public static CandleStatus[] UnPacks(BigInteger package, int PackageCount)
{
int packageKey = 2047;
CandleStatus[] output = new CandleStatus[PackageCount];
BigInteger[] singleData = new BigInteger[PackageCount];
byte getSingleDatashift = 0;
for (int i = 0; i < PackageCount; i++)
{
singleData[i] = (package & (packageKey << getSingleDatashift)) >> getSingleDatashift;
getSingleDatashift += 11;
}
byte Key1 = 1;
byte Key2 = 3;
for (int i = 0; i < PackageCount; i++)
{
output[i].Volume = (short)(singleData[i] & Key1);
output[i].LowerShadow = (short)((singleData[i] & Key2 << 1) >> 1);
output[i].Body = (short)((singleData[i] & Key2 << 3) >> 3);
output[i].UpperShadow = (short)((singleData[i] & Key2 << 5) >> 5);
output[i].GAP = (short)((singleData[i] & Key1 << 7) >> 7);
output[i].Direction = (short)((singleData[i] & Key1 << 8) >> 8);
output[i].LowerLow = (short)((singleData[i] & Key1 << 9) >> 9);
output[i].HigherHigh = (short)((singleData[i] & Key1 << 10) >> 10);
}
return(output);
}
private BigInteger Mask(CandleStatus data)
{
BigInteger temp = 0;
temp = temp | data.Volume;
temp = temp | (data.LowerShadow << 1);
temp = temp | (data.Body << 3);
temp = temp | (data.UpperShadow << 5);
temp = temp | (data.GAP << 7);
temp = temp | (data.Direction << 8);
temp = temp | (data.LowerLow << 9);
temp = temp | (data.HigherHigh << 10);
return(temp);
}
public static CandleStatus UnPack(BigInteger package)
{
CandleStatus output = new CandleStatus();
byte Key1 = 1;
byte Key2 = 3;
output.Volume = (short)(package & Key1);
output.LowerShadow = (short)((package & Key2 << 1) >> 1);
output.Body = (short)((package & Key2 << 3) >> 3);
output.UpperShadow = (short)((package & Key2 << 5) >> 5);
output.GAP = (short)((package & Key1 << 7) >> 7);
output.Direction = (short)((package & Key1 << 8) >> 8);
output.LowerLow = (short)((package & Key1 << 9) >> 9);
output.HigherHigh = (short)((package & Key1 << 10) >> 10);
return(output);
}
public BigInteger[] getMaskData(CandleStickData[] rawData, int DayOfAvgVolume)
{
int Rawsize = rawData.Length;
CandleStatus[] maskData = new CandleStatus[Rawsize];
BigInteger[] output = new BigInteger[Rawsize];
double[] body = new double[Rawsize];
double[] UpShadow = new double[Rawsize];
double[] LowShadow = new double[Rawsize];
double avgBody = 0;
double avgUpShadow = 0;
double avgLowShadow = 0;
double SD_Body = 0;
double SD_UpShadow = 0;
double SD_LowShadow = 0;
double[] Uscentroid = { -0.552689665062178, 0.615773990557240, 2.955830732137820 };
double[] LScentroid = { -0.479483091630587, 0.571950622887706, 3.379221758271600 };
double[] Bodycentroid = { -0.568489143858862, 0.492655804140342, 2.732240511936160 };
//Calculate Average
for (int i = 0; i < Rawsize; i++)
{
body[i] = Math.Abs(rawData[i].Open - rawData[i].Close);
if (rawData[i].Open >= rawData[i].Close)
{
UpShadow[i] = rawData[i].High - rawData[i].Open;
LowShadow[i] = rawData[i].Close - rawData[i].Low;
}
else
{
UpShadow[i] = rawData[i].High - rawData[i].Close;
LowShadow[i] = rawData[i].Open - rawData[i].Low;
}
avgBody += body[i];
avgUpShadow += UpShadow[i];
avgLowShadow += LowShadow[i];
}
avgBody /= Rawsize;
avgUpShadow /= Rawsize;
avgLowShadow /= Rawsize;
//Set SD
SD_Body = GetSD(body);
SD_LowShadow = GetSD(LowShadow);
SD_UpShadow = GetSD(UpShadow);
//Set property
for (int i = 0; i < maskData.Length; i++)
{
maskData[i].Direction = checkDirection(rawData[i].Open, rawData[i].Close);
maskData[i].Body = statusBody(body[i], SD_Body, avgBody, Bodycentroid);
maskData[i].LowerShadow = statusLowerShadow(LowShadow[i], SD_LowShadow, avgLowShadow, LScentroid);
maskData[i].UpperShadow = statusUpperShadow(UpShadow[i], SD_UpShadow, avgUpShadow, Uscentroid);
if (i != 0)
{
maskData[i].HigherHigh = checkHH(rawData[i], rawData[i - 1]);
maskData[i].LowerLow = checkLL(rawData[i], rawData[i - 1]);
maskData[i].GAP = checkGAP(rawData[i], rawData[i - 1]);
}
if (i - DayOfAvgVolume >= 0)
{
double avgLast = 0;
int LastDay = 1;
for (int j = i; j < (i + DayOfAvgVolume); j++, LastDay++)
{
avgLast += rawData[j - LastDay].Volume;
}
avgLast /= DayOfAvgVolume;
maskData[i].Volume = checkVolume(rawData[i].Volume, avgLast);
}
else
{
maskData[i].Volume = 0;
}
}
for (int i = 0; i < maskData.Length; i++)
{
output[i] = Mask(maskData[i]);
}
return(output);
}
