public static RSIRangeData GetRSIRange(int period, List <double> prices)
{
List <double> sortedRSI = RSICalculator.CalculateRsi(period, prices.ToArray()).OrderBy(e => e).ToList();
int count = sortedRSI.Count();
if (count < 100)
{
return(null);
}
RSIRangeData value = new RSIRangeData();
value.Min = sortedRSI.First();
value.Max = sortedRSI.Last();
value.L5 = sortedRSI.Skip(count / 20).First();
value.L10 = sortedRSI.Skip(count / 10).First();
value.L15 = sortedRSI.Skip(count / 20 * 3).First();
value.H5 = sortedRSI.Skip(count / 20 * 19).First();
value.H10 = sortedRSI.Skip(count / 10 * 9).First();
value.H15 = sortedRSI.Skip(count / 20 * 17).First();
return(value);
}
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());
}
