예제 #1
0
 private void InitAnalytic()
 {
     foreach (Title t in db.Titles)
     {
         t.AddTI("mm0", TI.calculate_mm(t.Close, 1));
         t.AddTI("mm6", TI.calculate_mm(t.Close, 6));
         t.AddTI("d109", TI.calculate_d(t.Close, 109));
     }
     InitDB();
 }
예제 #2
0
파일: TIfacade.cs 프로젝트: LMY/sharpTrade
        private static bool evaluate_subexpr(String expression, DBTrade db)
        {
            String lefttitle  = "";
            String leftfield  = "";
            String righttitle = "";
            String rightfield = "";
            String command    = "";

            double[]         parms = new double[10];
            NumberFormatInfo ni    = (NumberFormatInfo)CultureInfo.InstalledUICulture.NumberFormat.Clone();

            ni.NumberDecimalSeparator = ".";

            expression = expression.Trim();

            if (expression.Contains('='))
            {
                leftfield = expression.Substring(0, expression.IndexOf('=')).Trim();

                // per farlo bene, x.(__) x è un nome di titolo?
                if (leftfield.Contains('.'))
                {
                    lefttitle = leftfield.Substring(0, leftfield.IndexOf('.'));
                    leftfield = leftfield.Substring(leftfield.IndexOf('.') + 1);
                }
                expression = expression.Substring(expression.IndexOf('=') + 1).Trim();
            }
            // lefttitle e leftfield apposto.

            expression = expression.Replace(")", "");
            if (!expression.Contains('('))
            {
                return(false);
            }
            command    = expression.Substring(0, expression.IndexOf('('));
            expression = expression.Substring(expression.IndexOf('(') + 1);


            String[] otherparms = expression.Trim().Split(',');
            if (!otherparms[0].Contains('.'))
            {
                return(false);
            }

            righttitle = otherparms[0].Substring(0, otherparms[0].IndexOf('.'));
            rightfield = otherparms[0].Substring(otherparms[0].IndexOf('.') + 1);


            for (int j = 1; j < otherparms.Length; j++)
            {
                try { parms[j - 1] = Double.Parse(otherparms[j], ni); }
                catch (FormatException) { return(false); }
            }

            if (lefttitle.Equals(""))       // if not specified left title
            {
                lefttitle = righttitle;
            }

            // now left* right*, command, parms are ok
//            MessageBox.Show(lefttitle + "." + leftfield + " = "+command+"(" + righttitle + "." + rightfield+")");
            DBTitle srcTitle = db.getByName(righttitle);
            DBTitle dstTitle = db.getByName(lefttitle);

            if (srcTitle == null || dstTitle == null)
            {
                return(false);
            }

            double[] srcSerie = srcTitle.GetSerieByName(rightfield);
            if (srcSerie == null)
            {
                return(false);
            }



            double[] result = null;
            if (command.Equals("const"))
            {
                result = TI.calculate_const(srcSerie.Length, parms[0]);
            }
            else if (command.Equals("mm"))
            {
                result = TI.calculate_mm(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("emm"))
            {
                result = TI.calculate_emm(srcSerie, (int)parms[0], parms[1]);
            }

            else if (command.Equals("d") || command.Equals("d-"))
            {
                result = TI.calculate_d(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("d%") || command.Equals("d-%") || command.Equals("dperc") || command.Equals("d-perc"))
            {
                result = TI.calculate_dperc(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("d2") || command.Equals("d2-"))
            {
                result = TI.calculate_d2(srcSerie, (int)parms[0]);
            }

            else if (command.Equals("sigma"))
            {
                result = TI.calculate_sigma(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("esigma"))
            {
                result = TI.calculate_esigma(srcSerie, (int)parms[0], parms[1]);
            }

            else if (command.Equals("BBhigh"))
            {
                result = TI.calculate_BBhigh(srcSerie, (int)parms[0], parms[1]);
            }
            else if (command.Equals("BBlow"))
            {
                result = TI.calculate_BBlow(srcSerie, (int)parms[0], parms[1]);
            }
            else if (command.Equals("BBWp"))
            {
                result = TI.calculate_BBWp(srcSerie, (int)parms[0], parms[1]);
            }
            else if (command.Equals("BBBp"))
            {
                result = TI.calculate_BBBp(srcSerie, (int)parms[0], parms[1]);
            }

            else if (command.Equals("range"))
            {
                result = TI.calculate_range(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("stochK"))
            {
                result = TI.calculate_stochasticK(srcSerie, (int)parms[0], parms[1]);
            }

            else if (command.Equals("RSIC"))
            {
                result = TI.calculate_RSIC(srcSerie, (int)parms[0]);
            }
            else if (command.Equals("RSIV"))
            {
                result = TI.calculate_RSIV(srcSerie, (int)parms[0]);
            }



            else if (command.Equals("rand"))
            {
                result = TI.calculate_rand(srcSerie, parms[0], parms[1]);
            }



            if (result != null)
            {
                dstTitle.AddSerie(leftfield, result);
                return(true);
            }
            else
            {
                return(false);
            }
        }