public override bool OnExecution()
{
BinanceConnectorNode binanceConnector = this.InParameters["connection"].GetValue() as BinanceConnectorNode;
var result = binanceConnector.Client.FuturesUsdt.Market.GetKlines(this.InParameters["symbol"].GetValue().ToString(), global::Binance.Net.Enums.KlineInterval.OneHour);
RSI rsi = new RSI(30);
List <Ohlc> ohlcList = new List <Ohlc>();
foreach (var candle in result.Data)
{
ohlcList.Add(new Ohlc()
{
Date = candle.CloseTime,
Open = (double)candle.Open,
High = (double)candle.High,
Low = (double)candle.Low,
Close = (double)candle.Close,
Volume = (double)candle.QuoteVolume,
AdjClose = 1
});
}
rsi.Load(ohlcList);
var serie = rsi.Calculate();
this.OutParameters["RSI"].SetValue(serie.RSI.LastOrDefault());
return(true);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(OhlcList);
RSISerie serie = rsi.Calculate();
Assert.IsNotNull(serie);
Assert.IsTrue(serie.RS.Count > 0);
Assert.IsTrue(serie.RSI.Count > 0);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(Directory.GetCurrentDirectory() + "\\vas.csv");
RSISerie serie = rsi.Calculate();
Assert.IsNotNull(serie);
//Assert.IsTrue(serie.rsiDataPoint.RS.Count > 0);
//Assert.IsTrue(serie.rsiDataPoint.RSI.Count > 0);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(Directory.GetCurrentDirectory() + "\\table.csv");
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(serie.RSI.Count > 0);
}
public void RSI()
{
RSI rsi = new RSI(14);
rsi.Load(csvPath);
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(serie.RSI.Count > 0);
}
private static RSISerie GetRsiSeries(RSI rsi, string stockName)
{
string downloadFolderName = ConfigurationManager.AppSettings["downloadLocation"];
rsi.Load(downloadFolderName + stockName + ".ax.csv");
RSISerie serie = rsi.Calculate();
//ExcelUtilities.WriteMacdhistogramDataToExcel(serie, stockName);
return(serie);
}
public Form1()
{
InitializeComponent();
chart1.Series.Clear();
Int32 timeStampStart = (Int32)(DateTime.UtcNow.AddMonths(-12).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 timeStampNow = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
String yahooAPI = $"https://query1.finance.yahoo.com/v7/finance/download/BTC-EUR?period1={timeStampStart}&period2={timeStampNow}&interval=1d&events=history";
using (var client = new WebClient())
{
client.DownloadFile(yahooAPI, "fileLOG");
}
String csvFile = @"fileLOG";
List <Ohlc> ohlcList = new List <Ohlc>();
StreamReader r = new StreamReader(csvFile);
String file = r.ReadToEnd();
String[] pricesClose = file.Split(new String[] { "\r\n", "\n" }, StringSplitOptions.RemoveEmptyEntries);
chart1.Series.Add("Price").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.FastPoint;
// chart1.Series["Price"].Color = Color.Black;
int j = 0;
List <DateTime> dates = new List <DateTime>();
foreach (var s in pricesClose)
{
String[] pricesOscillation = s.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
try
{
int index = 0;
DateTime date = DateTime.Parse(pricesOscillation[index++]);
double open = double.Parse(pricesOscillation[index++]);
double high = double.Parse(pricesOscillation[index++]);
double low = double.Parse(pricesOscillation[index++]);
double close = double.Parse(pricesOscillation[index++]);
double adjClose = double.Parse(pricesOscillation[index++]);
double volume = double.Parse(pricesOscillation[index++]);
Ohlc newOhlc = new Ohlc();
newOhlc.Open = open;
newOhlc.High = high;
newOhlc.Low = low;
newOhlc.Close = close;
newOhlc.AdjClose = adjClose;
newOhlc.Volume = volume;
ohlcList.Add(newOhlc);
dates.Add(date);
chart1.Series["Price"].Points.AddXY(date, close);
}
catch (Exception err)
{
}
}
BollingerBand bollingerBand = new BollingerBand();
bollingerBand.Load(ohlcList);
BollingerBandSerie serie = bollingerBand.Calculate();
MACD macd = new MACD();
macd.Load(ohlcList);
MACDSerie macdserie = macd.Calculate();
EMA ema = new EMA();
ema.Load(ohlcList);
SingleDoubleSerie singleDoubleSerie = ema.Calculate();
RSI rsi = new RSI(14);
rsi.Load(ohlcList);
RSISerie serieRSI = rsi.Calculate();
chart1.Series.Add("bUP").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bDOWN").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("bMIDDLE").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("RSI").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("EMA").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACD").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart1.Series.Add("MACDHistogram").ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
for (int i = 0; i < serie.BandWidth.Count; i++)
{
if (macdserie.MACDLine[i] != null)
{
chart1.Series["MACD"].Points.AddXY(dates[i], macdserie.MACDLine[i]);
}
if (macdserie.MACDHistogram[i] != null)
{
chart1.Series["MACDHistogram"].Points.AddXY(dates[i], macdserie.MACDHistogram[i]);
}
if (singleDoubleSerie.Values[i] != null)
{
chart1.Series["EMA"].Points.AddXY(dates[i], singleDoubleSerie.Values[i]);
}
if (serie.UpperBand[i] != null)
{
chart1.Series["bUP"].Points.AddXY(dates[i], serie.UpperBand[i]);
}
if (serie.MidBand[i] != null)
{
chart1.Series["bMIDDLE"].Points.AddXY(dates[i], serie.MidBand[i]);
}
if (serie.LowerBand[i] != null)
{
chart1.Series["bDOWN"].Points.AddXY(dates[i], serie.LowerBand[i]);
}
if (serieRSI.RSI[i] != null)
{
chart1.Series["RSI"].Points.AddXY(dates[i], serieRSI.RSI[i]);
}
}
}
public void RSIWithHardCodedValues()
{
RSI rsi = new RSI(14);
List <Ohlc> ohlcList = new List <Ohlc>
{
new Ohlc {
Close = 44.34
},
new Ohlc {
Close = 44.09
},
new Ohlc {
Close = 44.15
},
new Ohlc {
Close = 43.61
},
new Ohlc {
Close = 44.33
},
new Ohlc {
Close = 44.83
},
new Ohlc {
Close = 45.10
},
new Ohlc {
Close = 45.42
},
new Ohlc {
Close = 45.84
},
new Ohlc {
Close = 46.08
},
new Ohlc {
Close = 45.89
},
new Ohlc {
Close = 46.03
},
new Ohlc {
Close = 45.61
},
new Ohlc {
Close = 46.28
},
new Ohlc {
Close = 46.28
},
new Ohlc {
Close = 46.00
},
new Ohlc {
Close = 46.03
},
new Ohlc {
Close = 46.41
},
new Ohlc {
Close = 46.22
},
new Ohlc {
Close = 45.64
}
};
rsi.Load(ohlcList);
RSISerie serie = rsi.Calculate();
Assert.NotNull(serie);
Assert.True(serie.RS.Count > 0);
Assert.True(Math.Round(serie.RS[14].Value, 2) == 2.39);
Assert.True(Math.Round(serie.RS[15].Value, 2) == 1.96);
Assert.True(Math.Round(serie.RS[16].Value, 2) == 1.98);
Assert.True(Math.Round(serie.RS[17].Value, 2) == 2.26);
Assert.True(Math.Round(serie.RS[18].Value, 2) == 1.97);
Assert.True(Math.Round(serie.RS[19].Value, 2) == 1.38);
Assert.True(serie.RSI.Count > 0);
Assert.True(Math.Round(serie.RSI[14].Value, 2) == 70.46);
Assert.True(Math.Round(serie.RSI[15].Value, 2) == 66.25);
Assert.True(Math.Round(serie.RSI[16].Value, 2) == 66.48);
Assert.True(Math.Round(serie.RSI[17].Value, 2) == 69.35);
Assert.True(Math.Round(serie.RSI[18].Value, 2) == 66.29);
Assert.True(Math.Round(serie.RSI[19].Value, 2) == 57.92);
}
