public void read(string path, FinancialInstrument instr)
{
StreamReader file = new StreamReader(path);
string line;
line = file.ReadLine();
while ((line = file.ReadLine()) != null)
{
string[] splitLine = line.Split(',');
//Преобразование даты и времени
string date = splitLine[2], time = splitLine[3];
DateTime dateTime = new DateTime(
Int32.Parse(date.Substring(0, 4)),
Int32.Parse(date.Substring(4, 2)),
Int32.Parse(date.Substring(6, 2)),
Int32.Parse(time.Substring(0, 2)),
Int32.Parse(time.Substring(2, 2)),
Int32.Parse(time.Substring(4, 2))
);
instr.add_interval(new TradingInterval(
Double.Parse(splitLine[4].Replace('.', ',')),
Double.Parse(splitLine[7].Replace('.', ',')),
Double.Parse(splitLine[6].Replace('.', ',')),
Double.Parse(splitLine[5].Replace('.', ',')),
Double.Parse(splitLine[8].Replace('.', ',')),
dateTime
));
}
file.Close();
instr.Loaded = true;
}
public override void update_value(int curIndex, FinancialInstrument instr)
{
if (curIndex <= period2)
{
add_value(instr.get_interval(curIndex, 0).ClosingPrice);
}
else
{
double newVal = get_value(curIndex, 0) * period;
newVal -= instr.get_interval(curIndex, period).ClosingPrice - instr.get_interval(curIndex, period2).OpeningPrice; //Удаляем старое значение из суммы
newVal += instr.get_interval(curIndex, 0).ClosingPrice - instr.get_interval(curIndex, 0).OpeningPrice; //Добавляем новое значение
add_value(newVal);
}
}
public void accept_new_interval(int curIndex, FinancialInstrument instrument)
{
double close = instrument.get_interval(curIndex, 0).ClosingPrice;
double open = instrument.get_interval(curIndex, 0).OpeningPrice;
if (close > open && curDirection == 1)
{
curResult++;
}
else if (close < open && curDirection == -1)
{
curResult++;
}
else
{
curResult = 0;
}
result.Add(curResult);
}
//Проверка срабатывания условия
public bool check(int curIndex, FinancialInstrument instr)
{
//Обновить индикаторы
if (indicator1 != null)
{
indicator1.update_value(curIndex, instr);
}
if (indicator2 != null)
{
indicator2.update_value(curIndex, instr);
}
double par1 = 0, par2 = 0;
switch (parameter1)
{
case ParameterCondition.Const:
par1 = const1;
break;
case ParameterCondition.PriceClose:
par1 = instr.get_interval(curIndex, indexOfInterval1).ClosingPrice;
break;
case ParameterCondition.PriceOpen:
par1 = instr.get_interval(curIndex, indexOfInterval1).OpeningPrice;
break;
case ParameterCondition.PriceMax:
par1 = instr.get_interval(curIndex, indexOfInterval1).MaxPrice;
break;
case ParameterCondition.PriceMin:
par1 = instr.get_interval(curIndex, indexOfInterval1).MinPrice;
break;
case ParameterCondition.Volume:
par1 = instr.get_interval(curIndex, indexOfInterval1).Volume;
break;
default: //Индикатор
par1 = indicator1.get_value(curIndex, indexOfInterval1);
break;
}
switch (parameter2)
{
case ParameterCondition.Const:
par2 = const2;
break;
case ParameterCondition.PriceClose:
par2 = instr.get_interval(curIndex, indexOfInterval2).ClosingPrice;
break;
case ParameterCondition.PriceOpen:
par2 = instr.get_interval(curIndex, indexOfInterval2).OpeningPrice;
break;
case ParameterCondition.PriceMax:
par2 = instr.get_interval(curIndex, indexOfInterval2).MaxPrice;
break;
case ParameterCondition.PriceMin:
par2 = instr.get_interval(curIndex, indexOfInterval2).MinPrice;
break;
case ParameterCondition.Volume:
par2 = instr.get_interval(curIndex, indexOfInterval2).Volume;
break;
default: //Индикатор
par2 = indicator2.get_value(curIndex, indexOfInterval2);
break;
}
switch (predicate)
{
case Predicate.Equal:
return(par1 == par2);
case Predicate.Less:
return(par1 < par2);
case Predicate.LessEqual:
return(par1 <= par2);
case Predicate.More:
return(par1 > par2);
case Predicate.MoreEqual:
return(par1 >= par2);
}
return(false);
}
public ForecastingModule(TradingStrategy strategy, FinancialInstrument instrument)
{
this.strategy = strategy;
this.instrument = instrument;
}
