public void TestaFormulasDiretamente()
{
facade = new FacadeBacktester();
FormulaManager fm = facade.formulaManager;
facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js");
Ativo ativo = facade.GetAtivo("PETR4");
Formula fTeste = new Formula(facade, "TESTE");
Formula fTeste2 = new Formula(facade, "TESTE2");
Formula f = new FormulaPercentil(facade, "PERCENTIL", fTeste);
Candle candle = ativo.firstCandle;
candle.SetValor("TESTE", candle.GetValor(FormulaManager.LOW));
Assert.IsTrue(f.Calc(candle) == 0, f.Calc(candle) + " <> " + 0);
candle.SetValor("TESTE", candle.GetValor(FormulaManager.HIGH));
Assert.IsTrue(f.Calc(candle) == 1, f.Calc(candle) + " <> " + 1);
f = new FormulaMultiply(facade, "MULT", fTeste, 10);
candle.SetValor(fTeste, 10);
Assert.IsTrue(f.Calc(candle) == 100, f.Calc(candle) + " <> " + 100);
candle.SetValor(fTeste, 5);
Assert.IsTrue(f.Calc(candle) == 50, f.Calc(candle) + " <> " + 50);
f = new FormulaSUM(facade, "MULT", fTeste, fTeste2);
candle.SetValor(fTeste2, 10);
Assert.IsTrue(f.Calc(candle) == 15, f.Calc(candle) + " <> " + 15);
//HV e LV
Candle candle2 = candle.proximoCandle;
Candle candle3 = candle2.proximoCandle;
Candle candle4 = candle3.proximoCandle;
Formula fHV = new FormulaHV(facade, "HV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
Formula fLV = new FormulaLV(facade, "LV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
candle4.SetValor(fTeste2, 3);
float max = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
float low = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
Candle c = candle4;
for (int i = 0; i < 3; i++)
{
float value = c.GetValor(fm.GetFormula(FormulaManager.HIGH));
if (value > max)
{
max = value;
}
if (value < low)
{
low = value;
}
c = c.candleAnterior;
}
Assert.IsTrue(max == fHV.Calc(candle4), max + "<>" + fHV.Calc(candle4));
Assert.IsTrue(low == fLV.Calc(candle4), max + "<>" + fLV.Calc(candle4));
//REF
f = new FormulaREF(facade, "REF", fTeste, fTeste2);
candle4.SetValor(fTeste, 10);
candle3.SetValor(fTeste, 20);
candle2.SetValor(fTeste, 30);
candle4.SetValor(fTeste2, 1);
Assert.IsTrue(20 == f.Calc(candle4));
candle4.SetValor(fTeste2, 2);
Assert.IsTrue(30 == f.Calc(candle4));
}
private Formula CreateFormula(string name, string par)
{
if (formulasInst.ContainsKey(GetCode(name, par)))
{
return(formulasInst[GetCode(name, par)]);
}
string[] pars = Utils.SplitParameters(par);
Formula f = null;
if (Utils.IsNumber(name))
{
f = new FormulaNumber(facade, name);
}
//Esses operadores aceitam tanto fórmula quanto número no segundo parametro
if (Utils.IsNumber(pars[1]))
{
if (name == SUBTRACT)
{
f = new FormulaSUBTRACT(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == MULTIPLY)
{
f = new FormulaMultiply(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == DIVIDE)
{
f = new FormulaDivide(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == SUM)
{
f = new FormulaSUM(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == ABS)
{
f = new FormulaABS(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == DIF)
{
f = new FormulaDif(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
if (name == INVERT_SIGNAL)
{
f = new FormulaInvertSignal(facade, name, GetFormula(pars[0]), float.Parse(pars[1]));
}
}
else
{
if (name == SUBTRACT)
{
f = new FormulaSUBTRACT(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == MULTIPLY)
{
f = new FormulaMultiply(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == DIVIDE)
{
f = new FormulaDivide(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == SUM)
{
f = new FormulaSUM(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == ABS)
{
f = new FormulaABS(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == DIF)
{
f = new FormulaDif(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == INVERT_SIGNAL)
{
f = new FormulaInvertSignal(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
}
if (f == null)
{
f = CreateLogicalFormulas(name, pars);
}
if (f == null)
{
f = CreateBooleanFormulas(name, pars);
}
if (name == STOCH)
{
f = new FormulaStoch(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == PERCENTIL)
{
f = new FormulaPercentil(facade, name, GetFormula(pars[0]));
}
if (name == PERC_VAR)
{
f = new FormulaPercVariation(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
//if (name == TICK) f = new FormulaTick(facade, name);
// if (name == DAYOFWEEK) f = new FormulaDayOfWeek(facade, name);
if (name == REF)
{
f = new FormulaREF(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == IFR)
{
f = new FormulaRSI(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == HV)
{
f = new FormulaHV(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == TRIX)
{
f = new FormulaTRIX(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == LV)
{
f = new FormulaLV(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == HILO)
{
f = new FormulaHilo(facade, name, GetFormula(pars[0]), GetFormula(pars[1]), GetFormula(pars[2]), GetFormula(pars[3]));
}
if (name == AVGGAIN)
{
f = new FormulaAvgGain(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == AVGLOSS)
{
f = new FormulaAvgLoss(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == STDDEV)
{
f = new FormulaStdDev(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == UPPERBB)
{
f = new FormulaBB(facade, UPPERBB, GetFormula(pars[0]), "U", GetFormula(pars[1]), GetFormula(pars[2]));
}
if (name == MIDDLEBB)
{
f = new FormulaBB(facade, MIDDLEBB, GetFormula(pars[0]), "M", GetFormula(pars[1]), GetFormula(pars[2]));
}
if (name == LOWERBB)
{
f = new FormulaBB(facade, LOWERBB, GetFormula(pars[0]), "L", GetFormula(pars[1]), GetFormula(pars[2]));
}
// if (name == BB) f = new FormulaBB(facade, BB, GetFormula(pars[0]), pars[1], int.Parse(pars[2]), float.Parse(pars[3]));
if (name == MOD)
{
f = new FormulaMod(facade, MOD, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == MME)
{
f = new FormulaMME(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (name == MMS)
{
f = new FormulaMMS(facade, name, GetFormula(pars[0]), GetFormula(pars[1]));
}
if (f == null)
{
f = new Formula(facade, name);
}
string code = GetCode(name, par);
formulasInst.Add(code, f);
formulasCache.Add(code);
return(f);
}