public EtcsBrakingData()
{
Input = new InputData();
Middle = new MiddleData();
Output = new OutputData();
Params = new ConstantData();
}
public EtcsBrakingData()
{
Input = new InputData();
Middle = new MiddleData();
Output = new OutputData();
Params = new ConstantData();
}
public override void HandleNextTick(Tick t)
{
double emaVal = EMA.HandleNextTick(t);
LRValues.Enqueue(emaVal);
double[] Y = LRValues.ToArray();
double stdErr = 0;
if (Y.Count() == X.Length)
{
Vector x_data = new Vector(X);
Vector y_data = new Vector(LRValues.ToArray());
var poly = new PolynomialRegression(x_data, y_data, 2);
for (int i = 0; i < Period; i++)
{
double x = (i);
double y = poly.Fit(x);
stdErr += Math.Pow(LRValues.ToArray()[i] - y, 2);
}
stdErr = Math.Sqrt(stdErr);
}
HighData.Enqueue(EMA[0] + STDEV * stdErr);
MiddleData.Enqueue(EMA[0]);
LowData.Enqueue(EMA[0] - STDEV * stdErr);
}
public override void HandleNextTick(Tick t)
{
MiddleData.Enqueue(MIDDLE.HandleNextTick(t));
var stdev = MIDDLE.ToArray().StandardDeviation();
HighData.Enqueue(MIDDLE[0] + stdev * 2);
LowData.Enqueue(MIDDLE[0] - stdev * 2);
}
public override void HandleNextTick(Tick t)
{
double emaVal = EMA.HandleNextTick(t);
LRValues.Enqueue(emaVal);
double[] Y = LRValues.ToArray();
LinearRegression l = new LinearRegression();
l.Model(Y);
HighData.Enqueue(EMA[0] + STDEV * l.STDERR);
MiddleData.Enqueue(EMA[0]);
LowData.Enqueue(EMA[0] - STDEV * l.STDERR);
}
/// <summary>
/// 初始化内部通信
/// </summary>
/// <param name="Ip"></param>
/// <param name="Port"></param>
/// <param name="MiddleData"></param>
protected virtual void InitInternalSocket(string Ip, int Port, SocketMiddleData MiddleData)
{
if (CallHandle == null)
{
CallHandle = new CallHandle();
}
AsyncTcpClient ClientAsnyc = SocketFactory.CreateClient <AsyncTcpClient, SocketPacket>(Ip, Port);
if (!ClientPath.IsNullOrEmpty() && ClientPort.HasValue)
{
ClientAsnyc.LocalEndPoint = new IPEndPoint(IPAddress.Parse(ClientPath), ClientPort.Value);
}
ClientAsnyc.Connect(out bool Connect);
Call.SocketClient = ClientAsnyc;
ClientAsnyc.PacketReceive = (Client, Data) =>
{
DependencyCondition Instance = DependencyCondition.Instance;
if (Instance.ExecuteIsCall(Data) != SendTypeEnum.CallBack)
{
var MiddleData = Instance.ExecuteMapper(Data);
if (Client.IsConnected)
{
Call.CallBackHandler(MiddleData, CallHandle);
}
}
else
{
Instance.ExecuteCallData(Data);
}
};
ClientAsnyc.ClientError = (Client, Error) =>
{
DependencyError.Instance.ExecuteRecordLog(Error);
};
if (MiddleData.SendType == SendTypeEnum.Init)
{
ClientAsnyc.Send(MiddleData.ToJson());
}
}
public double MID(int index)
{
return((MiddleData.Count > index) ? MiddleData.ToArray()[MiddleData.Count - index - 1] : double.NaN);
}
