public List <ChartPointPredition> BestPredictions(TimeFrame TFrame, int minMatches, double minPropability)
{
List <ChartPointPredition> LCPBestPredictions = new List <ChartPointPredition>();
List <ChartPointPredition> LCPPredictions = this.GetList(TFrame);
if (LCPPredictions.Count == 0)
{
return(LCPBestPredictions);
}
List <string> LSInUse = (from Ds in ODBlotter.GetData select Ds.PRODUCT).ToList();
for (int i = 0; i < LCPPredictions.Count; i++)
{
ChartPointPredition CPP = LCPPredictions[i];
if (!LSInUse.Contains(CPP.Product) &&
CPP.IsActual &&
CPP.Matches >= minMatches &&
CPP.Propability >= minPropability &&
CPP.Type != ChartPointPredition.Kind.Uncertain &&
CPP.Type != ChartPointPredition.Kind.Average)
{
LCPBestPredictions.Add(CPP);
}
}
return(LCPBestPredictions);
}
private bool TryUpdate(ChartPointPredition CPPrediction)
{
lock (DATA)
{
if (!CPPrediction.IsActual)
{
return(false);
}
if (DATA[CPPrediction.Frame].ContainsKey(CPPrediction.Product))
{
while (!DATA[CPPrediction.Frame].TryUpdate(CPPrediction.Product, CPPrediction, DATA[CPPrediction.Frame][CPPrediction.Product]))
{
;
}
}
else
{
while (!DATA[CPPrediction.Frame].TryAdd(CPPrediction.Product, CPPrediction))
{
;
}
}
return(true);
}
}
public List <ChartPointPredition> GetList(TimeFrame TFrame)
{
if (!DATA.ContainsKey(TFrame))
{
return(null);
}
List <ChartPointPredition> LCPPredictions = new List <ChartPointPredition>();
string[] SAKeys = DATA[TFrame].Keys.ToArray();
for (int i = 0; i < SAKeys.Length; i++)
{
ChartPointPredition CPPrediction;
while (!DATA[TFrame].TryGetValue(SAKeys[i], out CPPrediction))
{
;
}
ChartPointPredition CPP = CPPrediction.Clone();
LCPPredictions.Add(CPP);
}
return(LCPPredictions);
}
public void Predict(TimeFrame TFrame, double[] IASymiliarities)
{
if (this.AvalaibleMeans() <= 0)
{
return;
}
//int iMinutes = ABBREVIATIONS.ToMinutes(TFrame);
List <string> LSLiquids = ANALYSIS.GetLiquids(ARCHIVE.GetProducts(), ORBlotter, 60, 30, dSpreadFactor, TFrame); //Chooce only those products whose Activity in last 5 minutes is above 0.5 of spread //List<string> LSLiquidsLive = ANALYSIS.GetLiquidsLive(ORBlotter, 50, 3, 0.2, TFrame);
if (LSLiquids.Count < 10 && dSpreadFactor > 0.35)
{
dSpreadFactor -= 0.0025;
}
else if (LSLiquids.Count > 20)
{
dSpreadFactor += 0.0025;
}
//List<Thread> LThrdLiquid = new List<Thread>();
foreach (string product in LSLiquids)//ORBlotter.GetProducts)
{
//LThrdLiquid.Add(new Thread(delegate() {
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
ChartPoint CPLAst = LCPoints.Last();
List <ChartPoint> LCPointsSpecified = ORBlotter.Archive.Get(product, TFrame, IASymiliarities.Length);
if (LCPointsSpecified != null)
{
ChartPointPredition CPPrediction = ANALYSIS.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, ORBlotter.Get(product).Decimals, IASymiliarities);
ChartPointPredition.Kind CPPKind = CPPrediction.Prognosis();
if (CPPKind != ChartPointPredition.Kind.Uncertain)
{
this.TryUpdate(CPPrediction);
}
}
// }));
// LThrdLiquid.Last().Priority = ThreadPriority.BelowNormal;
// LThrdLiquid.Last().Start();
}
//foreach (Thread Thrd in LThrdLiquid) Thrd.Join();
}
/// <summary>
/// Clones object without list and sub classes
/// </summary>
/// <returns>Clonned dumb object.</returns>
public ChartPointPredition Clone()
{
ChartPointPredition CPP = new ChartPointPredition();
/*CPP.ABBREVIATION = ABBREVIATION;
* CPP.ANALISIS = ANALISIS;*/
CPP.bAnalised = bAnalised;
//CPP.CPOrigin = CPOrigin;
CPP.dBase = dBase;
CPP.dBaseDeviation = dBaseDeviation;
CPP.dChange = dChange;
CPP.dChangeDeviation = dChangeDeviation;
CPP.dPeak = dPeak;
CPP.dPeakDeviation = dPeakDeviation;
CPP.dPropability = dPropability;
CPP.dPropabilityDown = dPropabilityDown;
CPP.dPropabilityEqual = dPropabilityEqual;
CPP.dPropabilityUp = dPropabilityEqual;
CPP.dPropabilityUp = dPropabilityUp;
CPP.DTPredictedTime = DTPredictedTime;
CPP.iMinutesPredicted = iMinutesPredicted;
CPP.iStrength = iStrength;
CPP.KType = KType;
CPP.dMatches = dMatches;
/*CPP.LDBasesChangesAverage = LDBasesChangesAverage;
* CPP.LDBasesChangesDown = LDBasesChangesDown;ss
* CPP.LDBasesChangesUp = LDBasesChangesUp;
* CPP.LDChangesAverage = LDChangesAverage;
* CPP.LDChangesDown = LDChangesUp;
* CPP.LDMatchCommons = LDMatchCommons;
* CPP.LDPeaksChangesAverage = LDPeaksChangesDown;
* CPP.LDPeaksChangesUp = LDPeaksChangesUp;
* CPP.LLDSets = LLDSets;*/
CPP.sProduct = sProduct;
CPP.TFrame = TFrame;
return(CPP);
}
private void TimrControls_Tick(object sender, EventArgs e)
{
int InLbxPairs = LbxCCYPairs.Items.Count;
int InLbxDeals = LbxDealsOpened.Items.Count;
List <Rates> LRATES = ORBlotter.GetData;
List <Deals> LDEALS = ODBlotter.GetData;
int LRCount = LRATES.Count;
if (InLbxPairs < LRCount)
{
if (InLbxPairs > 0)
{
LbxCCYPairs.Items.Clear();
}
for (int i = 0; i < LRCount; i++)
{
LbxCCYPairs.Items.Add(LRATES[i].CCY_Pair);
}
}
if (LbxDealsOpened.SelectedIndex >= 0)
{
Deals DEAL = ODBlotter.Get(LbxDealsOpened.SelectedItem.ToString());
TbxDealPair.Text = DEAL.PRODUCT;
if (DEAL.BUY)
{
TbxDealKind.Text = "BUY ";
}
else
{
TbxDealKind.Text = "SELL";
}
TbxDealProfitOrLoss.Text = AUTOTREADER.ConvertToUSD(DEAL.PRODUCT, DEAL.BUY, ACCOUNT.CalculateProfitOrLoss(DEAL, ORBlotter.Get(DEAL.PRODUCT))) + "";
ChartPointPredition CPP = AUTOTREADER.TryGet(DEAL.PRODUCT, TimeFrame.ONE_MINUTE);
if (CPP == null || CPP.Type == ChartPointPredition.Kind.Uncertain || !CPP.IsActual)
{
TbxDealPredictionKind.Text = "Uncertain";
TbxDealPredictionPercentage.Text = "";
TbxDealPredictionValue.Text = "";
}
else
{
if (CPP.Type == ChartPointPredition.Kind.Average)
{
TbxDealPredictionKind.Text = "Average";
}
else if (CPP.Type == ChartPointPredition.Kind.Down)
{
TbxDealPredictionKind.Text = "Down";
}
else if (CPP.Type == ChartPointPredition.Kind.Up)
{
TbxDealPredictionKind.Text = "Up";
}
TbxDealPredictionPercentage.Text = Math.Round(CPP.Propability, 2).ToString();
TbxDealPredictionValue.Text = Math.Round(CPP.Change, 5).ToString();
}
}
if (this.IsConnected())
{
this.UpdateMargin();
this.UpdateAction();
}
if (!OSBlotter.IsLoaded)
{
BtnAutoTrader.Enabled = false;
BtnBuy.Enabled = false;
BtnClose.Enabled = false;
BtnSell.Enabled = false;
}
else
{
BtnAutoTrader.Enabled = true;
BtnBuy.Enabled = true;
BtnClose.Enabled = true;
BtnSell.Enabled = true;
}
}
