public void Initialize()
{
_stochasticOsc = new StochasticOsc();
_prices = GetData();
}
static async Task Main(string[] args)
{
IStockDataService yahooService = new YahooService();
_priceManager = new PriceManager(yahooService);
var prices = CsvExtensions.ReadCsv(
@"Data\\all_stocks_5yr.csv",
new Dictionary <string, string>
{
{ "date", "StartTime" },
{ "open", "Open" },
{ "close", "Close" },
{ "high", "High" },
{ "low", "Low" },
{ "volume", "Volume" },
{ "Name", "Symbol" }
});
var aalPrice = prices.Where(c => c.Symbol.Equals("AAL")).SortByStartTime();
var open = aalPrice.Select(c => (double)c.Open).ToArray();
var high = aalPrice.Select(c => (double)c.High).ToArray();
var low = aalPrice.Select(c => (double)c.Low).ToArray();
var close = aalPrice.Select(c => (double)c.Close).ToArray();
var volume = aalPrice.Select(c => c.Volume).ToArray();
var lstm = new Lstm(open, high, low, close, volume);
lstm.Print();
var scale = lstm.CalculateScale();
var min = lstm.CalculateMin();
var stochasticOsc = new StochasticOsc();
var sData = stochasticOsc.Run(GetData());
var plt = new Plot(600, 400);
var slow = sData.Select(c => c.SlowValue).ToArray();
var vals = sData.Select(c => c.Value).ToArray();
//var xs = sData.Select(p => p.StartTime.ToOADate()).ToArray();
plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), slow, label: "slow", color: Color.Red,
lineWidth: 2, lineStyle: LineStyle.Solid, markerSize: 0);
plt.PlotSignalXY(sData.Select(p => p.StartTime.ToOADate()).ToArray(), vals, label: "fast",
color: Color.Black, lineWidth: 2, lineStyle: LineStyle.Solid);
plt.Title("IBM Stochastic");
plt.YLabel("Stochastic Unit");
plt.XLabel("Date");
plt.Ticks(dateTimeX: true);
//plt.Legend();
plt.AxisBounds(minY: 0, maxY: 100);
plt.AxisAuto(verticalMargin: 0.01);
plt.Add(new PlottableHLine(20, Color.Black, 1, "", false, 20, 20, LineStyle.Solid));
plt.Add(new PlottableHLine(80, Color.Black, 1, "", false, 80, 80, LineStyle.Solid));
plt.SaveFig("IBM Slow Stochastic Chart.png");
return;
//var list = stochasticService.Run(sData);
//await TargilAsync();
//var tickerManager = new TickerManager(yahooService, _priceManager);
//var tickers = CsvExtensions.ReadConstituentsAsync("Data\\constituents.csv", new Dictionary<string, string>
//{
// {"Symbol", "Symbol"},
// {"Name", "Name"},
// {"Sector", "Sector"},
//}).Result;
//var msftTicker = tickerManager.GetTickerBySymbol(tickers, "MSFT");
//var prices = await _priceManager.GetPricesAsync(
// msftTicker,
// new DateTime(2020, 4, 13),
// new DateTime(2020, 6, 26),
// Interval.OneDay,
// false);
//var offsetPercent = 1;
//var vals = stochasticService.Run(prices);
//var plt = new ScottPlot.Plot(600, 400);
//plt.PlotSignal(vals.Select(c => (double)c.Value).ToArray());
//plt.Title("Signal Plot Quickstart (5 million points)");
//plt.YLabel("Vertical Units");
//plt.XLabel("Horizontal Units");
//plt.SaveFig("Quickstart_Quickstart_Signal_5MillionPoints.png");
return;
//var offsetPercent = 0.5;
//var supportPoints = _priceManager.GetSupportExtremaGroups(prices, ExtremaType.Minimum, offsetPercent);
//var p = prices.Last();
//Console.WriteLine($"Curret value: {p.Close}");
//Console.WriteLine("Support Points");
//supportPoints.Print(ExtremaType.Minimum);
//Console.WriteLine();
//Console.WriteLine("Reject Points");
//rejectPoints.Print(ExtremaType.Maximum);
//var daysMomentum = _priceManager.GetDaysMomentum(prices);
//daysMomentum.Print();
}
