public List <Signal> GenerateOnClose(DateTime ts, int leadingIndex, SystemState systemState)
{
List <Signal> res = new List <Signal>();
if (leadingIndex <= _statSMA.BackBufferLength)
{
return(res);
}
StockPricesData data = _dataLoader.Get(_stock.FullName, _dataRange, 0, ts, ts);
if ((data.C[leadingIndex - 1] <= _statSMA.Data(StatSMAData.SMA)[leadingIndex - 1 - _statSMA.BackBufferLength]) &&
(data.C[leadingIndex] > _statSMA.Data(StatSMAData.SMA)[leadingIndex - _statSMA.BackBufferLength]))
{
res.Add(CreateSignal(PositionDir.Long, systemState, data.C[leadingIndex]));
}
if ((data.C[leadingIndex - 1] >= _statSMA.Data(StatSMAData.SMA)[leadingIndex - 1 - _statSMA.BackBufferLength]) &&
(data.C[leadingIndex] < _statSMA.Data(StatSMAData.SMA)[leadingIndex - _statSMA.BackBufferLength]))
{
res.Add(CreateSignal(PositionDir.Short, systemState, data.C[leadingIndex]));
}
return(res);
}
private string GetStatValue(StockStat stat, int selectedIndex, int dataPricesLength)
{
int emptyStart = dataPricesLength - stat.Data(0).Length;
if (selectedIndex < emptyStart)
{
return("");
}
List <string> values = new List <string>();
for (int i = 0; i < stat.DataCount; i++)
{
values.Add(DataFormatting.FormatStatValue(stat.Data(i)[selectedIndex - emptyStart]));
}
return(string.Join(", ", values));
}
public static void AppendStockStatData(this PriceVolumeChart chart, StockPricesData data, StockStat stat)
{
for (int i = 0; i < stat.DataCount; i++)
{
Series s = chart.GetSeries(stat.ChartSeriesName(i));
float[] currdata = stat.Data(i);
int tsstartindex = data.Length - currdata.Length;
for (int j = 0; j < tsstartindex; j++)
{
int ix = s.Points.AddXY(data.TS[j], 0);
s.Points[ix].IsEmpty = true;
}
for (int j = 0; j < currdata.Length; j++)
{
s.Points.AddXY(data.TS[tsstartindex + j], currdata[j]);
}
}
}
