public double this[int index, BarData barData]
{
get
{
return this.series[index];
}
}
public SMA(TimeSeries input, int length, BarData option, Color color) : base(input)
{
this.fLength = length;
this.fOption = option;
this.Init();
this.Color = color;
}
public EMA(TimeSeries input, int length, BarData option) : base(input)
{
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.Init();
}
public RSI(ISeries input, int length, BarData barData = BarData.Close, IndicatorStyle style = IndicatorStyle.QuantStudio):base(input)
{
this.length = length;
this.barData = barData;
this.style = style;
Init();
}
public OSC(ISeries input, int length1, int length2, BarData barData = BarData.Close) : base(input)
{
this.length1 = length1;
this.length2 = length2;
this.barData = barData;
this.Init();
}
public override double this[int index, BarData barData]
{
get
{
return this[index][barData];
}
}
public BBU(ISeries input, int length, double k, BarData barData = BarData.Close) : base(input)
{
this.length = length;
this.k = k;
this.barData = barData;
Init();
}
public PERF(TimeSeries input, double k, BarData option) : base(input)
{
this.fK = 14.0;
this.fOption = option;
this.fK = k;
this.Init();
}
public ENVU(ISeries input, int length, double shift, BarData barData = BarData.Close) : base(input)
{
this.length = length;
this.shift = shift;
this.barData = barData;
this.Init();
}
public HV(ISeries input, int length, double span, BarData barData = BarData.Close) : base(input)
{
this.length = length;
this.span = span;
this.barData = barData;
Init();
}
public double this[DateTime dateTime, BarData barData]
{
get
{
return this.series[dateTime];
}
}
public double this[DateTime dateTime, BarData barData]
{
get
{
Bar bar = this[dateTime];
switch (barData)
{
case BarData.Close:
return bar.Close;
case BarData.Open:
return bar.Open;
case BarData.High:
return bar.High;
case BarData.Low:
return bar.Low;
case BarData.Median:
return bar.Median;
case BarData.Typical:
return bar.Typical;
case BarData.Weighted:
return bar.Weighted;
case BarData.Average:
return bar.Average;
case BarData.Volume:
return (double)bar.Volume;
case BarData.OpenInt:
return (double)bar.OpenInt;
default:
throw new NotSupportedException("BarData " + barData + " is not supported");
}
}
}
// TODO: rewrite
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
double num = 0.0;
double num2 = 0.0;
double num3 = 0.0;
double num4 = 0.0;
if (distanceMode == RegressionDistanceMode.Time)
{
double num5 = input.GetDateTime(index).Subtract(input.GetDateTime(index - 1)).Ticks;
for (int i = index; i > index - length; i--)
{
num += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
num2 += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * input[i, barData];
num3 += input[i, barData];
num4 += input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5 * input.GetDateTime(i).Subtract(input.GetDateTime(index - length + 1)).Ticks / num5;
}
}
else
{
for (int j = index; j > index - length; j--)
{
num += j - index + length - 1;
num2 += (j - index + length - 1) * input[j, barData];
num3 += input[j, barData];
num4 += ((j - index + length - 1) * (j - index + length - 1));
}
}
return (length * num2 - num * num3) / (length * num4 - Math.Pow(num, 2.0));
}
return double.NaN;
}
public LRS(ISeries input, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time) : base(input)
{
this.length = length;
this.barData = barData;
this.distanceMode = distanceMode;
this.Init();
}
public DPO1(ISeries series, int length, BarData barData)
: base(series)
{
this.length = length;
this.option = barData;
this.Name = "DPO";
}
public DPO1(ISeries series, int length, BarData barData)
: base(series)
{
this.length = length;//长度
this.option = barData;//bar类型
this.Name = "DPO";//名称
}
public PERF(TimeSeries input, double k, BarData option, Color color) : base(input)
{
this.fK = 14.0;
this.fOption = option;
this.fK = k;
this.Init();
this.Color = color;
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length)
{
return (input[index, barData] - input[index - length, barData]) / input[index - length, barData] * 100.0;
}
return double.NaN;
}
public static double Value(ISeries input, int index, int length, double k, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
return SMA.Value(input, index, length, barData) - k * SMD.Value(input, index, length, barData);
}
return double.NaN;
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
return Math.Sqrt(SMV.Value(input, index, length, barData));
}
return double.NaN;
}
public DynamicBBU(ISeries series, BarSeries bars, double k, BarData barData)
: base(series)
{
this.k = k;
this.bars = bars;
this.barData = barData;
this.Name = "DynamicBBU";
}
protected BIAS(BarSeries series, SMA sma, int length, BarData barData)
: base(series)
{
this.length = length;
this.sma = sma;
this.barData = barData;
this.Name = "BIAS";
}
public override double this[int index, BarData barData]
{
get
{
this.Calculate();
return base[index, barData];
}
}
public RSI(TimeSeries input, int length, BarData option, EIndicatorStyle style)
: base(input){
this.fLength = 14;
this.fLength = length;
this.fOption = option;
this.fStyle = style;
this.Init();
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
return input[index, barData] - input[index - length + 1, barData];
}
return double.NaN;
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= 1)
return ValueWithLastValue(input, index, length, Value(input, index - 1, length, barData), barData);
if (index == 0)
return input[0, barData];
return double.NaN;
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close, RegressionDistanceMode distanceMode = RegressionDistanceMode.Time)
{
if (index >= length - 1)
{
var lri = LRI.Value(input, index, length, barData, distanceMode);
return 100.0 * (input[index, barData] - lri) / lri;
}
return double.NaN;
}
public MACD(TimeSeries input, int length1, int length2, BarData option)
: base(input) {
this.fLength1 = 14;
this.fLength2 = 10;
this.fLength1 = length1;
this.fLength2 = length2;
this.fOption = option;
this.Init();
}
public static double Value(ISeries input, int index, int length, BarData barData = BarData.Close)
{
if (index >= length - 1)
{
var sma = SMA.Value(input, index, length, barData);
return (input[index, barData] - sma) / sma * 100.0;
}
return double.NaN;
}
public BBU(TimeSeries input, int length, double k, BarData option)
: base(input) {
this.fLength = 14;
this.fK = 3.0;
this.fLength = length;
this.fOption = option;
this.fK = k;
this.Init();
}
/// <summary>
/// Adds data to the especified ID Set data.
/// Id Set doesnt exist, will be created.
/// </summary>
/// <param name="ld">Line data to Add</param>
public void AddData(BarData ld, String Id)
{
if (!data.Keys.Contains(Id))
{
data.Add(Id, new List <BarData>());
}
List <BarData> lista = GetDataValues(Id);
if (!ColorSets.Keys.ToList().Contains(ld.Name))
{
ColorSets.Add(ld.Name, new Cairo.Color(
(new Random((int)(DateTime.UtcNow - DateTime.UtcNow.Subtract(new TimeSpan(24, 24, 24))).TotalMilliseconds)).NextDouble(),
(new Random((int)(DateTime.UtcNow - DateTime.UtcNow.Subtract(new TimeSpan(24, 24, 24))).TotalMilliseconds)).NextDouble(),
(new Random((int)(DateTime.UtcNow - DateTime.UtcNow.Subtract(new TimeSpan(24, 24, 24))).TotalMilliseconds)).NextDouble()
));
}
if (ld.Value > MaxValue)
{
MaxValue = ld.Value;
}
lista.Add(ld);
lista.Sort();
}
public DrawingVisual DrawText(LeasingElementModel model)
{
//проверяем инициализацию для интерфейса шрифта
//инициализирован при заполнении шрифта (this.FontFamily)
//if (m_glyphType == null)
// m_glyphType = GetGlyphTypeface();
//
BarData bd = null;
DrawingVisual dv = null;
if (m_bars.ContainsKey(model))
{
bd = m_bars[model];
}
else
{
bd = new BarData(this)
{
Index = model.RowIndex, Model = model
};
m_bars.Add(model, bd);
SetOffset(bd);
}
//если ещё не проставлены смещения
if (bd.Border == null)
{
SetOffset(bd);
}
dv = DrawText(bd);
bd.TextDrawed = true;
return(dv);
}
public void ComparerByRating_RatingsFirstSmaller()
{
// arrange
var barData1 = new BarData {
Ratings = new List <int>()
};
barData1.Ratings.Add(5);
barData1.Ratings.Add(10);
var barData2 = new BarData {
Ratings = new List <int>()
};
barData2.Ratings.Add(10);
barData2.Ratings.Add(20);
var expectedResult = -1;
var comparer = new ComparerByRating();
// act
var result = comparer.Compare(barData1, barData2);
// assert
Assert.AreEqual(expectedResult, result);
}
public void testFooClient()
{
FooData fooData = null;
BarData barData = null;
BazData bazData = null;
FooClient fooClient = null;
if (fooClient != null)
{
fooClient.foo1(fooData);
fooClient.foo3(fooData);
fooClient.bar1(barData);
fooClient.bar3(barData);
fooClient.baz1(bazData);
fooClient.baz3(bazData);
}
BarClient barClient = fooClient;
BazClient bazClient = fooClient;
Foo foo = fooClient;
Bar bar = fooClient;
Baz baz = fooClient;
}
public void testFooServer()
{
FooData fooData = null;
BarData barData = null;
BazData bazData = null;
FooServer fooServer = null;
if (fooServer != null)
{
fooServer.foo1(fooData);
fooServer.foo2(fooData);
fooServer.bar1(barData);
fooServer.bar2(barData);
fooServer.baz1(bazData);
fooServer.baz2(bazData);
}
BarServer barServer = fooServer;
BazServer bazServer = fooServer;
Foo foo = fooServer;
Bar bar = fooServer;
Baz baz = fooServer;
}
public ENVL(BarSeries series, int length, int shift, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.ENVL(series.series, length, shift, EnumConverter.Convert(option), color);
}
public FO(BarSeries series, int length, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.FO(series.series, length, EnumConverter.Convert(option), color);
}
public virtual Cross Crosses(BarSeries series, Bar bar, BarData barData)
{
return(EnumConverter.Convert(this.indicator.Crosses(series.series, bar.bar, (int)barData)));
}
public SMD(Indicator indicator, int length, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.SMD(indicator.indicator, length, EnumConverter.Convert(option), color);
}
public MOM(global::OpenQuant.API.Indicator indicator, int length, BarData option)
{
this.indicator = new SmartQuant.Indicators.MOM(indicator.indicator, length, global::OpenQuant.API.EnumConverter.Convert(option));
}
public virtual void UpdateBar(Tick tick, BarData data)
{
throw new NotImplementedException();
}
public void SetData(BarData data)
{
this.data = data;
}
public override void Deserialized(BarData barData)
{
}
public virtual void Deserialized(BarData barData)
{
}
public ROC(ISeries input, int length, BarData barData = BarData.Close) : base(input)
{
this.length = length;
this.barData = barData;
this.Init();
}
public ENVL(Indicator indicator, int length, int shift, BarData option, Color color)
{
this.indicator = new FreeQuant.Indicators.ENVL(indicator.indicator, length, shift, EnumConverter.Convert(option), color);
}
// Other custom members you desire for your bad chart implementation
public BarChart(BarData data, BarStyle style)
{
BarChartData = data;
BarChartStyle = style;
}
public BBU(global::OpenQuant.API.Indicator indicator, int length, double k, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.BBU(indicator.indicator, length, k, global::OpenQuant.API.EnumConverter.Convert(option), color);
}
public static double Value(TimeSeries input, int index, int length1, int length2, BarData option)
{
if (index >= length1 - 1 + input.FirstIndex && index >= length2 - 1 + input.FirstIndex)
{
return(SMA.Value(input, index, length1, option) - SMA.Value(input, index, length2, option));
}
else
{
return(double.NaN);
}
}
private static MvcHtmlString _RenderStatusBar(this HtmlHelper @this, BarData bar, string message, bool includePropertyErrors, object htmlAttributes)
{
bool hidden = true;
IList <string> data = new List <string>();
if (@this == null)
{
throw new ArgumentNullException("HtmlHelper");
}
if (@this.ViewContext == null)
{
throw new ArgumentNullException("ViewContext");
}
var div = new TagBuilder("div");
div.AddCssClass("alert");
var divInner = new StringBuilder();
divInner.Append(@"<a class='close' href='#' data-dismiss='alert'>×</a>");
if (htmlAttributes != null)
{
div.MergeAttributes(new RouteValueDictionary(htmlAttributes));
}
if (bar != null)
{
// Get data from tempData.
data = GetDataFor(@this.ViewContext, bar);
// Set alert's type to div container.
div.AddCssClass(bar.CssClassName);
}
if (!string.IsNullOrEmpty(message))
{
hidden = false;
divInner.AppendFormat("<span>{0}</span>", message);
}
if (string.IsNullOrWhiteSpace(message) && data.Count() == 1)
{
hidden = false;
divInner.AppendFormat("<span>{0}</span>", data[0]);
}
else if (data != null && data.Count() > 0 && includePropertyErrors)
{
hidden = false;
var ul = new TagBuilder("ul");
var ulInner = new StringBuilder();
foreach (string item in data)
{
var li = new TagBuilder("li")
{
InnerHtml = item
};
ulInner.Append(li.ToString(TagRenderMode.Normal));
}
ul.InnerHtml = ulInner.ToString();
divInner.Append(ul.ToString(TagRenderMode.Normal));
}
div.InnerHtml = divInner.ToString();
if (hidden)
{
div.Attributes["style"] = "display:none";
}
return(MvcHtmlString.Create(div.ToString(TagRenderMode.Normal)));
}
public SMD(TimeSeries series, int length, BarData option)
{
this.indicator = new FreeQuant.Indicators.SMD(series.series, length, EnumConverter.Convert(option));
}
private static void _AddMessage(TempDataDictionary tempData, BarData bar, string message, params object[] args)
{
_AddMessages(tempData, bar, new[] { string.Format(message, args) });
}
public static double Value(ISeries input, int index, int length, double shift, BarData barData = BarData.Close)
{
return(index < length - 1 ? double.NaN : SMA.Value(input, index, length, barData) * (1 + shift / 100.0));
}
private static string GetTempDataKeyFor(BarData bar)
{
return(typeof(AlertsBarExtensions).FullName + "_" + bar.Kind);
}
public MOM(BarSeries series, int length, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.MOM(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option), color);
}
public MACD(global::OpenQuant.API.Indicator indicator, int length1, int length2, BarData option, Color color)
{
this.indicator = new SmartQuant.Indicators.MACD(indicator.indicator, length1, length2, global::OpenQuant.API.EnumConverter.Convert(option), color);
}
public virtual bool CrossesAbove(BarSeries series, Bar bar, BarData barData)
{
return(this.indicator.CrossesAbove(series.series, bar.bar, (int)barData));
}
public DPO(BarSeries series, int length, BarData option)
{
this.indicator = new SmartQuant.Indicators.DPO(series.series, length, global::OpenQuant.API.EnumConverter.Convert(option));
}
protected virtual void onBarData(BarData data)
{
}
public FO(Indicator indicator, int length, BarData option)
{
this.indicator = new FreeQuant.Indicators.FO(indicator.indicator, length, EnumConverter.Convert(option));
}
