public void DonchianUpBreakout()
{
var companies = GenerateCompanies();
var filter = new DonchianChannelFilter(6, 1);
var result = filter.Filter(companies);
var company = result[0];
Assert.AreEqual(1, result.Length);
Assert.AreEqual("UpBreakout", company.Name);
}
public void DonchianDownBreakout()
{
var companies = GenerateCompanies();
var filter = new DonchianChannelFilter(6, -1);
var result = filter.Filter(companies);
var company = result[0];
var company2 = result[1];
Assert.AreEqual(2, result.Length);
Assert.AreEqual("DownBreakout", company.Name);
Assert.AreEqual("DownBreakout2", company2.Name);
}
private IEnumerable <CompanyVM> FilterCompanies(decimal?percentage)
{
if (percentage == null)
{
percentage = 0;
}
var companiesArr = _companies.Select(x => new Company()
{
Name = x.Name, Chart = x.Chart
}).ToArray();
companiesArr = new LifetimeFilter(110).Filter(companiesArr);
companiesArr = new SmaOverAnotherSmaFilter(50, 100).Filter(companiesArr);
companiesArr = new DonchianChannelFilter(20, 1, percentage.Value).Filter(companiesArr);
var retval = companiesArr.ToList();
return(retval.Select(x => new CompanyVM(x)));
}
public string[] FilterCompanies(string[] tickers, decimal?percentage)
{
if (percentage == null)
{
percentage = 0;
}
var unprocessed = new List <string>();
var companies = new List <Company>();
var downloader = new QuoteDownloader();
foreach (var ticker in tickers)
{
try
{
var company = downloader.GetQuote(ticker);
companies.Add(company);
}
catch (Exception)
{
unprocessed.Add(ticker);
}
}
var companiesArr = companies.ToArray();
//TODO: Add params
companiesArr = new LifetimeFilter(110).Filter(companiesArr);
companiesArr = new SmaOverAnotherSmaFilter(50, 100).Filter(companiesArr);
companiesArr = new DonchianChannelFilter(20, 1, percentage.Value).Filter(companiesArr);
var retval = companiesArr.Select(x => x.Name).ToList();
if (unprocessed.Count > 0)
{
retval.Add("Couldn't process: " + string.Join(";", unprocessed.ToArray()));
}
return(retval.ToArray());
}
