public override bool InitIndicatorsAsync()
{
string directoryName = Path.GetDirectoryName(Assembly.GetEntryAssembly()?.Location);
string env = TestMode ? "test" : "live";
string coinbaseRSIFile = Path.Combine(directoryName, $"data\\coinbase_{env}");
Product product = Products.FirstOrDefault(x => x.BaseCurrency == "BTC" && x.QuoteCurrency == "EUR");
RelativeStrengthIndex relativeStrengthIndex = new RelativeStrengthIndex(coinbaseRSIFile, product);
if (product != null)
{
relativeStrengthIndex.TechnicalIndicatorInformationBroadcast +=
delegate(Dictionary <string, string> input)
{
TechnicalIndicatorInformationBroadcast?.Invoke(ApplicationName, input);
};
relativeStrengthIndex.ProcessLogBroadcast += delegate(MessageType messageType, string message)
{
ProcessLogBroadcast?.Invoke(ApplicationName, messageType, message);
};
relativeStrengthIndex.UpdateProductHistoricCandles += UpdateProductHistoricCandlesAsync;
relativeStrengthIndex.EnableRelativeStrengthIndexUpdater();
return(true);
}
return(false);
}
private async void ProcessHistoryQuarterlyChartDownload()
{
await _processHistorySemaphoreSlim.WaitAsync();
try
{
string fileName = FileName + $"_{RelativeStrengthIndexSettings.Product.ID.ToLower()}_15M.csv";
string data = "DateTime,High,Open,Close,Low,Volume,MA7,RSI14\n";
//Validate file
if (!File.Exists(fileName))
{
if (!Directory.Exists(Path.GetDirectoryName(fileName)))
{
Directory.CreateDirectory(Path.GetDirectoryName(fileName));
}
File.Create(fileName).Close();
SaveAnalyticData(fileName, data);
}
//Initialise fields
const int period = 14;
const int maPeriod = 7;
const int granularity = 900;
DateTime startingDateTime;
HistoricRate previousHistoricRate = null;
decimal increases = 0;
decimal decreases = 0;
Queue <HistoricRate> maQueue = new Queue <HistoricRate>();
//Check if we have an empty file or not
if (string.IsNullOrWhiteSpace(RelativeStrengthIndexSettings
.HistoricChartPreviousHistoricDateTimeQuarterly))
{
startingDateTime = new DateTime(2015, 4, 23).Date;
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly = 0;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly = 0;
RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly = 0;
RelativeStrengthIndexSettings.RelativeIndexQuarterly = -1;
}
else
{
startingDateTime = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly
.ToDateTime().AddMinutes(15);
previousHistoricRate = new HistoricRate
{
Close = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateCloseQuarterly,
Open = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly,
Low = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateLowQuarterly,
High = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateHighQuarterly,
Volume = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateVolumeQuarterly,
DateAndTime = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly
.ToDateTime()
};
}
//Begin data parsing
DateTime now = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour,
DateTime.Now.Minute, 0);
while (startingDateTime < now)
{
DateTime endingDateTime = startingDateTime.AddDays(2);
//Get the latest historic data
HistoricCandlesSearch historicCandlesSearch = new HistoricCandlesSearch
{
Symbol = RelativeStrengthIndexSettings.Product.ID,
StartingDateTime = startingDateTime,
EndingDateTime = endingDateTime,
Granularity = (Granularity)granularity
};
//Prevent overloaded calls by delaying for 1 second before call
await Task.Delay(1000);
//Get the latest historic data
List <HistoricRate> result = await UpdateProductHistoricCandles(historicCandlesSearch);
if (!result.Any())
{
//in the case that no data is available but current search date is not current date
startingDateTime = new DateTime(startingDateTime.Year, startingDateTime.Month, 1, 0, 0, 0)
.AddMonths(1);
continue;
}
//Iterate though the historic data
foreach (HistoricRate rate in result)
{
if (rate.DateAndTime >= now)
{
break;
}
if (previousHistoricRate != null &&
previousHistoricRate.DateAndTime.ToString("dd/MM/yyyy HH:mm") ==
rate.DateAndTime.ToString("dd/MM/yyyy HH:mm"))
{
continue;
}
//Moving Average 7 days
if (maQueue.Count == maPeriod)
{
maQueue.Dequeue();
}
maQueue.Enqueue(rate);
//Calculate RSI 14 days
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > 0)
{
decimal change = rate.Close - previousHistoricRate.Close;
if (change > 0)
{
increases += change;
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
(RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly *
(period - 1) + change) / period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly * (period - 1) /
period;
}
}
else if (change < 0)
{
decreases += change * -1;
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly * (period - 1) /
period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
(RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly *
(period - 1) + change * -1) / period;
}
}
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly >= period)
{
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly == period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
increases / period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
decreases / period;
}
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly >= period)
{
RelativeStrengthIndexSettings.RelativeIndexQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly == 0
? 100
: Math.Round(
100 - 100 /
(1 + RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly /
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly),
2);
}
//Generate data
data =
$"{rate.DateAndTime}," +
$"{rate.High}," +
$"{rate.Open}," +
$"{rate.Close}," +
$"{rate.Low}," +
$"{rate.Volume}," +
$"{maQueue.Average(x => x.Close)}," +
$"{RelativeStrengthIndexSettings.RelativeIndexQuarterly}" +
"\n";
SaveAnalyticData(fileName, data);
}
}
previousHistoricRate = rate;
RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly++;
}
startingDateTime = previousHistoricRate.DateAndTime.AddMinutes(15);
if (previousHistoricRate != null)
{
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateCloseQuarterly =
previousHistoricRate.Close;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly =
previousHistoricRate.Open;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateLowQuarterly =
previousHistoricRate.Low;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateHighQuarterly =
previousHistoricRate.High;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateVolumeQuarterly =
previousHistoricRate.Volume;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly =
previousHistoricRate.DateAndTime.ToString();
Dictionary <string, string> indicatorInformation = new Dictionary <string, string>
{
["RSI-15MIN"] =
RelativeStrengthIndexSettings.RelativeIndexQuarterly.ToString(CultureInfo
.InvariantCulture),
["RSI-1HOUR"] =
RelativeStrengthIndexSettings.RelativeIndexHourly
.ToString(CultureInfo.InvariantCulture),
["RSI-1DAY"] =
RelativeStrengthIndexSettings.RelativeIndexDaily.ToString(CultureInfo.InvariantCulture),
["OPEN-15MIN"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly.ToString(
CultureInfo.InvariantCulture),
["OPEN-1HOUR"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenHourly.ToString(
CultureInfo.InvariantCulture),
["OPEN-1DAY"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpen.ToString(CultureInfo
.InvariantCulture)
};
TechnicalIndicatorInformationBroadcast?.Invoke(indicatorInformation);
Save();
}
}
}
catch (Exception ex)
{
ProcessLogBroadcast?.Invoke(MessageType.Error,
$"Method: ProcessHistoryHourlyChartDownload\r\nException Stack Trace: {ex.StackTrace}");
}
finally
{
_processHistorySemaphoreSlim.Release();
}
}
