public async Task<IndHeikinEntity[]> GetHeikin(string code, int start = 0, int end = 0, string type = "day")
        {
            TickerEntity[] tickers = await base.getTickerEntityArray(code, start, end, type);
            List<IndHeikinEntity> outList = new List<IndHeikinEntity>();

            int len = tickers.Length;

            double[] open = tickers.Select(t => (double)t.O).ToArray();
            double[] close = tickers.Select(t => (double)t.C).ToArray();
            double[] high = tickers.Select(t => (double)t.H).ToArray();
            double[] low = tickers.Select(t => (double)t.L).ToArray();

            double?[] outOpen = new double?[len];
            double?[] outClose = new double?[len];
            double?[] outHigh = new double?[len];
            double?[] outLow = new double?[len];

            HeikinAshi.Calculate(open, close, high, low, outOpen, outClose, outHigh, outLow);

            for (int i = 0; i < len; i++)
            {
                outList.Add(new IndHeikinEntity
                {
                    T = tickers[i].T,
                    P = tickers[i].P,
                    Open = outOpen[i],
                    Close = outClose[i],
                    High = outHigh[i],
                    Low = outLow[i]
                });
            }

            return outList.Where(r => (start == 0 || r.P >= start) && (end == 0 || r.P <= end)).ToArray();
        }
Esempio n. 2
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        public async void TestHeikinAshi()
        {
            TickerBLL           bll   = new TickerBLL(this.s3_bucket_name, this.tempTickerFolder);
            List <TickerEntity> tList = await bll.GetDailyTickerEntityList("ORG", 20191001, 20191101);

            double[] o = new double[tList.Count];
            double[] h = new double[tList.Count];
            double[] l = new double[tList.Count];
            double[] c = new double[tList.Count];

            double?[] oo = new double?[tList.Count];
            double?[] oh = new double?[tList.Count];
            double?[] ol = new double?[tList.Count];
            double?[] oc = new double?[tList.Count];

            var i = 0;

            foreach (var t in tList)
            {
                o[i] = t.O;
                h[i] = t.H;
                l[i] = t.L;
                c[i] = t.C;

                i++;
            }

            Result res = HeikinAshi.Calculate(o, c, h, l, oo, oc, oh, ol);

            Console.WriteLine(ObjectHelper.ToJson(oo));
        }
Esempio n. 3
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        public void TestCalculate()
        {
            TickerBLL tbll = new TickerBLL(_unit);

            List <Ticker> tList = tbll.GetTickerListByShareDB(1585, 20160401, 21100000);

            double[] o = new double[tList.Count];
            double[] h = new double[tList.Count];
            double[] l = new double[tList.Count];
            double[] c = new double[tList.Count];

            double?[] oo = new double?[tList.Count];
            double?[] oh = new double?[tList.Count];
            double?[] ol = new double?[tList.Count];
            double?[] oc = new double?[tList.Count];

            var i = 0;

            foreach (var t in tList)
            {
                o[i] = t.Open;
                h[i] = t.High;
                l[i] = t.Low;
                c[i] = t.Close;

                i++;
            }

            Result res = HeikinAshi.Calculate(o, c, h, l, oo, oc, oh, ol);
        }