public DEVIATION(Series <double> k, deviationtype type, int tolerance = 13)
{
var macd = new MACD(k);
var close = k.ToDictionary(p => p.Date, p => p.Value);
if (type == deviationtype.底背离)
{
var cross_up = cross(macd, (i, next) => i.MACD < 0 && next.MACD >= 0);
for (var i = 1; i < cross_up.Length; ++i)
{
var c1 = cross_up[i].DIF - cross_up[i - 1].DIF;
var c2 = close[cross_up[i].Date] - close[cross_up[i - 1].Date];
var deviated = c1 >= 0 && c2 <= 0;
if (!deviated)
{
continue;
}
var units = k.Count(p => p.Date >= cross_up[i - 1].Date && p.Date <= cross_up[i].Date);
var deviation = new deviation
{
d1 = cross_up[i - 1].Date,
d2 = cross_up[i].Date,
cross = units
};
if (deviation.cross > tolerance)
{
Add(deviation);
}
}
}
else
{
var cross_down = cross(macd, (i, next) => i.MACD >= 0 && next.MACD < 0);
for (var i = 1; i < cross_down.Length; ++i)
{
var c1 = cross_down[i].DIF - cross_down[i - 1].DIF;
var c2 = close[cross_down[i].Date] - close[cross_down[i - 1].Date];
var deviated = c1 < 0 && c2 >= 0;
if (!deviated)
{
continue;
}
var units = k.Count(p => p.Date >= cross_down[i - 1].Date && p.Date <= cross_down[i].Date);
var deviation = new deviation
{
d1 = cross_down[i - 1].Date,
d2 = cross_down[i].Date,
cross = units
};
if (deviation.cross > tolerance)
{
Add(deviation);
}
}
}
}
private IEnumerable <string> deviations(string code, DateTime date, deviationtype type)
{
var ktypes = new[] { "D", "60", "30", "15", "5" };
foreach (var ktype in ktypes)
{
var k = new kdatadb().kdata(code, ktype);
if (k == null || !k.Any())
{
continue;
}
var deviation = (deviation) new DEVIATION(k.close(), type);
if (deviation != null && deviation.d2.Date == date.Date)
{
yield return(ktype);
}
}
}
