public virtual bool TurnOver(DataRowCollection rows, int index)
{
if (!AnalysisCommon.CheckTrendPeriod(index, rows.Count, TrendPeriod))
{
return(false);
}
AnalysisCommon.TrendDirection before = AnalysisCommon.TrendDirection.None;
AnalysisCommon.TrendDirection after = AnalysisCommon.TrendDirection.None;
try
{
before = AnalysisCommon.CheckBeforeTrendDirection(rows, index, TrendPeriod);
after = AnalysisCommon.CheckAfterTrendDirection(rows, index, TrendPeriod);
}
catch (Exception ex)
{
if (ex is SMANULLException)
{
return(false);
}
}
if ((before == AnalysisCommon.TrendDirection.Down && after == AnalysisCommon.TrendDirection.Up) ||
(before == AnalysisCommon.TrendDirection.Up && after == AnalysisCommon.TrendDirection.Down))
{
return(true);
}
return(false);
}
public override bool Valid(DataRowCollection rows, int index)
{
if (AnalysisCommon.CheckAfterTrendDirection(rows, index, AnalysisCommon.TrendPeriod.Short) != AnalysisCommon.TrendDirection.Up)
{
return(false);
}
return(true);
}
public virtual async Task <bool> Analyze(DataTable dtPrices, DataTable rootTable)
{
var rows = dtPrices.Rows;
if (rows.Count == 0)
{
return(false);
}
string symbolId = rows[0][Common.SymbolIdColumn].ToString();
var table = AnalysisCommon.MakeAnalysisResultsTable();
Console.WriteLine(string.Format("Analyzing Symbol {0} with method {1}", symbolId, Name));
for (int i = 0; i < rows.Count; i++)
{
bool isQualified = false;
bool isValid = false;
StockData currentPrice = TryGetPriceValues(rows, i);
StockData beforePrice = TryGetPriceValues(rows, i - 1);
StockData afterPrice = TryGetPriceValues(rows, i + 1);
//if current date has no volume then skip it
if (currentPrice != null && currentPrice.volume != null && currentPrice.volume == 0)
{
continue;
}
if (Qualified(rows, i, currentPrice, beforePrice, afterPrice))
{
isQualified = true;
isValid = Valid(rows, i);
var newRow = table.NewRow();
newRow[Common.SymbolIdColumn] = symbolId;
newRow[Common.MethodNameColumn] = Name;
newRow[Common.DateColumn] = rows[i][Common.DateColumn].ToString();
newRow[Common.QualifiedColumn] = Convert.ToInt32(isQualified).ToString();
newRow[Common.ValidColumn] = Convert.ToInt32(isValid).ToString();
table.Rows.Add(newRow);
}
}
if (table.Rows.Count > 0)
{
Console.WriteLine(string.Format("Write {0} rows to DB for symbol {1} and method {2}", table.Rows.Count, symbolId, Name));
var ret = await SqlExecutor.BulkCopy(table);
}
//AnalysisCommon.MergeAnalysisResultTable(rootTable, table);
return(true);
}
public virtual bool BeforeHasTrend(DataRowCollection rows, int index)
{
if (!AnalysisCommon.CheckTrendPeriod(index, rows.Count, TrendPeriod))
{
return(false);
}
var trendDirect = AnalysisCommon.CheckBeforeTrendDirection(rows, index, TrendPeriod);
if (trendDirect == AnalysisCommon.TrendDirection.None)
{
return(false);
}
return(true);
}
public override bool Qualified(DataRowCollection rows, int index, StockData currentPrice, StockData beforePrice, StockData afterPrice)
{
if (currentPrice == null || beforePrice == null)
{
return(false);
}
if (!BeforeHasTrend(rows, index))
{
return(false);
}
//Before trend must be Down
if (AnalysisCommon.CheckBeforeTrendDirection(rows, index, _trendPeriod) != AnalysisCommon.TrendDirection.Down)
{
return(false);
}
//Previous day must be down
if (beforePrice.open < beforePrice.close)
{
return(false);
}
//Current day must be up
if (currentPrice.open > currentPrice.close)
{
return(false);
}
//Current Open must be less than previous close
if (currentPrice.open > beforePrice.close)
{
return(false);
}
//Current close must be greater than previous close
if (currentPrice.close < beforePrice.close)
{
return(false);
}
//Shadow line must be very short for previous
if ((beforePrice.high - beforePrice.close) > (beforePrice.high - beforePrice.low) * multiplier)
{
return(false);
}
if ((beforePrice.open - beforePrice.low) > (beforePrice.high - beforePrice.low) * multiplier)
{
return(false);
}
//Shadow line must be very short for current
if ((currentPrice.high - currentPrice.open) > (currentPrice.high - currentPrice.low) * multiplier)
{
return(false);
}
if ((currentPrice.close - currentPrice.low) > (currentPrice.high - currentPrice.low) * multiplier)
{
return(false);
}
//current close must be in body of previous bar for more than 60%
if ((currentPrice.close - beforePrice.close) < (beforePrice.open - beforePrice.close) * multiplier2)
{
return(false);
}
return(true);
}