Exemple #1
0
        public MovingAverage(WeSecPrices wsp, long secInterval, long secBound)
        {
            if (wsp == null)
            {
                throw null;
            }

            if (secInterval < 1L)
            {
                throw new Exception("MAインターバル=0");
            }

            if (secBound < secInterval)
            {
                throw new Exception("MAインターバル長過ぎ!(期間より長い!)");
            }

            if (secBound % secInterval != 0)
            {
                throw new Exception("MA期間はインターバルの倍数にしてね!");
            }

            if (Consts.SAMPLING_MAX < secBound / secInterval)
            {
                throw new Exception("MAインターバル刻み過ぎ!");
            }

            if (Consts.SEC_BOUND_MAX < secBound)
            {
                throw new Exception("MA期間長過ぎ!");
            }

            //secBound /= secInterval;
            //secBound *= secInterval;

            // <-- check prms

            this.WSP         = wsp;
            this.SecInterval = secInterval;
            this.SecBound    = secBound;

            // ----

            this.Denom = this.SecBound / this.SecInterval;
        }
Exemple #2
0
        private void executeArgs(bool keepAxY = false)
        {
            string args = this.Args.Text;

            try
            {
                args = StringTools.tokenize(args, "#")[0];

                // ---- args -> vars ----

                Queue <string> argq = new Queue <string>(StringTools.tokenize(args, ":"));

                CurrencyPair cPair    = CurrencyPairs.All[CurrencyPairs.IndexOf(argq.Dequeue())];
                long         dateTime = long.Parse(argq.Dequeue());

                if (DateTimeToSec.isFairDateTime(dateTime) == false)
                {
                    throw new Exception("Bad dateTime");
                }

                long   secStart         = DateTimeToSec.toSec(dateTime);
                long   secInterval      = StringToSec(argq.Dequeue());
                long   secBound         = StringToSec(argq.Dequeue());
                string sVisHigLow       = argq.Dequeue();
                long   secMvAvgInterval = -1L;

                if (1 <= argq.Count)                 // 省略可能につき
                {
                    secMvAvgInterval = StringToSec(argq.Dequeue());
                }

                List <long> secMvAvgs = new List <long>();

                while (1 <= argq.Count)                 // 省略可能につき
                {
                    secMvAvgs.Add(StringToSec(argq.Dequeue()));
                }

                argq = null;

                if (secInterval < 1L)
                {
                    throw new Exception("interval < 1");
                }

                if (secBound < secInterval)
                {
                    throw new Exception("bound < interval");
                }

                if (secBound % secInterval != 0)
                {
                    throw new Exception("期間はインターバルの倍数にしてね!");
                }

                if (Consts.SAMPLING_MAX < secBound / secInterval)
                {
                    throw new Exception("インターバル刻みすぎ!");
                }

                if (Consts.SEC_BOUND_MAX < secBound)
                {
                    throw new Exception("期間長過ぎ!");
                }

                bool visHigLow;

                switch (sVisHigLow)
                {
                case "T":
                    visHigLow = true;
                    break;

                case "F":
                    visHigLow = false;
                    break;

                default:
                    throw new Exception("Bad sVisHigLow: " + sVisHigLow);
                }

                //secBound /= secInterval;
                //secBound *= secInterval;

                // secMvAvgInterval ここでチェックしない。MovingAverage ctor に任せる。

                // ----

                //CurrencyPairs.FxCollect();

                this.MChart.Series.Clear();
                //this.MChart.Legends.Clear();
                this.MChart.ChartAreas.Clear();

                // ここから sec -> weSec に切り替えていく。

                secStart = WeSec.SecToWeSec(secStart);

                double minMid = double.MaxValue;
                double maxMid = double.MinValue;

                WeSecPrices          wsp    = new WeSecPrices(cPair);
                List <MovingAverage> mvAvgs = new List <MovingAverage>();

                foreach (long secMvAvg in secMvAvgs)
                {
                    mvAvgs.Add(new MovingAverage(wsp, secMvAvgInterval, secMvAvg));
                }

                if (visHigLow)
                {
                    // 高値
                    {
                        Series srs = new Series();
                        srs.ChartType = SeriesChartType.Line;
                        srs.Color     = Color.LightGray;

                        for (long sec = 0; sec <= secBound; sec += secInterval)
                        {
                            double hig = wsp.GetPrice(secStart - sec).High;

                            minMid = Math.Min(minMid, hig);
                            maxMid = Math.Max(maxMid, hig);

                            srs.Points.AddXY(-sec / 86400.0, hig);
                        }
                        this.MChart.Series.Add(srs);
                    }

                    // 安値
                    {
                        Series srs = new Series();
                        srs.ChartType = SeriesChartType.Line;
                        srs.Color     = Color.Gray;

                        for (long sec = 0; sec <= secBound; sec += secInterval)
                        {
                            double low = wsp.GetPrice(secStart - sec).Low;

                            minMid = Math.Min(minMid, low);
                            maxMid = Math.Max(maxMid, low);

                            srs.Points.AddXY(-sec / 86400.0, low);
                        }
                        this.MChart.Series.Add(srs);
                    }
                }

                // Mid
                {
                    Series srs = new Series();
                    srs.ChartType = SeriesChartType.Line;
                    srs.Color     = Color.Green;

                    for (long sec = 0; sec <= secBound; sec += secInterval)
                    {
                        double mid = wsp.GetPrice(secStart - sec).Mid;
                        //double mid = cPair.GetPrice(DateTimeToSec.toDateTime(secStart - sec)).Mid;

                        minMid = Math.Min(minMid, mid);
                        maxMid = Math.Max(maxMid, mid);

                        srs.Points.AddXY(-sec / 86400.0, mid);
                    }
                    this.MChart.Series.Add(srs);
                }

                Color[] MVAVG_COLORS = new Color[]
                {
                    Color.Red,
                    Color.Blue,
                    Color.Purple,
                    Color.DarkCyan,
                    Color.DarkOrange,
                    Color.DarkGray,
                };

                for (int index = 0; index < mvAvgs.Count; index++)
                {
                    MovingAverage mvAvg = mvAvgs[index];

                    Series srs = new Series();
                    srs.ChartType = SeriesChartType.Line;
                    srs.Color     = MVAVG_COLORS[index % MVAVG_COLORS.Length];

                    for (long sec = 0; ; sec += secMvAvgInterval)
                    {
                        double mid = mvAvg.GetMid(secStart - sec);
                        //double mid = cPair.GetPrice(DateTimeToSec.toDateTime(secStart - sec)).Mid;

                        minMid = Math.Min(minMid, mid);
                        maxMid = Math.Max(maxMid, mid);

                        srs.Points.AddXY(-sec / 86400.0, mid);

                        if (secBound <= sec)
                        {
                            break;
                        }
                    }
                    this.MChart.Series.Add(srs);
                }

                if (keepAxY)
                {
                    minMid = LastAxYMin;
                    maxMid = LastAxYMax;
                }
                else
                {
                    LastAxYMin = minMid;
                    LastAxYMax = maxMid;
                }
                LastStartWeSec = secStart;

                ChartArea ca = new ChartArea();

                {
                    double METER_SCALE = 1000.0;

                    minMid = (long)(minMid * METER_SCALE) / METER_SCALE;
                    maxMid = ((long)(maxMid * METER_SCALE) + 1) / METER_SCALE;
                }

                double axInterval;

                if (secBound < 86400L)
                {
                    axInterval = 1.0 / 24.0;
                }
                else if (secBound < 86400L * 3)
                {
                    axInterval = 1.0 / 2.0;
                }
                else if (secBound < 86400L * 25)
                {
                    axInterval = 1.0;
                }
                else if (secBound < 86400L * 100)
                {
                    axInterval = 5.0;
                }
                else if (secBound < 86400L * 250)
                {
                    axInterval = 25.0;
                }
                else if (secBound < 86400L * 500)
                {
                    axInterval = 50.0;
                }
                else
                {
                    axInterval = 100.0;
                }

                ca.AxisX.Minimum  = -secBound / 86400.0;
                ca.AxisX.Maximum  = 0.0;
                ca.AxisX.Interval = axInterval;
                ca.AxisY.Minimum  = minMid;
                ca.AxisY.Maximum  = maxMid;

                this.MChart.ChartAreas.Add(ca);

                // ----

                // 成功

                this.Args.ForeColor = Color.Black;
                this.Args.Text      = args;
                this.Args.SelectAll();
            }
            catch (Exception e)
            {
                // 失敗

                this.TTip.SetToolTip(this.Args, "" + e);

                this.Args.ForeColor       = Color.Red;
                this.Args.Text            = args + "#" + e.Message;
                this.Args.SelectionStart  = 0;
                this.Args.SelectionLength = args.Length;
            }
            GC.Collect();             // 2bs
        }