public void Analyse(StockHistory stock)
{
LowerBand = new double[stock.Count];
UpperBand = new double[stock.Count];
Volatility = new double[stock.Count];
MaBand = new double[stock.Count];
MaBand[0] = stock.Closes[0];
for (int i = N; i < stock.Count - N; i++)
for (int j = -N; j < N; j++)
{
MaBand[i] += stock.Closes[i + j];
}
for (int i = N; i < stock.Count - N; i++)
MaBand[i] /= (double)(N * 2);
for (int i = N * 2; i < stock.Count - (N * 2); i++)
for (int j = -N; j < N; j++)
{
Volatility[i] += (stock.Closes[i + j] - MaBand[i + j]) * (stock.Closes[i + j] - MaBand[i + j]);
}
for (int i = N; i < stock.Count - N; i++)
Volatility[i] = Math.Sqrt(Volatility[i]);
for (int i = N; i < stock.Count - N; i++)
Volatility[i] /= (double)(N * 2);
for (int i = 0; i < stock.Count; i++)
LowerBand[i] = MaBand[i] - (Volatility[i] * K);
for (int i = 0; i < stock.Count; i++)
UpperBand[i] = MaBand[i] + (Volatility[i] * K);
}
public void Analyse(StockHistory stock)
{
Data = new double[stock.Count];
Data[0] = stock.Closes[0];
for (int i = 1; i < stock.Count; i++)
Data[i] = ((1 - Rate) * stock.Closes[i]) + (Rate * Data[i-1]);
}
public static List<StockHistory> BuildCollection(string multipleStocksCsv)
{
List<StockHistory> list = new List<StockHistory>();
string[] lines = multipleStocksCsv.Split('\n');
string currentShare = "XXXXXXX";
StockHistory history = null;
int t = 0;
for (int i = 0; i < lines.Length; i++)
{
string[] bits = lines[i].Split(',');
if (bits[1] != currentShare)
{
if (history != null)
{
history.Name = currentShare;
history.Count = t;
history.StartDate = ParseDate(bits[0]);
history.Closes = history.Datums.Select(x => x.Close).ToArray();
history.Highs = history.Datums.Select(x => x.High).ToArray();
history.Lows = history.Datums.Select(x => x.Low).ToArray();
history.Opens = history.Datums.Select(x => x.Open).ToArray();
history.Volumes = history.Datums.Select(x => x.Volume).ToArray();
history.CalculateATR();
if (history.Count > 230)
list.Add(history);
}
history = new StockHistory();
history.Datums = new List<Datum>();
currentShare = bits[1];
t = 0;
}
history.EndDate = ParseDate(bits[0]);
history.Datums.Add(new Datum(ParseDate(bits[0]), double.Parse(bits[2]), double.Parse(bits[5]),
double.Parse(bits[3]), double.Parse(bits[4]), double.Parse(bits[6])));
t++;
}
// TODO: Load final share
return list;
}
public abstract double PredictValue(TechnicalNet.RealData.StockHistory stockHistory, int today, int daysInFuture);
public BollingerBandsMetric(StockHistory stock)
{
Analyse(stock);
}
public XemaMetric(StockHistory stock)
{
Analyse(stock);
}
public FemaMetric(StockHistory data) : base(data)
{
m_Color = Color.RoyalBlue;
}
public SemaMetric(StockHistory data) : base(data)
{
m_Color = Color.SeaGreen;
}
private double[] ComputeInputs(StockHistory stock)
{
double[] outputs = new double[Fns.Length];
for (int i = 0; i < Fns.Length; i++)
{
Fns[i].Analyse(stock, Today);
outputs[i] = Fns[i].Val;
}
return outputs;
}