public void GetFractal()
{
List <FractalResult> results = Indicator.GetFractal(history)
.ToList();
foreach (FractalResult r in results)
{
Console.WriteLine("{0},{1},{2}", r.Date, r.FractalBear, r.FractalBull);
}
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(63, results.Where(x => x.FractalBear != null).Count());
Assert.AreEqual(71, results.Where(x => x.FractalBull != null).Count());
// sample values
FractalResult r1 = results[500];
Assert.AreEqual(null, r1.FractalBear);
Assert.AreEqual(null, r1.FractalBull);
FractalResult r2 = results[250];
Assert.AreEqual(null, r2.FractalBear);
Assert.AreEqual(256.81m, r2.FractalBull);
FractalResult r3 = results[180];
Assert.AreEqual(239.74m, r3.FractalBear);
Assert.AreEqual(238.52m, r3.FractalBull);
FractalResult r4 = results[133];
Assert.AreEqual(234.53m, r4.FractalBear);
Assert.AreEqual(null, r4.FractalBull);
FractalResult r5 = results[3];
Assert.AreEqual(215.17m, r5.FractalBear);
Assert.AreEqual(null, r5.FractalBull);
FractalResult r6 = results[1];
Assert.AreEqual(null, r6.FractalBear);
Assert.AreEqual(null, r6.FractalBull);
}
public void Standard4()
{
List <FractalResult> results = Indicator.GetFractal(history, 4)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(35, results.Where(x => x.FractalBear != null).Count());
Assert.AreEqual(34, results.Where(x => x.FractalBull != null).Count());
// sample values
FractalResult r1 = results[3];
Assert.AreEqual(null, r1.FractalBear);
Assert.AreEqual(null, r1.FractalBull);
FractalResult r2 = results[7];
Assert.AreEqual(null, r2.FractalBear);
Assert.AreEqual(212.53m, r2.FractalBull);
FractalResult r3 = results[120];
Assert.AreEqual(233.02m, r3.FractalBear);
Assert.AreEqual(null, r3.FractalBull);
FractalResult r4 = results[180];
Assert.AreEqual(239.74m, r4.FractalBear);
Assert.AreEqual(null, r4.FractalBull);
FractalResult r5 = results[250];
Assert.AreEqual(null, r5.FractalBear);
Assert.AreEqual(256.81m, r5.FractalBull);
FractalResult r6 = results[500];
Assert.AreEqual(null, r6.FractalBear);
Assert.AreEqual(null, r6.FractalBull);
}
public void Standard2()
{
List <FractalResult> results = history.GetFractal(2).ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(63, results.Where(x => x.FractalBear != null).Count());
Assert.AreEqual(71, results.Where(x => x.FractalBull != null).Count());
// sample values
FractalResult r1 = results[1];
Assert.AreEqual(null, r1.FractalBear);
Assert.AreEqual(null, r1.FractalBull);
FractalResult r2 = results[3];
Assert.AreEqual(215.17m, r2.FractalBear);
Assert.AreEqual(null, r2.FractalBull);
FractalResult r3 = results[133];
Assert.AreEqual(234.53m, r3.FractalBear);
Assert.AreEqual(null, r3.FractalBull);
FractalResult r4 = results[180];
Assert.AreEqual(239.74m, r4.FractalBear);
Assert.AreEqual(238.52m, r4.FractalBull);
FractalResult r5 = results[250];
Assert.AreEqual(null, r5.FractalBear);
Assert.AreEqual(256.81m, r5.FractalBull);
FractalResult r6 = results[500];
Assert.AreEqual(null, r6.FractalBear);
Assert.AreEqual(null, r6.FractalBull);
}
// FRACTAL CHAOS BANDS
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <FcbResult> GetFcb <TQuote>(
this IEnumerable <TQuote> quotes,
int windowSpan = 2)
where TQuote : IQuote
{
// check parameter arguments
ValidateFcb(windowSpan);
// initialize
List <FractalResult> fractals = GetFractal(quotes, windowSpan).ToList();
int length = fractals.Count;
List <FcbResult> results = new(length);
decimal? upperLine = null, lowerLine = null;
// roll through quotes
for (int i = 0; i < length; i++)
{
int index = i + 1;
FractalResult f = fractals[i];
FcbResult r = new()
{
Date = f.Date
};
if (index >= (2 * windowSpan) + 1)
{
FractalResult fp = fractals[i - windowSpan];
upperLine = (fp.FractalBear != null) ? fp.FractalBear : upperLine;
lowerLine = (fp.FractalBull != null) ? fp.FractalBull : lowerLine;
r.UpperBand = upperLine;
r.LowerBand = lowerLine;
}
results.Add(r);
}
return(results);
}
private Task <FractalResult> GenerateAsync(NewtonResult[][] solutions)
{
var result = new FractalResult
{
Contents = new Hsv[Options.PixelSize.Width, Options.PixelSize.Height],
};
var rnd = new Random();
// Stored as a double to avoid castings later
double totalPoints = Options.PixelSize.Width * Options.PixelSize.Height;
result.ColorSpecs = new List <HsvColorSpec>(Options.ColorSpecs?.AsHsvSpecs() ?? Enumerable.Empty <HsvColorSpec>());
var logT = MathF.Log((float)Options.Precision);
for (var px = 0; px < Options.PixelSize.Width; ++px)
{
for (var py = 0; py < Options.PixelSize.Height; ++py)
{
var solution = solutions[px][py];
result.MeanIterations += solution.Iterations / totalPoints;
result.StDevIterations += solution.Iterations * solution.Iterations / totalPoints;
if (solution.Status != SolutionStatus.Found)
{
result.Contents[px, py] = Options.FillColor;
continue;
}
var spec = FindSpec(result.ColorSpecs, solution.Solution, Options.Precision * 10);
if (spec == null)
{
spec = new HsvColorSpec
{
Root = solution.Solution,
Color = new Hsv(rnd.NextFloat() * 360f, 1f, Options.Depth < 0 ? 0.1f : 1f),
};
result.ColorSpecs.Add(spec);
}
if (Options.Depth == 0)
{
result.Contents[px, py] = spec.Color;
continue;
}
var logD0 = MathF.Log((float)Complex.Abs(solution.PreviousSolution - spec.Root));
var logD1 = MathF.Log((float)Complex.Abs(solution.Solution - spec.Root));
var value = spec.Color.V;
if (solution.Iterations > Options.Threshold)
{
if (Options.Gradient == 0)
{
var factor = (solution.Iterations - 1 - Options.Threshold) * Options.Depth * 0.01f;
if (Options.Depth > 0)
{
value /= 1 + factor;
}
else
{
value += (1 - value) * (1 - 1 / (1 - factor));
}
}
else
{
var factor = (solution.Iterations - 1 - Options.Threshold) * Options.Depth * 0.01f;
var factorPlus = (solution.Iterations - Options.Threshold) * Options.Depth * 0.01f;
float lowValue;
float highValue;
if (Options.Depth > 0)
{
lowValue = value / (1 + factor);
highValue = value / (1 + factorPlus);
}
else
{
lowValue = value + (1 - value) * (1 - 1 / (1 - factor));
highValue = value + (1 - value) * (1 - 1 / (1 - factorPlus));
}
if (Math.Abs(logD1 - logD0) < 0.001)
{
value = highValue;
}
else
{
value = highValue + Options.Gradient * (highValue - lowValue) * (logT - logD0) / (logD1 - logD0);
}
}
}
value = MathF.Max(0.025F, MathF.Min(0.975F, value));
result.Contents[px, py] = new Hsv(spec.Color.H, spec.Color.S, value);
}
}
result.StDevIterations = Math.Sqrt(result.StDevIterations - result.MeanIterations * result.MeanIterations);
return(Task.FromResult(result));
}