public List <ChartPointsPredition> ExtractTestContinuous(List <ChartPointsPredition> LCPsPAll)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
int iDeepMax = 1;
for (int i = iDeepMax + 1; i < LCPsPAll.Count; i++)
{
int iDeep = -1;
bool bPass = true;
while (++iDeep < iDeepMax && bPass != false)
{
ChartPointsPredition CPsPPrevious = LCPsPAll[i - 1 - iDeep];
ChartPointsPredition CPsPNow = LCPsPAll[i - iDeep];
double dTimeSpread = (CPsPNow.DTOriginal - CPsPPrevious.DTOriginal).TotalMinutes;
int iTFMinutes = ABBREVIATIONS.ToMinutes(CPsPNow.TimeFrame);
if (CPsPNow.Type != CPsPPrevious.Type || dTimeSpread > iTFMinutes)//CPsPNow.Ahead)
{
bPass = false;
}
}
if (bPass)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractTypeTest(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal, bool reversed)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(LCPsPExtracted);
}
for (int i = 0; i < LCPsPAll.Count; i++)
{
ChartPointsPredition CPsP = LCPsPAll[i];
if (CPsP.Type == ChartPointsPredition.Kind.Uncertain || CPsP.Type == ChartPointsPredition.Kind.Average)
{
continue;
}
if (!reversed && CPsPOriginal.Type == CPsP.Type)
{
LCPsPExtracted.Add(CPsP);
}
else if (reversed && CPsPOriginal.Type != CPsP.Type)
{
LCPsPExtracted.Add(CPsP);
}
}
return(LCPsPExtracted);
}
public void Save_ChartPointsPrediction(List <ChartPointsPredition> LCPsPrediction)
{
ChartPointsPredition CPsPSource = LCPsPrediction.First(CPsP => CPsP != null && CPsP.Analised);
string TimeFrame = ABBREVIATION.ToString(CPsPSource.TimeFrame);
string product = CPsPSource.Product.Replace("/", "-");
int deep = CPsPSource.Deep;
int ahead = CPsPSource.Ahead;
List <AsmodatSerialization.DataBase_ChartPointsPrediction> LASDB_CPsPredictions = new List <DataBase_ChartPointsPrediction>();
foreach (ChartPointsPredition CPsPrediction in LCPsPrediction)
{
LASDB_CPsPredictions.Add(CPsPrediction.ToDataBase());
}
string directory = Directory_ChartPointsPrediction + TimeFrame + @"\" + CPsPSource.Deep + "+" + CPsPSource.Ahead + @"\";
string PATCH = directory + product + Extention_ChartPointsPrediction;
if (!Directory.Exists(directory))
{
Directory.CreateDirectory(directory);
}
this.Delete_ChartPointsPrediction(product, TimeFrame, deep, ahead);
AsmodatSerialization.Operations.Save <List <AsmodatSerialization.DataBase_ChartPointsPrediction> >(LASDB_CPsPredictions, PATCH);
}
public List <double[]> ExtractParameters(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal, bool strikes, bool reversed)
{
List <double[]> LDAParams = new List <double[]>();
string sID = CPsPOriginal.ID;
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(LDAParams);
}
for (int i = 0; i < LCPsPAll.Count; i++)
{
ChartPointsPredition CPsP = LCPsPAll[i];
if (CPsP.ID == sID || CPsP.Type == ChartPointsPredition.Kind.Uncertain || CPsP.Type == ChartPointsPredition.Kind.Average || strikes != CPsP.Strike)
{
continue;
}
if (reversed && CPsP.Type != CPsPOriginal.Type)
{
LDAParams.Add(CPsP.Parameters);
}
else if (!reversed && CPsP.Type == CPsPOriginal.Type)
{
LDAParams.Add(CPsP.Parameters);
}
}
return(LDAParams);
}
private void CheckupContinuity(ref ChartPointsPredition CPsP, int position)
{
CPsP.Continuity = 0;
int iSeconds = (ABBREVIATIONS.ToMinutes(CPsP.TimeFrame) * 60);
for (int i = position - 1; i >= 0; i--)
{
ChartPointsPredition CPsPPrevious = DATA[CPsP.Product][i];
if (CPsPPrevious.Type == ChartPointsPredition.Kind.Uncertain)
{
break;
}
double dSecondsDifference = (CPsP.DTOriginal - CPsPPrevious.DTOriginal).TotalSeconds;
double dSecondsDifferenceAllowed = (iSeconds * (position - i)) + 6;
if (dSecondsDifference > dSecondsDifferenceAllowed)
{
break;
}
else
{
++CPsP.Continuity;
}
if (CPsP.Continuity >= CPsP.Deep)
{
break;
}
}
}
public void TestUnknownPosition(ref ChartPointsPredition CPsPOriginal)
{
string product = CPsPOriginal.Product;
ChartPointsPredition CPsPToAnalise = CPsPOriginal;
this.Checkup(ref CPsPOriginal);
}
private void CheckupContinuityTendencyChange(ref ChartPointsPredition CPsP, int position)
{
CPsP.ContinuityTendencyChange = 0;
double dPreviousTendency = CPsP.Tendency;
for (int i = position - 1; i >= (position - CPsP.Continuity); i--)
{
ChartPointsPredition CPsPPrevious = DATA[CPsP.Product][i];
if (CPsP.Type == ChartPointsPredition.Kind.Up)
{
if (CPsPPrevious.Tendency < dPreviousTendency)
{
++CPsP.ContinuityTendencyChange;
dPreviousTendency = CPsPPrevious.Tendency;
}
else
{
break;
}
}
else if (CPsP.Type == ChartPointsPredition.Kind.Down)
{
if (CPsPPrevious.Tendency > dPreviousTendency)
{
++CPsP.ContinuityTendencyChange;
dPreviousTendency = CPsPPrevious.Tendency;
}
else
{
break;
}
}
}
}
private ChartPointsPredition Predict(TimeFrame TFrame, string product, int deep, int ahead, int position, List <ChartPoint> LCPoints)
{
int iDeep = deep;
int iAhead = ahead;
if (position < iDeep)
{
return(null);
}
int iDecimals = int.Parse(OSBlotter.Get(product).DecimalPlaces);
int iMinMatches = 1;
double dMinResolution = 1;
List <ChartPoint> LCPSub = LCPoints.GetRange(0, position);
List <ChartPoint> LCPSubSpecified = LCPoints.GetRange(position - iDeep, iDeep);
//List<ChartPoint> LCPSubPredicted = LCPoints.GetRange(position, iAhead);//TODO comment
ChartPointsPredition CPsP = ANALYSIS.PredictNextSpecified(product, LCPSub, LCPSubSpecified, TFrame, iDecimals, iMinMatches, dMinResolution, iAhead, new double[] { 0, 0, 0, 0, 0 });
CPsP.Prognosis(0);
CPsP.Position = position;
return(CPsP);
}
private void CheckupStrengthFactor(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPOrigin = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.Position - CPsP.Deep, CPsP.Deep);
List <double> LDOPeak = (from CP in LCPOrigin select CP.Peak).ToList();
List <double> LDOBase = (from CP in LCPOrigin select CP.Peak).ToList();
CPsP.SetStrengthFactor(LDOPeak, LDOBase);
}
private void CheckupTendencyToday(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPToday = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.DTOriginal.Date, CPsP.DTOriginal);
//List<double> LDChanges = (from CP in LCPToday select CP.Change).ToList();
double dExtremumTodayDistance;
CPsP.TendencyToday = ANALYSIS.TendencyLastExtremum(LCPToday, out dExtremumTodayDistance);//ANALYSIS.Tendency(LDChanges, LDChanges.Count);
CPsP.ExtremumTodayDistance = dExtremumTodayDistance;
}
private void ExtractChartPoints(List <ChartPointsPredition> LCPsPSet)
{
int iLCPsPSCount = LCPsPSet.Count;
List <ChartPoint> LCPAll = new List <ChartPoint>();
for (int i = 0; i < iLCPsPSCount; i++)
{
ChartPointsPredition CPsPNow = LCPsPSet[i];
int iDeep = CPsPNow.Deep;
LCPAll.AddRange(DLSCPoints[CPsPNow.Product].GetRange(CPsPNow.Position - iDeep, iDeep));
}
}
public int DATAFindIndex(ChartPointsPredition CPsP)
{
for (int i = DATA[CPsP.Product].Count - 1; i >= 0; i--)
{
if (DATA[CPsP.Product][i] == CPsP)
{
return(i);
}
}
return(-1);
}
public List <ChartPointsPredition> ExtractSimilarityTest(List <ChartPointsPredition> LCPsPAll)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
for (int i = 0; i < LCPsPAll.Count; i++)
{
ChartPointsPredition CPsPNow = LCPsPAll[i];
if (CPsPNow.Similarity > 80)// / 2) + 1))
{
LCPsPExtracted.Add(CPsPNow);
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractTypeExtremumTendencyTest(List <ChartPointsPredition> LCPsPAll)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
for (int i = 0; i < LCPsPAll.Count; i++)
{
ChartPointsPredition CPsPNow = LCPsPAll[i];
if (CPsPNow.ExtremumTodayDistance > ((CPsPNow.Deep)))// / 2) + 1))
{
LCPsPExtracted.Add(CPsPNow);
}
}
return(LCPsPExtracted);
}
private void StartNext(string product, TimeFrame TFrame, int count, int deep, int ahead, bool AutoSave, int position)
{
ChartPointsPredition CPsPNew = this.Predict(TFrame, product, deep, ahead, position, DLSCPoints[product]);
if (CPsPNew == null)
{
return;
}
DATA[product].Add(CPsPNew);
++iPredictions;
this.DATASort(product);
if (AutoSave)
{
this.Save(DATA[product]);
}
}
public double Resolute(string product, int minResolutions, int index)
{
ChartPointsPredition CPsPOriginal = DATA[product][index];
if (CPsPOriginal == null || CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average || CPsPOriginal.Tendency == 50 || CPsPOriginal.TendencyToday == 50 || CPsPOriginal.TendencyComplementary == 50)
{
return(0);
}
List <ChartPointsPredition> LCPsPAll = this.ExtractType(DATA[product].GetRange(0, index), CPsPOriginal); //All of type
//1 - 67%//ExtractTendencyToTendencyComplementary ExtractTendenciesDirectted ExtractTendencyUncertainity
//1-3 - 67%
LCPsPAll = this.ExtractTendencyToTendencyComplementary(LCPsPAll, CPsPOriginal);
//0.87 ratio - ExtractTendencyToTendencyComplementary
double[] DAParametersOryginal = CPsPOriginal.Parameters;
List <double[]> LDAPStrikes = this.ExtractParameters(LCPsPAll, CPsPOriginal, true, false);
List <double[]> LDAPFails = this.ExtractParameters(LCPsPAll, CPsPOriginal, false, false);
double dRatio = ((double)LDAPStrikes.Count / LCPsPAll.Count()) * 100;
if (LDAPStrikes.Count < minResolutions || LDAPFails.Count < minResolutions || dRatio < 25)
{
return(0);
}
double dSFS = ANALYSIS.SimilarityFactor(LDAPStrikes, DAParametersOryginal);
double dSFF = ANALYSIS.SimilarityFactor(LDAPFails, DAParametersOryginal);// *((double)LDAPFails.Count() / LCPsPAll.Count());
if (dSFS > dSFF)
{
return(((double)dSFS / dSFF) * 100 * ((double)LDAPStrikes.Count() / LCPsPAll.Count()));
}
else
{
return(0);
}
}
private bool CheckupTest(ref ChartPointsPredition CPsP)//, List<ChartPoint> LCPointsToPredict, double spread)
{
if (CPsP.Type == ChartPointsPredition.Kind.Uncertain)
{
return(false);
}
List <ChartPoint> LCPointsToPredict = DLSCPoints[CPsP.Product].GetRange(CPsP.Position, CPsP.Ahead);
this.CheckupTendencyToday(ref CPsP);
// this.CheckupTendencyComplementary(ref CPsP);
this.CheckupStrengthFactor(ref CPsP);
bool bStrike = false;
double dRealTendency = 50;
if (CPsP.Type == ChartPointsPredition.Kind.Down)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, false);
if (CPsP.Tendency < 50 && dRealTendency < 50)
{
bStrike = true;
}
}
else if (CPsP.Type == ChartPointsPredition.Kind.Up)
{
dRealTendency = ANALYSIS.Tendency(LCPointsToPredict, true);
if (CPsP.Tendency > 50 && dRealTendency > 50)
{
bStrike = true;
}
}
CPsP.Strike = bStrike;
//CPsP.Accuracity = Accuracity;
return(true);
}
public void TestPosition(string product, double gainMultiplayer, int analiseMultiplayer, int index)
{
ChartPointsPredition CPsPToAnalise = DATA[product][index];
CPsPToAnalise.TestID = 1;
int position = CPsPToAnalise.Position;
if (position >= (DLSCPoints[product].Count - CPsPToAnalise.Ahead * analiseMultiplayer))
{
return;
}
/*Rates RATE = ORBlotter.Get(product);
* double spread = ANALYSIS.Spread(RATE) * gainMultiplayer; //spread = 0.0003;
*
* if (CPsPToAnalise.TestSpread == spread)
* return;
*
* CPsPToAnalise.TestSpread = spread;*/
this.CheckupTest(ref CPsPToAnalise);//;, DLSCPoints[product].GetRange(CPsPToAnalise.Position, CPsPToAnalise.Ahead), spread);
}
private bool Checkup(ref ChartPointsPredition CPsP)
{
CPsP.TestID = 2;
if (CPsP.Type == ChartPointsPredition.Kind.Uncertain)
{
return(false);
}
//this.CheckupContinuity(ref CPsP, position);
//this.CheckupContinuityAlternative(ref CPsP, position);
//this.CheckupContinuityTendencyChange(ref CPsP, position);
this.CheckupTendencyToday(ref CPsP);
this.CheckupTendencyComplementary(ref CPsP);
this.CheckupStrengthFactor(ref CPsP);
CPsP.Strike = false;
CPsP.Accuracity = 0;
return(true);
}
public List <ChartPointsPredition> ExtractTestContinuousTendency(List <ChartPointsPredition> LCPsPAll)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
int iDeepMax = 6;
for (int i = iDeepMax + 1; i < LCPsPAll.Count; i++)
{
int iDeep = -1;
bool bPass = true;
while (++iDeep < iDeepMax && bPass != false)
{
ChartPointsPredition CPsPPrevious = LCPsPAll[i - 1 - iDeep];
ChartPointsPredition CPsPNow = LCPsPAll[i - iDeep];
double dTimeSpread = (CPsPNow.DTOriginal - CPsPPrevious.DTOriginal).TotalMinutes;
int iTFMinutes = ABBREVIATIONS.ToMinutes(CPsPNow.TimeFrame);
if (dTimeSpread > iTFMinutes)
{
bPass = false;
}
else
if ((CPsPNow.Type == ChartPointsPredition.Kind.Down && CPsPNow.Tendency >= CPsPPrevious.Tendency) ||
(CPsPNow.Type == ChartPointsPredition.Kind.Up && CPsPNow.Tendency <= CPsPPrevious.Tendency))
{
bPass = false;
}
}
if (bPass)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
return(LCPsPExtracted);
}
public void ResolutePositionTest(string product, int index)
{
++iCounterTotal;
ChartPointsPredition CPsPOriginal = DATA[product][index];
double dResolution = this.ResoluteTest(product, 100, index);
bool bStike = false;
if (dResolution > 0)
{
bStike = true;
}
++iCounter;
if (bStike == true && CPsPOriginal.Strike == false)
{
++iFails;
}
else if (bStike != CPsPOriginal.Strike)
{
++iFailsNotImportangt;
}
else if (bStike == true && CPsPOriginal.Strike == true)
{
++iStrikes;
}
if (iCounterTotal == 9000)
{
int breakpoint = 0;
int ii = breakpoint;
}
}
public List <ChartPointsPredition> Select(List <string> LSProducts)
{
List <ChartPointsPredition> LCPsPSelected = new List <ChartPointsPredition>();
for (int i = 0; i < LSProducts.Count; i++)
{
string product = LSProducts[i];
if (!DATA.ContainsKey(product) || DATA[product].Count == 0)
{
continue;
}
ChartPointsPredition CPsPOriginal = DATA[product].Last();
if (!CPsPOriginal.IsActual)
{
continue;
}
for (int i2 = 0; i2 < DATA[product].Count; i2++)
{
this.TestPosition(product, 1.25, 1, i2);
}
this.TestUnknownPosition(ref CPsPOriginal);
CPsPOriginal.Resolution = this.Resolute(product, 100, this.DATAFindIndex(CPsPOriginal));
if (CPsPOriginal.Resolution > 0)
{
LCPsPSelected.Add(CPsPOriginal);
}
}
return(LCPsPSelected);
}
/// <summary>
/// Must appear after CheckupContinuity is finished, sets cout of similar alternative types in reference to its original
/// </summary>
/// <param name="CPsP">Original ChartPoints Predicion</param>
/// <param name="position">Position of Original in DATA</param>
private void CheckupContinuityAlternative(ref ChartPointsPredition CPsP, int position)
{
CPsP.ContinuityAlternative = 0;
List <string> LSOptions = this.Options(CPsP.Product);
string alternative = LSOptions[1];
int iAShift = iAShift = this.PositionShift(CPsP.Product, alternative, 0);
int iACount = DATA[alternative].Count;
int iPCount = DATA[CPsP.Product].Count;
for (int i = position; i >= (position - CPsP.Continuity); i--)
{
if (iACount <= (i + iAShift) || iACount <= i || (i + iAShift) < 0 || i < 0 || (iPCount <= i))
{
break;
}
iAShift = this.PositionShift(CPsP.Product, alternative, i);
if (iACount <= (i + iAShift) || iACount <= i || (i + iAShift) < 0 || i < 0 || (iPCount <= i))
{
break;
}
ChartPointsPredition CPsPOrigins = DATA[CPsP.Product][i];
ChartPointsPredition CPsPAlternative = DATA[alternative][i + iAShift];
if (CPsPOrigins.Type != ChartPointsPredition.Kind.Uncertain && CPsPAlternative.Type == CPsPOrigins.Type && CPsPOrigins.DTOriginal == CPsPAlternative.DTOriginal)
{
++CPsP.ContinuityAlternative;
}
else
{
break;
}
}
}
private void CheckupTendencyComplementary(ref ChartPointsPredition CPsP)
{
List <ChartPoint> LCPToday = ARCHIVE.GetDATA(CPsP.TimeFrame, CPsP.Product, CPsP.DTOriginal.Date, CPsP.DTOriginal);
int iPosition = ANALYSIS.ExtremumComplementaryPosition(LCPToday, LCPToday.Count, (double)CPsP.Deep / 2);
//int iPositionBefore = ANALYSIS.ExtremumComplementaryPosition(LCPToday, iPosition + 1, (double)CPsP.Deep / 2);
int iShiftCount = LCPToday.Count - iPosition;
if (iShiftCount <= 0 || iPosition >= LCPToday.Count || iPosition - iShiftCount < 0)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
else
{
//List<double> LDChanges = (from CP in LCPToday select CP.Change).ToList(); int iCount = LDChanges.Count - iPosition; CPsP.TendencyComplementary = ANALYSIS.Tendency(LDChanges, iPosition, iCount);
List <ChartPoint> LDCPRanged = LCPToday.GetRange(iPosition, iShiftCount);
List <ChartPoint> LDCPRangedBefore = LCPToday.GetRange(iPosition - iShiftCount, iShiftCount);
double dTendency = ANALYSIS.Tendency(LDCPRanged);
double dTendencyBefore = ANALYSIS.Tendency(LDCPRangedBefore);
if (dTendency < 50 && dTendencyBefore > 50 || dTendency > 50 && dTendencyBefore < 50)
{
CPsP.ExtremumConplementaryDistance = -1;
CPsP.TendencyComplementary = 50;
return;
}
CPsP.ExtremumConplementaryDistance = (LDCPRanged.Last().Time - LDCPRanged[0].Time).TotalMinutes;
CPsP.TendencyComplementary = (dTendency / dTendencyBefore) * 100;
}
}
public List <ChartPointsPredition> ExtractTendencyToTendencyComplementary(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.ExtremumConplementaryDistance == CPsPOriginal.ExtremumTodayDistance || CPsPOriginal.TendencyToday == 50 || CPsPOriginal.ExtremumConplementaryDistance <= 0)
{
return(LCPsPExtracted);
}
if (CPsPOriginal.Tendency < 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].ExtremumConplementaryDistance == LCPsPAll[i].ExtremumTodayDistance || LCPsPAll[i].TendencyToday == 50 || LCPsPAll[i].ExtremumConplementaryDistance <= 0)
{
continue;
}
if (LCPsPAll[i].TendencyComplementary > 100)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
else if (CPsPOriginal.Tendency > 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].ExtremumConplementaryDistance == LCPsPAll[i].ExtremumTodayDistance || LCPsPAll[i].TendencyToday == 50 || LCPsPAll[i].ExtremumConplementaryDistance <= 0)
{
continue;
}
if (LCPsPAll[i].TendencyComplementary < 100)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractTendenciesDirectted(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.ExtremumTodayDistance == CPsPOriginal.ExtremumConplementaryDistance)
{
return(LCPsPExtracted);
}
if (CPsPOriginal.TendencyComplementary < 50 && CPsPOriginal.Tendency < 50 && CPsPOriginal.TendencyToday < 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].TendencyComplementary < 50 && LCPsPAll[i].Tendency < 50 && LCPsPAll[i].TendencyToday < 50 && LCPsPAll[i].ExtremumTodayDistance != LCPsPAll[i].ExtremumConplementaryDistance)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
else if (CPsPOriginal.TendencyComplementary > 50 && CPsPOriginal.Tendency > 50 && CPsPOriginal.TendencyToday > 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].TendencyComplementary > 50 && LCPsPAll[i].Tendency > 50 && LCPsPAll[i].TendencyToday > 50 && LCPsPAll[i].ExtremumTodayDistance != LCPsPAll[i].ExtremumConplementaryDistance)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractTendencyUncertainity(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(LCPsPExtracted);
}
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].Tendency != 50 && LCPsPAll[i].TendencyComplementary != 50 && LCPsPAll[i].TendencyToday != 50)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractTendency(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.Tendency < 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].Tendency < 50)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
else if (CPsPOriginal.Tendency > 50)
{
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (LCPsPAll[i].Tendency > 50)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
}
return(LCPsPExtracted);
}
public List <ChartPointsPredition> ExtractCounterType(List <ChartPointsPredition> LCPsPAll, ChartPointsPredition CPsPOriginal)
{
List <ChartPointsPredition> LCPsPExtracted = new List <ChartPointsPredition>();
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(LCPsPExtracted);
}
for (int i = 0; i < LCPsPAll.Count; i++)
{
if (CPsPOriginal.Type != LCPsPAll[i].Type)
{
LCPsPExtracted.Add(LCPsPAll[i]);
}
}
return(LCPsPExtracted);
}
public double ResoluteTest(string product, int minResolutions, int index)
{
ChartPointsPredition CPsPOriginal = DATA[product][index];
if (CPsPOriginal.Type == ChartPointsPredition.Kind.Uncertain || CPsPOriginal.Type == ChartPointsPredition.Kind.Average)
{
return(0);
}
//ExtractTypeExtremumTendencyTest
List <ChartPointsPredition> LCPsPAll = this.ExtractTypeTest(DATA[product].GetRange(0, index), CPsPOriginal, false); //All of type
List <ChartPointsPredition> LCPsPAllReversed = this.ExtractTypeTest(DATA[product].GetRange(0, index), CPsPOriginal, true); //All of type
// LCPsPAll = this.ExtractSimilarityTest(LCPsPAll); LCPsPAllReversed = this.ExtractSimilarityTest(LCPsPAllReversed);
// LCPsPAll = this.ExtractTypeExtremumTendencyTest(LCPsPAll); LCPsPAllReversed = this.ExtractTypeExtremumTendencyTest(LCPsPAllReversed);
//LCPsPAll = this.ExtractTestContinuous(LCPsPAll); LCPsPAllReversed = this.ExtractTestContinuous(LCPsPAllReversed);
//LCPsPAll = this.ExtractTestContinuousTendency(LCPsPAll); LCPsPAllReversed = this.ExtractTestContinuousTendency(LCPsPAllReversed);
double[] DAParametersOryginal = CPsPOriginal.Parameters;
List <double[]> LDAPStrikes = this.ExtractParameters(LCPsPAll, CPsPOriginal, true, false);
List <double[]> LDAPFails = this.ExtractParameters(LCPsPAll, CPsPOriginal, false, false);
List <double[]> LDAPStrikesReversed = this.ExtractParameters(LCPsPAllReversed, CPsPOriginal, true, true);
List <double[]> LDAPFailsReversed = this.ExtractParameters(LCPsPAllReversed, CPsPOriginal, false, true);
double dRatio = ((double)LDAPStrikes.Count / LCPsPAll.Count()) * 100;
double dRatioReversed = ((double)LDAPStrikesReversed.Count / LCPsPAllReversed.Count()) * 100;
//50.14-50.85 - clear
if (LDAPStrikesReversed.Count < minResolutions || LDAPFailsReversed.Count < minResolutions)
{
return(0);
}
if (LDAPStrikes.Count < minResolutions || LDAPFails.Count < minResolutions)
{
return(0);
}
if (dRatio < 45 || dRatioReversed < 45)
{
//throw new Exception("Something is f****d up !");
}
for (int i = 0; i < LDAPStrikes.Count; i++)
{
if (LDAPStrikes[i] == null)
{
var v = 0;
var P = 1 + v;
}
}
for (int i = 0; i < LDAPFails.Count; i++)
{
if (LDAPFails[i] == null)
{
var v = 0;
var P = 1 + v;
}
}
return(1);
double dSFS = ANALYSIS.SimilarityFactor(LDAPStrikes, DAParametersOryginal);
double dSFF = ANALYSIS.SimilarityFactor(LDAPFails, DAParametersOryginal);// *((double)LDAPFails.Count() / LCPsPAll.Count());
return(1);
if (dSFS > dSFF)
{
return(((double)dSFS / dSFF) * 100 * ((double)LDAPStrikes.Count() / LCPsPAll.Count()));
}
else
{
return(0);
}
}