// Вызов поиска экстремумов и вызов поиска экстремумов с дистанцией
private string CalculationExtremumPrice(MarketTradesRepository _mTR, decimal _otkat, decimal _distance, decimal _profit, bool _write_trades)
{
ExtremumPrice _extPrice = new ExtremumPrice();
_extPrice.CreateExtrem(_mTR, _otkat);
return(_extPrice.CreateExtremDistance(_mTR, _otkat, _distance, _profit, _write_trades));
}
// Просто по экстремумам
private void CalculationExtremumPrice(MarketTradesRepository _mTR, decimal _otkat, string _filename)
{
ExtremumPrice extPrice = new ExtremumPrice();
decimal exchange_fee = 0.47m; // биржевой сбор SBRF 0.47
decimal brokerage_commission = 0.59m; // комиссия брокера 0.59
decimal spred = 3m;
// находим екстремумы
extPrice.CreateExtrem(_mTR, _otkat);
//StaticService.LogFileWrite("----------------Extremums--------------------", _filename, true);
//foreach (var item in extPrice.Extremums)
//{
// StaticService.LogFileWriteNotDateTime(item.Date_Time + "\t" + item.PriceHigh + "\t" + item.PriceLow, _filename, true);
//}
// считаем между ними дельту
//StaticService.LogFileWrite("\n", filename, true);
//StaticService.LogFileWriteNotDateTime("----------------считаем между ними дельту--------------------", _filename, true);
extPrice.DeltaExtr();
foreach (var item in extPrice.DeltaExtremums)
{
StaticService.LogFileWriteNotDateTime(Math.Abs(item).ToString(), "delta_log.txt", true);
}
StaticService.LogFileWriteNotDateTime("****************ОТКАТ <" + _otkat + ">****************", _filename, true);
//&??????????????????
for (decimal i = _otkat * 2; i <= _otkat * 8; i++)
{
decimal criticalSum = 0;
// фильтруeм дельты
StaticService.LogFileWriteNotDateTime("----------------фильтруeм дельты <" + i + ">--------------------", _filename, true);
extPrice.FiltrDelta(i);
foreach (var item in extPrice.FiltrDeltas)
{
StaticService.LogFileWriteNotDateTime(Math.Abs(item).ToString(), _filename, true);
criticalSum += Math.Abs(item) - (_otkat * 2 + TransactionCosts(exchange_fee, brokerage_commission, spred) * 2);
}
StaticService.LogFileWriteNotDateTime(criticalSum.ToString(), _filename, true);
}
}