public static KeyPrice[] keyprice(string code, string ktype)
{
var d = new kdatadb().kdata(code, ktype);
var peak_h = new PEAK(d, PEAK_TYPE.high);
var peak_l = new PEAK(d, PEAK_TYPE.low);
//var peak_h_volume = new PEAK(d, k => k.volume, PEAK_TYPE.high);
//var peak_l_volume = new PEAK(d, k => k.volume, PEAK_TYPE.low);
var keyprices = d.Select(p =>
{
var h = peak_h[p.date];
var l = peak_l[p.date];
//var h_volume = peak_h_volume[p.date];
//var l_volume = peak_l_volume[p.date];
//if (h > 0 && h_volume > 0) return KeyPrice.high(code, p.date, h, true);
//else if (l > 0 && l_volume > 0) return KeyPrice.low(code, p.date, l, true);
if (h > 0)
{
return(KeyPrice.high(code, p.date, h, true));
}
else if (l > 0)
{
return(KeyPrice.low(code, p.date, l, true));
}
return(null);
})
.Where(p => p != null)
.ToArray();
return(keyprices);
}
public BOTTOM(kdata data)
{
var macd = new MACD(data.close());
var lows = new PEAK(data, PEAK_TYPE.low).Select(p => new { p.Date, p.Value, type = PEAK_TYPE.low }).ToArray();
var highs = new PEAK(data, PEAK_TYPE.high).Select(p => new { p.Date, p.Value, type = PEAK_TYPE.high }).ToArray();
var peaks = lows.Concat(highs).OrderBy(p => p.Date).ToArray();
for (var i = 0; i < peaks.Length - 3; ++i)
{
var a = peaks[i];
var b = peaks[i + 1];
var c = peaks[i + 2];
var d = peaks[i + 3];
if (a.type == PEAK_TYPE.low &&
b.type == PEAK_TYPE.high &&
c.type == PEAK_TYPE.low &&
d.type == PEAK_TYPE.high &&
b.Value > a.Value &&
c.Value < b.Value &&
c.Value >= a.Value &&
d.Value > b.Value)
{
//var next = macd.Where(p => p.Date > d.Date).ToArray();
//for(var k = 2; k < next.Length; ++k)
//{
// if (next[k].DIF < 0 &&
// next[k - 1].DIF < 0 &&
// next[k - 2].DIF < 0 &&
// next[k].DIF > next[k - 1].DIF &&
// next[k].DIF > next[k - 2].DIF)
// {
// var v = data.FirstOrDefault(p=>p.date == next[k].Date);
// if (v != null)
// {
// if (!this.Any(p => p.Date == next[k].Date))
// {
// Add(next[k].Date, v.high);
// }
// }
// break;
// }
//}
var next = macd.cross_gold().Where(p => p.Date > d.Date).ToArray();
if (next.Any())
{
Add(next.First().Date, 0);
}
}
}
}
