private Dictionary <IBarrierValue, Decimal> GetBarrierDistances(
StudyValue StudyValue,
int BarNumber,
bool IsTrendTypeTest,
TrendType TrendType,
bool IsBoundaryTest,
CongestionBoundary CongestionBoundary)
{
Dictionary <IBarrierValue, Decimal> distances = new Dictionary <IBarrierValue, Decimal>();
foreach (IBarrierValue barrier in this.GetBarriers())
{
if ((!IsTrendTypeTest) || ((barrier is ITrendLine) && ((barrier as ITrendLine).TrendType == TrendType)))
{
if ((!IsBoundaryTest) || (CongestionBoundary == barrier.CongestedBoundary))
{
// TODO: should not have to check this, but some double zero lines are coming through twice
if (!distances.ContainsKey(barrier))
{
distances.Add(barrier, barrier.GetValueAt(BarNumber) - StudyValue.Value);
}
}
}
}
return(distances);
}
private void ProcessSlow()
{
Log("SLOW, bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[2], Acceleration, AccelerationMax, AccelerationStep);
currTrendSLow = p[0] > Closes[2][0] ? TrendType.UP : TrendType.DOWN;
}
public static bool accordTrend(List <StockKLineBaidu> arr, TrendType trend)
{
bool ret = false;
switch (trend)
{
case TrendType.TT_Down:
ret = accordDownTrend(arr);
break;
case TrendType.TT_NotUp:
ret = accordNotUpTrend(arr);
break;
case TrendType.TT_Sideway:
ret = accordSideway(arr);
break;
case TrendType.TT_NotDown:
ret = accordNotDownTrend(arr);
break;
case TrendType.TT_Up:
ret = accordUpTrend(arr);
break;
default:
break;
}
return(ret);
}
private void ProcessFast()
{
Log("bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[3], Acceleration, AccelerationMax, AccelerationStep);
currTrendFast = p[0] > Closes[3][0] ? TrendType.UP : TrendType.DOWN;
}
private decimal GenerateLast()
{
if (_trendCount == 0 || _lastPrice < _minPriceLimit)
{
_trendCount = _random.Next(3, 13);
if (_lastPrice > _maxPriceLimit)
{
_trend = TrendType.Down;
}
else if (_lastPrice < _minPriceLimit)
{
_trend = TrendType.Up;
}
else
{
_trend = _trend == TrendType.Down ? TrendType.Up : TrendType.Down;
}
}
var multiplier = _trend == TrendType.Down ? -1 : 1;
_lastPrice += multiplier * RandomValue(_priceOffset);
_trendCount--;
return(_lastPrice);
}
private void ProcessDaily()
{
Log("DAILY, bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[1], Acceleration, AccelerationMax, AccelerationStep);
currTrendDaily = p[0] > Closes[1][0] ? TrendType.UP : TrendType.DOWN;
}
public Trend[] GetInRange(int[] itemids, long from, long to, TrendType trendType = TrendType.Float)
{
var response = _provider.Get(new Get
{
itemids = itemids,
time_from = from,
time_till = to,
history = trendType
});
return response;
}
public PsnChannelMock(IPsnMeter owner, TrendType type, DateTime startTime, GeneratedDataType dataType)
{
_startTime = startTime;
_dataType = dataType;
Type = type;
OwnerPsnMeter = owner;
IsEnabled = true;
Trend = new List <IDataPoint>();
UnicId = Guid.NewGuid();
}
public static void DefineChartTrendType(this Measure m, TrendType trendtype, Color c)
{
var ch2 = m.Grid as OlapChart;
if (ch2 != null)
{
ch2.chartDefinitions.TrendTypes.Remove(m);
var tw = new TrendWrapper(c, trendtype);
ch2.chartDefinitions.TrendTypes.Add(m, tw);
}
}
private TrendType GetTypeOfReport(GroupCollection groups)
{
TrendType ret = TrendType.None;
for (int i = 1; i < NumberOfGroups; i++)
{
if (groups[i].Success)
{
ret = regexTypes[i];
break;
}
}
return(ret);
}
private static TrendType UpdateTrend(TrendType currentTrend, decimal sma50, decimal sma200)
{
var newTrend = TrendType.Unknown;
if ((currentTrend == TrendType.Unknown || currentTrend == TrendType.Down) && sma50 > sma200)
{
newTrend = TrendType.Up;
}
else if ((_trend == TrendType.Unknown || _trend == TrendType.Up) && sma50 < sma200)
{
newTrend = TrendType.Down;
}
// else
// _trend = TrendType.Unknown;
return(newTrend);
}
public decimal GetLastValue(CurrencyPair currency, out TrendType trend)
{
decimal newPrice = this.inMemoryStorage[currency].Last().Value;
bool tryGetValue = this.lastPricePerCurrency.TryGetValue(currency, out decimal value);
trend = tryGetValue ? newPrice > this.lastPricePerCurrency[currency] ? TrendType.Up : TrendType.Down : TrendType.Up;
this.lastPricePerCurrency.AddOrUpdate(currency, newPrice,
(key, existingVal) =>
{
existingVal = newPrice;
return(existingVal);
});
return(newPrice);
}
/// <summary>
/// Get signal for the bar
/// </summary>
/// <returns></returns>
protected SignalType GetSignal(int bar)
{
SignalType result = SignalType.None;
//double price = Close[bar];
double price = smaPrice[bar];
TrendType trendType = GetTrendType(bar);
// Move last maximum, minimum
if (price < lastMin)
{
lastMin = price;
lastMinBar = bar;
}
if (price > lastMax)
{
lastMax = price;
lastMaxBar = bar;
}
// Buy if go up more then deltaUp
if (price - lastMin >= deltaUp.Value &&
trendType == TrendType.Bear &&
(!IsLastPositionActive ||
(IsLastPositionActive &&
LastActivePosition.PositionType != PositionType.Long)))
{
result = SignalType.Buy;
AnnotateBar("Min", lastMinBar, true, Color.DarkRed);
AnnotateBar("Buy", bar, true, Color.DarkBlue);
lastMax = lastMin = price;
}
// Sell if go down more then deltaDown
else if (lastMax - price >= deltaDown.Value &&
trendType == TrendType.Bull &&
(!IsLastPositionActive ||
(IsLastPositionActive &&
LastActivePosition.PositionType != PositionType.Short)))
{
result = SignalType.Sell;
AnnotateBar("Max", lastMaxBar, true, Color.DarkBlue);
AnnotateBar("Sell", bar, true, Color.DarkRed);
lastMax = lastMin = price;
}
return(result);
}
public virtual List <IBarrierValue> GetClosestBarrierBelow(
StudyValue StudyValue,
int BarNumber,
bool IsTrendTypeTest,
TrendType TrendType,
bool IsBoundaryTest,
CongestionBoundary CongestionBoundary)
{
List <IBarrierValue> barriers = new List <IBarrierValue>();
foreach (IBarrierValue barrier in
GetBarrierDistances(StudyValue, BarNumber, IsTrendTypeTest, TrendType, IsBoundaryTest, CongestionBoundary).Where(t => t.Value < 0.0M).OrderBy(t => t.Value).Reverse().Select(t => t.Key))
{
barriers.Add(barrier);
}
return(barriers);
}
/// <summary>
/// Get trend type for the bar
/// </summary>
/// <param name="bar"></param>
/// <returns></returns>
protected TrendType GetTrendType(int bar)
{
TrendType result = TrendType.Unknown;
if (bar == 0)
{
result = TrendType.Unknown;
}
else if (smaTrend[bar - 1] < smaTrend[bar])
{
result = TrendType.Bull;
}
else if (smaTrend[bar - 1] > smaTrend[bar])
{
result = TrendType.Bear;
}
return(result);
}
public Trend[] GetInRange(DateTime from, DateTime to, TrendType trendType = TrendType.Float)
{
if (from == null || to == null)
throw new ArgumentNullException();
if (from.Kind != DateTimeKind.Utc)
from = from.ToUniversalTime();
if (to.Kind != DateTimeKind.Utc)
to = to.ToUniversalTime();
var response = _provider.Get(new Get
{
time_from = from.ToUnixTime(),
time_till = to.ToUnixTime(),
history = trendType
});
return response;
}
public RpdChannel(IRpdMeter owner, int number, string name, bool isEnabled, bool isService, TrendType type)
{
InitWorker();
OwnerMeter = owner;
Name = name;
Number = number;
IsEnabled = isEnabled;
IsService = isService;
CurrentValue = null;
Type = type;
//-----------------------------
Trend = new List <IDataPoint>();
IsTrendExists = false;
IsTrendLoaded = false;
DumpCondition = new RpdChannellDumpCondition();
//this.Start = new DateTime();
//this.Start = new DateTime();
}
public List <IBarrierValue> GetClosestBarrierBelow(
StudyValue StudyValue,
int BarNumber,
bool IsTrendTypeTest,
TrendType TrendType,
bool IsBoundaryTest,
CongestionBoundary CongestionBoundary,
int MinimumTests)
{
List <IBarrierValue> barriers = new List <IBarrierValue>();
foreach (IBarrierValue barrier in base.GetClosestBarrierBelow(StudyValue, BarNumber, IsTrendTypeTest, TrendType, IsBoundaryTest, CongestionBoundary))
{
if ((barrier as IAggregateLine).NumTests >= MinimumTests)
{
barriers.Add(barrier);
}
}
return(barriers);
}
public TrendLine(
int BarNumberIdentified,
Decimal Intercept,
Decimal Gradient,
TrendType TrendType,
TrendOrientation Orientation,
int NumTests,
decimal AbsoluteGradientThreshold,
decimal AbsoluteFlatThreshold,
decimal FailureDistanceMultiple)
{
this.BarNumberIdentified = BarNumberIdentified;
this.Intercept = Intercept;
this.Gradient = Gradient;
this.TrendType = TrendType;
this.Orientation = Orientation;
this.NumTests = NumTests;
this.AbsoluteGradientThreshold = AbsoluteGradientThreshold;
this.AbsoluteFlatThreshold = AbsoluteFlatThreshold;
this.FailureDistanceMultiple = FailureDistanceMultiple;
}
private static ActionSignalType GetActionSignal(TrendType trend)
{
// if currently holding a position do nothing
if (_position != null)
{
return(ActionSignalType.DoNothing);
}
switch (trend)
{
case TrendType.Up:
return(ActionSignalType.Buy);
case TrendType.Down:
return(ActionSignalType.Sell);
case TrendType.Unknown:
default:
return(ActionSignalType.DoNothing);;
}
}
public static TrendType GetTrendType(string raw)
{
TrendType result = 0;//THINK add unspecified for 0?
switch (raw)
{
case "NOSIG":
result = TrendType.NOSIG;
break;
case "BECMG":
result = TrendType.BECMG;
break;
case "GRADU":
result = TrendType.GRADU;
break;
case "RAPID":
result = TrendType.RAPID;
break;
case "TEMPO":
result = TrendType.TEMPO;
break;
case "INTER":
result = TrendType.INTER;
break;
case "TEND":
result = TrendType.TEND;
break;
/*default:
* result = TrendType.Unspecified;
* break;*/
}
return(result);
}
public PsnChannelSimple(Guid unicId, Guid configurationId, string channelName, TrendType chanleType, IPsnChannelTrendLoader trendLoader, IThreadNotifier uiNotifier, IWorker <Action> bworker, IPsnMeter ownerMeter)
{
_sync = new object();
UnicId = unicId;
ConfigurationId = configurationId;
Name = channelName;
Type = chanleType;
_trendLoader = trendLoader;
//_signalConfiguration = signalConfiguration;
//_psnData = psnData;
//_psnConfiguration = psnConfiguration;
//_psnDataInformation = psnDataInformation;
_uiNotifier = uiNotifier;
_bworker = bworker;
OwnerPsnMeter = ownerMeter;
_points = new List <IDataPoint>();
_isTrendLoaded = false;
}
public SignalMock(TrendType type)
{
Type = type;
}
private void ProcessFast()
{
Log("bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[3], Acceleration, AccelerationMax, AccelerationStep);
currTrendFast = p[0] > Closes[3][0] ? TrendType.UP : TrendType.DOWN;
}
public async Task <CurrentDataResponse <TrendStatistics[]> > GetTrendAsync(Guid uuid, Gamemode gamemodes, DateTime start, DateTime end, TeamRole teamroles, TrendType trendType)
{
// ?gameMode=all,ranked,unranked,casual&startDate=20200718&endDate=20201115&teamRole=all,attacker,defender&trendType=weeks
var queries = BuildQuery(gamemodes, start, end, null, teamroles, trendType);
return(await GetData <CurrentDataResponse <TrendStatistics[]> >(Endpoints.R6SStats.Trend, uuid, queries).ConfigureAwait(false));
}
private void ProcessDaily()
{
Log("DAILY, bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[1], Acceleration, AccelerationMax, AccelerationStep);
currTrendDaily = p[0] > Closes[1][0] ? TrendType.UP : TrendType.DOWN;
}
private void ProcessSlow()
{
Log("SLOW, bar " + CurrentBar);
ParabolicSAR p = ParabolicSAR(BarsArray[2], Acceleration, AccelerationMax, AccelerationStep);
currTrendSLow = p[0] > Closes[2][0] ? TrendType.UP : TrendType.DOWN;
}
public static void UpdateTrendStat(TrendType trendType)
{
DatabaseProvider.GetInstance().UpdateTrendStat(trendType);
}
public Trend[] GetLastsForPeriod(TimeSpan span, int[] itemids = null, TrendType trendType = TrendType.Float)
{
return GetInRange(itemids, (DateTime.UtcNow - span), DateTime.UtcNow, trendType);
}
public bool berekenTrends(double minVoorwaarde, Entiteit entiteit, TrendType type, Voorwaarde voorwaarde)
{
initNonExistingRepo();
DateTime vandaag = DateTime.Today;
DateTime gisteren = DateTime.Today.AddDays(-1);
//DateTime vandaag = new DateTime(2018, 01, 14);
//DateTime gisteren = new DateTime(2018, 01, 13);
List <Post> AllePosts = entiteit.Posts;
List <Post> PostsGisteren = AllePosts.Where(x => x.Date.Day == gisteren.Day).Where(x => x.Date.Month == gisteren.Month).Where(x => x.Date.Year == gisteren.Year).ToList();
List <Post> PostsVandaag = AllePosts.Where(x => x.Date.Day == vandaag.Day).Where(x => x.Date.Month == vandaag.Month).Where(x => x.Date.Year == vandaag.Year).ToList();
int AantalGisteren = PostsGisteren.Count;
int AantalVandaag = PostsVandaag.Count;
//We MOETEN entiteit even zelf ophalen zodat de context op de hoogte is van welke entiteit we gebruiken
Entiteit e = getAlleEntiteiten().Single(x => x.EntiteitId == entiteit.EntiteitId);
Trend newTrend = new Trend();
double trendVerandering = 1.3;
//controle of trend al bestaat, zoja moeten we de berekening niet maken
foreach (var trend in e.Trends)
{
if (trend.Type == type)
{
return(true);
}
}
//PRESET voor berekening juist zetten
switch (type)
{
case TrendType.STERKOPWAARTS:
trendVerandering = 1.3;
newTrend.Type = TrendType.STERKOPWAARTS;
break;
case TrendType.MATIGOPWAARDS:
trendVerandering = 1.1;
newTrend.Type = TrendType.MATIGOPWAARDS;
break;
case TrendType.MATIGDALEND:
trendVerandering = 0.9;
newTrend.Type = TrendType.MATIGDALEND;
break;
case TrendType.STERKDALEND:
trendVerandering = 0.7;
newTrend.Type = TrendType.STERKDALEND;
break;
}
switch (voorwaarde)
{
case Voorwaarde.SENTIMENT:
double sentimentGisteren = 0;
double sentimentVandaag = 0;
foreach (var post in PostsGisteren)
{
sentimentGisteren += (post.Sentiment.polariteit * post.Sentiment.subjectiviteit) / AantalGisteren;
}
foreach (var post in PostsVandaag)
{
sentimentVandaag += (post.Sentiment.polariteit * post.Sentiment.subjectiviteit) / AantalVandaag;
}
double sentimentVerschil = 0;
if (type == TrendType.STIJGEND)
{
sentimentVerschil = sentimentVandaag - sentimentGisteren;
if (sentimentVerschil >= minVoorwaarde)
{
newTrend.Type = TrendType.STIJGEND;
newTrend.Voorwaarde = Voorwaarde.SENTIMENT;
entiteit.Trends.Add(newTrend);
updateEntiteit(e);
return(true);
}
}
else if (type == TrendType.DALEND)
{
sentimentVerschil = sentimentGisteren - sentimentVandaag;
newTrend.Type = TrendType.DALEND;
newTrend.Voorwaarde = Voorwaarde.SENTIMENT;
entiteit.Trends.Add(newTrend);
updateEntiteit(e);
return(true);
}
break;
case Voorwaarde.AANTALVERMELDINGEN:
newTrend.Voorwaarde = Voorwaarde.AANTALVERMELDINGEN;
if (type == TrendType.DALEND)
{
if ((AantalGisteren - AantalVandaag) >= minVoorwaarde)
{
return(true);
}
}
if (type == TrendType.STIJGEND)
{
if ((AantalVandaag - AantalGisteren) >= minVoorwaarde)
{
return(true);
}
}
if (type == TrendType.STERKOPWAARTS)
{
if ((AantalVandaag / AantalGisteren) >= trendVerandering)
{
if (entiteit.Trends == null)
{
entiteit.Trends = new List <Trend>();
}
entiteit.Trends.Add(newTrend);
updateEntiteit(e);
return(true);
}
}
if (type == TrendType.STERKDALEND)
{
if ((AantalVandaag / AantalGisteren) <= trendVerandering)
{
if (entiteit.Trends == null)
{
entiteit.Trends = new List <Trend>();
}
entiteit.Trends.Add(newTrend);
updateEntiteit(e);
return(true);
}
}
break;
case Voorwaarde.TRENDING:
//de eventuele trend die aanwezig kan zijn juist zetten op de trend waarop we vergelijken
newTrend.Voorwaarde = Voorwaarde.TRENDING;
//if kijkt na of het aantal posts van gisteren tegenover vandaag met 50% is gestegen en er moet minstens een volume van 10 posts zijn
if ((AantalVandaag / AantalGisteren) > 1.5 && AantalGisteren >= 10 && AantalVandaag >= 10)
{
if (entiteit.Trends == null)
{
entiteit.Trends = new List <Trend>();
}
entiteit.Trends.Add(newTrend);
updateEntiteit(e);
return(true);
}
break;
case Voorwaarde.KEYWORDS:
break;
default:
break;
}
//als we hier komen is er geen trend aanwezig.
return(false);
}
public Trend[] GetInRange(int[] itemids, DateTime from, DateTime to, TrendType trendType = TrendType.Float)
{
if (from == null || to == null)
throw new ArgumentNullException();
return GetInRange(itemids, from.ToUnixTime(), to.ToUnixTime(), trendType);
}
public static AdaptiveCard GetTopCharts(TopCharts chart, TrendType trend)
{
AdaptiveCard adaptiveCard = new AdaptiveCard();
ContainerStylesConfig config = new ContainerStylesConfig();
config.Default.ForegroundColors.Good = new FontColorConfig("#4caf50", "#8bc34a");
AdaptiveHostConfig adaptiveHostConfig = new AdaptiveHostConfig();
var top_charts = trend == TrendType.Gainer ? chart.Data.OrderByDescending(dt => dt.ChangePercent).Take(15) : chart.Data.OrderBy(dt => dt.ChangePercent).Take(15);
var body = new List <AdaptiveElement>();
var first_col_items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = "Company",
Weight = AdaptiveTextWeight.Bolder,
Wrap = false
}
};
foreach (var stock in top_charts)
{
first_col_items.Add(new AdaptiveTextBlock()
{
Text = stock.Name,
Weight = AdaptiveTextWeight.Lighter,
Wrap = false
});
}
;
var change_col_items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = "Change",
Weight = AdaptiveTextWeight.Bolder,
Wrap = false
}
};
foreach (var stock in top_charts)
{
var upOrDown = stock.Change < 0 ? "▼" : "▲";
change_col_items.Add(new AdaptiveTextBlock()
{
Text = $"{upOrDown} {stock.ChangePercent.ToString()}",
Weight = AdaptiveTextWeight.Bolder,
Color = stock.Change < 0 ? AdaptiveTextColor.Warning: AdaptiveTextColor.Accent,
Wrap = false
});
}
var second_col_items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = "CMP",
Weight = AdaptiveTextWeight.Bolder,
Wrap = false
}
};
foreach (var stock in top_charts)
{
second_col_items.Add(new AdaptiveTextBlock()
{
Text = stock.LastPrice.ToString(),
Weight = AdaptiveTextWeight.Lighter,
Wrap = false
});
}
var third_col_items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = "Day High",
Weight = AdaptiveTextWeight.Bolder,
Wrap = false
}
};
foreach (var stock in top_charts)
{
third_col_items.Add(new AdaptiveTextBlock()
{
Text = stock.High.ToString(),
Weight = AdaptiveTextWeight.Lighter,
Wrap = false
});
}
var fourth_col_items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = "Day Low",
Weight = AdaptiveTextWeight.Bolder,
Wrap = false
}
};
foreach (var stock in top_charts)
{
fourth_col_items.Add(new AdaptiveTextBlock()
{
Text = stock.Low.ToString(),
Weight = AdaptiveTextWeight.Lighter,
Wrap = false
});
}
body.Add(new AdaptiveContainer()
{
Items = new List <AdaptiveElement>()
{
new AdaptiveTextBlock()
{
Text = trend == TrendType.Gainer ? "Top Gainers" : "Top Losers",
Weight = AdaptiveTextWeight.Bolder,
Size = AdaptiveTextSize.Medium
},
new AdaptiveColumnSet()
{
Columns = new List <AdaptiveColumn>()
{
new AdaptiveColumn()
{
Width = AdaptiveColumnWidth.Auto,
Items = first_col_items
},
new AdaptiveColumn()
{
Width = AdaptiveColumnWidth.Auto,
Items = change_col_items
},
new AdaptiveColumn()
{
Width = AdaptiveColumnWidth.Auto,
Items = second_col_items
},
new AdaptiveColumn()
{
Width = AdaptiveColumnWidth.Auto,
Items = third_col_items
},
new AdaptiveColumn()
{
Width = AdaptiveColumnWidth.Auto,
Items = fourth_col_items
},
}
}
}
});
adaptiveCard.Body = body;
return(adaptiveCard);
}
static async Task Main(string[] args)
{
// TODO: while market open
while (true)
{
// https://www.alphavantage.co/documentation/#latestprice
var quoteUrl = $"https://www.alphavantage.co/query?function={_globalQuoteFuntionName}&symbol={_symbol}&apikey={_apiKey}";
// https://www.alphavantage.co/documentation/#sma
var sma50Url = $"https://www.alphavantage.co/query?function={_smaFuntionName}&symbol={_symbol}&interval={_interval}&time_period={_timePeriod50.ToString()}&series_type={_seriesType}&apikey={_apiKey}";
var sma200Url = $"https://www.alphavantage.co/query?function={_smaFuntionName}&symbol={_symbol}&interval={_interval}&time_period={_timePeriod200.ToString()}&series_type={_seriesType}&apikey={_apiKey}";
// Moving Average
// 1. Identify Trends (up, down)
// if the price is > MA --> uptrend
// if the price is < MA --> downtrend
// 2. Confirm Reversals
// if the price is = MA --> trend reversal
// 3. Identify Support and Resistance Level
// TODO
// 4. BUY/SELL
// if the price is > MA --> signal to BUY with stop loss below the MA
// if the price is < MA --> signal to SELL with stop loss above the MA
// TYPES
// 1. SMA - Simple Moving Average
// Summary: Equal weight to all periods - laggy price reaction
// Good for: Mid- to Long-term trends
// Calculation: Sum of closing price for given period (days) / period length (number of days)
// Example: 10 closing prices for each day in 10 days (c1+c2+...c10)/10
// 2. WMA - Weighted Moving Average
// Summary: Responds faster to price action, more weight to recent periods, less weight to older periods, reflect a quicker shift in sentiment
// Good for: Short-term trends
// Calculation: TODO
// 3. EMA - Exponential Moving Average
// Summary: Responds faster to price action, more weight to recent periods, less weight to older periods, reflect a quicker shift in sentiment
// Good for: Short-term trends
// Calculation: TODO
// MA Crossovers
// Summary: Combination of MA's reflecting two different time periods (short-term with long-term) create opportunity to trade MA Crossovers - used to determine if the trend has changed direction
// Example 1: When a shorter period MA crosses above a longer period MA - signal uptrend --> signal to buy (Bullish).
// Example 2: When a shorter period MA crosses below a longer period MA - signal downtrend --> signal to sell (Bearish).
Console.WriteLine(DateTime.UtcNow);
Console.WriteLine("Symbol: " + _symbol);
// Get current price
string quoteResponseBody = await _client.GetStringAsync(quoteUrl);
var quote = ParseResponse <Quote>(quoteResponseBody, "Global Quote");
_currentPrice = decimal.Parse(quote.Price);
Console.WriteLine("Price: " + _currentPrice.ToString());
// Get current SMA50 & current SMA200
_sma50 = await GetSma(sma50Url, _timePeriod50);
_sma200 = await GetSma(sma200Url, _timePeriod200);
// Trend
_trend = UpdateTrend(_trend, _sma50, _sma200);
Console.WriteLine("Trend: " + _trend.ToString());
// Buy/Sell Signal
var actionSignal = GetActionSignal(_trend);
Console.WriteLine("Signal: " + actionSignal.ToString());
// Buy/Sell
switch (actionSignal)
{
case ActionSignalType.Buy:
Buy();
break;
case ActionSignalType.Sell:
Sell();
break;
case ActionSignalType.DoNothing:
case ActionSignalType.Unknown:
default:
break;
}
Console.WriteLine("***************************");
Console.WriteLine("Position: " + string.Format("{0:C}", _position.Value));
Console.WriteLine("Cash: " + string.Format("{0:C}", _account));
Console.WriteLine("Total: " + string.Format("{0:C}", _position.Value + _account));
Console.WriteLine("***************************");
// Sleep for 5 min and repeat
Thread.Sleep(60000);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// OnBarUpdate() will be called on incoming tick events on all Bars objects added to the strategy
// We only want to process events on our primary Bars object (index = 0) which is set when adding
// the strategy to a chart
//if (BarsInProgress != 0)
// return;
if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired) return;
//if (CurrentBars[0] < 1) return;
//if (CurrentBars[1] < 1) return;
// Print("BarsinProgress: " + BarsInProgress + ", CurrentBar: " + CurrentBar + ", Closes[0]: "+ Closes[0][0]);
//sma2 = SMA(BarsArray[1], SMAPeriod2*24)[0];
//PlotSMA2.Set(sma2);
if (BarsInProgress == 1)
{
sma1 = SMA(Closes[1], SMAPeriod1 * 24)[0];
double threshold = 0.000;
// double threshold = 0.000;
if (PlotSMA1[0] + threshold < PlotSMA1[1])
{
currentOverallTrend = TrendType.DOWN;
}
else if (PlotSMA1[0] > PlotSMA1[1] + threshold)
{
currentOverallTrend = TrendType.UP;
}
else
{
currentOverallTrend = TrendType.NEUTRAL;
}
}
// Draws a dotted lime green arrow line
// DrawArrowLine("tag1", true, 10, Close[10] * 1.05, 0, Close[0] * 1.05, Color.LimeGreen, DashStyle.Solid, 3);
// only draw on primary series
if (BarsInProgress == 0)
{
PlotSMA1.Set(sma1);
switch (currentOverallTrend)
{
case TrendType.DOWN:
DrawArrowDown("arrdown" + CurrentBar, false, 1, High[1] * 1.0008, Color.Red);
// BackColor = Color.Pink;
break;
case TrendType.UP:
DrawArrowUp("arrup" + CurrentBar,1, Low[1] * 0.9992, Color.Blue);
// BackColor = Color.LightGreen;
break;
default:
DrawArrowLine("arrneu" + CurrentBar, 2, Close[0], 1, Close[0], Color.Yellow);
break;
}
}
// only draw on last bar of the primary series
if (BarsInProgress == 0 && Count - 2 == CurrentBar)
{
switch (currentOverallTrend)
{
case TrendType.DOWN:
DrawTextFixed("texttrend", "Trend: DOWN", TextPosition.TopRight, Color.Red, fontTrend, Color.Blue, Color.Black, 100);
break;
case TrendType.UP:
DrawTextFixed("texttrend", "Trend: UP", TextPosition.TopRight, Color.Lime, fontTrend, Color.Blue, Color.Black, 100);
break;
default:
break;
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// OnBarUpdate() will be called on incoming tick events on all Bars objects added to the strategy
// We only want to process events on our primary Bars object (index = 0) which is set when adding
// the strategy to a chart
//if (BarsInProgress != 0)
// return;
if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired)
{
return;
}
//if (CurrentBars[0] < 1) return;
//if (CurrentBars[1] < 1) return;
// Print("BarsinProgress: " + BarsInProgress + ", CurrentBar: " + CurrentBar + ", Closes[0]: "+ Closes[0][0]);
//sma2 = SMA(BarsArray[1], SMAPeriod2*24)[0];
//PlotSMA2.Set(sma2);
if (BarsInProgress == 1)
{
sma1 = SMA(Closes[1], SMAPeriod1 * 24)[0];
double threshold = 0.000;
// double threshold = 0.000;
if (PlotSMA1[0] + threshold < PlotSMA1[1])
{
currentOverallTrend = TrendType.DOWN;
}
else if (PlotSMA1[0] > PlotSMA1[1] + threshold)
{
currentOverallTrend = TrendType.UP;
}
else
{
currentOverallTrend = TrendType.NEUTRAL;
}
}
// Draws a dotted lime green arrow line
// DrawArrowLine("tag1", true, 10, Close[10] * 1.05, 0, Close[0] * 1.05, Color.LimeGreen, DashStyle.Solid, 3);
// only draw on primary series
if (BarsInProgress == 0)
{
PlotSMA1.Set(sma1);
switch (currentOverallTrend)
{
case TrendType.DOWN:
DrawArrowDown("arrdown" + CurrentBar, false, 1, High[1] * 1.0008, Color.Red);
// BackColor = Color.Pink;
break;
case TrendType.UP:
DrawArrowUp("arrup" + CurrentBar, 1, Low[1] * 0.9992, Color.Blue);
// BackColor = Color.LightGreen;
break;
default:
DrawArrowLine("arrneu" + CurrentBar, 2, Close[0], 1, Close[0], Color.Yellow);
break;
}
}
// only draw on last bar of the primary series
if (BarsInProgress == 0 && Count - 2 == CurrentBar)
{
switch (currentOverallTrend)
{
case TrendType.DOWN:
DrawTextFixed("texttrend", "Trend: DOWN", TextPosition.TopRight, Color.Red, fontTrend, Color.Blue, Color.Black, 100);
break;
case TrendType.UP:
DrawTextFixed("texttrend", "Trend: UP", TextPosition.TopRight, Color.Lime, fontTrend, Color.Blue, Color.Black, 100);
break;
default:
break;
}
}
}
public bool berekenTrends(int minVoorwaarde, Entiteit entiteit, TrendType type, Domain.Alert.Voorwaarde voorwaarde)
{
initNonExistingRepo();
//DateTime vandaag = DateTime.Today;
//DateTime gisteren = DateTime.Today.AddDays(-1);
DateTime vandaag = new DateTime(2018, 01, 14);
DateTime gisteren = new DateTime(2018, 01, 13);
List <Post> AllePosts = entiteit.Posts;
List <Post> PostsGisteren = AllePosts.Where(x => x.Date.Day == gisteren.Day).Where(x => x.Date.Month == gisteren.Month).Where(x => x.Date.Year == gisteren.Year).ToList();
List <Post> PostsVandaag = AllePosts.Where(x => x.Date.Day == vandaag.Day).Where(x => x.Date.Month == vandaag.Month).Where(x => x.Date.Year == vandaag.Year).ToList();
int AantalGisteren = PostsGisteren.Count;
int AantalVandaag = PostsVandaag.Count;
//We MOETEN entiteit even zelf ophalen zodat de context op de hoogte is van welke entiteit we gebruiken
Entiteit p = getAlleEntiteiten().Single(x => x.EntiteitId == entiteit.EntiteitId);
Trend newTrend = new Trend();
double trendVerandering = 1.3;
//controle of trend al bestaat, zoja moeten we de berekening niet maken
foreach (var trend in p.Trends)
{
if (trend.Type == type)
{
return(true);
}
}
//PRESET voor berekening juist zetten
switch (type)
{
case TrendType.STERKOPWAARDS:
trendVerandering = 1.3;
newTrend.Type = TrendType.STERKOPWAARDS;
break;
case TrendType.MATIGOPWAARDS:
trendVerandering = 1.1;
newTrend.Type = TrendType.MATIGOPWAARDS;
break;
case TrendType.MATIGDALEND:
trendVerandering = 0.9;
newTrend.Type = TrendType.MATIGDALEND;
break;
case TrendType.STERKDALEND:
trendVerandering = 0.7;
newTrend.Type = TrendType.STERKDALEND;
break;
}
switch (voorwaarde)
{
case Voorwaarde.SENTIMENT:
if (type == TrendType.STIJGEND)
{
double sentimentGisteren = 0;
double sentimentVandaag = 0;
foreach (var post in PostsGisteren)
{
sentimentGisteren += (post.sentiment.polariteit * post.sentiment.objectiviteit) / AantalGisteren;
}
foreach (var post in PostsVandaag)
{
sentimentVandaag += (post.sentiment.polariteit * post.sentiment.objectiviteit) / AantalVandaag;
}
double sentimentVerschil = sentimentVandaag - sentimentGisteren;
if (sentimentVerschil >= minVoorwaarde)
{
newTrend.Type = TrendType.STIJGEND;
entiteit.Trends.Add(newTrend);
UpdateEntiteit(entiteit);
return(true);
}
}
break;
case Voorwaarde.AANTALVERMELDINGEN:
if (type == TrendType.STIJGEND)
{
if ((AantalVandaag - AantalGisteren) >= minVoorwaarde)
{
return(true);
}
}
if (type == TrendType.DALEND)
{
if ((AantalGisteren - AantalVandaag) >= minVoorwaarde)
{
return(true);
}
}
if (type == TrendType.STERKOPWAARDS)
{
if ((AantalVandaag / AantalGisteren) >= trendVerandering)
{
if (entiteit.Trends == null)
{
entiteit.Trends = new List <Trend>();
}
entiteit.Trends.Add(newTrend);
UpdateEntiteit(p);
return(true);
}
}
break;
case Voorwaarde.KEYWORDS:
break;
default:
break;
}
//ALS het een type stijging is, dit is een waarde die de user heeft opgegeven kijken we of deze stijging voldoet aan de voorwaarde.
if (type == TrendType.STIJGEND)
{
if ((AantalVandaag - AantalGisteren) >= minVoorwaarde)
{
return(true);
}
}
//zelde als bij stijging maar hier kijken we of de daling voldoet.
else if (type == TrendType.DALEND)
{
if ((AantalGisteren - AantalVandaag) >= minVoorwaarde)
{
return(true);
}
}
else
{
if ((AantalVandaag / AantalGisteren) >= trendVerandering)
{
if (entiteit.Trends == null)
{
entiteit.Trends = new List <Trend>();
}
entiteit.Trends.Add(newTrend);
UpdateEntiteit(p);
return(true);
}
}
//als we hier komen wil het zeggen dat er geen trend aanwezig is dus moet de alert niet getriggered worden.
return(false);
}
public static void UpdateTrendStat(TrendType trendType)
{
DatabaseProvider.GetInstance().UpdateTrendStat(trendType);
}
public static void UpdateTrendStat(TrendType trendType)
{
Data.Users.UpdateTrendStat(trendType);
}
//public DataTable GetUserInfoByEmail(string email)
//{
// return DbHelper.ExecuteDataset(CommandType.StoredProcedure, string.Format("SELECT [username],[email] FROM [{0}users] WHERE [email]=@email", BaseConfigs.GetTablePrefix),DbHelper.MakeInParam("@email", (DbType)SqlDbType.NVarChar, 50, email)).Tables[0];
//}
/// <summary>
/// ��̳ÿ����Ϣͳ��
/// </summary>
/// <param name="trendType">ͳ��������</param>
public void UpdateTrendStat(TrendType trendType)
{
lock (stat)
{
stat[trendType]++;
//�����ϴθ���ʱ��ʱ��������ٴθ���
if (lastTrendUpdateTime.AddMinutes(5) <= DateTime.Now)
{
DbParameter[] parms = {
DbHelper.MakeInParam("@daytime",(DbType)SqlDbType.Int,4,DateTime.Now.ToString("yyyyMMdd")),
DbHelper.MakeInParam("@login",(DbType)SqlDbType.Int,4, stat[TrendType.Login]),
DbHelper.MakeInParam("@register",(DbType)SqlDbType.Int,4, stat[TrendType.Register]),
DbHelper.MakeInParam("@topic",(DbType)SqlDbType.Int,4, stat[TrendType.Topic]),
DbHelper.MakeInParam("@post",(DbType)SqlDbType.Int,4, stat[TrendType.Post]),
DbHelper.MakeInParam("@poll",(DbType)SqlDbType.Int,4, stat[TrendType.Poll]),
DbHelper.MakeInParam("@bonus",(DbType)SqlDbType.Int,4, stat[TrendType.Bonus]),
DbHelper.MakeInParam("@debate",(DbType)SqlDbType.Int,4, stat[TrendType.Debate])
};
DbHelper.ExecuteNonQuery(CommandType.StoredProcedure, string.Format("{0}updatettrendstat", BaseConfigs.GetTablePrefix), parms);
Initial();
//����ǰʱ������Ϊ������ʱ��
lastTrendUpdateTime = DateTime.Now;
}
}
}
public static int getInflectionPoint(List <StockKLineBaidu> arr, int startIndex, TrendType trend, bool reversed = false)
{
int index = -1;
int i = 0;
double diff = m_inflectionLimit;
double subDiff = m_inflectionLimit;
if (!reversed)
{
index = arr.Count;
for (i = startIndex; i < arr.Count - 1; i++)
{
double curVal = getCenterPrice(arr[i]);
double nextVal = getCenterPrice(arr[i + 1]);
double curSubVal = getMA5Value(arr[i]);
double nextSubVal = getMA5Value(arr[i + 1]);
double val = (nextVal - curVal) / curVal;
double subVal = (nextSubVal - curSubVal) / curSubVal;
if (trend == TrendType.TT_Up)
{
if (val < diff && subVal < subDiff)
{
index = i + 1;
break;
}
}
else if (trend == TrendType.TT_Down)
{
if (val > -diff && subVal < -subDiff)
{
index = i + 1;
break;
}
}
}
}
else
{
index = 0;
for (i = startIndex; i > 0; i--)
{
double curVal = getCenterPrice(arr[i]);
double prevVal = getCenterPrice(arr[i - 1]);
double curSubVal = getMA5Value(arr[i]);
double prevSubVal = getMA5Value(arr[i - 1]);
double val = (curVal - prevVal) / prevVal;
double subVal = (curSubVal - prevSubVal) / prevSubVal;
if (trend == TrendType.TT_Up)
{
if (val < diff && subVal < subDiff)
{
index = i - 1;
break;
}
}
else if (trend == TrendType.TT_Down)
{
if (val > -diff && subVal < -subDiff)
{
index = i - 1;
break;
}
}
}
}
return(index);
}
public static void UpdateTrendStat(TrendType trendType)
{
Data.Users.UpdateTrendStat(trendType);
}
//public DataTable GetUserInfoByEmail(string email)
//{
// return DbHelper.ExecuteDataset(CommandType.StoredProcedure, string.Format("SELECT [username],[email] FROM [{0}users] WHERE [email]=@email", BaseConfigs.GetTablePrefix),DbHelper.MakeInParam("@email", (DbType)NpgsqlDbType.Varchar, 50, email)).Tables[0];
//}
/// <summary>
/// 论坛每日信息统计
/// </summary>
/// <param name="trendType">统计项名称</param>
public void UpdateTrendStat(TrendType trendType)
{
lock (stat)
{
stat[trendType]++;
//当距上次更新时间时差五分钟再次更新
if (lastTrendUpdateTime.AddMinutes(5) <= DateTime.Now)
{
DbParameter[] parms = {
DbHelper.MakeInParam("@daytime",(DbType)NpgsqlDbType.Integer,4,DateTime.Now.ToString("yyyyMMdd")),
DbHelper.MakeInParam("@login",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Login]),
DbHelper.MakeInParam("@register",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Register]),
DbHelper.MakeInParam("@topic",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Topic]),
DbHelper.MakeInParam("@post",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Post]),
DbHelper.MakeInParam("@poll",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Poll]),
DbHelper.MakeInParam("@bonus",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Bonus]),
DbHelper.MakeInParam("@debate",(DbType)NpgsqlDbType.Integer,4, stat[TrendType.Debate])
};
string sql = @"SELECT [daytime]
FROM [dnt_trendstat]
WHERE [daytime] = @daytime";
var a = DbHelper.ExecuteScalar(CommandType.Text, sql, parms);
if (a == null)
{
string sql2 = @" INSERT INTO [dnt_trendstat]
( [daytime] ,
[login] ,
[register] ,
[topic] ,
[post]
)
VALUES ( @daytime ,
0 ,
0 ,
0 ,
0
) ;
UPDATE [dnt_trendstat]
SET [login] = [login] + @login ,
[register] = [register] + @register ,
[topic] = [topic] + @topic ,
[post] = [post] + @post ,
[poll] = [poll] + @poll ,
[bonus] = [bonus] + @bonus ,
[debate] = [debate] + @debate
WHERE [daytime] = @daytime";
DbHelper.ExecuteNonQuery(CommandType.Text, sql2, parms);
}
else
{
string sql2 = @"
UPDATE [dnt_trendstat]
SET [login] = [login] + @login ,
[register] = [register] + @register ,
[topic] = [topic] + @topic ,
[post] = [post] + @post ,
[poll] = [poll] + @poll ,
[bonus] = [bonus] + @bonus ,
[debate] = [debate] + @debate
WHERE [daytime] = @daytime";
DbHelper.ExecuteNonQuery(CommandType.Text, sql2, parms);
}
Initial();
//将当前时间设置为最后更新时间
lastTrendUpdateTime = DateTime.Now;
}
}
}
