public void AddToDictionary(TimeSeriesItem item)
{
if (_dictionary.TryGetValue(item.DocId, out var itemsList) == false)
{
_dictionary[item.DocId] = itemsList = new List <TimeSeriesItem>();
}
itemsList.Add(item);
}
private List <TimeSeriesItem> ExtractTimeSeriesData(DataSet dataset)
{
if (dataset.Data == null)
{
return(null);
}
List <TimeSeriesItem> timeseries = new List <TimeSeriesItem>();
for (int i = 0; i < dataset.Data.Count; i++)
{
int dateIndex = dataset.ColumnNames.IndexOf("Date");
int highIndex = dataset.ColumnNames.IndexOf("High");
int lowIndex = dataset.ColumnNames.IndexOf("Low");
int openIndex = dataset.ColumnNames.IndexOf("Open");
int closeIndex = dataset.ColumnNames.IndexOf("Close");
int volumeIndex = dataset.ColumnNames.IndexOf("Traded Volume");
string dateAsString = (string)dataset.Data[i][dateIndex];
TimeSeriesItem dataEntry = new TimeSeriesItem
{
Date = DateTime.ParseExact(dateAsString, "yyyy-MM-dd", CultureInfo.InvariantCulture),
};
if (highIndex != -1 && dataset.Data[i][highIndex] != null)
{
dataEntry.High = (double)dataset.Data[i][highIndex];
}
if (lowIndex != -1 && dataset.Data[i][lowIndex] != null)
{
dataEntry.Low = (double)dataset.Data[i][lowIndex];
}
if (openIndex != -1 && dataset.Data[i][openIndex] != null)
{
dataEntry.Open = (double)dataset.Data[i][openIndex];
}
if (closeIndex != -1 && dataset.Data[i][closeIndex] != null)
{
dataEntry.Close = (double)dataset.Data[i][closeIndex];
}
if (volumeIndex != -1 && dataset.Data[i][volumeIndex] != null)
{
dataEntry.TradedVolume = (double)dataset.Data[i][volumeIndex];
}
timeseries.Add(dataEntry);
}
return(timeseries);
}
public async ValueTask WriteTimeSeriesAsync(TimeSeriesItem item)
{
if (First == false)
{
Writer.WriteComma();
}
First = false;
Writer.WriteStartObject();
{
Writer.WritePropertyName(Constants.Documents.Blob.Document);
Writer.WriteStartObject();
{
Writer.WritePropertyName(nameof(TimeSeriesItem.DocId));
Writer.WriteString(item.DocId);
Writer.WriteComma();
Writer.WritePropertyName(nameof(TimeSeriesItem.Name));
Writer.WriteString(item.Name);
Writer.WriteComma();
Writer.WritePropertyName(nameof(TimeSeriesItem.ChangeVector));
Writer.WriteString(item.ChangeVector);
Writer.WriteComma();
Writer.WritePropertyName(nameof(TimeSeriesItem.Collection));
Writer.WriteString(item.Collection);
Writer.WriteComma();
Writer.WritePropertyName(nameof(TimeSeriesItem.Baseline));
Writer.WriteDateTime(item.Baseline, true);
}
Writer.WriteEndObject();
Writer.WriteComma();
Writer.WritePropertyName(Constants.Documents.Blob.Size);
Writer.WriteInteger(item.SegmentSize);
}
Writer.WriteEndObject();
unsafe
{
Writer.WriteMemoryChunk(item.Segment.Ptr, item.Segment.NumberOfBytes);
}
await Writer.MaybeFlushAsync();
}
public void OnNewGroupEvent(GroupEvent groupEvent)
{
var group = groupEvent.Group;
switch (groupEvent.Obj.TypeId)
{
case DataObjectType.TimeSeriesItem:
TimeSeriesItem timeSeriesItem = groupEvent.Obj as TimeSeriesItem;
// this.manager.GetLogList(group.Fields["StrategyName"].Value.ToString(), group.Fields["Symbol"].Value.ToString())[group.Fields["LogName"].Value.ToString()].Add(timeSeriesItem.DateTime, (object) timeSeriesItem.Value);
break;
case DataObjectType.Text:
TextInfo textInfo = groupEvent.Obj as TextInfo;
// this.manager.GetLogList(group.Fields["StrategyName"].Value.ToString(), group.Fields["Symbol"].Value.ToString())[group.Fields["LogName"].Value.ToString()].Add(textInfo.DateTime, (object) textInfo.Content);
break;
}
}
/// <summary>
/// VAR0:=(2*CLOSE+HIGH+LOW)/4;
/// B:=XMA((VAR0-LLV(LOW,30))/(HHV(HIGH,30)-LLV(LOW,30))*100,12);
/// 主力做多资金:EMA(B,3),LINETHICK2,COLORWHITE;
/// </summary>
/// <param name="kline"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="param"></param>
/// <returns></returns>
public static TimeSeries <ITimeSeriesItem <List <double> > > executeIndicator(this KLine kline, int begin = 0, int end = 0, PropertyDescriptorCollection param = null)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("CLOSE", begin, end);
TimeSeries <ITimeSeriesItem <double> > open = kline.Select <double>("OPEN", begin, end);
TimeSeries <ITimeSeriesItem <double> > high = kline.Select <double>("HIGH", begin, end);
TimeSeries <ITimeSeriesItem <double> > low = kline.Select <double>("LOW", begin, end);
TimeSeries <ITimeSeriesItem <double> > VAR0 = (close * 2.0 + high + low) / 4;
TimeSeries <ITimeSeriesItem <double> > t1 = VAR0 - low.LLV(20);
TimeSeries <ITimeSeriesItem <double> > t2 = high.HHV(20) - low.LLV(20);
TimeSeries <ITimeSeriesItem <double> > t3 = (t1 / t2) * 100;
//TimeSeries<ITimeSeriesItem<double>> B = t3.XMA(12);
TimeSeries <ITimeSeriesItem <double> > B = t3.EMA(12);
TimeSeries <ITimeSeriesItem <double> > mainforces = B.EMA(3);
TimeSeries <ITimeSeriesItem <double> > retailInverstors = mainforces.EMA(30);
TimeSeries <ITimeSeriesItem <List <double> > > results = new TimeSeries <ITimeSeriesItem <List <double> > >();
foreach (ITimeSeriesItem <double> mainforce in mainforces)
{
TimeSeriesItem <List <double> > r = new TimeSeriesItem <List <double> >();
r.Value = new List <double>(new double[2] {
0, 0
});
r.Date = mainforce.Date;
r.Value[0] = mainforce.Value;
ITimeSeriesItem <double> retailInverstor = retailInverstors[r.Date];
r.Value[1] = retailInverstor == null ? 0 : retailInverstor.Value;
results.Add(r);
}
return(results);
}
/// <summary>
/// 资金动向交叉点创建
/// </summary>
/// <param name="tu"></param>
/// <returns></returns>
public TimeSeries <ITimeSeriesItem <double> > FundTrendCrossCreate(TimeUnit tu)
{
TimeSeries <ITimeSeriesItem <List <double> > > ts = this.CreateOrLoad <TimeSeries <ITimeSeriesItem <List <double> > > >(IndicatorMetaCollection.NAME_FUND_TREND, tu);
if (ts == null)
{
return(null);
}
TimeSeries <ITimeSeriesItem <double> > corss = new TimeSeries <ITimeSeriesItem <double> >();
double prevflag = ts[0].Value[0] - ts[0].Value[1];
for (int i = 1; i < ts.Count; i++)
{
double flag = ts[i].Value[0] - ts[i].Value[1];
if (prevflag < 0 && flag > 0)
{
TimeSeriesItem <double> item = new TimeSeriesItem <double>()
{
Date = ts[i].Date,
Value = flag
};
corss.Add(item);
}
else if (prevflag > 0 && flag < 0)
{
TimeSeriesItem <double> item = new TimeSeriesItem <double>()
{
Date = ts[i].Date,
Value = flag
};
corss.Add(item);
}
prevflag = flag;
}
return(corss);
}
/// <summary>
/// 买线:EMA(CLOSE,3),COLORRED,LINETHICK1;
/// 卖线:EMA(SLOPE(CLOSE,21)*20+CLOSE,42),COLORBLUE,LINETHICK2;
/// </summary>
/// <param name="kline"></param>
/// <returns></returns>
public static TradingLine indicator_trading_stereo1(this KLine kline, int begin = 0, int end = 0)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("close", begin, end);
TimeSeries <ITimeSeriesItem <double> > buyLine = close.EMA(3);
TimeSeries <ITimeSeriesItem <double> > sellLine = (close.SLOPE(21) * 20 + close).EMA(42);
TimeSeries <ITimeSeriesItem <char> > buysellPoints = new TimeSeries <ITimeSeriesItem <char> >();
int buy_gt_sell = 1, sell_gt_buy = 2; //买大于卖为1，卖大于买为2
int state = 0; //前一个状态
for (int i = 0; i < buyLine.Count; i++)
{
ITimeSeriesItem <double> buyItem = buyLine[i];
ITimeSeriesItem <double> sellItem = sellLine[buyItem.Date];
if (sellItem == null)
{
continue;
}
double t = buyItem.Value - sellItem.Value;
if (t == 0)
{
continue;
}
if (state == 0)
{
state = t > 0 ? buy_gt_sell : sell_gt_buy;
continue;
}
int cs = t > 0 ? buy_gt_sell : sell_gt_buy;
if (cs == state)
{
continue;
}
if (state == buy_gt_sell)
{
TimeSeriesItem <char> v = new TimeSeriesItem <char>()
{
Date = buyItem.Date,
Value = 'S'
};
buysellPoints.Add(v);
}
else if (state == sell_gt_buy)
{
TimeSeriesItem <char> v = new TimeSeriesItem <char>()
{
Date = buyItem.Date,
Value = 'B'
};
buysellPoints.Add(v);
}
state = cs;
}
return(new TradingLine()
{
buyLine = buyLine,
sellLine = sellLine,
buysellPoints = buysellPoints
});
}
// TODO: review it
public override void Paint(object obj, Pad pad)
{
var ts = obj as TimeSeries;
if (ts == null || ts.Count == 0)
{
return;
}
double xmin = pad.XMin;
double xmax = pad.XMax;
double ymin = pad.YMin;
double ymax = pad.YMax;
List <Property> list = null;
if (this.metadata.TryGetValue(obj, out list))
{
foreach (var property in list)
{
if (property.Name == "Color")
{
this.Color = (Color)property.Value;
}
if (property.Name == "Width")
{
this.DrawWidth = (int)property.Value;
}
if (property.Name == "Style")
{
if ((string)property.Value == "Line")
{
this.DrawStyle = DrawStyle.Line;
}
if ((string)property.Value == "Bar")
{
this.DrawStyle = DrawStyle.Bar;
}
if ((string)property.Value == "Circle")
{
this.DrawStyle = DrawStyle.Circle;
}
}
}
}
var pen = new Pen(Color, DrawWidth);
int num1 = 0;
double num2 = 0.0;
double num3 = 0.0;
long num4 = 0L;
long num5 = 0L;
int num6 = 0;
int num7 = 0;
long num8 = 0L;
long num9 = 0L;
int num10 = 0;
int num11 = 0;
DateTime datetime1 = new DateTime((long)xmin);
DateTime datetime2 = new DateTime((long)xmax);
int num12 = !(datetime1 < ts.FirstDateTime) ? ts.GetIndex(datetime1, IndexOption.Prev) : 0;
int num13 = !(datetime2 > ts.LastDateTime) ? ts.GetIndex(datetime2, IndexOption.Next) : ts.Count - 1;
if (num12 == -1 || num13 == -1)
{
return;
}
for (int index = num12; index <= num13; ++index)
{
TimeSeriesItem timeSeriesItem = ts.GetItem(index);
double num14 = (double)timeSeriesItem.DateTime.Ticks;
pad.ClientX(num14);
double num15 = timeSeriesItem.Value;
if (this.DrawStyle == DrawStyle.Line)
{
if (num1 != 0)
{
num4 = (long)pad.ClientX(num2);
num6 = pad.ClientY(num3);
num5 = (long)pad.ClientX(num14);
num7 = pad.ClientY(num15);
if ((pad.IsInRange(num14, num15) || pad.IsInRange(num2, num3)) &&
(num4 != num8 || num5 != num9 || (num6 != num10 || num7 != num11)))
{
pad.Graphics.DrawLine(pen, (float)num4, (float)num6, (float)num5, (float)num7);
}
}
num8 = num4;
num10 = num6;
num9 = num5;
num11 = num7;
num2 = num14;
num3 = num15;
++num1;
}
if (this.DrawStyle == DrawStyle.Bar)
{
if (num15 > 0.0)
{
pad.Graphics.FillRectangle(new SolidBrush(Color), pad.ClientX(num14) - (this.DrawWidth + 1) / 2, pad.ClientY(num15), this.DrawWidth + 1, pad.ClientY(0.0) - pad.ClientY(num15));
}
else
{
pad.Graphics.FillRectangle(new SolidBrush(Color), pad.ClientX(num14) - (this.DrawWidth + 1) / 2, pad.ClientY(0.0), this.DrawWidth + 1, pad.ClientY(num15) - pad.ClientY(0.0));
}
}
if (this.DrawStyle == DrawStyle.Circle)
{
var solidBrush = new SolidBrush(Color);
pad.Graphics.FillEllipse(solidBrush, pad.ClientX(num14) - this.DrawWidth / 2, pad.ClientY(num15) - this.DrawWidth / 2, this.DrawWidth, this.DrawWidth);
}
}
}
