private void peak(
kdata k,
Func <kdatapoint, kdatapoint, kdatapoint, bool> cmp,
Func <kdatapoint, sValue <double> > ret,
crosstype confirmcross,
PEAK_TYPE type,
int distance,
bool reconfirm)
{
var count = k.Count;
for (var i = distance + 1; i < count - distance; ++i)
{
var j = 1;
for (; j <= distance; ++j)
{
if (!cmp(k[i], k[i - j], k[i + j]))
{
break;
}
}
if (j > distance)
{
Add(ret(k[i]));
}
}
if (reconfirm)
{
confirm(k, confirmcross, type);
}
}
public PEAK(kdata data, Func <kdatapoint, double> f, PEAK_TYPE type, int distance = 5, bool reconfirm = true)
{
switch (type)
{
case PEAK_TYPE.low:
{
peak(data,
(a, prev, next) => f(a) <= f(prev) && f(a) <= f(next),
p => new sValue <double>(p.date, f(p)),
crosstype.gold,
type,
distance,
reconfirm);
break;
}
case PEAK_TYPE.high:
{
peak(data,
(a, prev, next) => f(a) >= f(prev) && f(a) >= f(next),
p => new sValue <double>(p.date, f(p)),
crosstype.dead,
type,
distance,
reconfirm);
break;
}
default:
break;
}
}
public PEAK(kdata data, PEAK_TYPE type, int distance = 5, bool reconfirm = true)
{
switch (type)
{
case PEAK_TYPE.low:
{
peak(data,
(a, prev, next) => a.low <= prev.low && a.low <= next.low,
p => new sValue <double>(p.date, p.low),
crosstype.gold,
type,
distance,
reconfirm);
break;
}
case PEAK_TYPE.high:
{
peak(data,
(a, prev, next) => a.high >= prev.high && a.high >= next.high,
p => new sValue <double>(p.date, p.high),
crosstype.dead,
type,
distance,
reconfirm);
break;
}
default:
break;
}
}
void confirm(kdata k, crosstype confirmcross, PEAK_TYPE type)
{
var crosses = new MACD(k.close()).cross();
var list = new List <sValue <double> >();
DateTime?lastcrossdate = null;
foreach (var peak in this)
{
var cross = crosses.FirstOrDefault(p => p.value.Date >= peak.Date);
if (cross != null)
{
if (cross.type != confirmcross)
{
cross = crosses.FirstOrDefault(p => p.value.Date > peak.Date);
}
if (cross.type == confirmcross)
{
if (lastcrossdate == cross.value.Date)
{
switch (type)
{
case PEAK_TYPE.high:
if (peak.Value > list[list.Count - 1].Value)
{
list.RemoveAt(list.Count - 1);
list.Add(peak);
}
break;
case PEAK_TYPE.low:
if (peak.Value < list[list.Count - 1].Value)
{
list.RemoveAt(list.Count - 1);
list.Add(peak);
}
break;
}
}
else
{
list.Add(peak);
}
lastcrossdate = cross.value.Date;
}
}
}
Clear();
AddRange(list);
}
