protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
int fastPeriod = (int)IndicatorParameters.List[0];
int slowPeriod = (int)IndicatorParameters.List[1];
return(String.Format("{0}|EMA({1})|Direction||", this.ToString(), slowPeriod));
}
public IndicatorVPFEChannel(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
this.Dependencies.Add(new IndicatorEMAPairs((int)this.IndicatorParameters.List[0]));
this.Dependencies.Add(new IndicatorVolatility((int)this.IndicatorParameters.List[1]));
this.Dependencies.Add(new IndicatorPFE((int)this.IndicatorParameters.List[3], (int)this.IndicatorParameters.List[4], (decimal)this.IndicatorParameters.List[5]));
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
IDivergentIndicator studyIndicator = (IDivergentIndicator)IndicatorParameters.List[0];
IDivergentIndicator divergenceIndicator = (IDivergentIndicator)IndicatorParameters.List[1];
return(String.Format("{0} P2P|{0} D2D|{1} P2P|{1} D2D|Up|Down|Reversal||",
studyIndicator.ToString(),
divergenceIndicator.ToString()));
}
public StressRecognitionService(IConfiguration configuration)
{
var recognitionSettings = configuration.GetSection("StressRecognition");
heartRateParameters = new IndicatorParameters();
recognitionSettings.Bind("HeartRate", heartRateParameters);
temperatureParameters = new IndicatorParameters();
recognitionSettings.Bind("Temperature", temperatureParameters);
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
if (IndicatorParameters.List.Length == 3)
{
return(String.Format("Fast STO %K({0})|%D({1})|Oscillation||", (int)IndicatorParameters.List[0], (int)IndicatorParameters.List[1]));
}
else
{
return(String.Format("Slow STO %K({0},{1})|%D({2})|Oscillation||", (int)IndicatorParameters.List[0], (int)IndicatorParameters.List[1], (int)IndicatorParameters.List[2]));
}
}
internal static void RegisterIndicatorParameters(IndicatorType indicatorType, Type clrIndicatorType,
string indicatorRealNamme,
List <IndicatorParameter> parameters)
{
if (_indicatorsParameters.ContainsKey(indicatorType))
{
throw new Exception("Indicator " + indicatorType + " already registered.");
}
_indicatorsParameters[indicatorType] = new IndicatorParameters
{
IndicatorType = indicatorType,
IndicatorRealName = indicatorRealNamme,
Parameters = parameters,
CLRIndicatorType = clrIndicatorType,
};
}
private static IEnumerable <TimeInterval> GetStressfulSpansForHealthIndicator(
IEnumerable <StateRecord> statesOfPerson,
Func <StateRecord, float> healthIndicatorExtractor,
IndicatorParameters parameters)
{
DateTime begin = statesOfPerson.First().CreateTime;
var normalizedStates = statesOfPerson.Select(state => new PhysicalState
{
StateIndicator = healthIndicatorExtractor(state),
Time = state.CreateTime
}).ToArray();
double mean = normalizedStates.Select(state => state.StateIndicator).Average();
double stdev = StandardDeviation(normalizedStates.Select(state => state.StateIndicator));
int abnormalValuesInRow = 0;
for (int i = 0; i < normalizedStates.Length; i++)
{
PhysicalState state = normalizedStates[i];
float indicator = state.StateIndicator;
bool isAbnormalValue = indicator - mean >= parameters.SigmaCoefficient * stdev;
bool isLastRecord = i == normalizedStates.Length - 1;
if (isAbnormalValue && !isLastRecord)
{
abnormalValuesInRow++;
}
else if (abnormalValuesInRow > 0)
{
var interval = new TimeInterval
{
Begin = normalizedStates[i - abnormalValuesInRow - 1].Time,
End = normalizedStates[i].Time
};
if (interval.GetDurationInSeconds() >= parameters.MinDurationSeconds)
{
yield return(interval);
}
abnormalValuesInRow = 0;
}
}
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
StringBuilder sb = new StringBuilder();
sb.Append(this.ToString());
for (int i = 0; i < NUM_LEVELS_ABOVEANDBELOW; i++)
{
sb.AppendFormat("A({0})|Proximity|Tests|", i + 1);
}
for (int i = 0; i < NUM_LEVELS_ABOVEANDBELOW; i++)
{
sb.AppendFormat("B({0})|Proximity|Tests|", i + 1);
}
sb.AppendFormat("Bnd A U|Bnd A L|Bnd B U|Bnd B L|");
return(sb.ToString());
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
return(String.Format("{0}|", this.ToString()));
}
protected override String GetAbsentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
return(String.Format("{0}|", ""));
}
public IndicatorMomentumRelative(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
this.Dependencies.Add(new IndicatorMomentumAbsolute((int)this.IndicatorParameters.List[0]));
}
public IndicatorADXExponentialRelative(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
this.Dependencies.Add(new IndicatorADXExponential((int)this.IndicatorParameters.List[0], UNNEEDED_ADX_THRESHOLD));
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
return(String.Format("{0} Low|Mid|High|Oscillation||", this.ToString()));
}
protected abstract string GetIndicatorHeader(IndicatorParameters IndicatorParameters);
public SimulatorOutputBase(IndicatorParameters IndicatorParameters)
{
this.IndicatorParameters = IndicatorParameters;
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
Stochastic stochastic = Data.SlowStochastic(IndicatorParameters)[Instant.ExposureDate];
if (stochastic != null)
{
return(String.Format("{0}|{1}|{2}|{3}|", stochastic.PercentageK, stochastic.PercentageD, (int)stochastic.Oscillation, stochastic.Oscillation));
}
else
{
return(String.Format("{0}|{1}|{2}|{3}|", "", "", "", ""));
}
}
public IndicatorStochasticSlow(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
}
protected abstract string GetAbsentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters);
protected override String GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
VPFEChannel channel = Data.VPFEChannel(IndicatorParameters)[Instant.ExposureDate];
if (channel != null)
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|", channel.Lower, channel.Mid, channel.Upper, (int)channel.Oscillation, channel.Oscillation));
}
else
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|", "", "", "", "", ""));
}
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
PFE pfe = Data.PFE(IndicatorParameters)[Instant.ExposureDate];
if (pfe != null)
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|{5}|{6}|", pfe.Value, (int)pfe.Trendiness, pfe.Trendiness, (int)pfe.Direction, pfe.Direction, (int)pfe.Oscillation, pfe.Oscillation));
}
else
{
return(String.Format("{0}|{1}|{2}|{3}|{4}|{5}|{6}|", "", "", "", "", "", "", ""));
}
}
//#region Parameters
//public static String PROXIMITY_DISTANCE_FRACTION_OF_RANGE = "PRICERANGEBARRIERINDICATORBASE_PROXIMITY_DISTANCE_FRACTION_OF_RANGE";
//public virtual Parameters Parameters
//{
// get
// {
// Parameters parameters = new Parameters();
// parameters.Add(new Parameter(
// PROXIMITY_DISTANCE_FRACTION_OF_RANGE,
// typeof(decimal),
// 0.15M,
// false, // IsTesting
// 0.0M,
// 0.50M,
// TestSequence.Arithmatic));
// return parameters;
// }
//}
//#endregion
//public decimal ProximityDistanceFractionOfRange { get { return Convert.ToDecimal(ParameterEngine.Instance.CurrentParameters.Get(PROXIMITY_DISTANCE_FRACTION_OF_RANGE).Value); } }
public PriceRangeBarrierIndicatorBase(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
//ParameterEngine.Instance.Register(this);
}
protected override String GetIndicatorHeader(IndicatorParameters IndicatorParameters)
{
return(String.Format("{0}|Trendiness||Direction||Oscillation||", this.ToString()));
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
ADXRelative adx = Data.ADXExponentialRelative(IndicatorParameters)[Instant.ExposureDate];
if (adx != null)
{
return(String.Format("{0}|{1}|{2}|", adx.Value, (int)adx.Trendiness, adx.Trendiness));
}
else
{
return(String.Format("{0}|{1}|{2}|", "", "", ""));
}
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
Complexity fc = Data.Complexity(IndicatorParameters)[Instant.ExposureDate];
if (fc != null)
{
return(String.Format("{0}|", fc.FractalComplexity));
}
else
{
return(String.Format("{0}|", ""));
}
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
MomentumRelative momRelative = Data.MomentumRelative(IndicatorParameters)[Instant.ExposureDate];
if (momRelative != null)
{
return(String.Format("{0}|{1}|{2}|", momRelative.Value, (int)momRelative.Direction, momRelative.Direction));
}
else
{
return(String.Format("{0}|{1}|{2}|", "", "", ""));
}
}
public IndicatorFractalComplexity(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
}
public IndicatorATR(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
this.Dependencies.Add(new IndicatorTrueRange(TRUE_RANGE_PERIOD));
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
RSI rsi = Data.RSI(IndicatorParameters)[Instant.ExposureDate];
if (rsi != null)
{
return(String.Format("{0}|{1}|{2}|", rsi.Value, (int)rsi.Oscillation, rsi.Oscillation));
}
else
{
return(String.Format("{0}|{1}|{2}|", "", "", ""));
}
}
protected override string GetPresentDetail(IOutputInstant Instant, IIndicatorValues Data, IndicatorParameters IndicatorParameters)
{
ATR atr = Data.ATR(IndicatorParameters)[Instant.ExposureDate];
if (atr != null)
{
return(String.Format("{0}|", atr.Value));
}
else
{
return(String.Format("{0}|", ""));
}
}
public IndicatorRSI(IndicatorParameters IndicatorParameters)
: base(IndicatorParameters)
{
}
