public Statistic GetStatistic()
{
List <IEnumerable <DateTime> > groups = ProvidersUtils.GetGroupedPatches(dx, adx, diPlus, diMinus)
.ToList();
List <IEnumerable <DateTime> > upGroups = groups
.Where(g => ProvidersUtils.IsUpTendency(g, diPlus, diMinus))
.ToList();
IEnumerable <DateTime> upGroupMaxCandles = upGroups.Any()
? upGroups.MaxBy(group => ProvidersUtils.GetPriceVariation(group.ToList(), candleSeries))
: null;
List <IEnumerable <DateTime> > downGroups = groups
.Where(g => ProvidersUtils.IsDownTendency(g, diPlus, diMinus))
.ToList();
IEnumerable <DateTime> downGroupMaxCandles = downGroups.Any()
? downGroups.MaxBy(group => - ProvidersUtils.GetPriceVariation(group.ToList(), candleSeries, upTendency: false))
: null;
double upPriceVariation = upGroupMaxCandles != null
? ProvidersUtils.GetPriceVariation(upGroupMaxCandles.ToList(), candleSeries)
: 0;
double downPriceVariation = downGroupMaxCandles != null
? ProvidersUtils.GetPriceVariation(downGroupMaxCandles.ToList(), candleSeries, upTendency : false)
: 0;
return(new Statistic("Price variation adx positive slope"
, upPriceVariation
, downPriceVariation));
}
public Statistic GetStatistic()
{
List <IEnumerable <DateTime> > patches = ProvidersUtils.GetGroupedPatches(dx, adx, diPlus, diMinus)
.ToList();
double benefitUp = patches
.Where(patch => ProvidersUtils.IsUpTendency(patch, diPlus, diMinus))
.Sum(patch => ProvidersUtils.GetPriceVariation(patch.ToList(), series));
double benefitDown = patches
.Where(patch => ProvidersUtils.IsDownTendency(patch, diPlus, diMinus))
.Sum(patch => - ProvidersUtils.GetPriceVariation(patch.ToList(), series, false));
return(new Statistic("Benefit", benefitUp, benefitDown));
}
public Statistic GetStatistic()
{
List <IEnumerable <DateTime> > groups = ProvidersUtils.GetGroupedPatches(dx, adx, diPlus, diMinus).ToList();
List <IEnumerable <DateTime> > upGroups = groups
.Where(g => ProvidersUtils.IsUpTendency(g, diPlus, diMinus))
.ToList();
IEnumerable <DateTime> upGroupMaxCandles = upGroups.Any()
? upGroups.MaxBy(group => group.Count())
: null;
double upValue = upGroupMaxCandles?.Count() ?? 0;
List <IEnumerable <DateTime> > downGroups = groups
.Where(g => ProvidersUtils.IsDownTendency(g, diPlus, diMinus))
.ToList();
IEnumerable <DateTime> downGroupMaxCandles = downGroups.Any()
? downGroups.MaxBy(group => group.Count())
: null;
double downValue = downGroupMaxCandles?.Count() ?? 0;
return(new Statistic("# Candle Adx positive slope"
, upValue
, downValue));
}