public static bool AnalyseSR(List <double> lst, Criterion cri, List <Extreme> extremes)
{
List <double> headlist = lst.GetRange(lst.Count() - cri.HeadPeriod, cri.HeadPeriod);
List <double> taillist = lst.GetRange(0, cri.TailPeriod);
double before = -99999;
double next = 99999;
foreach (Extreme ex in extremes)
{
if (ex.Level > headlist.Last() && ex.Level < next)
{
next = ex.Level;
}
if (ex.Level < headlist.Last() && ex.Level > before)
{
before = ex.Level;
}
}
double canal_width = Math.Round(((next - before) / before) * 100, 2);
double position = Math.Round(((headlist.Last() - before) / (next - before)) * 100, 2);
if (next == 99999)
{
return(true);
}
if (before == -99999 && cri.HeadSRPosition != Enum.SRPosition.N)
{
return(false);
}
switch (cri.HeadSRPosition)
{
case Enum.SRPosition.N:
return(true);
case Enum.SRPosition.U5:
if (position > 5)
{
return(false);
}
break;
case Enum.SRPosition.U10:
if (position > 10)
{
return(false);
}
break;
case Enum.SRPosition.U15:
if (position > 15)
{
return(false);
}
break;
case Enum.SRPosition.U20:
if (position > 20)
{
return(false);
}
break;
case Enum.SRPosition.U25:
if (position > 25)
{
return(false);
}
break;
case Enum.SRPosition.U30:
if (position > 30)
{
return(false);
}
break;
case Enum.SRPosition.U40:
if (position > 40)
{
return(false);
}
break;
case Enum.SRPosition.U50:
if (position > 50)
{
return(false);
}
break;
case Enum.SRPosition.U60:
if (position > 60)
{
return(false);
}
break;
case Enum.SRPosition.U70:
if (position > 70)
{
return(false);
}
break;
case Enum.SRPosition.U80:
if (position > 80)
{
return(false);
}
break;
case Enum.SRPosition.U90:
if (position > 90)
{
return(false);
}
break;
default:
break;
}
return(true);
}
public static bool AnalyseDerivativeDerivative(List <double> lst, Criterion cri, DataBundle db)
{
//try
//{
List <double> headlist = lst.GetRange(lst.Count() - cri.HeadPeriod, cri.HeadPeriod);
List <double> taillist = lst.GetRange(0, cri.TailPeriod - 1);
if (db.Average == 0)
{
return(false);
}
if (cri.HeadSlope == Slope.Positive)
{
var result = headlist.Count(x => x < 0);
if (result > 0)
{
return(false);
}
return(true);
}
else if (cri.HeadSlope == Slope.Negative)
{
var result = headlist.Count(x => x > 0);
if (result > 0)
{
return(false);
}
return(true);
}
if (cri.TailSlope == Slope.Positive)
{
var result = headlist.Count(x => x < 0);
if (result > 0)
{
return(false);
}
return(true);
}
else if (cri.TailSlope == Slope.Negative)
{
var result = headlist.Count(x => x > 0);
if (result > 0)
{
return(false);
}
return(true);
}
return(true);
//}
//catch (Exception ex)
//{
// return false;
//}
}
public static bool AnalyseAmount(List <double> lst, Criterion cri, DataBundle db)
{
List <double> headlist = lst.GetRange(lst.Count() - cri.HeadPeriod, cri.HeadPeriod);
List <double> taillist = lst.GetRange(0, cri.TailPeriod);
if (db.Average == 0)
{
return(false);
}
switch (cri.HeadAverageAmount)
{
case Enum.Amount.N:
break;
case Enum.Amount.BA:
if (headlist.Average() > db.Average)
{
return(false);
}
break;
case Enum.Amount.CTRH:
if (PositionPercentage(headlist.Average(), db.RecordHigh) < 90)
{
return(false);
}
break;
case Enum.Amount.CTRL:
if (PositionPercentage(headlist.Average(), db.RecordHigh) > 10)
{
return(false);
}
break;
case Enum.Amount.OOF:
if (PositionPercentage(headlist.Average(), db.RecordHigh) < 20)
{
return(false);
}
break;
case Enum.Amount.OTF:
if (PositionPercentage(headlist.Average(), db.RecordHigh) < 40)
{
return(false);
}
break;
case Enum.Amount.OTRF:
if (PositionPercentage(headlist.Average(), db.RecordHigh) < 60)
{
return(false);
}
break;
case Enum.Amount.OFF:
if (PositionPercentage(headlist.Average(), db.RecordHigh) < 80)
{
return(false);
}
break;
case Enum.Amount.OA:
if (headlist.Average() < db.Average)
{
return(false);
}
break;
case Enum.Amount.AA:
if (headlist.Average() < db.Average + (db.Average * 0.1) && headlist.Average() > db.Average - (db.Average * 0.1))
{
return(false);
}
break;
}
if (taillist.Count() > 0)
{
switch (cri.TailAverageAmount)
{
case Enum.Amount.N:
break;
case Enum.Amount.BA:
if (taillist.Average() > db.Average)
{
return(false);
}
break;
case Enum.Amount.CTRH:
if (PositionPercentage(taillist.Average(), db.RecordHigh) < 90)
{
return(false);
}
break;
case Enum.Amount.CTRL:
if (PositionPercentage(taillist.Average(), db.RecordHigh) > 10)
{
return(false);
}
break;
case Enum.Amount.OOF:
if (PositionPercentage(taillist.Average(), db.RecordHigh) < 20)
{
return(false);
}
break;
case Enum.Amount.OTF:
if (PositionPercentage(taillist.Average(), db.RecordHigh) < 40)
{
return(false);
}
break;
case Enum.Amount.OTRF:
if (PositionPercentage(taillist.Average(), db.RecordHigh) < 60)
{
return(false);
}
break;
case Enum.Amount.OFF:
if (PositionPercentage(taillist.Average(), db.RecordHigh) < 80)
{
return(false);
}
break;
case Enum.Amount.OA:
if (taillist.Average() < db.Average)
{
return(false);
}
break;
case Enum.Amount.AA:
if (taillist.Average() < db.Average + (db.Average * 0.1) && taillist.Average() > db.Average - (db.Average * 0.1))
{
return(false);
}
break;
}
}
return(true);
}