/// <summary>
/// "20170607,8401151#DnWide#10-16-3-5,11521459#UpTight#10-16-3-5",
/// </summary>
/// <param name="line"></param>
/// <param name="key"></param>
/// <returns></returns>
protected Dictionary <int, PriceAction> Dep_ReadSpvPRLine(string line, out string key)
{
int prt_lev = 1;
string[] line_pa = line.Split(',');
Print("line_pa=" + line_pa[0] + "," + line_pa[1]);
Dictionary <int, PriceAction> mkt_ctxs = new Dictionary <int, PriceAction>();
for (int i = 1; i < line_pa.Length; i++)
{
Print("line_pa[" + i + "]=" + line_pa[i]);
int t, minUp, maxUp, minDn, maxDn;
TraceMessage(this.Name, prt_lev);
string[] mkt_ctx = line_pa[i].Split('#');
TraceMessage(this.Name, prt_lev);
int.TryParse(mkt_ctx[0], out t); //parse the time of the PA;
TraceMessage(this.Name, prt_lev);
//string[] pa = mkt_ctx[1].Split('#');
PriceActionType pat = (PriceActionType)Enum.Parse(typeof(PriceActionType), mkt_ctx[1]); //parse the PA type;
TraceMessage(this.Name, prt_lev);
string[] v = mkt_ctx[2].Split('-');
TraceMessage(this.Name, prt_lev);
int.TryParse(v[0], out minUp);
int.TryParse(v[1], out maxUp);
int.TryParse(v[2], out minDn);
int.TryParse(v[3], out maxDn);
TraceMessage(this.Name, prt_lev);
mkt_ctxs.Add(t, new PriceAction(pat, new Volatility(minUp, maxUp, minDn, maxDn)));
}
// if(mkt_ctxs.Count > 0) {
// Dict_SpvPR.Add(line_pa[0], mkt_ctxs);
// }
key = line_pa[0];
return(mkt_ctxs);
}
// public int minUpTicks;
// public int maxUpTicks;
// public int minDownTicks;
// public int maxDownTicks;
public PriceAction(PriceActionType pat)
{
this.paType = pat;
// this.minUpTicks = min_UpTicks;
// this.maxUpTicks = max_UpTicks;
// this.minDownTicks = min_DnTicks;
// this.maxDownTicks = max_DnTicks;
}
/// <summary>
/// Add the price ation type that allowed for trading
/// </summary>
/// <param name="pat"></param>
public void AddPriceActionTypeAllowed(PriceActionType pat)
{
if (!priceAction_Allowed.Contains(pat))
{
priceAction_Allowed.Add(pat);
}
int p = (int)PriceActionType.DnTight;
Print("PriceActionType.DnTight=" + p);
}
/// <summary>
/// "20170607,8401151#DnWide#10-16-3-5,11521459#UpTight#10-16-3-5",
/// </summary>
/// <param name="line"></param>
/// <param name="key"></param>
/// <returns></returns>
protected List <MarketContext> ReadSpvPRLine(string line, out string key)
{
int prt_lev = 1;
string[] line_pa = line.Split(',');
Print("line_pa=" + line_pa[0] + "," + line_pa[1]);
List <MarketContext> mkt_ctxs = new List <MarketContext>();
for (int i = 1; i < line_pa.Length; i++)
{
Print("line_pa[" + i + "]=" + line_pa[i]);
int t, minUp, maxUp, minDn, maxDn;
TraceMessage(this.Name, prt_lev);
string[] mkt_ctx = line_pa[i].Split('#');
TraceMessage(this.Name, prt_lev);
int.TryParse(mkt_ctx[0], out t); //parse the time of the PA;
TraceMessage(this.Name, prt_lev);
//string[] pa = mkt_ctx[1].Split('#');
PriceActionType pat = (PriceActionType)Enum.Parse(typeof(PriceActionType), mkt_ctx[1]); //parse the PA type;
TraceMessage(this.Name, prt_lev);
string[] v = mkt_ctx[2].Split('-');
TraceMessage(this.Name, prt_lev);
int.TryParse(v[0], out minUp);
int.TryParse(v[1], out maxUp);
int.TryParse(v[2], out minDn);
int.TryParse(v[3], out maxDn);
TraceMessage(this.Name, prt_lev);
Print("t,pat,minUp,maxUp,minDn,maxDn=" +
t + "," + pat + "," + minUp + "," + maxUp + "," + minDn + "," + maxDn);
mkt_ctxs.Add(new MarketContext(t, new PriceAction(pat, new Volatility(minUp, maxUp, minDn, maxDn))));
}
// if(mkt_ctxs.Count > 0) {
// Dict_SpvPR.Add(line_pa[0], mkt_ctxs);
// }
key = line_pa[0];
TraceMessage(this.Name, prt_lev);
Print(CurrentBar + ":key=" + key + ",mkt_ctxs.Count=" + mkt_ctxs.Count);
return(mkt_ctxs);
}
/// <summary>
/// Check if the price action type allowed for supervised PR bits
/// SpvPRBits set by the command file
/// </summary>
/// <returns></returns>
public bool PriceActionAllowedBySpvPRBits(PriceActionType pat)
{
int i = (int)pat;
return((i & SpvPRBits) > 0);
// switch(pat) {
// case PriceActionType.UpTight: //
// i = (1 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (1 & SpvPRBits)=" + i);
// return (1 & SpvPRBits) > 0;
// case PriceActionType.UpWide: //wide up channel
// i = (2 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (2 & SpvPRBits)=" + i);
// return (2 & SpvPRBits) > 0;
// case PriceActionType.DnTight: //
// i = (4 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (4 & SpvPRBits)=" + i);
// return (4 & SpvPRBits) > 0;
// case PriceActionType.DnWide: //wide dn channel
// i = (8 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (8 & SpvPRBits)=" + i);
// return (8 & SpvPRBits) > 0;
// case PriceActionType.RngTight: //
// i = (16 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (16 & SpvPRBits)=" + i);
// return (16 & SpvPRBits) > 0;
// case PriceActionType.RngWide: //
// i = (32 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (32 & SpvPRBits)=" + i);
// return (32 & SpvPRBits) > 0;
// case PriceActionType.UnKnown: //
// i = (64 & SpvPRBits);
// //Print("IsSpvAllowed4PAT:" + pat.ToString() + ", (64 & SpvPRBits)=" + i);
// return (64 & SpvPRBits) > 0;
// default:
// return false;
// }
}
public PriceAction(PriceActionType pat, Volatility volatility)
{
this.paType = pat;
this.voltality = volatility;
}
