public static ExtremumGroup FromDto(ExtremumGroupDto dto)
{
var extremumGroup = new ExtremumGroup
{
ExtremumGroupId = dto.ExtremumGroupId,
AssetId = dto.AssetId,
TimeframeId = dto.TimeframeId,
IsPeak = dto.IsPeak,
MasterExtremumId = dto.MasterExtremumId,
MasterDateIndex = dto.MasterDateIndex,
SlaveExtremumId = dto.SlaveExtremumId,
SlaveDateIndex = dto.SlaveDateIndex,
StartDateIndex = dto.StartDateIndex,
EndDateIndex = dto.EndDateIndex,
OCPriceLevel = dto.OCPriceLevel,
ExtremumPriceLevel = dto.ExtremumPriceLevel,
MiddlePriceLevel = dto.MiddlePriceLevel
};
return(extremumGroup);
}
public bool isOpposite(ExtremumGroup subextremum)
{
if (type.IsPeak() && !subextremum.type.IsPeak()) return true;
if (!type.IsPeak() && subextremum.type.IsPeak()) return true;
return false;
}
public List<Trendline> GetTrendlineVariantsForExtremaPair(ExtremumGroup extremum, ExtremumGroup subextremum, DataItem[] items)
{
List<Trendline> trendlines = new List<Trendline>();
/*
* Jeżeli ekstrema przekazane do tej funkcji są odwrotne (czyli jedno jest wierzchołkiem, a drugie dołkiem),
* żeby mogły być procesowane pomiędzy nimi musi być co najmniej jedno inne ekstremum.
*/
if (extremum.isOpposite(subextremum))
{
var midextremum = extremaGroups.Where(e => e.master.Price != null && e.master.Date > extremum.master.Date && e.master.Date < subextremum.master.Date && e.type.IsPeak() == extremum.type.IsPeak()).ToArray();
if (midextremum.Length == 0)
{
return trendlines;
}
}
double extremumLower = extremum.getLower();
double extremumHigher = extremum.getHigher();
double extremumStep = extremum.getStep();
double subextremumLower = subextremum.getLower();
double subextremumHigher = subextremum.getHigher();
double subextremumStep = subextremum.getStep();
for (var a = extremumLower; a <= extremumHigher + (extremumStep / 2); a += extremumStep)
{
for (var b = subextremumLower; b <= subextremumHigher + (subextremumStep / 2); b += subextremumStep)
{
var trendline = new Trendline(this.AssetTimeframe, new ValuePoint(extremum.getStartItem(), a), new ValuePoint(subextremum.getEndItem(), b));
trendlines.Add(trendline);
}
}
return trendlines;
}
private bool checkIfExtremaPairValid(ExtremumGroup extremum, ExtremumGroup subextremum)
{
if (Math.Abs(extremum.master.Distance(subextremum.master)) > RangeToCheck) return false;
//Items must have minimum distance between each other.
if (Math.Abs(extremum.master.Distance(subextremum.master)) < MinDistance) return false;
if (extremum.type.IsOpposite(subextremum.type) && Math.Abs(extremum.master.Distance(subextremum.master)) < OppositeExtremaMinDistance) return false;
return true;
}
public static IEnumerable<ExtremumGroup> GetExtremaGroups(this IEnumerable<DataItem> extrema)
{
DataItem[] items = extrema.OrderBy(i => i.Date).ToArray();
List<ExtremumGroup> list = new List<ExtremumGroup>();
for (var i = 0; i < items.Length; i++)
{
DataItem item = items[i];
ExtremumGroup group = new ExtremumGroup();
if (i < items.Length - 1 && items[i + 1].Index - item.Index == 1)
{
if (item.Price.IsExtremumByClosePrice())
{
group.master = item;
group.slave = items[i + 1];
}
else
{
group.master = items[i + 1];
group.slave = item;
}
i++;
}
else
{
group.master = item;
}
group.type = item.Price.IsTrough() ? ExtremumType.TroughByClose : ExtremumType.PeakByClose;
list.Add(group);
}
return list;
}
