public void Validate(IIndicatorEntity indicator, List <QuotesModel> quotes)
{
if (!CanCalculate(indicator))
{
throw new NotSupportedException($"Calculator '{_calculator.Name}' does not support indicator '{indicator.Name}'");
}
var param = indicator.Params.FirstOrDefault(p => p.ParamName == IndicatorParamName.FastEmaPeriod.ToString());
if (param == null || param.Value == 0)
{
throw new ArgumentException($"FastEmaPeriod parameter value is not set. Params: {indicator.JsonParams}");
}
param = indicator.Params.FirstOrDefault(p => p.ParamName == IndicatorParamName.SlowEmaPeriod.ToString());
if (param == null || param.Value == 0)
{
throw new ArgumentException($"SlowEmaPeriod parameter value is not set. Params: {indicator.JsonParams}");
}
param = indicator.Params.FirstOrDefault(p => p.ParamName == IndicatorParamName.SignalEmaPeriod.ToString());
if (param == null || param.Value == 0)
{
throw new ArgumentException($"SignalEmaPeriod parameter value is not set. Params: {indicator.JsonParams}");
}
param = indicator.Params.FirstOrDefault(p => p.ParamName == IndicatorParamName.EmaPeriod.ToString());
if (param == null || param.Value == 0)
{
throw new ArgumentException($"EmaPeriod parameter value is not set. Params: {indicator.JsonParams}");
}
}
public void Add(IList <IndicatorResult> result, IIndicatorEntity indicator, string ticker)
{
if (!IndicatorResults.ContainsKey(indicator.IndicatorId))
{
IndicatorResults.Add(indicator.IndicatorId, new CompanyIndicatorResults(indicator));
}
IndicatorResults[indicator.IndicatorId].Add(new CompanyIndicatorResult(ticker, result));
}
public override List <IndicatorResult> Calculate(IIndicatorEntity indicator, List <QuotesModel> quotes)
{
Validate(indicator, quotes);
var calcParams = ExtractMacdParams(indicator.Params);
return(_calculator.Calculate(quotes, calcParams));
}
public IndicatorModel(IIndicatorEntity model)
{
IndicatorId = model.IndicatorId;
Period = model.Period;
Params = model.Params;
Name = model.Name;
JsonParams = model.JsonParams;
Description = model.Description;
}
private int ExtractPeriod(IIndicatorEntity indicator)
{
var param = indicator.Params.First(p => p.ParamName == IndicatorParamName.Period.ToString());
return(param.Value);
}
public override List <IndicatorResult> Calculate(IIndicatorEntity indicator, List <QuotesModel> quotes)
{
Validate(indicator, quotes);
return(_calculator.Calculate(quotes, ExtractPeriod(indicator)));
}
public override bool CanCalculate(IIndicatorEntity indicator)
{
return(string.Compare(indicator.Name, _calculator.Name, StringComparison.InvariantCultureIgnoreCase) == 0);
}
public IIndicatorCalculator Create(IIndicatorEntity indicator)
{
return(_calculators.FirstOrDefault(calculator => calculator.CanCalculate(indicator)));
}
private string GenerateName(IIndicatorEntity indicator)
{
var parameters = indicator.Params.Select(p => p.Value).ToArray();
return($"{indicator.Name} ({string.Join(",", parameters)}) - {indicator.Period.ToString()}");
}
public IndicatorCore(IIndicatorEntity indicator)
{
Name = GenerateName(indicator);
Id = indicator.IndicatorId;
Period = indicator.Period;
}
public CompanyIndicatorResults(IIndicatorEntity indicator)
{
Indicator = indicator;
}
public abstract List <IndicatorResult> Calculate(IIndicatorEntity indicator, List <QuotesModel> quotes);
public abstract bool CanCalculate(IIndicatorEntity indicator);
