public void if_timeframe_is_null_isValid_returns_false()
{
Asset asset = new Asset(1, "x");
AssetTimeframe atf = new AssetTimeframe(asset, null);
Assert.IsFalse(atf.isValid());
}
public void if_asset_is_null_isValid_returns_false()
{
Timeframe timeframe = Timeframe.GetTimeframe(TimeframeSymbol.M30);
AssetTimeframe atf = new AssetTimeframe(null, timeframe);
Assert.IsFalse(atf.isValid());
}
public static Mock<IAnalyzer> generateMockAnalyzer(AssetTimeframe atf, AnalysisType type, DateTime? firstRequiredDate)
{
Mock<IAnalyzer> mock = new Mock<IAnalyzer>();
mock.Setup(q => q.getFirstRequiredDate()).Returns(firstRequiredDate);
mock.Setup(q => q.getAssetTimeframe()).Returns(atf);
mock.Setup(q => q.getAnalysisType()).Returns(type);
return mock;
}
public void runFull(IAnalyzer analyzer, DataItem item, AssetTimeframe atf)
{
this.atf = atf;
if (item == null) return;
if (item.Quotation == null) return;
runLeftSide(analyzer, item, atf);
}
public void function_returns_proper_symbol()
{
Asset asset = new Asset(1, "ABC") { ShortName = "ABC" };
Timeframe timeframe = Timeframe.GetTimeframe(TimeframeSymbol.M30);
AssetTimeframe atf = new AssetTimeframe(asset, timeframe);
Assert.AreEqual("ABC_M30", atf.Symbol());
}
public void if_both_asset_and_timeframe_are_set_isValid_returns_true()
{
Asset asset = new Asset(1, "x");
Timeframe timeframe = Timeframe.GetTimeframe(TimeframeSymbol.M30);
AssetTimeframe atf = new AssetTimeframe(asset, timeframe);
Assert.IsTrue(atf.isValid());
}
public Dictionary<AnalysisType, IAnalyzer> getAnalyzers(AssetTimeframe atf, IEnumerable<AnalysisType> types)
{
var dict = new Dictionary<AnalysisType, IAnalyzer>();
foreach (var type in types)
{
IAnalyzer analyzer = getAnalyzer(type, atf);
dict.Add(type, analyzer);
}
return dict;
}
public IAnalyzer getAnalyzer(AnalysisType type, AssetTimeframe atf)
{
switch (type)
{
case AnalysisType.Price: return new PriceAnalyzer(atf);
case AnalysisType.MACD: return new MacdAnalyzer(atf);
case AnalysisType.ADX: return new AdxAnalyzer(atf);
case AnalysisType.Candlestick: return new CandlestickAnalyzer(atf);
case AnalysisType.Trendline: return new TrendlineAnalyzer(atf);
case AnalysisType.Unknown: return null;
default: return null;
}
}
public IProcessService GetProcessService(AssetTimeframe atf)
{
string symbol = atf.Symbol();
IProcessService service = null;
try
{
services.TryGetValue(symbol, out service);
return service;
}
catch (Exception) {
service = new ProcessService(atf);
return service;
}
}
public void runRightSide(IAnalyzer analyzer, DataItem item, AssetTimeframe atf)
{
this.atf = atf;
if (item == null) return;
if (item.Quotation == null) return;
//Calculate new values for peaks and troughs and apply them to the current item price.
//If any of this is changed, this price will have flag [IsChange] set to @true.
//This is the only thing that can be changed for items being only updated.
CheckForExtremum(item, ExtremumType.PeakByClose, false);
CheckForExtremum(item, ExtremumType.PeakByHigh, false);
CheckForExtremum(item, ExtremumType.TroughByClose, false);
CheckForExtremum(item, ExtremumType.TroughByLow, false);
CheckPriceGap(item);
}
public void runRightSide(IAnalyzer analyzer, int index, AssetTimeframe atf)
{
DataItem item = analyzer.getDataItem(index);
runRightSide(analyzer, item, atf);
}
public DateTime? getLastCalculationDate(AssetTimeframe atf, AnalysisType analysisType)
{
if (LastAnalyzed > 2) return Data[LastAnalyzed - 2].Date;
return null;
}
private void runLeftSide(IAnalyzer analyzer, DataItem item, AssetTimeframe atf)
{
//Check if quotation is missing (but only in the middle of not-missing quotations,
//because missing quotations at the end of array was excluded one line above).
//If it is copy data from the previous quotation.
if (!item.Quotation.IsComplete())
{
var previousQuotation = (item.Index > 0 ? analyzer.getDataItem(item.Index - 1).Quotation : null);
if (previousQuotation != null)
{
item.Quotation.CompleteMissing(previousQuotation);
//_dataService.UpdateQuotation(item.Quotation, Symbol);
}
}
//Ensure that [Price] object is appended to this [DataItem].
item.Price = new Price();
item.Price.Date = item.Date;
if (item.Index > 0) item.Price.CloseDelta = CalculateDeltaClosePrice(item.Quotation.Close, item.Index);
item.Price.Direction2D = CalculateDirection2D(item.Index);
item.Price.Direction3D = CalculateDirection3D(item.Index);
//Calculate new values for peaks and troughs and apply them to the current item price.
//If any of this is changed, this price will have flag [IsChange] set to @true.
//This is the only thing that can be changed for items being only updated.
CheckForExtremum(item, ExtremumType.PeakByClose, true);
CheckForExtremum(item, ExtremumType.PeakByHigh, true);
CheckForExtremum(item, ExtremumType.TroughByClose, true);
CheckForExtremum(item, ExtremumType.TroughByLow, true);
CheckPriceGap(item);
}
public void runFull(IAnalyzer analyzer, int index, AssetTimeframe atf)
{
}
public void runRightSide(IAnalyzer analyzer, int index, AssetTimeframe atf)
{
}
public ProcessService(Asset asset, Timeframe timeframe)
{
this.assetTimeframe = new AssetTimeframe(asset, timeframe);
}
public Analyzer(AssetTimeframe atf, IQuotationService quotationService)
{
this.quotationService = quotationService;
initialize(atf);
}
public ProcessService(AssetTimeframe atf)
{
this.assetTimeframe = atf;
}
public void if_atf_is_not_valid_function_throws_exception()
{
Timeframe timeframe = Timeframe.GetTimeframe(TimeframeSymbol.M30);
AssetTimeframe atf = new AssetTimeframe(null, timeframe);
string symbol = atf.Symbol();
}
public DateTime? getLastCalculationDate(AssetTimeframe atf, AnalysisType analysisType)
{
return service.GetAnalysisLastCalculation(atf.Symbol(), analysisType.toString());
}
private Mock<IQuotationService> mockedQuotationService(AssetTimeframe atf, DateTime lastAnalysisDate, AnalysisType type)
{
Mock<IQuotationService> obj = new Mock<IQuotationService>();
obj.Setup(mqs => mqs.getLastCalculationDate(atf, type)).Returns(lastAnalysisDate);
return obj;
}
public bool Start(AssetTimeframe atf, AnalysisType[] types)
{
this.Symbol = atf.Symbol();
this.types = types;
try
{
Data = _dataService.GetFxQuotations(this.Symbol, true).ToArray();
Data.AppendIndexNumbers();
Debug.WriteLine(string.Format("+;SimulationService.Start - Data loaded (Items: {0})", Data.Length));
if (types.Contains(AnalysisType.Price)){
_priceAnalyzer = new PriceAnalyzer(atf);
((Analyzer)_priceAnalyzer).injectQuotationService(quotationService);
}
if (types.Contains(AnalysisType.Trendline))
{
_trendAnalyzer = new TrendlineAnalyzer(atf);
((Analyzer)_trendAnalyzer).injectQuotationService(quotationService);
}
return true;
}
catch (Exception)
{
return false;
}
}
public CandlestickAnalyzer(AssetTimeframe atf)
: base(atf)
{
}
/* CONSTRUCTORS */
public PriceAnalyzer(AssetTimeframe atf)
: base(atf)
{
}
public CandlestickAnalyzer(IAnalysisDataService dataService, AssetTimeframe atf)
: base(atf)
{
this._dataService = dataService;
}
public AdxAnalyzer(AssetTimeframe atf)
: base(atf)
{
initialize_specific();
}
public void runFull(IAnalyzer analyzer, DataItem item, AssetTimeframe atf)
{
}
public AdxAnalyzer(IAnalysisDataService dataService, AssetTimeframe atf)
: base(atf)
{
initialize_specific();
this._dataService = dataService;
}
public void runRightSide(IAnalyzer analyzer, DataItem item, AssetTimeframe atf)
{
}
public AssetTimeframe GetAssetTimeframe(Timeframe timeframe)
{
var assetTimeframe = AssetTimeframes.SingleOrDefault(a => a.timeframe == timeframe);
if (assetTimeframe == null)
{
assetTimeframe = new AssetTimeframe(this, timeframe);
AssetTimeframes = AssetTimeframes.Concat(new[] { assetTimeframe });
}
return assetTimeframe;
}