public IStrategyDecision GetStrategyDecision(RateRecord rec)
{
DateTime date = rec.UpdateTime;
decimal price = rec.Value;
IDictionary <DateTime, decimal> historyData = _historyData[rec.Name];
if (!historyData.Keys.Contains(date))
{
historyData.Add(date, price);
}
//return TestAnalize(historyData);
decimal lastValue = StrategyHelper.GetLastValue(historyData);
decimal decrease = StrategyHelper.GetMaximum(INTERVAL_MINUTES, historyData) - lastValue;
decimal increase = lastValue - StrategyHelper.GetMinimum(INTERVAL_MINUTES, historyData);
decimal largeMedium = (StrategyHelper.GetMaximum(LARGE_MEDIUM_INTERVAL_MINUTES, historyData) + StrategyHelper.GetMinimum(LARGE_MEDIUM_INTERVAL_MINUTES, historyData)) / 2;
int momentDirection = 0;
if (decrease > MAX_DIRECTION)
{
momentDirection = -1;
}
if (increase > MAX_DIRECTION)
{
momentDirection = 1;
}
int longDirection = 0;
if (lastValue > largeMedium)
{
longDirection = 1;
}
if (lastValue < largeMedium)
{
longDirection = -1;
}
int result = 0;
if (momentDirection == -1 && longDirection == +1)
{
result = 1;
}
if (momentDirection == 1 && longDirection == -1)
{
result = -1;
}
BaseStrategyDecision decision = new BaseStrategyDecision();
decision.TakeProfit = lastValue + (TAKE_PROFIT_POINTS * result);
decision.StopLoss = lastValue - (STOP_LOSS_POINTS * result);
StringBuilder additionalInfo = new StringBuilder();
additionalInfo.AppendFormat("Максимальное изменение за две минуты:{0}", (decrease > increase ? decrease : increase) * momentDirection);
additionalInfo.AppendFormat("Текущее отклонение от среднего за 30 минут:{0}", lastValue - largeMedium);
return(decision);
}
public static IStrategyDecision TestAnalize(IDictionary <DateTime, decimal> historyData)
{
decimal lastValue = StrategyHelper.GetLastValue(historyData);
BaseStrategyDecision decision = new BaseStrategyDecision();
if ((decimal)DateTime.Now.Minute % 2 == 0)
{
decision.TakeProfit = lastValue + (TAKE_PROFIT_POINTS * -1);
decision.StopLoss = lastValue - (STOP_LOSS_POINTS * -1);
return(decision);
}
else
{
decision.TakeProfit = lastValue + (TAKE_PROFIT_POINTS);
decision.StopLoss = lastValue - (STOP_LOSS_POINTS);
return(decision);
}
}