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 CanCalculateRSI() { RSICalculator.CalculateRsi(RSICalculator.Period, _shortPrices.ToArray()); }