public void Long_Macd_FFalls_SDontCare_RSI_High_Price_Falling_Sell()
{
var dt = new DateTime(2017, 10, 10);
var trade = new BaseTrade()
{
DateTime = dt.AddMinutes(1)
};
var macd_fast = new MacdAnalysisResult()
{
CrossType = CrossType.MacdFalls,
Trade = trade
};
var rsi = new PeakAnalysisResult()
{
ExitTrade = trade,
PeakType = PeakType.High
};
var macdSlowStatus = TradeStatus.Buy;
var result = AnalysisExtensions.AnalyseIndeces(30, dt, macd_fast, rsi, macdSlowStatus);
Assert.That(result, Is.EqualTo(PriceStatus.GoingFall));
}
public void Long_Macd_FRises_SBuy_RSI_Low_Price_Rises_Buy()
{
var dt = new DateTime(2017, 10, 10);
var trade = new BaseTrade()
{
DateTime = dt.AddMinutes(1)
};
var macd_fast = new MacdAnalysisResult()
{
CrossType = CrossType.MacdRises,
Trade = trade
};
var rsi = new PeakAnalysisResult()
{
ExitTrade = trade,
PeakType = PeakType.Low
};
var macdSlowStatus = TradeStatus.Buy;
var result = AnalysisExtensions.AnalyseIndeces(30, dt, macd_fast, rsi, macdSlowStatus);
Assert.That(result, Is.EqualTo(PriceStatus.GoinRaise));
}
//TODO: allow generics
void CreateFunc()
{
Func <object, CancellationToken, object> rule = null;
try
{
if (string.IsNullOrEmpty(funcName))
{
throw new InvalidOperationException("Rule extension does not specify a func " + GetErrSource());
}
int dotIdx = funcName.LastIndexOf('.');
if (dotIdx <= 0)
{
throw new InvalidOperationException("Rule func name ' " + funcName + " 'is invalid " + GetErrSource());
}
string typeName = funcName.Substring(0, dotIdx);
var type = this.Addin.GetType(typeName, true);
var inputType = AnalysisExtensions.GetType(Input);
var outputType = AnalysisExtensions.GetType(Output);
string methodName = funcName.Substring(dotIdx + 1);
var methodInfo = type.GetMethod(methodName,
BindingFlags.Static | BindingFlags.Public | BindingFlags.NonPublic,
Type.DefaultBinder, new Type[] { inputType, typeof(CancellationToken) },
new ParameterModifier [] { new ParameterModifier() });
if (methodInfo == null)
{
throw new InvalidOperationException("Rule func ' " + funcName + "' could not be resolved " + GetErrSource());
}
if (methodInfo.ReturnType != outputType)
{
throw new InvalidOperationException("Rule func ' " + funcName + "' has wrong output type " + GetErrSource());
}
var wrapper = new DynamicMethod(methodName + "_obj" + (dynamicMethodKey++),
typeof(object), new Type[] { typeof(object), typeof(CancellationToken) }, true);
var il = wrapper.GetILGenerator();
il.Emit(OpCodes.Ldarg_0);
il.Emit(OpCodes.Castclass, inputType);
il.Emit(OpCodes.Ldarg_1);
il.Emit((methodInfo.IsFinal || !methodInfo.IsVirtual) ? OpCodes.Call : OpCodes.Callvirt, methodInfo);
il.Emit(OpCodes.Ret);
rule = (Func <object, CancellationToken, object>)wrapper.CreateDelegate(typeof(Func <object, CancellationToken, object>));
}
finally
{
cachedInstance = rule ?? NullRule;
}
}
public void AnalysisExtensionsIsAlmostEqualToTest()
{
//Arrange
//Define two UV coordinates that are extremely close
var UVCoord1 = UV.ByCoordinates(0.0000005, 0.0000005);
var UVCoord2 = UV.ByCoordinates(0.0000004, 0.0000004);
//Act
var boolResult = AnalysisExtensions.IsAlmostEqualTo(UVCoord1, UVCoord2);
//Assert
//If is true means that the coordinates are almost equal
Assert.IsTrue(boolResult);
}
public TradeStatus FindStatusFromTrades(List <IDateCost> groupedTrades, List <IDateCost> groupedTradesSlow, string pair)
{
var macd = groupedTrades.Macd(_config[pair].MacdSlow, _config[pair].MacdFast, _config[pair].MacdSignal);
var macdAnalysis = macd.MacdAnalysis();
_fileService.GatherDetails(pair, FileSessionNames.MACD_Fast_Value, macdAnalysis.Trade.Price);
if (macdAnalysis.Trade is BaseTrade macdTrade)
{
_fileService.GatherDetails(pair, FileSessionNames.MACD_Fast_Signal, macdTrade.Volume);
}
_fileService.GatherDetails(pair, FileSessionNames.MACD_Fast_Minutes, (_dateTime.Now - macdAnalysis.Trade.DateTime).TotalMinutes);
_fileService.GatherDetails(pair, FileSessionNames.MACD_Fast_Decision, macdAnalysis.CrossType == CrossType.MacdFalls ? "sell" : "buy");
var rsiLastPeak = groupedTrades.RelativeStrengthIndex(_config[pair].RsiEmaPeriods)
.GetPeaks(_config[pair].RsiLow, _config[pair].RsiHigh).OrderByDescending(x => x.PeakTrade.DateTime)
.FirstOrDefault();
if (rsiLastPeak != null)
{
_fileService.GatherDetails(pair, FileSessionNames.RSI_Peak, rsiLastPeak.PeakTrade.Price);
_fileService.GatherDetails(pair, FileSessionNames.RSI_Analysis_Minutes, (_dateTime.Now - rsiLastPeak.ExitTrade.DateTime).TotalMinutes);
_fileService.GatherDetails(pair, FileSessionNames.RSI_Decision, rsiLastPeak.PeakType == PeakType.High ? "sell" : "buy");
}
var macdSlow = groupedTradesSlow.Macd(_config[pair].MacdSlow, _config[pair].MacdFast, _config[pair].MacdSignal).ToList();
var macdSlowAnalysis = macdSlow.MacdSlowAnalysis();
_fileService.GatherDetails(pair, FileSessionNames.MACD_Slow_Analysis, macdSlowAnalysis.ToString());
_fileService.GatherDetails(pair, FileSessionNames.MACD_Slow_Analysis_Value, macdSlow.Last().Macd);
_fileService.GatherDetails(pair, FileSessionNames.MACD_Slow_Analysis_Signal, macdSlow.Last().Signal);
var status = AnalysisExtensions.AnalyseIndeces(_config[pair].ThresholdMinutes, _dateTime.Now, macdAnalysis, rsiLastPeak, macdSlowAnalysis);
_fileService.GatherDetails(pair, FileSessionNames.Analysis, status.ToString());
return(status);
}
public async Task <IActionResult> OnPostAsync()
{
// Get the current user.
var user = await _userManager.GetUserAsync(User);
// Check if there aren't any IDs provided.
if (Input.Ids == null || !Input.Ids.Any())
{
// Display a message.
TempData["StatusMessage"] = "Error: No or invalid IDs have been provided.";
// Redirect to the index page.
return(RedirectToPage("/Content/DatabaseTypes/PPI/Created/Analyses/Index"));
}
// Define the view.
View = new ViewModel
{
Items = _context.Analyses
.Where(item => item.AnalysisDatabases.Any(item1 => item1.Database.DatabaseType.Name == "PPI"))
.Where(item => item.IsPublic || item.AnalysisUsers.Any(item1 => item1.User == user))
.Where(item => Input.Ids.Contains(item.Id))
};
// Check if there weren't any items found.
if (View.Items == null || !View.Items.Any())
{
// Display a message.
TempData["StatusMessage"] = "Error: No analyses have been found with the provided IDs, or you don't have access to them.";
// Redirect to the index page.
return(RedirectToPage("/Content/DatabaseTypes/PPI/Created/Analyses/Index"));
}
// Check if the reCaptcha is valid.
if (!await _reCaptchaChecker.IsValid(Input.ReCaptchaToken))
{
// Add an error to the model.
ModelState.AddModelError(string.Empty, "The reCaptcha verification failed.");
// Return the page.
return(Page());
}
// Check if the provided model isn't valid.
if (!ModelState.IsValid)
{
// Add an error to the model.
ModelState.AddModelError(string.Empty, "An error has been encountered. Please check again the input fields.");
// Redisplay the page.
return(Page());
}
// Return the streamed file.
return(new FileCallbackResult(MediaTypeNames.Application.Zip, async(zipStream, _) =>
{
// Define a new ZIP archive.
using var archive = new ZipArchive(zipStream, ZipArchiveMode.Create);
// Check if the overview file should be added.
if (true)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analyses-List.txt", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await AnalysisExtensions.WriteToStreamOverviewTextFileContent(View.Items.Select(item => item.Id), stream, _serviceProvider, HttpContext.Request.Scheme, HttpContext.Request.Host);
}
// Check which should be the format of the files within the archive.
if (Input.FileFormat == "txt")
{
// Go over each of the analyses to download.
foreach (var analysis in View.Items)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analysis-{analysis.Name.Replace(" ", "-")}-{analysis.Id}.txt", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await analysis.WriteToStreamTxtFileContent(stream, _serviceProvider);
}
}
if (Input.FileFormat == "sif")
{
// Go over each of the analyses to download.
foreach (var analysis in View.Items)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analysis-{analysis.Name.Replace(" ", "-")}-{analysis.Id}.sif", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await analysis.WriteToStreamSifFileContent(stream, _serviceProvider);
}
}
else if (Input.FileFormat == "json")
{
// Go over each of the analyses to download.
foreach (var analysis in View.Items)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analysis-{analysis.Name.Replace(" ", "-")}-{analysis.Id}.json", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await analysis.WriteToStreamJsonFileContent(stream, _serviceProvider);
}
}
else if (Input.FileFormat == "cyjs")
{
// Go over each of the analyses to download.
foreach (var analysis in View.Items)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analysis-{analysis.Name.Replace(" ", "-")}-{analysis.Id}.cyjs", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await analysis.WriteToStreamCyjsFileContent(stream, _serviceProvider);
}
}
else if (Input.FileFormat == "xlsx")
{
// Go over each of the analyses to download.
foreach (var analysis in View.Items)
{
// Create a new entry in the archive and open it.
using var stream = archive.CreateEntry($"Analysis-{analysis.Name.Replace(" ", "-")}-{analysis.Id}.xlsx", CompressionLevel.Fastest).Open();
// Write to the entry the corresponding file content.
await analysis.WriteToStreamXlsxFileContent(stream, _serviceProvider);
}
}
})
{
FileDownloadName = $"NetControl4BioMed-Analyses-{DateTime.UtcNow:yyyyMMdd}.zip"
});