private static void AddParameters(IndicatorSource indicatorSource, FunctionCall createIndicatorCall)
{
foreach (var param in indicatorSource.Parameters)
{
switch (param)
{
case BoolParameter boolParam:
createIndicatorCall.AddParameter(boolParam.Value ? "true" : "false");
break;
case IntParameter intParam:
createIndicatorCall.AddParameter(intParam.Value.ToString());
break;
case StringParameter stringParam:
createIndicatorCall.AddParameter($"\"{stringParam.Value}\"");
break;
case ExternalParameter externalParam:
createIndicatorCall.AddParameter($"instance.parameters.{externalParam.Value}");
break;
case DoubleParameter doubleParam:
createIndicatorCall.AddParameter(doubleParam.Value.ToLuaDoubleString());
break;
default:
throw new NotImplementedException();
}
}
}
private void AddIndicatorToList(List <Indicator> list, IndicatorSource source)
{
list.Add(new Indicator()
{
Name = source.Name.ToUpper(),
VariableName = source.Id ?? sourceIdGenerator.Generate(source)
});
}
private IndicatorValueViewModel BuildIndicatorTypeValue(Guid leadId, string serializedValue, IndicatorType type,
IndicatorSource dataSource)
{
var value = _serializer.Deserialize(type.ValueType, serializedValue);
return(new IndicatorValueViewModel {
LeadId = leadId, Value = value, Type = type, Source = dataSource
});
}
public IMetaSource Create(Source source)
{
if (source == null)
{
return(new MainInstrumentSource());
}
switch (source.SourceType)
{
case Source.INDICATOR:
{
if (source.IndicatorSource == null)
{
var sourceBuilder = new SourceParser(model);
if (source.IndicatorSourceId != null)
{
source.IndicatorSource = sourceBuilder.Parse(source.IndicatorSourceId);
}
else
{
source.IndicatorSource = new FormulaItem()
{
ValueType = FormulaItem.STREAM,
StreamType = FormulaItem.INSTRUMENT
};
}
}
var newSource = new IndicatorSource()
{
Name = source.Name,
Id = source.Id,
Source = Create(source.IndicatorSource)
};
if (source.Parameters != null)
{
foreach (var param in source.Parameters)
{
newSource.Parameters.Add(MetaParameterFactory.Create(param));
}
}
return(newSource);
}
case Source.INSTRUMENT:
{
return(new InstrumentSource()
{
Id = source.Id,
PriceType = ParsePriceType(source.PriceType),
Timeframe = source.Timeframe
});
}
default:
throw new NotImplementedException();
}
}
public override void Assign(IndicatorBase ind)
{
base.Assign(ind);
SingleValueIndicator svi = ind as SingleValueIndicator;
if (svi != null)
{
Source = svi.Source;
}
}
private IndicatorSource[] GetAllDataSources()
{
return(IndicatorSource.GetAll().OrderBy(x => x.DisplayName).ToArray());
}
/// <summary>
/// Generate code for indicator source.
/// </summary>
/// <param name="source">Source</param>
/// <exception cref="NotSupportedSourceException">When indicator is not supported.</exception>
/// <returns>Generated code</returns>
public static string Generate(IndicatorSource source)
{
switch (source.Name.ToUpper())
{
case "MVA":
{
var period = GetIntParamValue(source.Parameters, "period", 7, 0);
return($"{source.Id} = sma({FormatSource(source.Source, "close")}, {period})");
}
case "RSI":
{
var period = GetIntParamValue(source.Parameters, "period", 7, 0);
return($"{source.Id} = rsi({FormatSource(source.Source, "close")}, {period})");
}
case "MACD":
{
var fastlen = GetIntParamValue(source.Parameters, "fastlen", 12, 0);
var slowlen = GetIntParamValue(source.Parameters, "slowlen", 26, 1);
var siglen = GetIntParamValue(source.Parameters, "siglen", 9, 2);
return($"[{source.Id}_macd, {source.Id}_signal, {source.Id}_hist] = macd({FormatSource(source.Source, "close")}, {fastlen}, {slowlen}, {siglen})");
}
case "STOCHASTIC":
{
var close = FormatSource(source.Source, "close");
var high = FormatSource(source.Source, "high");
var low = FormatSource(source.Source, "low");
var length = GetIntParamValue(source.Parameters, "length", 3, 0);
var periodK = GetIntParamValue(source.Parameters, "periodK", 5, 1);
var periodD = GetIntParamValue(source.Parameters, "periodD", 3, 2);
return(new StringBuilder()
.AppendLine($"{source.Id}_k = sma(stoch({close}, {high}, {low}, {length}), {periodK})")
.Append($"{source.Id}_d = sma({source.Id}_k, {periodD})")
.ToString());
}
case "BB":
{
var period = GetIntParamValue(source.Parameters, "period", 20, 0);
var dev = GetDoubleParamValue(source.Parameters, "dev", 2.0, 1);
return(new StringBuilder()
.AppendLine($"{source.Id}_middle_band = sma(close, {period})")
.AppendLine($"{source.Id}_sma_deviation = {dev} * stdev(close, {period})")
.AppendLine($"{source.Id}_TL = {source.Id}_middle_band + {source.Id}_sma_deviation")
.Append($"{source.Id}_BL = {source.Id}_middle_band - {source.Id}_sma_deviation")
.ToString());
}
case "SAR":
{
var step = GetDoubleParamValue(source.Parameters, "step", 0.02, 0);
var max = GetDoubleParamValue(source.Parameters, "max", 0.2, 1);
return($"{source.Id} = sar({step}, {step}, {max})");
}
case "ATR":
{
var period = GetIntParamValue(source.Parameters, "period", 14, 0);
return($"{source.Id} = atr({period})");
}
case "CCI":
{
var period = GetIntParamValue(source.Parameters, "period", 14, 0);
return($"{source.Id} = cci({FormatSource(source.Source, "close")}, {period})");
}
case "EMA":
{
var period = GetIntParamValue(source.Parameters, "period", 10, 0);
return($"{source.Id} = ema({FormatSource(source.Source, "close")}, {period})");
}
case "SWMA":
{
return($"{source.Id} = swma({FormatSource(source.Source, "close")})");
}
case "TSI":
{
var shortPeriod = GetIntParamValue(source.Parameters, "shortPeriod", 7, 0);
var longPeriod = GetIntParamValue(source.Parameters, "longPeriod", 14, 0);
return($"{source.Id} = tsi({FormatSource(source.Source, "close")}, {shortPeriod}, {longPeriod})");
}
case "VWAP":
{
return($"{source.Id} = vwap({FormatSource(source.Source, "close")})");
}
case "VWMA":
{
var period = GetIntParamValue(source.Parameters, "period", 15, 0);
return($"{source.Id} = vwma({FormatSource(source.Source, "close")}, {period})");
}
case "WMA":
{
var period = GetIntParamValue(source.Parameters, "period", 14, 0);
return($"{source.Id} = wma({FormatSource(source.Source, "close")}, {period})");
}
}
throw new NotSupportedSourceException($"Indicator {source.Name} is not supporeted in Pine Script yet");
}
