public async Task <SupportAndResistanceViewModel> GetSupportAndResistance(string symbol, string timeframe = null)
{
SupportAndResistance supportAndResistance = await _signalsProxyService.GetSupportAndResistance(symbol, timeframe);
SupportAndResistanceViewModel result = Mapper.Map <SupportAndResistance, SupportAndResistanceViewModel>(supportAndResistance);
return(result);
}
public object GetSyrahSentiments(string stockCode)
{
List <HistoricalQuote> historicalQuotes2YearsResponse = _marketDataService.GetHistoricalQuotes(stockCode, "2y");
List <Signal> syrahShortTermSignals;
List <Signal> syrahLongTermSignals;
int?sentimentShortTermValue = null;
int?sentimentLongTermValue = null;
int?technicalRank = null;
SupportAndResistance supportAndResistance = null;
string sentence = string.Empty;
Tuple <List <Signal>, List <Signal> > signals = _signalHelpers.GetSentiments(historicalQuotes2YearsResponse);
syrahShortTermSignals = signals.Item1;
syrahLongTermSignals = signals.Item2;
Tuple <int?, int?> sentimentTermValues = _signalHelpers.GetSentimentTermValues(syrahShortTermSignals, syrahLongTermSignals);
sentimentShortTermValue = sentimentTermValues.Item1;
sentimentLongTermValue = sentimentTermValues.Item2;
DateTime yearAgo = DateTime.UtcNow.Date.AddYears(-1);
List <HistoricalQuote> historicalQuotes1Year = historicalQuotes2YearsResponse.Where(h => h.TradeDate >= yearAgo).ToList();
HistoricalData historicalData1Year = null;
if (!historicalQuotes1Year.IsNullOrEmpty())
{
historicalData1Year = new HistoricalData(historicalQuotes1Year);
}
StockQuoteInfo quote = _marketDataService.GetStockQuote(stockCode);
technicalRank = _signalHelpers.GetTechnicalRank(historicalData1Year);
var last = 0d;
if (quote.LastPrice != null)
{
last = (double)quote.LastPrice.Value;
}
SupportAndResistanceMath srCalc = new SupportAndResistanceMath(historicalData1Year);
supportAndResistance = srCalc.GetSupportAndResistance();
return(new
{
quote = quote,
technicalRank = technicalRank,
supportAndResistance = supportAndResistance,
sentimentShortTermValue = sentimentShortTermValue,
sentimentLongTermValue = sentimentLongTermValue,
syrahShortTermSignals = syrahShortTermSignals,
syrahLongTermSignals = syrahLongTermSignals,
historicalQuotes2Years = historicalQuotes2YearsResponse
});
}
/// <summary>
/// Gets closest resistance level
/// </summary>
public static double GetClosestResistance(this SupportAndResistance data, double price)
{
double resistance = data.MajorResistance.Where(d => d > price).OrderBy(d => d - price).First();
return(resistance);
}
/// <summary>
/// Gets closest support level
/// </summary>
public static double GetClosestSupport(this SupportAndResistance data, double price)
{
double support = data.MajorSupport.Where(d => d < price).OrderBy(d => price - d).First();
return(support);
}
public SupportAndResistance GetSupportAndResistance(double?currentPriceParam = null, double?percentRangeParam = null)
{
double percentRange = currentPriceParam ?? 0.4;
double currentPrice = percentRangeParam ?? _data.Close.Last();
Tuple <int, double> highMax = _data.High.MaximumAndIndex();
Tuple <int, double> lowMin = _data.Low.MinimumAndIndex();
double increment;
List <double> priceChainResult = GeneratePriceChain(highMax.Item2, lowMin.Item2, out increment);
List <double> volumeProfileResult = VolumeAddition(priceChainResult);
priceChainResult.RemoveAt(priceChainResult.Count - 1);
List <double> priceChain = priceChainResult.ToList(), volumeProfile = volumeProfileResult.ToList();
List <SupportAndResistanceValue> srValues = FindGaps(ref volumeProfile, ref priceChain);
PriceBounds bounds = UpAndDownPrice(highMax.Item2, lowMin.Item2, percentRange, currentPrice);
List <double> localPrices;
List <double> localVolume;
SRpoints(bounds.UpPrice, bounds.DownPrice, priceChain, volumeProfile, increment, SRPointsLocalization.TwoLocal,
out localPrices, out localVolume);
List <double> idenSR = IdenticalVolumeFilter(ref localPrices, ref localVolume);
double priceRangeStdDev = _data.GetPriceRangeStdDev();
////////////////////////////////////
// SRLocalHighFilter mat lab method
List <Tuple <int, double> > srPoints = ApplyLocalFilters(localPrices, idenSR, priceRangeStdDev);
//global max is always resistence, and global min is always support
if (srPoints.All(i => !i.Item2.Equals(highMax.Item2)))
{
srPoints.Add(highMax);
}
if (srPoints.All(i => !i.Item2.Equals(lowMin.Item2)))
{
srPoints.Add(lowMin);
}
////////////////////////////////////
CrossOverFilter(ref srPoints);
////////////////////////////////////
// TODO: consider move to FindGaps
IEnumerable <SupportAndResistanceValue> gaps = PartialGap(priceRangeStdDev);
srValues.AddRange(gaps);
////////////////////////////////////
srValues.AddRange(srPoints.Select((d, i) =>
{
DateTime date = _data.Date[d.Item1];
SupportAndResistanceValueType type = d.Item2 >= currentPrice
? SupportAndResistanceValueType.MajorResistance
: SupportAndResistanceValueType.MajorSupport;
SupportAndResistanceValue srVal = new SupportAndResistanceValue(d.Item2, date, type);
return(srVal);
}));
SupportAndResistance result = new SupportAndResistance(srValues);
return(result);
}
