public static double CalcTrueRange(XCandle prevDay, XCandle currentDay)
{
var d = new double[3];
d[0] = (double)(prevDay.HighPrice - prevDay.ClosePrice);
d[1] = Math.Abs((double)(prevDay.ClosePrice - currentDay.HighPrice));
d[2] = Math.Abs((double)(prevDay.ClosePrice - currentDay.LowPrice));
return(d.Max());
}
public void Add(XCandle candle, T res)
{
/*if (m_results.ContainsKey(candle))
* {
* var x = m_results[candle];
* Console.WriteLine(candle.Timestamp);
* return;
* }*/
m_results[candle] = res;
//m_results.Add(candle, res);
}
public int Compare(XCandle x, XCandle y)
{
if (x.Timestamp < y.Timestamp)
{
return(-1);
}
else if (x.Timestamp > y.Timestamp)
{
return(+1);
}
else
{
return(0);
}
}
public List <XCandle> ReadCandles(string exchange, string symbol, int minutes)
{
var result = new List <XCandle>();
string filename = string.Format("candles_{0}_{1}_{2}", exchange, symbol, GetBarPeriod(minutes * 60));
var fin = new InputFile <XCandle>(filename, Folder.crypto_folder, false);
string line;
while ((line = fin.ReadLine()) != null)
{
var candle = new XCandle();
Reflection.SetPropertyValues <XCandle>(candle, line);
result.Add(candle);
//Console.WriteLine(candle);
}
fin.Close();
return(result);
}
public BacktestTrade(OrderSide side, decimal price, XCandle candle)
{
Side = side;
Price = price;
Candle = candle;
}
