private decimal GetValueFromIndicator(IStrategyRuleView rule, List <IndicatorResult> values, bool isFirst)
{
var transform = isFirst ? rule.TransformItemsV1 : rule.TransformItemsV2;
switch (transform)
{
case TransformFunction.First:
return(values.Select(i => i.Value).First());
case TransformFunction.Max:
return(values.Max(i => i.Value));
case TransformFunction.Sum:
return(values.Sum(i => i.Value));
case TransformFunction.Avg:
return(values.Average(i => i.Value));
case TransformFunction.Min:
return(values.Min(i => i.Value));
default:
throw new ArgumentOutOfRangeException();
}
}
private void Initialize(IStrategyRuleView rule)
{
Condition = rule.Condition;
RuleName = rule.RuleName;
RuleSetName = rule.RuleSetName;
RuleSetId = rule.RuleSetId;
RuleId = rule.RuleId;
}
private decimal GetValueFromHistorical(IStrategyRuleView rule, bool isFirst)
{
var values = isFirst ? _charts.Periods.First(p => p.Period == rule.Period).Quotes.Skip(rule.SkipItemsV1).Take(rule.TakeItemsV1).ToList()
: _charts.Periods.First(p => p.Period == rule.Period).Quotes.Skip(rule.SkipItemsV2).Take(rule.TakeItemsV2).ToList();
var result = CalculateHistoricalValue(values, isFirst ? rule.TransformItemsV1 : rule.TransformItemsV2,
isFirst ? (HistoricalDataSeriesType)rule.DataSeriesV1 : (HistoricalDataSeriesType)rule.DataSeriesV2);
return(result);
}
private decimal GetSecondValue(IStrategyRuleView rule)
{
switch (rule.DataSourceV2)
{
case DataSourceType.Indicator:
return(GetValueFromIndicator(rule, false));
case DataSourceType.HistoricalData:
return(GetValueFromHistorical(rule, false));
case DataSourceType.Constant:
return(decimal.Parse(rule.ConstV2));
default:
throw new ArgumentOutOfRangeException();
}
}
private decimal GetValueFromIndicator(IStrategyRuleView rule, bool isFirst)
{
var indicator = _charts.Periods.First(p => p.Period == rule.Period).Indicators
.Where(i => i.Indicator.IndicatorId == (isFirst ? rule.DataSeriesV1 : rule.DataSeriesV2))
.Select(i => i)
.FirstOrDefault();
if (indicator != null)
{
var values = indicator.IndicatorValues
.Skip(isFirst ? rule.SkipItemsV1 : rule.SkipItemsV2)
.Take(isFirst ? rule.TakeItemsV1 : rule.TakeItemsV2)
.ToList();
return(GetValueFromIndicator(rule, values, isFirst));
}
return(decimal.MinValue);
}
public StrategyRuleResult(IStrategyRuleView rule)
{
Initialize(rule);
}
