public void Create_ParamsSet__CorrectBackBufferLength()
{
const int periodValue = 125;
StatBB testObj = new StatBB("");
testObj.StatParams.Set(StatBBParams.Period, periodValue);
testObj.BackBufferLength.ShouldBe(periodValue);
}
public void Create__HasDefaultValues()
{
StatBB testObj = new StatBB("");
testObj.StatParams.Get(StatBBParams.Period).As<int>().ShouldBeGreaterThan(0);
testObj.StatParams.Get(StatBBParams.SigmaWidth).As<float>().ShouldBeGreaterThan(0);
testObj.BackBufferLength.ShouldBe(testObj.StatParams.Get(StatBBParams.Period).As<int>());
}
public static void Initialize(BBTrendFundsData data, string[] fundsNames, int bbPeriod, float bbSigmaWidth, int hlPeriod, IStockDataProvider dataProvider)
{
for (int i = 0; i < fundsNames.Length; i++)
{
data.Stocks[i] = dataProvider.GetStockDefinition(fundsNames[i]);
StockStat statBB = new StatBB("")
.SetParam(StatBBParams.Period, new MOParamInt()
{
Value = bbPeriod
})
.SetParam(StatBBParams.SigmaWidth, new MOParamFloat()
{
Value = bbSigmaWidth
});
data.StatsBB[i] = (StatBB)statBB;
data.CurrentTrends[i] = BBTrendType.Unknown;
data.CurrentExpectations[i] = BBTrendExpectation.Unknown;
StockStat statHL = new StatHLChannel("")
.SetParam(StatHLChannelParams.Period, new MOParamInt()
{
Value = hlPeriod
});
data.StatsHLChannel[i] = (StatHLChannel)statHL;
data.ExpectationChanged[i] = false;
}
}
public static BBTrendExpectation GetExpectation(StockPricesData data, StatBB statBB, int leadingIndex, BBTrendType currentTrend)
{
if (currentTrend == BBTrendType.Up)
{
return(data.C[leadingIndex] > statBB.Data(StatBBData.SMA)[leadingIndex - statBB.BackBufferLength + 1]
? BBTrendExpectation.UpAndRaising
: BBTrendExpectation.UpButPossibleChange);
}
if (currentTrend == BBTrendType.Down)
{
return(data.C[leadingIndex] <= statBB.Data(StatBBData.SMA)[leadingIndex - statBB.BackBufferLength + 1]
? BBTrendExpectation.DownAndFalling
: BBTrendExpectation.DownButPossibleChange);
}
return(BBTrendExpectation.Unknown);
}
public static BBTrendType RecognizeTrend(StockPricesData data, StatBB statBB, int leadingIndex, BBTrendType currentTrend, out float trendStartLevel)
{
trendStartLevel = 0;
if (((currentTrend == BBTrendType.Unknown) || (currentTrend == BBTrendType.Up)) &&
((data.L[leadingIndex] < statBB.Data(StatBBData.BBL)[leadingIndex - statBB.BackBufferLength + 1]) || (data.L[leadingIndex] < statBB.Data(StatBBData.BBL)[leadingIndex - statBB.BackBufferLength])))
{
trendStartLevel = Math.Max(statBB.Data(StatBBData.BBL)[leadingIndex - statBB.BackBufferLength + 1], statBB.Data(StatBBData.BBL)[leadingIndex - statBB.BackBufferLength]);
return(BBTrendType.Down);
}
if (((currentTrend == BBTrendType.Unknown) || (currentTrend == BBTrendType.Down)) &&
((data.H[leadingIndex] > statBB.Data(StatBBData.BBH)[leadingIndex - statBB.BackBufferLength + 1]) || (data.H[leadingIndex] > statBB.Data(StatBBData.BBH)[leadingIndex - statBB.BackBufferLength])))
{
trendStartLevel = Math.Min(statBB.Data(StatBBData.BBH)[leadingIndex - statBB.BackBufferLength + 1], statBB.Data(StatBBData.BBH)[leadingIndex - statBB.BackBufferLength]);
return(BBTrendType.Up);
}
return(currentTrend);
}
