private static void CalcIchimokuSenkouB <TQuote>(
int i,
List <TQuote> quotesList,
IchimokuResult result,
int senkouOffset,
int senkouBPeriods)
where TQuote : IQuote
{
if (i >= senkouOffset + senkouBPeriods - 1)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = i - senkouOffset - senkouBPeriods + 1;
p <= i - senkouOffset; p++)
{
TQuote d = quotesList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.SenkouSpanB = (min + max) / 2;
}
}
private static void CalcIchimokuKijunSen <TQuote>(
int i,
List <TQuote> quotesList,
IchimokuResult result,
int kijunPeriods)
where TQuote : IQuote
{
if (i >= kijunPeriods - 1)
{
decimal max = 0;
decimal min = decimal.MaxValue;
for (int p = i - kijunPeriods + 1; p <= i; p++)
{
TQuote d = quotesList[p];
if (d.High > max)
{
max = d.High;
}
if (d.Low < min)
{
min = d.Low;
}
}
result.KijunSen = (min + max) / 2;
}
}
public void Standard()
{
int signalPeriod = 9;
int shortSpanPeriod = 26;
int longSpanPeriod = 52;
List <IchimokuResult> results = Indicator.GetIchimoku(
history, signalPeriod, shortSpanPeriod, longSpanPeriod)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(494, results.Where(x => x.TenkanSen != null).Count());
Assert.AreEqual(477, results.Where(x => x.KijunSen != null).Count());
Assert.AreEqual(451, results.Where(x => x.SenkouSpanA != null).Count());
Assert.AreEqual(425, results.Where(x => x.SenkouSpanB != null).Count());
Assert.AreEqual(476, results.Where(x => x.ChikouSpan != null).Count());
// sample values
IchimokuResult r1 = results[51];
Assert.AreEqual(224.465m, r1.TenkanSen);
Assert.AreEqual(221.94m, r1.KijunSen);
Assert.AreEqual(214.8325m, r1.SenkouSpanA);
Assert.AreEqual(null, r1.SenkouSpanB);
Assert.AreEqual(226.35m, r1.ChikouSpan);
IchimokuResult r2 = results[249];
Assert.AreEqual(257.15m, r2.TenkanSen);
Assert.AreEqual(253.085m, r2.KijunSen);
Assert.AreEqual(246.3125m, r2.SenkouSpanA);
Assert.AreEqual(241.685m, r2.SenkouSpanB);
Assert.AreEqual(259.21m, r2.ChikouSpan);
IchimokuResult r3 = results[475];
Assert.AreEqual(265.575m, r3.TenkanSen);
Assert.AreEqual(263.965m, r3.KijunSen);
Assert.AreEqual(274.9475m, r3.SenkouSpanA);
Assert.AreEqual(274.95m, r3.SenkouSpanB);
Assert.AreEqual(245.28m, r3.ChikouSpan);
IchimokuResult r4 = results[501];
Assert.AreEqual(241.26m, r4.TenkanSen);
Assert.AreEqual(251.505m, r4.KijunSen);
Assert.AreEqual(264.77m, r4.SenkouSpanA);
Assert.AreEqual(269.82m, r4.SenkouSpanB);
Assert.AreEqual(null, r4.ChikouSpan);
}
public void GetIchimokuTest()
{
int signalPeriod = 9;
int shortSpanPeriod = 26;
int longSpanPeriod = 52;
IEnumerable <IchimokuResult> results = Indicator.GetIchimoku(
history, signalPeriod, shortSpanPeriod, longSpanPeriod);
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count());
Assert.AreEqual(494, results.Where(x => x.TenkanSen != null).Count());
Assert.AreEqual(477, results.Where(x => x.KijunSen != null).Count());
Assert.AreEqual(451, results.Where(x => x.SenkouSpanA != null).Count());
Assert.AreEqual(425, results.Where(x => x.SenkauSpanB != null).Count());
Assert.AreEqual(476, results.Where(x => x.ChikouSpan != null).Count());
// sample values
IchimokuResult r1 = results.Where(x => x.Index == 476).FirstOrDefault();
Assert.AreEqual(265.575m, r1.TenkanSen);
Assert.AreEqual(263.965m, r1.KijunSen);
Assert.AreEqual(274.9475m, r1.SenkouSpanA);
Assert.AreEqual(274.95m, r1.SenkauSpanB);
Assert.AreEqual(245.28m, r1.ChikouSpan);
IchimokuResult r2 = results.Where(x => x.Index == 502).FirstOrDefault();
Assert.AreEqual(241.26m, r2.TenkanSen);
Assert.AreEqual(251.505m, r2.KijunSen);
Assert.AreEqual(264.77m, r2.SenkouSpanA);
Assert.AreEqual(269.82m, r2.SenkauSpanB);
Assert.AreEqual(null, r2.ChikouSpan);
}
/// <include file='./info.xml' path='indicator/type[@name="Full"]/*' />
///
public static IEnumerable <IchimokuResult> GetIchimoku <TQuote>(
this IEnumerable <TQuote> quotes,
int tenkanPeriods,
int kijunPeriods,
int senkouBPeriods,
int senkouOffset,
int chikouOffset)
where TQuote : IQuote
{
// sort quotes
List <TQuote> quotesList = quotes.SortToList();
// check parameter arguments
ValidateIchimoku(
tenkanPeriods,
kijunPeriods,
senkouBPeriods,
senkouOffset,
chikouOffset);
// initialize
List <IchimokuResult> results = new(quotesList.Count);
int senkouStartPeriod = Math.Max(
2 * senkouOffset,
Math.Max(tenkanPeriods, kijunPeriods)) - 1;
// roll through quotes
for (int i = 0; i < quotesList.Count; i++)
{
TQuote q = quotesList[i];
IchimokuResult result = new()
{
Date = q.Date
};
results.Add(result);
// tenkan-sen conversion line
CalcIchimokuTenkanSen(i, quotesList, result, tenkanPeriods);
// kijun-sen base line
CalcIchimokuKijunSen(i, quotesList, result, kijunPeriods);
// senkou span A
if (i >= senkouStartPeriod)
{
IchimokuResult skq = results[i - senkouOffset];
if (skq != null && skq.TenkanSen != null && skq.KijunSen != null)
{
result.SenkouSpanA = (skq.TenkanSen + skq.KijunSen) / 2;
}
}
// senkou span B
CalcIchimokuSenkouB(i, quotesList, result, senkouOffset, senkouBPeriods);
// chikou line
if (i + chikouOffset < quotesList.Count)
{
result.ChikouSpan = quotesList[i + chikouOffset].Close;
}
}
return(results);
}
