/// <summary>
/// Constructs the pair dictionary.
/// </summary>
/// <param name="primary">The primary.</param>
/// <param name="secondary">The secondary.</param>
/// <returns></returns>
public static ProjectionDictionary ConstructPairDictionary(IEnumerable <SpaceDocumentModel> primary, IEnumerable <SpaceDocumentModel> secondary)
{
ProjectionDictionary output = new ProjectionDictionary();
var primaryIndex = primary.ToIndex();
var secondaryIndex = secondary.ToIndex();
foreach (string k in primaryIndex.Keys)
{
if (secondaryIndex.ContainsKey(k))
{
ProjectionPair pair = new ProjectionPair();
pair.primary = primaryIndex[k];
pair.secondary = secondaryIndex[k];
pair.AssignedID = k;
output.Add(k, pair);
}
}
return(output);
}
/// <summary>
/// от двух пар последних точек ЗЗ построить проекции
/// </summary>
public void BuildSeries(ChartControl chart)
{
spans.data.Clear();
//spans.ExtendYAxis = ExtendChartBounds;
// получить точки Зиг-Зага
var pivots = ZigZag.GetPivots(chart.StockSeries.Data.Candles, ThresholdPercent, ZigZagSourceType);
if (pivots.Count < 3)
{
return;
}
// построить проекции
var pointA = pivots[pivots.Count - 3];
var pointB = pivots[pivots.Count - 2];
var pointC = pivots[pivots.Count - 1];
var spanA = new ProjectionPair(pointA.index, pointA.price)
{
HideFarParts = false,
Color = pointB.price > pointA.price ? ColorLineLower : ColorLineUpper,
ProjectionLength = ProjectionBars,
LevelsProj = LevelsProj,
Markers = Markers
};
spanA.AddPoint(pointB.index, pointB.price);
var spanB = new ProjectionPair(pointB.index, pointB.price)
{
HideFarParts = false,
Color = pointB.price < pointA.price ? ColorLineLower : ColorLineUpper,
ProjectionLength = ProjectionBars,
LevelsProj = LevelsProj,
Markers = Markers
};
spanB.AddPoint(pointC.index, pointC.price);
spans.data.Add(spanA);
spans.data.Add(spanB);
// коррекции?
if (!CorrectionEnabled)
{
return;
}
if (correctionBcLength > 0)
{
var spanC = new ProjectionPair(pointB.index, pointB.price)
{
HideFarParts = false,
Color = pointB.price < pointA.price ? ColorLineLower : ColorLineUpper,
ProjectionLength = CorrectionBcLength,
LevelsCorr = LevelsCorr,
IsExtension = false,
IsCorrection = true,
Markers = Markers
};
spanC.AddPoint(pointC.index, pointC.price);
spans.data.Add(spanC);
}
if (correctionAbLength > 0)
{
var spanC = new ProjectionPair(pointA.index, pointA.price)
{
HideFarParts = false,
Color = pointB.price < pointA.price ? ColorLineLower : ColorLineUpper,
ProjectionLength = CorrectionAbLength,
LevelsCorr = LevelsCorr,
IsExtension = false,
IsCorrection = true,
Markers = Markers
};
spanC.AddPoint(pointB.index, pointB.price);
spans.data.Add(spanC);
}
}
private void MakeFiboProj(List <ExtremumPair> pivotPairs)
{
if (pivotPairs.Count == 0)
{
return;
}
var candles = owner.StockSeries.Data.Candles;
if (candles.Count == 0)
{
return;
}
var fiboLevels = /*IsCorrection ? fiboCorrections : */ fiboProjections;
var threasholdAbs = DalSpot.Instance.GetAbsValue(owner.Symbol, (float)fiboThreashold);
// массив "оценок попаданий"
var levelGrades = new Dictionary <int, int>();
for (var i = 0; i < fiboLevels.Length; i++)
{
levelGrades.Add(i, 0);
}
// разобрать уровни на "расширения" и коррекции
var levelsExt = fiboLevels.Where(l => l >= 1).Select(l => l - 1).ToArray();
var levelsCorr = fiboLevels.Where(l => l < 1).ToArray();
foreach (var pair in pivotPairs)
{
var a = pair.start;
var b = pair.end;
// получить массив "уровней"
var delta = a.b - b.b;
var levels = fiboLevels.Select(proj => b.b + delta * proj).ToList();
// пройтись по свечкам до fiboProjLength и найти самый верхний "затронутый" уровень
var lastCandle = b.a + fiboProjLength;
lastCandle = lastCandle > candles.Count ? candles.Count : lastCandle;
// 1 - проекции строятся вверх, -1 - вниз
var fiboDir = a.b > b.b ? 1 : -1;
var reachedLevel = GetFiboLevelReached(
b.a + 1, lastCandle, levels, threasholdAbs, fiboDir, levelGrades);
if (reachedLevel == -1)
{
continue; // расширение не строится
}
// проверить, не добавлен ли такой же уровень
var spanAdded = false;
foreach (var existedSpan in seriesProj.data)
{
if (existedSpan.points.Count == 2)
{
if (existedSpan.points[0].a == a.a &&
existedSpan.points[0].b == a.b &&
existedSpan.points[1].a == b.a &&
existedSpan.points[1].b == b.b)
{
spanAdded = true;
break;
}
}
}
if (spanAdded)
{
continue;
}
// новая проекция
var span = new ProjectionPair
{
IsExtension = true,
IsCorrection = true,
Color = LineColor,
ProjectionLength = fiboProjLength,
levelsCorr = levelsCorr,
levelsProj = levelsExt,
HideFarParts = HideFailed,
Owner = seriesProj,
HideLine = HideProjLine
};
span.points.Add(new Cortege2 <int, float> {
a = a.a, b = a.b
});
span.points.Add(new Cortege2 <int, float> {
a = b.a, b = b.b
});
span.CalculateProjections();
span.Name = string.Format("{0} {1} ({2} {3}%)", Localizer.GetString("TitleFibonacciProjectionShort"),
seriesProj.data.Count + 1, Localizer.GetString("TitleZigzagShort"),
ThresholdPercent);
seriesProj.data.Add(span);
}
// вывести оценки в лог
//owner.Owner.LogMessage(string.Format("ЗигЗаг: оценка уровней Фибо - {0} ",
// levelGrades.Sum(pair => pair.Value)));
//var gradeBuilder = new StringBuilder();
//for (var i = 0; i < fiboProjections.Length; i++)
//{
// gradeBuilder.AppendFormat("[{0:f3} : {1}] ",
// fiboProjections[i], levelGrades[i]);
//}
//owner.Owner.LogMessage(gradeBuilder.ToString());
}
