public async Task <ICollection <StochasticDataPoint> > Stochastic(ExchangeEnum exchange, SymbolCodeEnum symbolCode, IntervalKey intervalKey, Epoch from, int dataPoints, MovingAverageTypeEnum kMaType, int kFastPeriod, int kSlowPeriod, MovingAverageTypeEnum dMaType, int dSlowPeriod)
{
var dMaTypeConverted = dMaType.ToTaLib();
var kMaTypeConverted = kMaType.ToTaLib();
var periodOffset = kSlowPeriod + 1;
var fromOffset = IntervalFactory.GetInterval(intervalKey, from, periodOffset * -1);
var aggValues = await MarketRepository.GetTradeAggregates(exchange, symbolCode, intervalKey, fromOffset.From, periodOffset + dataPoints);
var highPoints = aggValues.GetValues(CandleTypeEnum.High);
var lowPoints = aggValues.GetValues(CandleTypeEnum.Low);
var closePoints = aggValues.GetValues(CandleTypeEnum.Close);
int outBegIdx, outNbElement;
var kValues = new double[dataPoints];
var dValues = new double[dataPoints];
var retCode = Stoch(0, closePoints.Length - 1, highPoints, lowPoints, closePoints, kFastPeriod, kSlowPeriod, kMaTypeConverted, dSlowPeriod, dMaTypeConverted, out outBegIdx, out outNbElement, kValues, dValues);
var validKValues = kValues.Skip(outNbElement - dataPoints).Take(dataPoints).ToArray();
var validDValues = dValues.Skip(outNbElement - dataPoints).Take(dataPoints).ToArray();
var validAggValues = aggValues.Skip(aggValues.Count - dataPoints).Take(dataPoints).ToArray();
if (retCode == RetCode.Success)
{
var dp = new List <StochasticDataPoint>();
for (var i = 0; i < validAggValues.Length; i++)
{
var agg = validAggValues[i];
dp.Add(new StochasticDataPoint
{
Epoch = agg.Epoch,
D = validKValues[i],
K = validDValues[i],
});
}
return(dp);
}
throw new Exception("Unable to calculate Stochastic - " + retCode);
}
public async Task <ICollection <BollingerBandsDataPoint> > BollingerBands(ExchangeEnum exchange, SymbolCodeEnum symbolCode, IntervalKey intervalKey, Epoch from, int dataPoints, CandleTypeEnum candleType, int period, MovingAverageTypeEnum maType, double stdDevUp, double stdDevDown)
{
var maTypeConverted = maType.ToTaLib();
var periodOffset = period - 1;
var fromOffset = IntervalFactory.GetInterval(intervalKey, from, periodOffset * -1);
var aggValues = await MarketRepository.GetTradeAggregates(exchange, symbolCode, intervalKey, fromOffset.From, periodOffset + dataPoints);
var values = aggValues.GetValues(candleType);
int outBegIdx, outNbElement;
var upperBandValues = new double[dataPoints];
var middleBandValues = new double[dataPoints];
var lowerBandValues = new double[dataPoints];
var retCode = Bbands(0, values.Length - 1, values, period, stdDevUp, stdDevDown, maTypeConverted, out outBegIdx, out outNbElement, upperBandValues, middleBandValues, lowerBandValues);
var validUpperBandValues = upperBandValues.Skip(outNbElement - dataPoints).Take(dataPoints).ToArray();
var validMiddleBandValues = middleBandValues.Skip(outNbElement - dataPoints).Take(dataPoints).ToArray();
var validLowerBandValues = lowerBandValues.Skip(outNbElement - dataPoints).Take(dataPoints).ToArray();
var validAggValues = aggValues.Skip(aggValues.Count - dataPoints).Take(dataPoints).ToArray();
if (retCode == RetCode.Success)
{
var dp = new List <BollingerBandsDataPoint>();
for (var i = 0; i < validAggValues.Length; i++)
{
var agg = validAggValues[i];
dp.Add(new BollingerBandsDataPoint
{
Epoch = agg.Epoch,
Upper = upperBandValues[i],
Middle = middleBandValues[i],
Lower = lowerBandValues[i]
});
}
return(dp);
}
throw new Exception("Unable to calculate Bollinger Bands - " + retCode);
}
