public async Task AllTogether()
{
var configRepo = new ConfigRepository(new List <IExchangeConfig> {
new KrakenConfig()
}.ToArray());
var config = await configRepo.Get();
config[AltName].GroupMinutes = 15;
config[AltName].GroupForLongMacdMinutes = 60;
_dt = DateTime.Now.AddHours(-26);
var trades = (await _tradeRepository.LoadTrades(AltName, _dt)).ToList();
var grouped = trades.GroupAll(config[AltName].GroupMinutes, GroupBy.Minute).ToList();
var macd = grouped.Macd(config[AltName].MacdSlow, config[AltName].MacdFast, config[AltName].MacdSignal).ToList();
var rsi = grouped.RelativeStrengthIndex(config[AltName].RsiEmaPeriods);
var grouped2 = trades.GroupAll(config[AltName].GroupForLongMacdMinutes, GroupBy.Minute).ToList();
var macd2 = grouped2.Macd(config[AltName].MacdSlow, config[AltName].MacdFast, config[AltName].MacdSignal).ToList();
var lines = (from m in macd
join r in rsi on m.DateTime equals r.DateTime
join g in grouped on m.DateTime equals g.DateTime
join m2 in macd2 on m.DateTime equals m2.DateTime into gm2
from m2 in gm2.DefaultIfEmpty()
select $"{m.DateTime},{r.Price},{m.Macd},{m.Signal},{g.Volume},{g.Price},{g.PriceMin},{g.PriceMax},{m2?.Macd},{m2?.Signal}").ToList();
lines.Insert(0, "Date,RSI,MACD,Signal,Volume,PriceAvg,PriceMin,PriceMax,MACD2,Signal2");
Write("macd_rsi", lines);
}
public async Task LoadTradesTask()
{
var repo = new TradeRepository();
var result = await repo.LoadTrades("XBTUSD", new DateTime(2017, 11, 02, 11, 40, 00),
new DateTime(2017, 11, 03, 11, 40, 00));
Assert.That(result.Any(), Is.True);
}
private async Task <decimal> SetupTradeService(string pair, DateTime start, DateTime end)
{
var real = new TradeRepository();
var config = _container.Resolve <Config>();
trades = (await real.LoadTrades(pair, start.AddHours(-config.Pairs[pair].LoadHours), end)).ToList();
var repo = _container.Resolve <ITradeRepository>();
repo.LoadTrades(Arg.Any <string>(), Arg.Any <DateTime>(), Arg.Any <DateTime>())
.Returns(args =>
{
var startDate = Convert.ToDateTime((object)args[1]).AddHours(-config.Pairs[pair].LoadHours);
var endDate = Convert.ToDateTime((object)args[2]);
return(trades.Where(x => x.DateTime > startDate && x.DateTime < endDate));
});
return(trades.Last().Price);
}