/// <summary>
/// Gets syrah term signals (short and long)
/// </summary>
/// <returns>Item1 - syrah short term signals, Item2 - syrah long term signals</returns>
public Tuple <List <Signal>, List <Signal> > GetSentiments(List <HistoricalQuote> historicalQuotes2Years)
{
IIndicator syrahSentimentShortTerm = new SyrahSentiment(SyrahSentiment.TermValue.ShortTerm);
IIndicator syrahSentimenLongTerm = new SyrahSentiment(SyrahSentiment.TermValue.LongTerm);
HistoricalData historicalData2Years = new HistoricalData(historicalQuotes2Years);
List <Signal> signals = _signalsProxyService.GetSignals(historicalData2Years,
new List <IIndicator>
{
syrahSentimentShortTerm, syrahSentimenLongTerm
}, null);
List <Signal> syrahShortTermSignals = signals.ForIndicator(syrahSentimentShortTerm).OrderBy(signal => signal.Date).ToList();
List <Signal> syrahLongTermSignals = signals.ForIndicator(syrahSentimenLongTerm).OrderBy(signal => signal.Date).ToList();
Tuple <List <Signal>, List <Signal> > result = new Tuple <List <Signal>, List <Signal> >(syrahShortTermSignals, syrahLongTermSignals);
return(result);
}
private SentimentViewModel GetPartWhy(string stockCode)
{
List <HistoricalQuote> historicalQuotes2YearsResponse = _marketDataService.GetHistoricalQuotes(stockCode, "2y");
List <Signal> syrahShortTermSignals;
List <Signal> syrahLongTermSignals;
int?sentimentShortTermValue = null;
int?sentimentLongTermValue = null;
Sentiment?sentiment = null;
if (historicalQuotes2YearsResponse.Count == 0)
{
return(new SentimentViewModel()
{
Sentiment = sentiment,
Signal = stockCode
});
}
Tuple <List <Signal>, List <Signal> > signals = _signalHelpers.GetSentiments(historicalQuotes2YearsResponse);
syrahShortTermSignals = signals.Item1;
syrahLongTermSignals = signals.Item2;
Tuple <int?, int?> sentimentTermValues = _signalHelpers.GetSentimentTermValues(syrahShortTermSignals, syrahLongTermSignals);
sentimentShortTermValue = sentimentTermValues.Item1;
sentimentLongTermValue = sentimentTermValues.Item2;
Tuple <int?, int?> sentimentValues = new Tuple <int?, int?>(sentimentShortTermValue, sentimentLongTermValue);
sentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValues);
//return new { sentiment, stockCode };
return(new SentimentViewModel()
{
Sentiment = sentiment,
Signal = stockCode
});
}
internal static TradeIdeasGeneratorArgument Create(List <Signal> signals, HistoricalData historicalData)
{
TradeIdeasGeneratorArgument result = new TradeIdeasGeneratorArgument();
SmaVol smaVol20 = new SmaVol(20);
Sma sma50 = new Sma(50);
Rsi stRsi5 = new Rsi(5);
Rsi rsi14 = new Rsi(14);
Rsi ltrsi50 = new Rsi(50);
Cci stCci5 = new Cci(5);
Cci cci14 = new Cci(14);
Cci ltCci50 = new Cci(50);
Stoch stoch14 = new Stoch(14, 14, 3);
WillR willr14 = new WillR(14);
Mfi mfi14 = new Mfi(14);
Adx adx20 = new Adx(20);
Atr atr20 = new Atr(20);
//Assuming that signals are sorted by dates descending and all signals are present. otherwize an exception will be thrown during fetching signals (First())
#region Indicators
result.Rsi14 = GetValue(signals.LatestForIndicator(rsi14));
result.YesterdayRsi14 = GetValue(signals.PreviousForIndicator(rsi14, 1));
result.StRsi5 = GetValue(signals.LatestForIndicator(stRsi5));
result.YesterdayStRsi5 = GetValue(signals.PreviousForIndicator(stRsi5, 1));
result.LtRsi50 = GetValue(signals.LatestForIndicator(ltrsi50));
result.Cci14 = GetValue(signals.LatestForIndicator(cci14));
result.YesterdayCci14 = GetValue(signals.PreviousForIndicator(cci14, 1));
result.StCci5 = GetValue(signals.LatestForIndicator(stCci5));
result.YesterdayStCci5 = GetValue(signals.PreviousForIndicator(stCci5, 1));
result.LtCci50 = GetValue(signals.LatestForIndicator(ltCci50));
result.Stoch14 = GetValue(signals.LatestForIndicator(stoch14));
result.YesterdayStoch14 = GetValue(signals.PreviousForIndicator(stoch14, 1));
result.WillR14 = GetValue(signals.LatestForIndicator(willr14));
result.YesterdayWillR14 = GetValue(signals.PreviousForIndicator(willr14, 1));
result.Mfi14 = GetValue(signals.LatestForIndicator(mfi14));
result.YesterdayMfi14 = GetValue(signals.PreviousForIndicator(mfi14, 1));
result.SmaVol20 = GetValue(signals.LatestForIndicator(smaVol20));
result.Sma50 = GetValue(signals.LatestForIndicator(sma50));
result.Adx20 = GetValue(signals.LatestForIndicator(adx20));
result.Atr20 = GetValue(signals.LatestForIndicator(atr20));
//Long Term Sentiment(6 months)
Signal syrahSentiment = signals.LatestForIndicator(LongTermSentimentForDependencies);
int? sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.LongTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
//Short Term Sentiment(1 month)
syrahSentiment = signals.LatestForIndicator(ShortTermSentimentForDependencies);
sentimentValue = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
result.ShortTermSentiment = SyrahSentiment.MakeInterpretationInTermsOfSentiment(sentimentValue);
#endregion
//if (expandedQuote == null)
//{
// result.LastPrice = historicalData.Close[historicalData.Count - 1];
//}
//else
//{
// result.LastPrice = expandedQuote.Last;
// result.HasOption = expandedQuote.HasOption;
//}
result.RangeStdDev = historicalData.GetPriceRangeStdDevFor6Months();
//result.NearestSupport = supportAndResistance.GetClosestSupport(expandedQuote.Last);
//result.NearestResistance = supportAndResistance.GetClosestResistance(expandedQuote.Last);
//TODO: check
int yesterdayIndex = historicalData.High.Length - 2;
result.YesterdayHigh = historicalData.High[yesterdayIndex];
result.YesterdayLow = historicalData.Low[yesterdayIndex];
return(result);
}
