public double[] getPrediction(long timestamp)
{
if (indicator.isValid(timestamp) == false)
{
return new double[] { double.NaN, double.NaN, double.NaN, double.NaN, double.NaN }
}
;
else
{
double buyRatio = double.NaN, sellRatio = double.NaN, max = double.NaN, min = double.NaN, actual = double.NaN;
//Search in outcomeCodeSamplingTable
double v = indicator.getIndicator();
for (int i = 0; i < outcomeCodeSamplingTable.Length; i++)
{
bool lastElement = i == outcomeCodeSamplingTable.Length - 1;
if (lastElement ||
(outcomeCodeSamplingTable[i + 1][(int)SampleValuesOutcomeCodesIndices.Start] > v && outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.Start] <= v))
{
buyRatio = outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.BuyRatio];
sellRatio = outcomeCodeSamplingTable[i][(int)SampleValuesOutcomeCodesIndices.SellRatio];
break;
}
}
//Search in outcomeSamplingTable
for (int i = 0; i < outcomeSamplingTable.Length; i++)
{
bool lastElement = i == outcomeSamplingTable.Length - 1;
if (lastElement ||
(outcomeSamplingTable[i + 1][(int)SampleValuesOutcomeIndices.Start] > v && outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.Start] <= v))
{
min = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.MinAvg];
max = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.MaxAvg];
actual = outcomeSamplingTable[i][(int)SampleValuesOutcomeIndices.ActualAvg];
break;
}
}
return(new double[] { buyRatio, sellRatio, min, max, actual });
}
}
public static double[] getIndicatorValues(double[][] priceData, WalkerIndicator indicator, out double indicatorValidRatio)
{
indicatorValidRatio = 0;
double[] output = new double[priceData.Length];
for (int i = 0; i < priceData.Length; i++)
{
long timestamp = Convert.ToInt64(priceData[i][(int)PriceDataIndeces.Date]);
double mid = (priceData[i][(int)PriceDataIndeces.Ask] + priceData[i][(int)PriceDataIndeces.Bid]) / 2d;
double value = indicator.setNextDataAndGetIndicator(timestamp, mid);
if (double.IsNaN(value) == false && double.IsInfinity(value) == false && indicator.isValid(timestamp))
{
output[i] = value;
indicatorValidRatio++;
}
else
{
output[i] = double.NaN;
}
}
indicatorValidRatio /= output.Length;
return(output);
}