private string Formula_EMA(SchemaInstrument formula, LocalFormula localFormula, List <int> selectedIndex, List <RecordInstrument> values)
{
var retval = string.Empty;
var closing = GetDouble(selectedIndex.Count - 1, localFormula, selectedIndex, values);
var previous = GetValueInstrument(selectedIndex.Count - 2, selectedIndex, values);
var previousEma = Double.Parse(previous.Values[localFormula.Items[0].FieldName]);
if (previousEma == 0)
{
var sum = 0d;
for (var i = 1; i < selectedIndex.Count; i++)
{
sum += GetDouble(i, localFormula, selectedIndex, values);
}
var avg = (sum / (selectedIndex.Count - 1));
retval = (avg == 0 ? null : avg.ToString());
}
else
{
var multiplier = (2d / (selectedIndex.Count + 1));
var ema = closing * multiplier + previousEma * (1 - multiplier);
retval = (ema == 0 ? null : ema.ToString());
}
return(retval);
}
private double GetInt(int index, LocalFormula localFormula, List <int> selectedIndex, List <RecordInstrument> values)
{
var value = GetValueInstrument(index, selectedIndex, values);
var item = localFormula.Items[index];
return(Int32.Parse(value.Values[item.FieldName]));
}
private string GetString(int index, LocalFormula localFormula, List <int> selectedIndex, List <RecordInstrument> values)
{
var value = GetValueInstrument(index, selectedIndex, values);
var item = localFormula.Items[index];
return(value.Values[item.FieldName]);
}
//private int GetRange(RecordInstrument target, List<RecordInstrument> values, enmUnit unit, int position, int max)
//{
// var retval = -1;
// if (unit == enmUnit.seconds)
// {
// var fromMilliseconds = DateTimeOffset.Now.ToUnixTimeMilliseconds() - (Math.Abs(position) * 1000);
// var toMilliseconds = DateTimeOffset.Now.ToUnixTimeMilliseconds() - (Math.Abs(position) * 1000);
// retval = values.FindLastIndex(x => x.Time < fromMilliseconds);
// }
// else if (unit == enmUnit.ticks)
// {
// retval = (values.Count - max + position - 1);
// }
// return retval;
//}
private List <int> GetSelected(List <RecordInstrument> values, LocalFormula localFormula)
{
var retval = new List <int>();
if (localFormula.Type == enmType.formula && values.Count >= localFormula.Range && values.Count > 0 && localFormula.Items.Count > 0)
{
var targetPosition = (values.Count - localFormula.Max + localFormula.Items[0].Position - 1);
retval.Add(targetPosition);
for (var i = 1; i < localFormula.Items.Count; i++)
{
var row = localFormula.Items[i];
//if (localFormula.Unit == enmUnit.ticks)
retval.Add(values.Count - localFormula.Max + row.Position - 1);
//else if (localFormula.ValueType == enmValueType.single || localFormula.ValueType == enmValueType.scale)
//{
// var milliseconds = DateTimeOffset.Now.ToUnixTimeMilliseconds() - (Math.Abs(row.Position) * 1000);
// retval.Add(values.FindLastIndex(x => x.Time < milliseconds));
//}
//else if (localFormula.ValueType == enmValueType.range)
//{
// var fromMilliseconds = DateTimeOffset.Now.ToUnixTimeMilliseconds() - (Math.Abs(row.Position) * 1000);
// var toMilliseconds = DateTimeOffset.Now.ToUnixTimeMilliseconds() - (Math.Abs(localFormula.Items[i + 1].Position) * 1000);
// foreach (var valueInstrument in values.FindAll(x => x.Time <= fromMilliseconds && x.Time >= toMilliseconds)) {
// retval.Add(values.IndexOf(valueInstrument));
// }
// break;
//}
}
}
else if (localFormula.Type == enmType.capture)
{
retval.Add(values.Count - 1);
}
return(retval);
}
private bool CheckValid(List <RecordInstrument> values, List <int> selectedIndex, LocalFormula localFormula)
{
var retval = true;
for (var i = 0; i < selectedIndex.Count; i++)
{
if (string.IsNullOrEmpty(values[selectedIndex[i]].Values[localFormula.Items[i].FieldName]) && localFormula.Items[i].FieldName != localFormula.Key)
{
retval = false;
break;
}
}
return(retval);
}
private LocalFormula GetUnit(SchemaInstrument formula)
{
var retval = new LocalFormula();
if (CachedFormula.ContainsKey(formula.CacheKey))
{
retval = CachedFormula[formula.CacheKey];
}
else
{
retval.Key = formula.Key;
retval.Items = new List <LocalFormula.ItemInfo>();
retval.Value = formula.Value;
retval.Unit = formula.Unit;
retval.Type = formula.Type;
retval.DataType = formula.DataType;
int min = int.MaxValue;
int max = int.MinValue;
if (formula.Transform != null)
{
var transforms = formula.Transform.Split(';');
for (var i = 0; i < transforms.Length; i++)
{
retval.Transform = new Dictionary <string, List <string> >();
var items = transforms[i].Split(',');
var args = new string[items.Length - 1];
Array.Copy(items, 1, args, 0, args.Length);
retval.Transform.Add(items[0], args.ToList <string>());
}
}
var fields = retval.Value.Split(';');
if (formula.Type == enmType.formula)
{
for (var i = 0; i < fields.Length; i++)
{
var item = fields[i].Split(',');
if (item.Length == 2)
{
var fieldName = item[0];
var selectedRows = item[1];
retval.ValueType = (selectedRows.Contains('>') ? enmValueType.range : (selectedRows.Contains('~') ? enmValueType.scale : enmValueType.single));
if (retval.ValueType == enmValueType.single)
{
var y = int.Parse(selectedRows);
min = Math.Min(min, y);
max = Math.Max(max, y);
retval.Items.Add(new LocalFormula.ItemInfo(fieldName, y));
}
else if (retval.ValueType == enmValueType.range) // && retval.Unit == enmUnit.ticks)
{
var range = selectedRows.Split(">");
var a = int.Parse(range[0]);
var b = int.Parse(range[1]);
if (a > b)
{
(a, b) = (b, a);
}
for (var x = a; x <= b; x++)
{
min = Math.Min(min, x);
max = Math.Max(max, x);
retval.Items.Add(new LocalFormula.ItemInfo(fieldName, x));
}
}
//else if (retval.ValueType == enmValueType.range && retval.Unit == enmUnit.seconds)
//{
// var range = selectedRows.Split(">");
// var a = int.Parse(range[0]);
// var b = int.Parse(range[1]);
// retval.Items.Add(new LocalFormula.ItemInfo(fieldName, a));
// retval.Items.Add(new LocalFormula.ItemInfo(fieldName, b));
//}
else
{
var range = selectedRows.Split("~");
foreach (var x in range)
{
var y = int.Parse(x);
min = Math.Min(min, y);
max = Math.Max(max, y);
retval.Items.Add(new LocalFormula.ItemInfo(fieldName, y));
}
}
}
else
{
throw new Exception("Formula item in value element must have <field>,<position> combination");
}
}
retval.Range = max - min + 1;
retval.Min = min;
retval.Max = max;
}
CachedFormula.Add(formula.CacheKey, retval);
}
return(retval);
}
