void IDataminingDatabase.addIndicator(WalkerIndicator indicator, string instrument, string fieldId)
{
var collection = mongodb.getDB().GetCollection("prices");
long start = database.getFirstTimestamp();
long end = database.getLastTimestamp();
string name = "Indicator " + indicator.getName() + " " + instrument + " " + fieldId;
progress.setProgress(name, 0);
int done = 0;
long count = 0;
var docs = collection.FindAs <BsonDocument>(Query.And(Query.Exists(fieldId), Query.EQ("instrument", instrument), Query.LT("timestamp", end), Query.GTE("timestamp", start))).SetSortOrder(SortBy.Ascending("timestamp"));
docs.SetFlags(QueryFlags.NoCursorTimeout);
count = docs.Count();
foreach (var doc in docs)
{
progress.setProgress(name, Convert.ToInt32(Convert.ToDouble(done) / Convert.ToDouble(count) * 100d));
done++;
indicator.setNextData(doc["timestamp"].AsInt64, doc[fieldId].AsDouble);
collection.FindAndModify(new FindAndModifyArgs()
{
Query = Query.EQ("_id", doc["_id"]),
Update = Update.Set(indicator.getName() + "_" + fieldId, indicator.getIndicator().value)
});
}
progress.remove(name);
}
public double[] getPrediction(long timestamp)
{
if (indicator.isValid(timestamp) == false)
{
return new double[] { double.NaN, double.NaN, double.NaN, double.NaN, double.NaN }
}
;
else
{
double buyRatio = double.NaN, sellRatio = double.NaN, max = double.NaN, min = double.NaN, actual = double.NaN;
//Search in outcomeCodeSamplingTable
double v = indicator.getIndicator();
for (int i = 0; i < outcomeCodeSamplingTable.Length; i++)
{
bool lastElement = i == outcomeCodeSamplingTable.Length - 1;
if (lastElement ||
(outcomeCodeSamplingTable[i + 1][(int)SampleValuesOutcomeCodesIndices.Start] > v && outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.Start] <= v))
{
buyRatio = outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.BuyRatio];
sellRatio = outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.SellRatio];
break;
}
}
//Search in outcomeSamplingTable
for (int i = 0; i < outcomeSamplingTable.Length; i++)
{
bool lastElement = i == outcomeSamplingTable.Length - 1;
if (lastElement ||
(outcomeSamplingTable[i + 1][(int)SampleValuesOutcomeIndices.Start] > v && outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.Start] <= v))
{
min = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.MinAvg];
max = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.MaxAvg];
actual = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.ActualAvg];
break;
}
}
return(new double[] { buyRatio, sellRatio, min, max, actual });
}
}