public SMACrossEvent(int capacity, int firstSMAPeriod, int secondSMAPeriod, Action crossed) : base(capacity)
{
_sma1 = new SMACalculator(capacity, firstSMAPeriod);
_sma2 = new SMACalculator(capacity, secondSMAPeriod);
_maxPeriod = Math.Max(firstSMAPeriod, secondSMAPeriod);
_crossed = crossed;
}
public void CanCalculateSMA()
{
List <double> _shortPrices = new List <double> {
11, 12, 13, 14, 15, 16, 17
};
double[] smas = SMACalculator.CalculateSMA(5, _shortPrices.ToArray());
Assert.IsTrue(smas.Length == 3);
Assert.IsTrue(smas[0].AlmostEqual(13.0));
Assert.IsTrue(smas[1].AlmostEqual(14));
Assert.IsTrue(smas[2].AlmostEqual(15));
}
public Indicator AnalyzeData(DataState state)
{
double[] closePrices = _analyseRepo.LoadClosePriceBySymbol(state.Symbol, true).ToArray();
double[] sma5Values = SMACalculator.CalculateSMA(5, closePrices);
double[] sma10Values = SMACalculator.CalculateSMA(10, closePrices);
double[] sma20Values = SMACalculator.CalculateSMA(20, closePrices);
double[] sma50Values = SMACalculator.CalculateSMA(50, closePrices);
double[] sma200Values = SMACalculator.CalculateSMA(200, closePrices);
SMA value = new SMA();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.SMA5 = AlgorithmHelper.GetLast(sma5Values);
value.SMA10 = AlgorithmHelper.GetLast(sma10Values);
value.SMA20 = AlgorithmHelper.GetLast(sma20Values);
value.SMA50 = AlgorithmHelper.GetLast(sma50Values);
value.SMA200 = AlgorithmHelper.GetLast(sma200Values);
return(value.ToIndicator());
}