public static List<Trend> RetrieveTrends(DateTime endDate, OwnedFund fund, int overDays, float fluctuationAllowed)
{
List<Trend> trends = new List<Trend>();
float previous_day = 0.0f;
Trend current_trend = null;
Trend fluctuating_trend = null;
endDate = endDate.AddDays(-1 * overDays);
bool first = true;
float result = 0.0f;
for (int i = 0; i < overDays; i++)
{
result = fund.FundData.RetrievePriceOnDay(endDate);
if (first)
{
first = false;
}
else
{
if (previous_day != result)
{
if (current_trend == null)
{//establish a new trend (only at the start)
current_trend = new Trend();
current_trend.StartingPrice = result;
current_trend.Start = endDate;
if (previous_day < result)
{
current_trend.Direction = Direction.Up;
}
else
{
current_trend.Direction = Direction.Down;
}
}
bool changing = false;
if (current_trend.Direction == Direction.Up && previous_day > result)
{ //trend may be ending
changing = true;
}
if (current_trend.Direction == Direction.Down && previous_day < result)
{ //trend may be ending
changing = true;
}
if (fluctuating_trend != null)
{
if ((fluctuating_trend.Direction == Direction.Down && result >= fluctuating_trend.StartingPrice) ||
(fluctuating_trend.Direction == Direction.Up && result <= fluctuating_trend.StartingPrice))
{//the original trend has recovered and this one never reached the limit to become its own trend, kill it off
fluctuating_trend = null;
}
else
{
float amount_fluctuated = Utilities.AmountChanged(fluctuating_trend.StartingPrice, result);
if (Math.Abs(amount_fluctuated) > fluctuationAllowed)
{//we've changed enough towards the direction of this fluctuating trend, that it has become the new trend
current_trend.End = fluctuating_trend.Start;
current_trend.Change = Utilities.AmountChanged(current_trend.StartingPrice, fluctuating_trend.StartingPrice);
trends.Add(current_trend);
current_trend = fluctuating_trend;
fluctuating_trend = null;
}
}
}
if (changing)
{
if (fluctuating_trend == null)
{
fluctuating_trend = new Trend();
fluctuating_trend.Start = endDate.AddDays(-1); //previous day is the start of this trend
fluctuating_trend.StartingPrice = previous_day;
fluctuating_trend.Direction = current_trend.Direction == Direction.Up ? Direction.Down : Direction.Up;
}
}
}
}
previous_day = result;
endDate = endDate.AddDays(1);
}
current_trend.End = endDate;
current_trend.Change = Utilities.AmountChanged(current_trend.StartingPrice, result);
if (trends.Count == 0)
{
if (current_trend.Change > 0.0f && current_trend.Direction == Direction.Down)
{
current_trend.Direction = Direction.Up;
}
else if (current_trend.Change < 0.0f && current_trend.Direction == Direction.Up)
{
current_trend.Direction = Direction.Down;
}
}
trends.Add(current_trend);
return trends;
}
public static void PrintTrendActivityForFund(DateTime endDate, OwnedFund fund, int overDays, float fluctuationAllowed)
{
List<Trend> trends = RetrieveTrends(endDate, fund, overDays, fluctuationAllowed);
Console.WriteLine("Trends for " + fund.Symbol);
int index = 1;
Table table = new Table("", "Start", "End", "Direction", "Change ( >" + fluctuationAllowed + "% )");
foreach (Trend trend in trends)
{
table.AddCell("Trend " + index++);
table.AddCell(trend.Start);
table.AddCell(trend.End);
table.AddCell(trend.Direction.ToString());
table.AddCell(trend.Change);
}
Console.WriteLine(table);
}