public MarketGuess()
{
ShortPoints = new List <MarketDataPoint>();
LongPoints = new List <MarketDataPoint>();
LocalHigh = 0;
LocalLow = double.MaxValue;
FirstVolume = new MarketVolume(0);
SecondVolume = new MarketVolume(0);
BuyPrice = 0;
MarketAction = MarketAction.undefined;
BoundsMarketAction = MarketAction.withinBounds;
}
static void SimulationAccuracy(List <MarketGuess> guesses)
{
Dictionary <string, List <MarketGuess> > SuccessFailures = new Dictionary <string, List <MarketGuess> >();
#region Classification Success/Failures
List <MarketGuess> Success = new List <MarketGuess>();
List <MarketGuess> Fail = new List <MarketGuess>();
List <MarketGuess> Uncertain = new List <MarketGuess>();
List <MarketGuess> BoundsSuccess = new List <MarketGuess>();
List <MarketGuess> BoundsFail = new List <MarketGuess>();
List <MarketGuess> Undefined = new List <MarketGuess>();
foreach (MarketGuess marketGuess in guesses)
{
if (marketGuess.MarketAction == MarketAction.undefined)
{
Undefined.Add(marketGuess);
}
else if (marketGuess.MarketAction == MarketAction.buy)
{
if (marketGuess.LongPoints.Count > marketGuess.ShortPoints.Count &&
marketGuess.HighestSellPercentage > marketGuess.LowestShortPercentage)
{
if (marketGuess.BoundsMarketAction == MarketAction.withinBounds)
{
Success.Add(marketGuess);
}
else
{
BoundsFail.Add(marketGuess);
}
}
else if (marketGuess.LongPoints.Count < marketGuess.ShortPoints.Count &&
marketGuess.HighestSellPercentage < marketGuess.LowestShortPercentage)
{
if (marketGuess.BoundsMarketAction == MarketAction.withinBounds)
{
Fail.Add(marketGuess);
}
else
{
BoundsSuccess.Add(marketGuess);
}
}
else
{
Uncertain.Add(marketGuess);
}
}
else if (marketGuess.MarketAction == MarketAction.shrt)
{
if (marketGuess.LongPoints.Count < marketGuess.ShortPoints.Count &&
marketGuess.HighestSellPercentage < marketGuess.LowestShortPercentage)
{
if (marketGuess.BoundsMarketAction == MarketAction.withinBounds)
{
Success.Add(marketGuess);
}
else
{
BoundsFail.Add(marketGuess);
}
}
else if (marketGuess.LongPoints.Count > marketGuess.ShortPoints.Count &&
marketGuess.HighestSellPercentage > marketGuess.LowestShortPercentage)
{
if (marketGuess.BoundsMarketAction == MarketAction.withinBounds)
{
Fail.Add(marketGuess);
}
else
{
BoundsSuccess.Add(marketGuess);
}
}
else
{
Uncertain.Add(marketGuess);
}
}
else if (marketGuess.MarketAction == MarketAction.doNotTouch)
{
if (Math.Abs(marketGuess.BuyPrice) < 0.001)
{
Success.Add(marketGuess);
}
else if (marketGuess.ShortPoints.Count < 5 && marketGuess.LongPoints.Count < 5)
{
Success.Add(marketGuess);
}
else if (marketGuess.ShortPoints.Count > 10 || marketGuess.LongPoints.Count > 10)
{
Fail.Add(marketGuess);
}
else
{
Uncertain.Add(marketGuess);
}
}
}
SuccessFailures.Add("Success", Success);
SuccessFailures.Add("Fail", Fail);
SuccessFailures.Add("Uncertain", Uncertain);
SuccessFailures.Add("BoundsSuccess", BoundsSuccess);
SuccessFailures.Add("BoundsFail", BoundsFail);
SuccessFailures.Add("Undefined", Undefined);
#endregion
Dictionary <string, Dictionary <MarketAction, List <MarketGuess> > > BreakDownActions =
new Dictionary <string, Dictionary <MarketAction, List <MarketGuess> > >();
#region Action Breakdown
foreach (KeyValuePair <string, List <MarketGuess> > keyValuePair in SuccessFailures)
{
Dictionary <MarketAction, List <MarketGuess> > ActionDict = new Dictionary <MarketAction, List <MarketGuess> >();
List <MarketGuess> buy = new List <MarketGuess>();
List <MarketGuess> shrt = new List <MarketGuess>();
List <MarketGuess> noTouch = new List <MarketGuess>();
List <MarketGuess> undefined = new List <MarketGuess>();
List <MarketGuess> outOfBounds = new List <MarketGuess>();
List <MarketGuess> withinBounds = new List <MarketGuess>();
foreach (MarketGuess marketGuess in keyValuePair.Value)
{
switch (marketGuess.MarketAction)
{
case MarketAction.buy:
buy.Add(marketGuess);
break;
case MarketAction.shrt:
shrt.Add(marketGuess);
break;
case MarketAction.doNotTouch:
noTouch.Add(marketGuess);
break;
case MarketAction.undefined:
undefined.Add(marketGuess);
break;
}
switch (marketGuess.BoundsMarketAction)
{
case MarketAction.withinBounds:
withinBounds.Add(marketGuess);
break;
case MarketAction.outOfBounds:
outOfBounds.Add(marketGuess);
break;
}
}
ActionDict.Add(MarketAction.buy, buy);
ActionDict.Add(MarketAction.shrt, shrt);
ActionDict.Add(MarketAction.doNotTouch, noTouch);
ActionDict.Add(MarketAction.undefined, undefined);
ActionDict.Add(MarketAction.withinBounds, withinBounds);
ActionDict.Add(MarketAction.outOfBounds, outOfBounds);
BreakDownActions.Add(keyValuePair.Key, ActionDict);
}
#endregion
int totalBuy = 0;
int totalShort = 0;
int totalDoNotTouch = 0;
int totalUndefined = 0;
int totalWithinBounds = 0;
int totalOutOfBounds = 0;
foreach (KeyValuePair <string, Dictionary <MarketAction, List <MarketGuess> > > action in BreakDownActions)
{
foreach (KeyValuePair <MarketAction, List <MarketGuess> > keyValuePair in action.Value)
{
if (keyValuePair.Key == MarketAction.buy)
{
totalBuy += keyValuePair.Value.Count;
}
if (keyValuePair.Key == MarketAction.shrt)
{
totalShort += keyValuePair.Value.Count;
}
if (keyValuePair.Key == MarketAction.doNotTouch)
{
totalDoNotTouch += keyValuePair.Value.Count;
}
if (keyValuePair.Key == MarketAction.undefined)
{
totalUndefined += keyValuePair.Value.Count;
}
if (keyValuePair.Key == MarketAction.withinBounds)
{
totalWithinBounds += keyValuePair.Value.Count;
}
if (keyValuePair.Key == MarketAction.outOfBounds)
{
totalOutOfBounds += keyValuePair.Value.Count;
}
}
}
logAccuracy.WriteLine("---Parameters---");
logAccuracy.WriteLine($"Bounds margin:{MarketGuess.highLowBoundsPerc}");
logAccuracy.WriteLine($"Profit:{MarketGuess.profit}");
logAccuracy.WriteLine();
logAccuracy.WriteLine(MarketVolume.OutputVolumeClasses());
logAccuracy.WriteLine("------");
logAccuracy.WriteLine();
logAccuracy.WriteLine($"Guesses: {guesses.Count}");
logAccuracy.WriteLine();
logAccuracy.WriteLine($"Successes: {Success.Count}\t{(double)Success.Count / guesses.Count}");
logAccuracy.WriteLine($"Failures: {Fail.Count}\t{(double)Fail.Count / guesses.Count}");
logAccuracy.WriteLine($"Uncertain: {Uncertain.Count}\t{(double)Uncertain.Count / guesses.Count}");
logAccuracy.WriteLine($"BoundsSuccess: {BoundsSuccess.Count}\t{(double)BoundsSuccess.Count / guesses.Count}");
logAccuracy.WriteLine($"BoundsFail: {BoundsFail.Count}\t{(double)BoundsFail.Count / guesses.Count}");
logAccuracy.WriteLine($"Undefined: {Undefined.Count}\t{(double)Undefined.Count / guesses.Count}");
logAccuracy.WriteLine();
logAccuracy.WriteLine($"Buy: {totalBuy}\t{(double)totalBuy / guesses.Count}");
logAccuracy.WriteLine($"Short: {totalShort}\t{(double)totalShort / guesses.Count}");
logAccuracy.WriteLine($"DoNotTouch: {totalDoNotTouch}\t{(double)totalDoNotTouch / guesses.Count}");
logAccuracy.WriteLine($"Undefined: {totalUndefined}\t{(double)totalUndefined / guesses.Count}");
logAccuracy.WriteLine($"WithinBounds: {totalWithinBounds}\t{(double)totalWithinBounds / guesses.Count}");
logAccuracy.WriteLine($"OutOfBounds: {totalOutOfBounds}\t{(double)totalOutOfBounds / guesses.Count}");
logAccuracy.WriteLine();
foreach (KeyValuePair <string, Dictionary <MarketAction, List <MarketGuess> > > breakDownAction in BreakDownActions)
{
logAccuracy.WriteLine($"{breakDownAction.Key}:");
foreach (KeyValuePair <MarketAction, List <MarketGuess> > keyValuePair in breakDownAction.Value)
{
logAccuracy.WriteLine($"{keyValuePair.Key} {keyValuePair.Value.Count}");
}
logAccuracy.WriteLine();
}
foreach (KeyValuePair <string, List <MarketGuess> > keyValuePair in SuccessFailures)
{
logAccuracy.WriteLine($"---{keyValuePair.Key}---");
foreach (MarketGuess marketGuess in keyValuePair.Value)
{
logAccuracy.WriteLine(marketGuess);
}
}
}
