public SerAuxTrend(IStreamReader reader, GraphRecordNumber id, ushort length)
: base(reader, id, length)
{
// assert that the correct record type is instantiated
Debug.Assert(this.Id == ID);
// initialize class members from stream
this.regt = (TrendlineType)reader.ReadByte();
this.ordUser = reader.ReadByte();
//read the nullable double value (ChartNumNillable)
var b = reader.ReadBytes(4);
if (b[2] == 0xFF && b[3] == 0xFF)
{
this.numIntercept = null;
}
else
{
this.numIntercept = System.BitConverter.ToDouble(b, 0);
}
this.fEquation = Utils.ByteToBool(reader.ReadByte());
this.fRSquared = Utils.ByteToBool(reader.ReadByte());
this.numForecast = reader.ReadDouble();
this.numBackcast = reader.ReadDouble();
// assert that the correct number of bytes has been read from the stream
Debug.Assert(this.Offset + this.Length == this.Reader.BaseStream.Position);
}
public void AssignProperties(DataItem item, double level, TrendlineType type, DataItem previousItem)
{
this.item = item;
this.level = level;
this.type = type;
this.previousHit = previousItem;
}
//public TrendHit()
//{
// Guid = System.Guid.NewGuid();
//}
//public TrendHit(Trendline trendline) : this()
//{
// this.Trendline = trendline;
//}
public TrendHit(Trendline trendline, DataItem item, double crossPoint, TrendlineType type)
{
Guid = System.Guid.NewGuid();
this.Trendline = trendline;
this.Item = item;
this.CrossLevel = crossPoint;
this.Type = type;
}
public SerAuxTrend(IStreamReader reader, RecordType id, ushort length)
: base(reader, id, length)
{
// assert that the correct record type is instantiated
Debug.Assert(this.Id == ID);
// initialize class members from stream
this.regt = (TrendlineType)reader.ReadByte();
this.ordUser = reader.ReadByte();
//read the nullable double value (ChartNumNillable)
this.numIntercept = new ChartNumNillable(reader).value;
this.fEquation = Utils.ByteToBool(reader.ReadByte());
this.fRSquared = Utils.ByteToBool(reader.ReadByte());
this.numForecast = reader.ReadDouble();
this.numBackcast = reader.ReadDouble();
// assert that the correct number of bytes has been read from the stream
Debug.Assert(this.Offset + this.Length == this.Reader.BaseStream.Position);
}
public void Compare(DataItem item, double level, TrendlineType type, DataItem previousItem)
{
/* Zresetuj obiekt przed rozpoczęciem nowych obliczeń. */
Reset();
AssignProperties(item, level, type, previousItem);
this.priceOverBreak = CalculatePriceOverBreak();
/* Oblicz różnicę w dystansie. Jeżeli świeca leży daleko od linii trendu
* jej punktacja wynosi 0 i funkcja od razu kończy działanie, żeby nie
* marnować zasobów.
* Świece leżące po złej stronie linii trendu otrzymują ocenę ujemną.
* Świece leżące blisko linii trendu otrzymują ocenę dodatnią. */
var priceScore = EvaluateScore();
/* Najpierw sprawdza czy notowanie jest przełamaniem linii trendu
* (czyli cena zamknięcia powyżej linii oporu lub poniżej linii wsparcia).
* Jeżeli tak, obliczenia nie są kontynuowane.*/
AnalyzeBreak(item, level, type);
if (IsBreak()) return;
}
public double ExtremumEvaluation(TrendlineType type)
{
var value = 0d;
if (type == TrendlineType.Support)
{
value = Math.Max(TroughByClose, TroughByLow);
}
else if (type == TrendlineType.Resistance)
{
value = Math.Max(PeakByClose, PeakByHigh);
}
return Math.Max(value, PriceGap);
}
public double ProperValue(TrendlineType type)
{
if (type == TrendlineType.Resistance)
{
return High;
}
else
{
return Low;
}
}
public void Compare(DataItem item, double level, TrendlineType type, DataItem previousItem)
{
}
private void AnalyzeBreak(DataItem item, double level, TrendlineType type)
{
/* Sprawdź czy cena zamknięcia leży poniżej linii wsparcia lub powyżej linii oporu. */
if (type == TrendlineType.Resistance && item.Quotation.Close > level ||
type == TrendlineType.Support && item.Quotation.Close < level)
{
this.trendBreak = new TrendBreak
{
Item = item,
TrendLevel = level
};
}
}
/* Covered with unit tests. */
public double GetHighOrLowPrice(TrendlineType type)
{
return (type == TrendlineType.Support) ? Quotation.Low : Quotation.High;
}
public void setNewHit(DataItem item, double level, TrendlineType type)
{
TrendHit hit = new TrendHit(this, item, level, type, currentHit, currentBounce);
TrendBounce bounce = new TrendBounce(this, hit);
hit.BounceToNextHit = bounce;
//Close current hit and bounce.
if (currentHit != null)
{
currentHit.NextHit = hit;
this.Hits.Add(currentHit);
}
if (currentBounce != null)
{
currentBounce.EndHit = hit;
this.Bounces.Add(currentBounce);
}
currentHit = hit;
currentBounce = bounce;
//Calculate points.
//hit.Calculate();
//bounce.Calculate();
}
public TrendHit(Trendline trendline, DataItem item, double crossPoint, TrendlineType type, TrendHit prevHit, TrendBounce prevBounce)
: this(trendline, item, crossPoint, type)
{
this.PreviousHit = prevHit;
this.BounceFromPreviousHit = prevBounce;
}
public bool IsTrendlineBroken(double level, TrendlineType type)
{
if (type == TrendlineType.Resistance)
{
return Quotation.Close > level;
}
else if (type == TrendlineType.Support)
{
return Quotation.Close < level;
}
return false;
}
public bool IsExtremum(TrendlineType type)
{
if (this.Price != null)
{
return this.Price.IsExtremum(type);
}
return false;
}
/* Covered with unit tests. */
public double GetOpenOrClosePrice(TrendlineType type)
{
return (type == TrendlineType.Support) ? Math.Min(Quotation.Open, Quotation.Close) : Math.Max(Quotation.Open, Quotation.Close);
}
public bool IsExtremum(TrendlineType type)
{
return type == TrendlineType.Resistance ? IsPeak() : IsTrough();
}
public bool IsMatch(TrendlineType type)
{
if (type == TrendlineType.Resistance)
{
return (PeakByClose > 0 || PeakByHigh > 0);
}
else if (type == TrendlineType.Support)
{
return (TroughByClose > 0 || TroughByLow > 0);
}
else
{
return true;
}
}
/* Covered with unit tests. */
public double GetClosestDistance(TrendlineType type, double level)
{
double closeDistance = Math.Abs(GetOpenOrClosePrice(type) - level);
double exDistance = Math.Abs(GetHighOrLowPrice(type) - level);
return Math.Min(closeDistance, exDistance);
}
