private void Test01()
{
CSChartManager cscm = new CSChartManager();
CSChart csc = cscm.GetCSChart("USDJPY");
TTChart ttc = new TTChart(csc);
MAChart mac = new MAChart(ttSec => ttc.GetPrice(ttSec).Mid, 10, 60);
Console.WriteLine(mac.GetPrice(TTCommon.DateTimeToTTSec(20200401000000)));
}
private void Test01_a(int dateStart, int dateEnd)
{
for (int maDay = 5; maDay <= 30; maDay += 5)
{
List <Info> infos = new List <Info>();
CSChartManager cscm = new CSChartManager();
CSChart csc = cscm.GetCSChart("USDJPY");
TTChart ttc = new TTChart(csc);
MAChart mac = new MAChart(ttSec => ttc.GetPrice(ttSec).Mid, 60 * 24 * maDay, 60);
for (int date = dateStart; date <= dateEnd;)
{
int nextDate = date;
do
{
nextDate = DateToDay.ToDate(DateToDay.ToDay(nextDate) + 1);
}while ("土日".Contains(DateTimeUnit.FromDate(nextDate).GetWeekday()));
int bNextDate = Test01_b(nextDate, date, csc);
long dt = date * 1000000L + 90000;
long bNextDt = bNextDate * 1000000L + 90000;
// ----
infos.Add(new Info()
{
MvAvgPrice = mac.GetPrice(TTCommon.DateTimeToTTSec(dt)),
Price = csc.GetPrice(dt).Mid,
NextDayPrice = csc.GetPrice(bNextDt).Mid,
});
// ----
date = nextDate;
}
using (CsvFileWriter writer = new CsvFileWriter(string.Format(@"C:\temp\maDay={0}.csv", maDay)))
{
foreach (Info info in infos)
{
writer.WriteCell(info.Price.ToString("F9"));
writer.WriteCell(info.MvAvgPrice.ToString("F9"));
writer.WriteCell(info.NextDayPrice.ToString("F9"));
writer.WriteCell((info.MvAvgPrice / info.Price).ToString("F9"));
writer.WriteCell((info.NextDayPrice / info.Price).ToString("F9"));
writer.EndRow();
}
}
}
}
public void Test01()
{
CSChartManager cscm = new CSChartManager();
CSChart csc = cscm.GetCSChart("USDJPY");
TTChart ttc = new TTChart(csc);
MAChart mac = new MAChart(ttSec => ttc.GetPrice(ttSec).Mid, 10, 60);
for (int c = 0; c < 100; c++)
{
long ttSec = TTCommon.DateTimeToTTSec(20191101060000) + c * 60;
Console.WriteLine(ttc.GetPrice(ttSec).Mid.ToString("F9") + " " + mac.GetPrice(ttSec).ToString("F9"));
}
}
private void MakeDataFile(string currPair)
{
Console.WriteLine("currPair: " + currPair); // test cout
CSChartManager cscm = new CSChartManager();
CSChart csc = cscm.GetCSChart(currPair);
TTChart ttc = new TTChart(csc);
MAChart[] macs = new MAChart[MA_DAYS.Length];
for (int index = 0; index < MA_DAYS.Length; index++)
{
macs[index] = new MAChart(ttSec => ttc.GetPrice(ttSec).Mid, 60 * 24 * MA_DAYS[index], 60);
}
long ttSecSt = TTCommon.DateTimeToTTSec(this.DateTimeSt);
long ttSecEd = TTCommon.DateTimeToTTSec(this.DateTimeEd);
Pulser pulser = new Pulser();
using (CsvFileWriter writer = new CsvFileWriter(Path.Combine(W_DIR, currPair + ".csv")))
{
for (long ttSec = ttSecSt; ttSec <= ttSecEd; ttSec += 60)
{
if (pulser.Invoke())
{
Console.WriteLine(TTCommon.TTSecToDateTime(ttSec) + " @ " + DateTime.Now); // test cout
}
writer.WriteCell(TTCommon.TTSecToDateTime(ttSec).ToString());
writer.WriteCell(ttSec.ToString());
writer.WriteCell(ttc.GetPrice(ttSec).Low.ToString("F9"));
writer.WriteCell(ttc.GetPrice(ttSec).Hig.ToString("F9"));
writer.WriteCell(ttc.GetPrice(ttSec).Mid.ToString("F9"));
foreach (MAChart mac in macs)
{
writer.WriteCell(mac.GetPrice(ttSec).ToString("F9"));
}
writer.EndRow();
}
}
Console.WriteLine("done"); // test cout
}
public MacInfo(int secSpan, int step)
{
if (secSpan < Consts.MA_SEC_SPAN_MIN || Consts.MA_SEC_SPAN_MAX < secSpan)
{
throw new ArgumentException("Bad secSpan: " + secSpan);
}
if (step < Consts.MA_STEP_MIN || Consts.MA_STEP_MAX < step)
{
throw new ArgumentException("Bad step: " + step);
}
if (secSpan % step != 0)
{
throw new ArgumentException("Bad secSpan, step: " + secSpan + ", " + step);
}
this.Mac = new MAChart(ttSec => ChartSrvc.I.Ttc.GetPrice(ttSec).Mid, secSpan / step, step);
this.SecSpan = secSpan;
this.Step = step;
}
