public void IndicatorsShouldNotChangeTheSourceOhlcList()
{
// read ohlc list from csv file
List <Ohlc> ohlcList = ReadCsvFile(csvPath);
// create a deep clone of the list
List <Ohlc> ohlcListDeepClone = ohlcList.DeepClone();
// run MACD on the ohlcList
MACD macd = new MACD(true);
macd.Load(ohlcList);
MACDSerie serie = macd.Calculate();
// check if the ohlcList is still the same as its deep copy
int i = 0;
foreach (var item in ohlcList)
{
Assert.Equal(item.AdjClose, ohlcListDeepClone[i].AdjClose);
Assert.Equal(item.Close, ohlcListDeepClone[i].Close);
Assert.Equal(item.Date, ohlcListDeepClone[i].Date);
Assert.Equal(item.High, ohlcListDeepClone[i].High);
Assert.Equal(item.Low, ohlcListDeepClone[i].Low);
Assert.Equal(item.Open, ohlcListDeepClone[i].Open);
Assert.Equal(item.Volume, ohlcListDeepClone[i].Volume);
i++;
}
}
public static void WriteMacdhistogramDataToExcel(MACDSerie mACDSerie, RSISerie rsiSeries, SingleDoubleSerieV2 shorttermSingleDoubleSerieV2, SingleDoubleSerieV2 longtermSingleDoubleSerieV2, string sheetName)
{
var subset = mACDSerie.MACDHistogramDataList.GetRange(mACDSerie.MACDHistogramDataList.Count - 60, 60);
//Search For the template file
XSSFWorkbook workbook;
string excelFile = sheetName + "Data.xlsx";
File.Delete(excelFile);
// File.Copy(@"MacdHDataTemplate.xlsx", excelFile);
using (FileStream file = new FileStream(@"MacdHDataTemplate.xlsx", FileMode.Open, FileAccess.Read))
{
workbook = new XSSFWorkbook(file);
ISheet sheet = workbook.GetSheet("template");
//sheet = sheet.CopySheet(sheetName);
// sheet = workbook.CloneSheet(workbook.IndexOf(sheet));
int i = 1;
foreach (var item in subset)
{
List <BuySellSignal> signals = new List <BuySellSignal>();
signals = MACD.SetSignalType(item, signals);
var row = sheet.CreateRow(i);
var rsiData = rsiSeries.rsiDataPoints.Where(x => x.Date == item.DataDate).FirstOrDefault();
var shortTermSingleDoubleSeriesData = shorttermSingleDoubleSerieV2.Values.Where(x => x.date == item.DataDate).FirstOrDefault();
var longTermSingleDoubleSeriesData = longtermSingleDoubleSerieV2.Values.Where(x => x.date == item.DataDate).FirstOrDefault();
shortTermSingleDoubleSeriesData.findSignals(longTermSingleDoubleSeriesData, signals, item.ClosingValue);
row.CreateCell(0).SetCellValue(item.DataDate.Date.ToString("dd/MM/yyyy"));
row.CreateCell(1).SetCellValue(item.isConvergingOrDiverging.ToString());
row.CreateCell(2).SetCellValue(item.EmaLineDifference.Value);
row.CreateCell(3).SetCellValue(item.changeInDivergenceMomentum.Value);
row.CreateCell(4).SetCellValue(item.isDiffereneAmountDecreasing);
//if (rsiData != null)
//{
// row.CreateCell(5).SetCellValue(rsiData.RS.Value);
// row.CreateCell(6).SetCellValue(rsiData.RSI.Value);
//}
if (longTermSingleDoubleSeriesData != null && shortTermSingleDoubleSeriesData != null)
{
row.CreateCell(7).SetCellValue(shortTermSingleDoubleSeriesData.data.Value);
row.CreateCell(8).SetCellValue(longTermSingleDoubleSeriesData.data.Value);
row.CreateCell(9).SetCellValue(shortTermSingleDoubleSeriesData.data.Value < longTermSingleDoubleSeriesData.data.Value);
}
row.CreateCell(10).SetCellValue(item.ClosingValue);
row.CreateCell(11).SetCellValue(string.Join(Environment.NewLine, signals.ToArray()));
i++;
}
}
using (FileStream file = new FileStream(excelFile, FileMode.CreateNew, FileAccess.Write))
{
workbook.Write(file);
file.Close();
}
//Write to specific Rows in the excel file
}
private static MACDSerie GetMacdSeries(MACD macd, string stockName)
{
string downloadFolderName = ConfigurationManager.AppSettings["downloadLocation"];
macd.Load(downloadFolderName + stockName + ".ax.csv");
MACDSerie serie = macd.Calculate();
//ExcelUtilities.WriteMacdhistogramDataToExcel(serie, stockName);
return(serie);
}
public void MACD()
{
//MACD macd = new MACD();
MACD macd = new MACD(true);
macd.Load(OhlcList);
MACDSerie serie = macd.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.Signal.Count > 0);
Assert.IsTrue(serie.MACDLine.Count > 0);
Assert.IsTrue(serie.MACDHistogram.Count > 0);
}
public void MACD()
{
//MACD macd = new MACD();
MACD macd = new MACD(true);
macd.Load(Directory.GetCurrentDirectory() + "\\table.csv");
MACDSerie serie = macd.Calculate();
Assert.NotNull(serie);
Assert.True(serie.Signal.Count > 0);
Assert.True(serie.MACDLine.Count > 0);
Assert.True(serie.MACDHistogram.Count > 0);
}
static void Main(string[] args)
{
DownloadAllStockFiles();
string[] stockNames = ConfigurationManager.AppSettings["StockNames"].Split(',');
foreach (var stockName in stockNames)
{
MACD macd = new MACD(false);
MACDSerie macdSeries = GetMacdSeries(macd, stockName);
RSI rsi = new RSI(14);
RSISerie rsiSeries = GetRsiSeries(rsi, stockName);
SMAV2 shortTermSma = new SMAV2(14);
SingleDoubleSerieV2 shorttermSingleDoubleSerieV2 = GetSingleDoubleSeriesV2(shortTermSma, stockName);
SMAV2 longTermSma = new SMAV2(60);
SingleDoubleSerieV2 longtermSingleDoubleSerieV2 = GetSingleDoubleSeriesV2(longTermSma, stockName);
ExcelUtilities.WriteMacdhistogramDataToExcel(macdSeries, rsiSeries, shorttermSingleDoubleSerieV2, longtermSingleDoubleSerieV2, stockName);
}
}
public void MACD()
{
//File.Delete(@"MacdHData.xlsx");
//MACD macd = new MACD();
MACD macd = new MACD(false);
//https://au.finance.yahoo.com/quote/VAS.AX/
//https://au.finance.yahoo.com/quote/STW.AX/
//https://au.finance.yahoo.com/quote/APT.AX
//MACDSerie serie = GenerateMacdHistogramData(macd, "vas"); q q
//macd = new MACD(false);
//serie = GenerateMacdHistogramData(macd, "stw");
//macd = new MACD(false);
//serie = GenerateMacdHistogramData(macd, "apt");
macd.Load(Directory.GetCurrentDirectory() + "\\" + "table" + ".csv");
MACDSerie serie = macd.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.Signal.Count > 0);
Assert.IsTrue(serie.MACDLine.Count > 0);
Assert.IsTrue(serie.MACDHistogramDataList.Count > 0);
//serie.MACDHistogram.Select((x,i) => new {i, value = x.GetValueOrDefault(),Consider = x != null && x.Value < 0 && x.Value >-1 }).Where(x => x.Consider)
//serie.MACDHistogram.ElementAt(i-1) if its negative and > current negative value between 0 and -1 , good time to buy
}
public Form1()
{
InitializeComponent();
chart1.Series.Clear();
Int32 timeStampStart = (Int32)(DateTime.UtcNow.AddMonths(-12).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 timeStampNow = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
String yahooAPI = $"https://query1.finance.yahoo.com/v7/finance/download/BTC-EUR?period1={timeStampStart}&period2={timeStampNow}&interval=1d&events=history";
using (var client = new WebClient())
{
client.DownloadFile(yahooAPI, "fileLOG");
}
String csvFile = @"fileLOG";
List <Ohlc> ohlcList = new List <Ohlc>();
StreamReader r = new StreamReader(csvFile);
String file = r.ReadToEnd();
String[] pricesClose = file.Split(new String[] { "\r\n", "\n" }, StringSplitOptions.RemoveEmptyEntries);
chart1.Series.Add("Price").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.FastPoint;
// chart1.Series["Price"].Color = Color.Black;
int j = 0;
List <DateTime> dates = new List <DateTime>();
foreach (var s in pricesClose)
{
String[] pricesOscillation = s.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
try
{
int index = 0;
DateTime date = DateTime.Parse(pricesOscillation[index++]);
double open = double.Parse(pricesOscillation[index++]);
double high = double.Parse(pricesOscillation[index++]);
double low = double.Parse(pricesOscillation[index++]);
double close = double.Parse(pricesOscillation[index++]);
double adjClose = double.Parse(pricesOscillation[index++]);
double volume = double.Parse(pricesOscillation[index++]);
Ohlc newOhlc = new Ohlc();
newOhlc.Open = open;
newOhlc.High = high;
newOhlc.Low = low;
newOhlc.Close = close;
newOhlc.AdjClose = adjClose;
newOhlc.Volume = volume;
ohlcList.Add(newOhlc);
dates.Add(date);
chart1.Series["Price"].Points.AddXY(date, close);
}
catch (Exception err)
{
}
}
BollingerBand bollingerBand = new BollingerBand();
bollingerBand.Load(ohlcList);
BollingerBandSerie serie = bollingerBand.Calculate();
MACD macd = new MACD();
macd.Load(ohlcList);
MACDSerie macdserie = macd.Calculate();
EMA ema = new EMA();
ema.Load(ohlcList);
SingleDoubleSerie singleDoubleSerie = ema.Calculate();
RSI rsi = new RSI(14);
rsi.Load(ohlcList);
RSISerie serieRSI = rsi.Calculate();
chart1.Series.Add("bUP").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bDOWN").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bMIDDLE").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("RSI").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("EMA").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACD").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACDHistogram").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
for (int i = 0; i < serie.BandWidth.Count; i++)
{
if (macdserie.MACDLine[i] != null)
{
chart1.Series["MACD"].Points.AddXY(dates[i], macdserie.MACDLine[i]);
}
if (macdserie.MACDHistogram[i] != null)
{
chart1.Series["MACDHistogram"].Points.AddXY(dates[i], macdserie.MACDHistogram[i]);
}
if (singleDoubleSerie.Values[i] != null)
{
chart1.Series["EMA"].Points.AddXY(dates[i], singleDoubleSerie.Values[i]);
}
if (serie.UpperBand[i] != null)
{
chart1.Series["bUP"].Points.AddXY(dates[i], serie.UpperBand[i]);
}
if (serie.MidBand[i] != null)
{
chart1.Series["bMIDDLE"].Points.AddXY(dates[i], serie.MidBand[i]);
}
if (serie.LowerBand[i] != null)
{
chart1.Series["bDOWN"].Points.AddXY(dates[i], serie.LowerBand[i]);
}
if (serieRSI.RSI[i] != null)
{
chart1.Series["RSI"].Points.AddXY(dates[i], serieRSI.RSI[i]);
}
}
}
