public Indicator AnalyzeData(DataState state)
{
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
double[] RsiValues = RSICalculator.CalculateRsi(RSICalculator.Period, closePrices);
if (RsiValues.Length == 0)
{
return(null);
}
var cont = new ContinuousCalculator(RsiValues, r => r > 50.0);
RSI value = new RSI();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.Avg = RsiValues.Average();
value.LastRSI = AlgorithmHelper.GetLast(RsiValues);
value.PercentGT50 = RsiValues.Where(r => r > 50).Count() * 100 / RsiValues.Count();
value.TotalDays = RsiValues.Count();
value.MaxContGT50Days = cont.TrueMax;
value.MaxContLT50Days = cont.FalseMax;
value.AvgContGT50Days = cont.TrueAvg;
value.AvgContLT50Days = cont.FalseAvg;
value.LastContDays = cont.LastCont;
return(value.ToIndicator());
}
public void CanGetFirstAGL()
{
AvgGainLossPair value =
RSICalculator.GetFirstAGL(_period, _shortPrices);
Assert.IsTrue(value.AvgGain.AlmostEqual(0.24));
Assert.IsTrue(value.AvgLoss.AlmostEqual(0.10));
}
public void CanGetAGL()
{
AvgGainLossPair value =
RSICalculator.GetAGL(_period, 15, _shortPrices);
Assert.IsTrue(value.AvgGain.AlmostEqual(0.22));
Assert.IsTrue(value.AvgLoss.AlmostEqual(0.11));
value = RSICalculator.GetAGL(_period, 32, _shortPrices);
Assert.IsTrue(value.AvgGain.AlmostEqual(0.18));
Assert.IsTrue(value.AvgLoss.AlmostEqual(0.30));
}
public Indicator AnalyzeData(DataState state)
{
List <double> closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToList();
RSIPredict value = new RSIPredict();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.PredictRsi30Price = RSICalculator.PredictPrice(RSICalculator.Period, 30, closePrices);
value.PredictRsi50Price = RSICalculator.PredictPrice(RSICalculator.Period, 50, closePrices);
value.PredictRsi70Price = RSICalculator.PredictPrice(RSICalculator.Period, 70, closePrices);
return(value.ToIndicator());
}
public Indicator AnalyzeData(DataState state)
{
List <double> closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToList();
RSIRangeData range = RSICalculator.GetRSIRange(RSICalculator.Period, closePrices);
if (range == null)
{
return(null);
}
RSIRange value = new RSIRange();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.Min = range.Min;
value.Max = range.Max;
value.L5 = range.L5;
value.H5 = range.H5;
value.L10 = range.L10;
value.H10 = range.H10;
value.L15 = range.L15;
value.H15 = range.H15;
return(value.ToIndicator());
}
public void CanCalculateRSI()
{
RSICalculator.CalculateRsi(RSICalculator.Period, _shortPrices.ToArray());
}
public void CanGetRS()
{
double rs = RSICalculator.GetRS(37.77);
Assert.IsTrue(rs.AlmostEqual(0.61));
}
