public void UpdateMinMax()
{
// Update Min Max
DerivativeSymbolQuote maxDi = MaxTick.Di;
DerivativeSymbolQuote minDi = MinTick.Di;
PercChangeFromMax = 100 * ((StockUtils.GetPriceForAnalysis(CurrTick.Di) - StockUtils.GetPriceForAnalysis(maxDi)) / StockUtils.GetPriceForAnalysis(maxDi));
PercChangeFromMin = 100 * ((StockUtils.GetPriceForAnalysis(CurrTick.Di) - StockUtils.GetPriceForAnalysis(minDi)) / StockUtils.GetPriceForAnalysis(minDi));
if (PercChangeFromMax >= 0)
{
// New Max
MaxTick = CurrTick;
}
else if (PercChangeFromMin <= 0)
{
// New Min
MinTick = CurrTick;
}
// Get trend
if (Math.Abs(CurrTick.Di.PercChangeFromPrevious) > 1.5)
{
DominantDirection = CurrTick.Di.PercChangeFromPrevious > 0 ? MarketDirection.UP : MarketDirection.DOWN;
}
}
public async Task ProcessMarket(string[] stockItems)
{
log.LogDebug("Processing market");
var sentimentTask = await twitterAnalysis.GetTrackingResults(new SentimentRequest(stockItems.Select(item => $"${item}").ToArray()) { Hours = new[] { 24 } }, CancellationToken.None)
.ConfigureAwait(false);
foreach (string stock in stockItems)
{
log.LogInformation("Processing {0}", stock);
PredictionResult result = await instance().Start(stock).ConfigureAwait(false);
double sellAccuracy = result.Performance.PerClassMatrices[0].Accuracy;
double buyAccuracy = result.Performance.PerClassMatrices[1].Accuracy;
string header = $"${stock} trading signals ({sellAccuracy * 100:F0}%/{buyAccuracy * 100:F0}%)";
var text = new StringBuilder();
if (sentimentTask.TryGetValue($"${stock}", out var sentiment))
{
var sentimentValue = sentiment.First();
text.AppendFormat(
"Average sentiment: {2}{0:F2}({1})\r\n",
sentimentValue.Average,
sentimentValue.TotalMessages,
sentimentValue.GetEmoji());
}
else
{
log.LogWarning("Not found sentiment for {0}", stock);
}
for (int i = 0; i < result.Predictions.Length || i < 2; i++)
{
MarketDirection prediction = result.Predictions[result.Predictions.Length - i - 1];
log.LogInformation("{2}, Predicted T-{0}: {1}\r\n", i, prediction, stock);
string icon = prediction == MarketDirection.Buy ? Emoji.CHART_WITH_UPWARDS_TREND.Unicode : Emoji.CHART_WITH_DOWNWARDS_TREND.Unicode;
text.AppendFormat("T-{0}: {2}{1}\r\n", i, prediction, icon);
}
var message = new MultiItemMessage(header, new[] { text.ToString() });
publisher.PublishMessage(message);
}
}
