficiente Correlacion " + this.SecondaryIndex;
double[] values1 = new double[this.Rounds];
double[] values2 = new double[this.Rounds];
double desvest1 = 0, desvest2 = 0;
double values_average1 = 0, values_average2 = 0;
SerieValue current = null;
for (int i = 0; i < filterDataSource.Count(); i++)
{
current = filterDataSource[i];
values1[i % this.Rounds] = current.Value;
values2[i % this.Rounds] = filterIndexDataSource[i].Value;
if (current.Date != filterIndexDataSource[i].Date)
{
throw new InvalidOperationException();
}
values_average1 = values1.Where(x => x > 0).Average();
values_average2 = values2.Where(x => x > 0).Average();
if (i >= this.Rounds - 1)
{
//desvest 1
var pows = values1.Select(x => Math.Pow(x - values_average1, 2));
var sum = pows.Sum() / (this.Rounds - 1);
desvest1 = Math.Sqrt(sum);
//desvest 2
var pows2 = values2.Select(x => Math.Pow(x - values_average2, 2));
var sum2 = pows2.Sum() / (this.Rounds - 1);
desvest2 = Math.Sqrt(sum2);
//cov
var cov1 = values1.Select(x => x - values_average1);
var cov2 = values2.Select(x => x - values_average2);
var prodList = cov1.Zip(cov2, (x, y) => x * y).ToList();
var cov = prodList.Sum() / this.Rounds;
//corr
if (filterDataSource[i].Visible)
{
corr.Data.Add(new SerieValue()
{
Date = current.Date, Value = cov / (desvest1 * desvest2)
});
}
}
}
this.Series.Add(corr);
}
