private static void calculateKDValue(List<StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 9)
{
List<StockChartData> charts = GetNDaysChart(result, idx, 9).ToList();
decimal max = charts.Select(x => x.PriceToday.High).Max();
decimal min = charts.Select(x => x.PriceToday.Low).Min();
if (max == min)
{
chartDataToday.RSV = 50;
}
else
{
chartDataToday.RSV = ((chartDataToday.PriceToday.Close - min) / (max - min)) * 100;
}
chartDataToday.KValue = (result.Where(x => x.ChartIdx == idx - 1).Single().KValue * 2 / 3) + (chartDataToday.RSV / 3);
chartDataToday.DValue = (result.Where(x => x.ChartIdx == idx - 1).Single().DValue * 2 / 3) + (chartDataToday.KValue / 3);
}
else
{
chartDataToday.RSV = 50;
chartDataToday.KValue = 50;
chartDataToday.DValue = 50;
}
}
/// <summary>
/// 取得基本分析指標資料
/// </summary>
/// <param name="source"></param>
/// <returns></returns>
public static List<StockChartData> StockPriceDataToChart(List<StockPrice> source)
{
List<StockChartData> result = new List<StockChartData>();
int idx = 0;
StockPrice priceYesterday = new StockPrice();
foreach (StockPrice priceData in source.OrderBy(s => s.Date))
{
++idx;
StockChartData chartDataToday = new StockChartData();
chartDataToday.PriceToday = priceData;
if (idx > 1)
{
chartDataToday.PriceYesterday = priceYesterday;
}
chartDataToday.ChartIdx = idx;
result.Add(chartDataToday);
processTechnicalAnalysisIndicators(result, idx, chartDataToday);
priceYesterday = chartDataToday.PriceToday;
}
return result;
}
private static void processTechnicalAnalysisIndicators(List<StockChartData> result, int idx, StockChartData chartDataToday)
{
calculateMovingAverage(result, idx, chartDataToday);
calculateKDValue(result, idx, chartDataToday);
calculateBBand(result, idx, chartDataToday);
}
private static void calculateBBand(List<StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 20)
{
decimal stdavg = MathHelper.CaculateStdAvg(GetNDaysChart(result, idx, 20).Select(x => x.PriceToday.Close).ToArray());
chartDataToday.BBUB = chartDataToday.MA20 + stdavg * 2;
chartDataToday.BBLB = chartDataToday.MA20 - stdavg * 2;
}
}
private static void calculateMovingAverage(List<StockChartData> result, int idx, StockChartData chartDataToday)
{
if (idx >= 5)
{
chartDataToday.MA5 = GetNDaysChart(result, idx, 5).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA5 = GetNDaysChart(result, idx, 5).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 10)
{
chartDataToday.MA10 = GetNDaysChart(result, idx, 10).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA10 = GetNDaysChart(result, idx, 10).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 20)
{
chartDataToday.MA20 = GetNDaysChart(result, idx, 20).Select(x => x.PriceToday.Close).Average();
chartDataToday.VMA20 = GetNDaysChart(result, idx, 20).Select(x => Convert.ToDecimal(x.PriceToday.Amount)).Average();
}
if (idx >= 60)
{
chartDataToday.MA60 = GetNDaysChart(result, idx, 60).Select(x => x.PriceToday.Close).Average();
}
if (idx >= 120)
{
chartDataToday.MA120 = GetNDaysChart(result, idx, 120).Select(x => x.PriceToday.Close).Average();
}
}
