/* from Gunther's notes
* 3. Delete lazy shares:
* 1) In the All-table, sum up the volume in column 49 from row 9362 to row 10401, multiply it by 0,1 and then multiply it with the Five-minutes-price(FP) of row 10401 column 11.
* (∑V9362-10401) * 0,1 * FP10401 11 =
* (V9362 + V9363 + V9364 + … ... + V10400 + V10401) * 0,1 * FP10401 11 =: VP
* 2) Then compare the result with the Z chosen by user:
* VP<Z? Z = 1000 … 1000.000
* In case the inequality is fulfilled, do not use this share for further calculations.
*/
// Returns a boolean decision as to whether a share is 'Lazy' or not.
// startRow is meant to normally be 9362 and endRow 10401 - covering a 10 trading day span
// An average daily price is computed and is then compared to a threshold. If this falls below the threshold
// the share is considered 'Lazy'
// NOTE.. this must compute the same result as OverviewCalcs.isLazyLast10Days !!!!
internal static bool LazyShare(AllTable[] bands, LazyShareParam Z, int startRow, int endRow, out string[] auditSummary)
{
bool isLazy = false;
auditSummary = "".Split('\n');
int numBands = endRow - startRow + 1; // normally 1040 bands = 10 days
if (bands.Count() > 0 && numBands > 2)
{
//we must skip startRow rows because 'Row' starts at -1
double totalFV = bands.Skip(startRow).Take(numBands).Sum(atRec => Math.Sqrt(atRec.FV));
double numDays = numBands / 104; // there are 104 bands per day
double avgDailyVolume = totalFV / numDays;
double effectivePrice = bands[endRow].FP;
double VP = avgDailyVolume * effectivePrice;
isLazy = VP < Z.Setting;
auditSummary =
$@"
LazyShare calculation:
Period = {numDays} last days
Sum of roots of Volume FV = {totalFV}
Avg Daily Sum of RootsVolume = {avgDailyVolume}
Last price (FP1041) = {effectivePrice}
VP (Avg DailyRootsVol x Price) = {VP}
Z = {Z.Setting}
Result:
(VP < Z)? LAZY = {isLazy}".Split('\n');
}
else
{
//throw new Exception("LazyShare: number of bands must be > 0");
}
return(isLazy);
}
// CALCULATION HANDLING
internal static PropertyGrid PropertyGridParams(LazyShareParam param, int height)
{
var pg = new PropertyGrid();
pg.ToolbarVisible = false;
pg.PropertySort = PropertySort.NoSort;
pg.Size = new Size(150, height);
pg.Location = new Point(20, 12);
pg.SelectedObject = param;
pg.PropertyValueChanged += OnParamSettingChange;
return(pg);
}
internal static bool isLazyLast10Days(AllTable[] bands, LazyShareParam Z)
{
int numBands = bands.Count();
if (numBands == 10402)
{
double totalFV = bands.Skip(9362).Take(1040).Sum(atRec => Math.Sqrt(atRec.FV));
double avgDailyRootVolume = totalFV / 10; //10 days
double effectivePrice = bands[10401].FP;
double VP = avgDailyRootVolume * effectivePrice;
return(VP < Z.Setting);
}
else
{
throw new ArgumentException($"isLazyLast10Days needs 10402 FP bands, got {numBands}");
}
}