public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (NaN, 1, NaN, 2, NaN, 3, NaN, 4, ...)
decimal closePrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 2);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0)
{
Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
else
{
Assert.AreEqual(series.GetBar(Math.Max(0, i - 1)).ClosePrice.ToString(), lowestValue.GetValue(i).ToString());
}
}
}
//=====================================================================================================
// Menu: File | New...
//=====================================================================================================
private void newToolStripMenuItem_Click(object sender, EventArgs e)
{
TimeSeriesCreationDialog timeSeriesCreationDialog = new TimeSeriesCreationDialog();
timeSeriesCreationDialog.ShowDialog();
this.timeSeriesGroup = new TimeSeriesGroup();
BaseTimeSeries timeseries = timeSeriesCreationDialog.TimeSeries;
timeSeriesGroup.Items.Add(timeseries);
if (timeseries is TimestampSeries)
{
this.timestampSeriesGrid.TimeSeriesData = (TimestampSeries)timeseries;
this.timespanSeriesGrid.Visible = false;
this.timestampSeriesGrid.Visible = true;
}
else if (timeseries is TimespanSeries)
{
this.timespanSeriesGrid.TimeSeriesData = (TimespanSeries)timeseries;
this.timestampSeriesGrid.Visible = false;
this.timespanSeriesGrid.Visible = true;
}
this.tsPlot.TimeSeriesDataSet = this.timeSeriesGroup;
this.tsPlot.Repaint();
this.tsPlot.Visible = true;
}
public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (0, NaN, 2, NaN, 4, NaN, 6, NaN, 8, ...)
decimal maxPrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, maxPrice, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonUpIndicator aroonUpIndicator = new AroonUpIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0)
{
Assert.AreEqual(Decimals.NaN, aroonUpIndicator.GetValue(i));
}
else
{
Assert.AreEqual(Decimals.HUNDRED, aroonUpIndicator.GetValue(i));
}
}
}
/**
* Gets a TimeSeries from the data section of a mutable Sheet. Data follows
* a data section header and appears in the first six columns to the end of
* the file. Empty cells in the data are forbidden.
*
* @param sheet mutable Sheet
* @return TimeSeries of the data
* @throws DataFormatException if getData throws DataFormatException or if
* the data contains empty cells
*/
private static ITimeSeries GetSeries(ISheet sheet)
{
ITimeSeries series = new BaseTimeSeries();
IFormulaEvaluator evaluator = sheet.Workbook.GetCreationHelper().CreateFormulaEvaluator();
TimeSpan weekDuration = new TimeSpan(7, 0, 0, 0);
List <IRow> rows = GetData(sheet);
// parse the rows from the data section
foreach (IRow row in rows)
{
CellValue[] cellValues = new CellValue[6];
for (int i = 0; i < 6; i++)
{
// empty cells in the data section are forbidden
if (row.GetCell(i) == null)
{
throw new FormatException("empty cell in xls time series data");
}
cellValues[i] = evaluator.Evaluate(row.GetCell(i));
}
// build a bar from the row and add it to the series
DateTime weekEndDate = DateUtil.GetJavaDate(cellValues[0].NumberValue);
IBar bar = new BaseBar(weekDuration, weekEndDate,
// open, high, low, close, volume
cellValues[1].FormatAsString().ToDecimal(),
cellValues[2].FormatAsString().ToDecimal(),
cellValues[3].FormatAsString().ToDecimal(),
cellValues[4].FormatAsString().ToDecimal(),
cellValues[5].FormatAsString().ToDecimal());
series.AddBar(bar);
}
return(series);
}
//
//You can use the following additional attributes as you write your tests:
//
//Use ClassInitialize to run code before running the first test in the class
//[ClassInitialize()]
//public static void MyClassInitialize(TestContext testContext)
//{
//}
//
//Use ClassCleanup to run code after all tests in a class have run
//[ClassCleanup()]
//public static void MyClassCleanup()
//{
//}
//
//Use TestInitialize to run code before running each test
//[TestInitialize()]
//public void MyTestInitialize()
//{
//}
//
//Use TestCleanup to run code after each test has run
//[TestCleanup()]
//public void MyTestCleanup()
//{
//}
//
#endregion
internal virtual BaseTimeSeries CreateBaseTimeSeries()
{
// TODO: Instantiate an appropriate concrete class.
BaseTimeSeries target = null;
return(target);
}
public void setUp()
{
List <IBar> bars = new List <IBar>();
// close, volume
bars.Add(new MockBar(6, 100));
bars.Add(new MockBar(7, 105));
bars.Add(new MockBar(9, 130));
bars.Add(new MockBar(12, 160));
bars.Add(new MockBar(11, 150));
bars.Add(new MockBar(10, 130));
bars.Add(new MockBar(11, 95));
bars.Add(new MockBar(13, 120));
bars.Add(new MockBar(15, 180));
bars.Add(new MockBar(12, 160));
bars.Add(new MockBar(8, 150));
bars.Add(new MockBar(4, 200));
bars.Add(new MockBar(3, 150));
bars.Add(new MockBar(4, 85));
bars.Add(new MockBar(3, 70));
bars.Add(new MockBar(5, 90));
bars.Add(new MockBar(8, 100));
bars.Add(new MockBar(9, 95));
bars.Add(new MockBar(11, 110));
bars.Add(new MockBar(10, 95));
ITimeSeries data = new BaseTimeSeries(bars);
close = new ClosePriceIndicator(data);
volume = new VolumeIndicator(data, 2);
}
public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10; i++)
{ // (0, NaN, 2, NaN, 3, NaN, 4, NaN, 5, ...)
decimal closePrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, closePrice, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(series), 2);
// index is the biggest of (index, index-1)
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0) // current is NaN take the previous as highest
{
Assert.AreEqual(series.GetBar(i - 1).ClosePrice.ToString(), highestValue.GetValue(i).ToString());
}
else // current is not NaN but previous, take the current
{
Assert.AreEqual(series.GetBar(i).ClosePrice.ToString(), highestValue.GetValue(i).ToString());
}
}
}
public void naNValuesInIntervall()
{
List <IBar> bars = new List <IBar>();
for (long i = 10; i >= 0; i--)
{ // (10, NaN, 9, NaN, 8, NaN, 7, NaN)
decimal minPrice = i % 2 == 0 ? i : Decimals.NaN;
IBar bar = new BaseBar(DateTime.Now.AddDays(10 - i), Decimals.NaN, Decimals.NaN, minPrice, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
bars.Add(new BaseBar(DateTime.Now.AddDays(11), Decimals.NaN, Decimals.NaN, Decimals.TEN, Decimals.NaN, Decimals.NaN));
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
AroonDownIndicator aroonDownIndicator = new AroonDownIndicator(series, 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
if (i % 2 != 0 && i < 11)
{
Assert.AreEqual(Decimals.NaN.ToString(), aroonDownIndicator.GetValue(i).ToString());
}
else if (i < 11)
{
Assert.AreEqual(aroonDownIndicator.GetValue(i), Decimals.HUNDRED);
}
else
{
Assert.AreEqual(aroonDownIndicator.GetValue(i), 80);
}
}
}
private void buttonOK_Click(object sender, EventArgs e)
{
DateTime dp = this.dateTimePicker1.Value;
DateTime start = new DateTime(dp.Year, dp.Month, dp.Day, dp.Hour, dp.Minute, dp.Second);
string name = this.IdTextBox.Text;
int timeStepLength = Convert.ToInt32(this.textBoxTimeStepLength.Text);
int numberOfTimesteps = Convert.ToInt32(this.textBoxNumberOfTimeSteps.Text);
double defaultValue = Convert.ToDouble(this.DefaultValueTextBox.Text);
TimestepUnit timeStepUnit = new TimestepUnit();
if (this.comboBoxTimeStepLength.Text == "Years")
{
timeStepUnit = TimestepUnit.Years;
}
else if (this.comboBoxTimeStepLength.Text == "Months")
{
timeStepUnit = TimestepUnit.Months;
}
else if (this.comboBoxTimeStepLength.Text == "Days")
{
timeStepUnit = TimestepUnit.Days;
}
else if (this.comboBoxTimeStepLength.Text == "Hours")
{
timeStepUnit = TimestepUnit.Hours;
}
else if (this.comboBoxTimeStepLength.Text == "Minutes")
{
timeStepUnit = TimestepUnit.Minutes;
}
else if (this.comboBoxTimeStepLength.Text == "Seconds")
{
timeStepUnit = TimestepUnit.Seconds;
}
else
{
throw new System.Exception("invalid timestep length unit");
}
if (this.timestampBasedRadioButton.Checked)
{
timeSeries = new TimestampSeries(name, start, numberOfTimesteps, timeStepLength, timeStepUnit, defaultValue);
}
else if (this.timespanBasedRadioButton.Checked)
{
timeSeries = new TimespanSeries(name, start, numberOfTimesteps, timeStepLength, timeStepUnit, defaultValue);
}
else
{
throw new Exception("Unexpected exception in TimeSeriesCreationDialog");
}
this.Close();
}
public void getValue()
{
DateTime now = DateTime.Now;
List <IBar> bars = new List <IBar>();
bars.Add(new BaseBar(now, 0M, 62.34M, 61.37M, 62.15M, 7849.025M));
bars.Add(new BaseBar(now, 0M, 62.05M, 60.69M, 60.81M, 11692.075M));
bars.Add(new BaseBar(now, 0M, 62.27M, 60.10M, 60.45M, 10575.307M));
bars.Add(new BaseBar(now, 0M, 60.79M, 58.61M, 59.18M, 13059.128M));
bars.Add(new BaseBar(now, 0M, 59.93M, 58.71M, 59.24M, 20733.508M));
bars.Add(new BaseBar(now, 0M, 61.75M, 59.86M, 60.20M, 29630.096M));
bars.Add(new BaseBar(now, 0M, 60.00M, 57.97M, 58.48M, 17705.294M));
bars.Add(new BaseBar(now, 0M, 59.00M, 58.02M, 58.24M, 7259.203M));
bars.Add(new BaseBar(now, 0M, 59.07M, 57.48M, 58.69M, 10474.629M));
bars.Add(new BaseBar(now, 0M, 59.22M, 58.30M, 58.65M, 5203.714M));
bars.Add(new BaseBar(now, 0M, 58.75M, 57.83M, 58.47M, 3422.865M));
bars.Add(new BaseBar(now, 0M, 58.65M, 57.86M, 58.02M, 3962.150M));
bars.Add(new BaseBar(now, 0M, 58.47M, 57.91M, 58.17M, 4095.905M));
bars.Add(new BaseBar(now, 0M, 58.25M, 57.83M, 58.07M, 3766.006M));
bars.Add(new BaseBar(now, 0M, 58.35M, 57.53M, 58.13M, 4239.335M));
bars.Add(new BaseBar(now, 0M, 59.86M, 58.58M, 58.94M, 8039.979M));
bars.Add(new BaseBar(now, 0M, 59.53M, 58.30M, 59.10M, 6956.717M));
bars.Add(new BaseBar(now, 0M, 62.10M, 58.53M, 61.92M, 18171.552M));
bars.Add(new BaseBar(now, 0M, 62.16M, 59.80M, 61.37M, 22225.894M));
bars.Add(new BaseBar(now, 0M, 62.67M, 60.93M, 61.68M, 14613.509M));
bars.Add(new BaseBar(now, 0M, 62.38M, 60.15M, 62.09M, 12319.763M));
bars.Add(new BaseBar(now, 0M, 63.73M, 62.26M, 62.89M, 15007.690M));
bars.Add(new BaseBar(now, 0M, 63.85M, 63.00M, 63.53M, 8879.667M));
bars.Add(new BaseBar(now, 0M, 66.15M, 63.58M, 64.01M, 22693.812M));
bars.Add(new BaseBar(now, 0M, 65.34M, 64.07M, 64.77M, 10191.814M));
bars.Add(new BaseBar(now, 0M, 66.48M, 65.20M, 65.22M, 10074.152M));
bars.Add(new BaseBar(now, 0M, 65.23M, 63.21M, 63.28M, 9411.620M));
bars.Add(new BaseBar(now, 0M, 63.40M, 61.88M, 62.40M, 10391.690M));
bars.Add(new BaseBar(now, 0M, 63.18M, 61.11M, 61.55M, 8926.512M));
bars.Add(new BaseBar(now, 0M, 62.70M, 61.25M, 62.69M, 7459.575M));
ITimeSeries series = new BaseTimeSeries(bars);
ChaikinMoneyFlowIndicator cmf = new ChaikinMoneyFlowIndicator(series, 20);
Assert.AreEqual(cmf.GetValue(0), 0.6082474226804123711340206186M);
Assert.AreEqual(cmf.GetValue(1), -0.2484311743072140165124562343M);
Assert.AreEqual(cmf.GetValue(19), -0.12109525344467201822861587M);
Assert.AreEqual(cmf.GetValue(20), -0.0996934222876103824404821392M);
Assert.AreEqual(cmf.GetValue(21), -0.065928274226956289145366249M);
Assert.AreEqual(cmf.GetValue(22), -0.0256877564683178956522684246M);
Assert.AreEqual(cmf.GetValue(23), -0.0617035928215171828140621566M);
Assert.AreEqual(cmf.GetValue(24), -0.048105977389585559132748056M);
Assert.AreEqual(cmf.GetValue(25), -0.0085966816372546350865067276M);
Assert.AreEqual(cmf.GetValue(26), -0.0087040876420881401439180481M);
Assert.AreEqual(cmf.GetValue(27), -0.005051500548553229341727545M);
Assert.AreEqual(cmf.GetValue(28), -0.057409204188786737790197221M);
Assert.AreEqual(cmf.GetValue(29), -0.0147899751712651882445236589M);
}
private void Summarize(int MaxCount, BaseTimeSeries bts)
{
TimespanSeries tspan = bts as TimespanSeries;
TimestampSeries tstam = bts as TimestampSeries;
if (tspan != null)
{
if (tspan.Items.Count > MaxCount)
{
List <TimespanValue> temp = new List <TimespanValue>();
DateTime Start = tspan.Items.First().StartTime;
DateTime End = tspan.Items.Last().EndTime;
double periodDays = End.Subtract(Start).TotalDays / MaxCount;
for (int i = 0; i < MaxCount; i++)
{
TimespanValue TValue = new TimespanValue(Start.AddDays(i * periodDays), Start.AddDays((i + 1) * periodDays), 0);
TValue.Value = tspan.GetValue(TValue.StartTime, TValue.EndTime);
temp.Add(TValue);
}
tspan.Items.Clear();
foreach (var v in temp)
{
tspan.Items.Add(v);
}
}
}
if (tstam != null)
{
if (tstam.Items.Count > MaxCount)
{
List <TimestampValue> temp = new List <TimestampValue>();
DateTime Start = tstam.Items.First().Time;
DateTime End = tstam.Items.Last().Time;
double periodDays = End.Subtract(Start).TotalDays / MaxCount;
for (int i = 0; i < MaxCount; i++)
{
TimestampValue TValue = new TimestampValue(Start.AddDays(i * periodDays), 0);
TValue.Value = tstam.GetValue(TValue.Time);
temp.Add(TValue);
}
tstam.Items.Clear();
foreach (var v in temp)
{
tstam.Items.Add(v);
}
}
}
}
public void onlyNaNValues()
{
List <IBar> bars = new List <IBar>();
for (long i = 0; i <= 10000; i++)
{
IBar bar = new BaseBar(DateTime.Now.AddDays(i), Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN, Decimals.NaN);
bars.Add(bar);
}
BaseTimeSeries series = new BaseTimeSeries("NaN test", bars);
LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 5);
for (int i = series.GetBeginIndex(); i <= series.GetEndIndex(); i++)
{
Assert.AreEqual(Decimals.NaN.ToString(), lowestValue.GetValue(i).ToString());
}
}
public TimeSeriesPropertiesDialog(BaseTimeSeries timeSeriesData)
{
this.timeSeriesData = timeSeriesData;
InitializeComponent();
this.tabControl1.TabPages["tabPageGeneral"].Controls["TextBoxID"].Text = timeSeriesData.Name;
this.tabControl1.TabPages["tabPageGeneral"].Controls["textBoxDescription"].Text = timeSeriesData.Description;
this.tabControl1.TabPages["unitTabPage"].Controls["unitIDTextBox"].Text = timeSeriesData.Unit.ID;
this.tabControl1.TabPages["unitTabPage"].Controls["UnitDescriptionTextBox"].Text = timeSeriesData.Unit.Description;
this.tabControl1.TabPages["unitTabPage"].Controls["ConcersionToSITextBox"].Text = timeSeriesData.Unit.ConversionFactorToSI.ToString();
this.tabControl1.TabPages["unitTabPage"].Controls["offSetToSITextBox"].Text = timeSeriesData.Unit.OffSetToSI.ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionLengthComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.Length).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionMassComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.Mass).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionTimeComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.Time).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["dimensionElectricCurrentComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.ElectricCurrent).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionTemeratureComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.Temperature).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionAmountOfSubstanceComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.AmountOfSubstance).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["LuminousIntensityComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.LuminousIntensity).ToString();
this.tabControl1.TabPages["dimensionTabPage"].Controls["DimensionCurrencyComboBox"].Text = timeSeriesData.Unit.Dimension.GetPower(DimensionBase.Currency).ToString();
//if (this.timeSeriesData.TimeSeriesType == TimeSeriesType.TimeStampBased)
//{
// ((RadioButton)this.tabControl1.TabPages["tabPageGeneral"].Controls["radioButtonIsTimeStamp"]).Checked = true;
// ((RadioButton)this.tabControl1.TabPages["tabPageGeneral"].Controls["radioButtonIsTimeSpan"]).Checked = false;
//}
//else
//{
// ((RadioButton)this.tabControl1.TabPages["tabPageGeneral"].Controls["radioButtonIsTimeStamp"]).Checked = false;
// ((RadioButton)this.tabControl1.TabPages["tabPageGeneral"].Controls["radioButtonIsTimeSpan"]).Checked = true;
//}
}
private void OkButton_Click(object sender, EventArgs e)
{
selectedTimeSeries = timeSeriesGroup.Items[itemSelectionComboBox.SelectedIndex];
Close();
}
public SinkSourceBoundary(BaseTimeSeries ts) : this()
{
TS = ts;
}
