public void Run()
{
var data = GetPriceHistory();
var today = GetToday();
var oldState = LoadState();
var newState = new AnalyzerState();
TradeAction tradeAction = TradeAction.Nothing;
DateTime prevData;
decimal todayPrice;
ProcessHistoricalData(data, out prevData, out todayPrice);
var analytics = new Analytics
{
DateTime = today,
BoilingerUpper = boilinger.PeekLastUpper(),
BoilingerMiddle = boilinger.PeekLastMiddle(),
BoilingerLower = boilinger.PeekLastLower(),
Price = todayPrice,
EMAs = emas.Select(x => x.PeekLast()).ToArray(),
State = oldState,
};
if (prevData.Date == today.Date)
{
int countAbove = 0;
int countBelow = 0;
foreach (var ema in emas)
{
if (todayPrice > ema.PeekLast())
{
countAbove++;
}
else if (todayPrice < ema.PeekLast())
{
countBelow--;
}
}
float growthStrength = countAbove / (float)emas.Length;
float fallStrength = countBelow / (float)emas.Length;
newState.LastGrowthStrength = analytics.GrowthStrength = growthStrength;
newState.LastFallStrength = analytics.FallStrength = fallStrength;
decimal priceDiff = oldState.LastPrice - todayPrice;
if (boilinger.PeekLastUpper() < todayPrice) // Fast growth
{
analytics.Comment("Boilinger: fast growth.");
analytics.Comment(string.Format("Price diff: {0:C2}, margin: {1:C2}", priceDiff, priceDiff * oldState.Coins));
}
else if (boilinger.PeekLastLower() > todayPrice) // Fast fall
{
analytics.Comment("Boilinger: fast fall.");
analytics.Comment(string.Format("Price diff: {0:C2}, margin: {1:C2}", priceDiff, priceDiff * oldState.Coins));
}
else // inside range
{
analytics.Comment("Boilinger: inside range.");
}
}
newState.LastPrice = todayPrice;
SaveState(newState);
analytics.Coins = newState.Coins;
analytics.Dollars = newState.FiatMoney;
analytics.CoinsWorth = newState.Coins * todayPrice;
analytics.TradeAction = tradeAction;
if (OnReportAnalytics != null)
{
OnReportAnalytics(analytics);
}
}
protected virtual void SaveState(AnalyzerState state)
{
}
