public bool AlternateProduct(OpenRatesBlotter ORBlotter, TimeFrame TFrame, int count, string product, ref int shift, ref int shiftAlternative, int maxShift, ref string alternative, ref string counterAlternative)
{
List <string> LSProd = ARCHIVE.GetProducts();
int iLCPCount = ARCHIVE.GetDATACount(TFrame, product);
int iLastPoints = count;
int iStartIdx = iLCPCount - iLastPoints;
Rates RATE = ORBlotter.Get(product);
int iDecimals = RATE.Decimals;
double dBestCompare = double.MinValue;
double dWorstCompare = double.MaxValue;
alternative = counterAlternative = "";
foreach (string sP in LSProd)
{
if (sP == product)
{
continue;
}
Rates RATESecond = ORBlotter.Get(sP);
int iDecimalsSecond = RATESecond.Decimals;
int iLCPCountSecondary = ARCHIVE.GetDATACount(TFrame, sP);
List <ChartPoint> LCPPrimary = ARCHIVE.GetDATA(TFrame, product, iStartIdx, iLastPoints);
List <ChartPoint> LCPSecondary = ARCHIVE.GetDATA(TFrame, sP, iLCPCountSecondary - iLastPoints, iLastPoints);
int iShift = 0;
double dCompaison = this.CompareCharts(LCPPrimary, LCPSecondary, iDecimals, iDecimalsSecond, maxShift, ref iShift);
if (dCompaison > dBestCompare)
{
dBestCompare = dCompaison;
alternative = sP;
shift = iShift;
}
if (dCompaison < dWorstCompare)
{
dWorstCompare = dCompaison;
counterAlternative = sP;
shiftAlternative = iShift;
}
}
if (shift != 0 || alternative == "" || counterAlternative == "")
{
return(false);
}
else
{
return(true);
}
}
public double Spread(Rates RATE)
{
double dSpread = RATE.Spread;
double pipValue = Math.Pow(10, -RATE.Decimals);
dSpread += ACCOUNT.OpeningHazard * pipValue;
dSpread += ACCOUNT.SqueringHazard * pipValue;
return(dSpread);// (int)(dSpread / pipValue);
}
/// <summary>
/// Removes Deals from class and from DATABASE
/// </summary>
/// <param name="DealReference">Reference or DealID of deal that will be removed.</param>
public void Remove(string CCY_Pair)
{
Rates RATE = this.Get(CCY_Pair);
DATA.Remove(RATE);
LSProducts.Remove(RATE.CCY_Pair);
// while (!DATA.TryTake(out RATE)) ;
}
public List <ChartPoint> Get(string product, TimeFrame TFrame, int deep)
{
if (!DATA.ContainsKey(product))
{
return(null);
}
int iMinutes = ABBREVIATIONS.ToMinutes(TFrame);
List <Rates> LRData = this.TryGet(product);
if (LRData.Count < 2)
{
return(null);
}
Rates RATE = LRData[LRData.Count - 1];
if (RATE == null)
{
RATE = LRData[LRData.Count - 2];
}
DateTime DTNow = RATE.TimeGMT;
List <ChartPoint> LCPoints = new List <ChartPoint>();
for (int i = 0; i < deep; i++)
{
DateTime DTEnd = DTNow.AddMinutes(-i);
DateTime DTStart = DTNow.AddMinutes(-(i + 1));
List <Rates> LRChartData = this.Get(product, DTStart, DTEnd, 5);
if (LRChartData == null || LRChartData.Count <= (iMinutes * 12)) //12 points per minute / 1 pint per second
{
return(null);
}
LRChartData = LRChartData.OrderBy(R => R.Time).ToList();
double OPEN = LRChartData.First().BID;
double CLOSE = LRChartData.Last().BID;
double HIGH = LRChartData.Max(R => R.BID);
double LOW = LRChartData.Min(R => R.BID);
DateTime DTime = LRChartData.Last().TimeGMT;
LCPoints.Add(new ChartPoint(CLOSE, OPEN, HIGH, LOW, DTime));
}
return(LCPoints);
}
public int SpreadPips(Rates RATE, bool hazard)
{
double dSpread = RATE.Spread;
double pipValue = Math.Pow(10, -RATE.Decimals);
if (hazard)
{
dSpread += ACCOUNT.OpeningHazard * pipValue;
dSpread += ACCOUNT.SqueringHazard * pipValue;
}
return((int)(dSpread / pipValue));
}
public Rates Get(string CCY_Pair)
{
Rates RATE = null;// DATA.FirstOrDefault(R => R.CCY_Pair == CCY_Pair);
for (int i = 0; i < this.Count; i++)
{
if (DATA[i].CCY_Pair == CCY_Pair)
{
RATE = DATA[i];//.Clone();
}
}
return(RATE);
}
private void UpdateAction()
{
if (LbxCCYPairs.SelectedItem == null)
{
return;
}
string PRODUCT = LbxCCYPairs.SelectedItem.ToString();
Rates RATE = ORBlotter.Get(PRODUCT);
TbxASK.Text = ABBREVIATIONS.ToString(RATE.ASK, RATE.Decimals);
TbxBID.Text = ABBREVIATIONS.ToString(RATE.BID, RATE.Decimals);
}
public List <Rates> Get(string product, DateTime DTStartGMT, DateTime DTEndGMT, int secondsDeviation)
{
List <Rates> LRMatches = new List <Rates>();
if (!DATA.ContainsKey(product))
{
return(LRMatches);
}
List <Rates> LRData = this.TryGet(product);
DateTime DTMin = DateTime.Now.AddYears(100);
DateTime DTMax = DateTime.Now.AddYears(-100);
for (int i = LRData.Count - 1; i >= 0; i--)
{
Rates RATE = LRData[i];
DateTime DTCurrentGMT = RATE.TimeGMT;
if (DTCurrentGMT >= DTStartGMT && DTCurrentGMT <= DTEndGMT)
{
LRMatches.Add(RATE);
if (DTCurrentGMT > DTMax)
{
DTMax = DTCurrentGMT;
}
else if (DTCurrentGMT < DTMin)
{
DTMin = DTCurrentGMT;
}
}
if (DTCurrentGMT < DTStartGMT)
{
break;
}
}
if (DTMin.AddSeconds(-secondsDeviation) > DTStartGMT)
{
return(null);
}
else if (DTMax.AddSeconds(secondsDeviation) < DTEndGMT)
{
return(null);
}
LRMatches.Reverse();
return(LRMatches);
}
public Rates Get(int CCY_Token)
{
//Rates RATE = DATA.FirstOrDefault(R => R.CCY_Token == CCY_Token);
Rates RATE = null;// DATA.FirstOrDefault(R => R.CCY_Pair == CCY_Pair);
for (int i = 0; i < this.Count; i++)
{
if (DATA[i].CCY_Token == CCY_Token)
{
RATE = DATA[i].Clone();
}
}
return(RATE);
}
/// <summary>
/// Adds or Replaces RATE with specified CCY_Pair name
/// </summary>
/// <param name="RATE">Rates that have to be instert or replaced.</param>
public void Add(Rates RATE)
{
int index = DATA.FindIndex(R => R.CCY_Pair == RATE.CCY_Pair);
if (index < 0 || index > DATA.Count)
{
DATA.Add(RATE);
LSProducts.Add(RATE.CCY_Pair);
}
else
{
DATA[index] = RATE;
}
ArchiveDATA.Add(RATE);
}
public double Spread(Rates RATE, int pipsGain, bool hazard)
{
double dSpread = RATE.Spread;
double pipValue = Math.Pow(10, -RATE.Decimals);
if (hazard)
{
dSpread += ACCOUNT.OpeningHazard * pipValue;
dSpread += ACCOUNT.SqueringHazard * pipValue;
}
if (pipsGain > 0)
{
dSpread += pipsGain * pipValue;
}
return(dSpread);// (int)(dSpread / pipValue);
}
public Rates Clone()
{
Rates RATE = new Rates();
RATE.American = American;
RATE.ASK = ASK;
RATE.BID = BID;
RATE.CCY_Token = CCY_Token;
RATE.CCY_Pair = CCY_Pair;
RATE.CLOSE = CLOSE;
RATE.Dealable = Dealable;
RATE.Decimals = Decimals;
RATE.HIGH = HIGH;
RATE.LOW = LOW;
RATE.Time = Time;
return(RATE);
}
public double ConvertToUSD(string PRODUCT, bool BUY, double amount)
{
//Thread.CurrentThread.CurrentCulture = new CultureInfo("en-GB");
var SETTINGS = OSBlotter.Get(PRODUCT);
string sPrimary = PRODUCT.Substring(0, 3);
string sSecondary = PRODUCT.Substring(4, 3);
string sContract = SETTINGS.ContractProduct;
string sCounter = SETTINGS.CounterProduct;
double dContractRate = 0;
double dCost;
if (sContract == sCounter && sSecondary == "USD")
{
return(Math.Round(amount, 2));
}
Rates RATE_Counter = ORBlotter.Get(sCounter);
if (RATE_Counter == null)
{
return(double.NaN);
}
if (BUY)
{
dContractRate = RATE_Counter.ASK;
}
else
{
dContractRate = RATE_Counter.BID;
}
dCost = amount / dContractRate;
return(Math.Round(dCost, 2));
}
public double CalculateProfitOrLoss(Deals DEAL, Rates RATE)
{
double MarginBalance = 0;
if (RATE == null || DEAL == null)
{
return(MarginBalance);
}
double rateOld = DEAL.RATE;
double rateNew;
if (DEAL.BUY)
{
rateNew = RATE.BID;
}
else
{
rateNew = RATE.ASK;
}
//double OnePip = Math.Pow(10, -RATE.Decimals);
//double PipValue = (OnePip / rateCurrent) * CONTRACT;
//double SpreadRatePips = Math.Round((rateCurrent - rateOld) / OnePip, 0);
//double ProfitOrLost = SpreadRatePips * PipValue;// *rateCurrent; WTF ?
double spread = Math.Round((rateNew - rateOld), RATE.Decimals);
double ProfitOrLost = DEAL.CONTRACT * spread;
MarginBalance = ProfitOrLost;
return(MarginBalance);
}
public List <string> GetLiquids(List <string> LSProducts, OpenRatesBlotter ORBlotter, double minPercentage, int deep, double spreadFactor, TimeFrame TFrame)
{
List <string> LSLiquidProducts = new List <string>();
foreach (string product in ARCHIVE.GetProducts())
{
Rates RATE = ORBlotter.Get(product);
int iMinutesFrame = ABBREVIATIONS.ToMinutes(TFrame);
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
DateTime DTLast100 = ABBREVIATIONS.GreenwichMeanTime.AddMinutes(-deep * iMinutesFrame);
List <ChartPoint> LCPLast100 = (from CP in LCPoints where CP.Time > DTLast100 select CP).ToList();
if (this.LiquidPercentage(LCPLast100, RATE, spreadFactor) > minPercentage)
{
LSLiquidProducts.Add(product);
}
}
return(LSLiquidProducts);
}
public bool Rates(List <string> SLDecodedData, ref OpenRatesBlotter ORBlotter)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-GB");
bool ResponseRecived = false;
int count = SLDecodedData.Count;
int KEY = -1;
bool BlockFound = false;
bool UpdateFound = false;
int position = -1;
int i;
for (i = 0; i < count; i++)
{
string PART = SLDecodedData[i];
int length = PART.Length;
BlockFound = false;
UpdateFound = false;
if (PART.Contains("BUP") || PART.Contains("DEAL") || PART.Contains("ORD"))
{
}
if ((position = PART.IndexOf("\r")) >= 0)
{
PART = PART.Substring(position + 1, length - (position + 1));
length = PART.Length;
ResponseRecived = true;
}
if (length == 0)
{
continue;
}
if (!(PART.Contains("/") && length == 7) && (PART[0] == 'S' || PART[0] == '$' || PART[0] == 'R')) //Delimiters !PART.Contains("/") &&
{
string SUB = PART.Substring(1, length - 1);
int CCY_Token = int.Parse(SUB);
if (PART.Contains("R"))
{
UpdateFound = true;
}
else
{
BlockFound = true;
}
KEY = CCY_Token;
}
if (BlockFound)
{
if (SLDecodedData.Count <= (i + 9))
{
break;
}
Rates RATE = new AsmodatForexEngineAPI.Rates();
RATE.CCY_Token = KEY;
RATE.CCY_Pair = SLDecodedData[i + 1];
RATE.BID = double.Parse(SLDecodedData[i + 2]);
RATE.ASK = double.Parse(SLDecodedData[i + 3]);
RATE.HIGH = double.Parse(SLDecodedData[i + 4]);
RATE.LOW = double.Parse(SLDecodedData[i + 5]);
RATE.Dealable = false;
RATE.American = false;
if (SLDecodedData[i + 6] == "D")
{
RATE.Dealable = true;
}
if (SLDecodedData[i + 7] == "A")
{
RATE.American = true;
}
RATE.Decimals = int.Parse(SLDecodedData[i + 8]);
RATE.CLOSE = double.Parse(SLDecodedData[i + 9]);
ORBlotter.Add(RATE);
i += 9;
}
else if (UpdateFound)
{
if (SLDecodedData.Count <= (i + 4))
{
break;
}
double BID = double.Parse(SLDecodedData[i + 1]);
double ASK = double.Parse(SLDecodedData[i + 2]);
bool Dealable = false;
if (SLDecodedData[i + 3] == "D")
{
Dealable = true;
}
DateTime Time;
try
{
Time = DateTime.ParseExact(SLDecodedData[i + 4], "MM/dd/yyyy HH:mm:ss", null);// "02/06/2014 11:39:01"
}
catch
{
try
{
Time = DateTime.ParseExact(SLDecodedData[i + 9], "MM/dd/yyyy HH:mm:ss", null);// "02/06/2014 11:39:01"
}
catch
{
i += 1;
break;
}
}
Rates RATE = ORBlotter.Get(KEY);
RATE.BID = BID;
RATE.ASK = ASK;
RATE.Dealable = Dealable;
RATE.Time = Time;
ORBlotter.Add(RATE);
i += 4;
}
}
return(ResponseRecived);
}
public double CheckSimilarity(Rates RATE, int position, int deep, int ahead, double[] DAWeightFacotrs) //symilarity must be above 60%
{
string product = RATE.CCY_Pair;
TimeFrame TFrame = TimeFrame.ONE_MINUTE;
int iDecimals = RATE.Decimals;
double dPipValue = Math.Pow(10, -iDecimals);
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product, 0, position);
List <ChartPoint> LCPointsSpecified = ARCHIVE.GetDATA(TFrame, product, position - deep, deep);
List <ChartPoint> LCPointsAll = ARCHIVE.GetDATA(TFrame, product, 0, position + ahead);
List <double> LDSetChange = (from CP in LCPointsAll select Math.Round(CP.Change, iDecimals)).ToList();
List <double> LDSetPeak = (from CP in LCPointsAll select Math.Round(CP.Peak, iDecimals)).ToList();
List <double> LDSetBase = (from CP in LCPointsAll select Math.Round(CP.Base, iDecimals)).ToList();
ChartPointsPredition CPsPrediction = new ChartPointsPredition();
ChartPointsPredition CPsPredictionNow = new ChartPointsPredition();
double dSymilMax = 90;
double dSymilMin = 50;
do
{
double dSymil = (dSymilMax + dSymilMin) / 2;
ChartPointsPredition CPsP = null; // this.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, iDecimals, dSymil, ahead, DAWeightFacotrs);
if (CPsP.Prognosis(1) != ChartPointsPredition.Kind.Uncertain)
{
CPsPredictionNow = CPsP;
}
if (CPsP.Matches < 10)
{
dSymilMax = dSymil;
}
else
{
dSymilMin = dSymil;
}
if ((dSymilMax - dSymilMin <= 1) || (CPsPredictionNow.Matches >= 10 && CPsPredictionNow.Matches < 50 && CPsPredictionNow.Analised))
{
CPsPrediction = CPsPredictionNow;
break;
}
} while (true);
if (CPsPrediction.Matches == 0)
{
return(0);
}
double dSimChange = this.Compare(LDSetChange, CPsPrediction.LDChange, position);
double dSimPeak = this.Compare(LDSetPeak, CPsPrediction.LDPeak, position);
double dSimBase = this.Compare(LDSetBase, CPsPrediction.LDBase, position);
double dSubSim = (dSimChange * dSimPeak * dSimBase) / (100 * 100);
return(dSubSim);
}
private void TimrAutoTraderSquare_Tick(object sender, EventArgs e)
{
if (ODBlotter.COUNT == 0)
{
return;
}
else
{
TimeFrame TFrame = TimeFrame.ONE_MINUTE;
List <Deals> LDeals = ODBlotter.GetData.ToList();
for (int i = 0; i < LDeals.Count; i++)
{
Deals DEAL = LDeals[i];
string product = DEAL.PRODUCT;
List <ChartPointsPredition> LCPsPSimulated = this.LCPsPTestSelected.OrderByDescending(CPsP => CPsP.Resolution).ToList();
ChartPointsPredition CPsPrediction = null;
List <Rates> LRAll = ORBlotter.Archive.TryGet(product);
for (int i2 = 0; i2 < LCPsPSimulated.Count; i2++)
{
if (LCPsPSimulated[i2].Product == product)
{
CPsPrediction = LCPsPSimulated[i2];
break;
}
}
double dMinDeal = 0, dMaxDeal = 0;
if (!this.Extrema(DEAL, 10, ref dMinDeal, ref dMaxDeal))
{
return;
}
bool bBUY = DEAL.BUY;
Rates RATE = ORBlotter.Get(DEAL.PRODUCT);
double onePip = Math.Pow(10, -RATE.Decimals);
int iSpread = ANALYSIS.SpreadPips(DEAL, RATE.Decimals, true) + 2;
double dLevel = (double)iSpread;
bool bLooseWarning = false;
double dGainLoosePercentage = 75;
double dStartSpread = (double)(DEAL.ASK - DEAL.BID) / onePip;
if (CPsPrediction != null && CPsPrediction.IsActual)
{
if ((bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
DEAL.LooseWaring = true;
dGainLoosePercentage = 85;
}
else if ((!bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Down) ||
(bBUY && CPsPrediction.Type == ChartPointsPredition.Kind.Up))
{
dGainLoosePercentage = 60;
}
}
if (bBUY)
{
double dPLMax = (double)(dMaxDeal - DEAL.ASK) / onePip;
double dPLNow = (double)(RATE.BID - DEAL.ASK) / onePip;
if (dPLMax > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMax + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
else//sell for bid, buy for ask
{
double dPLMin = (double)(DEAL.BID - dMinDeal) / onePip;
double dPLNow = (double)(DEAL.BID - RATE.ASK) / onePip;
if (dPLMin > 0 && dPLNow > 0)
{
double dGainPercentage = ((double)(dPLNow + dStartSpread) / (dPLMin + dStartSpread)) * 100;
if (dGainPercentage < dGainLoosePercentage || DEAL.LooseWaring)
{
bLooseWarning = true;
}
}
}
if (bLooseWarning)
{
this.CloseDeal(DEAL);
Thread ThrdBeep = new Thread(delegate() { Console.Beep(200, 50); Console.Beep(200, 50); }); ThrdBeep.Start();
}
return;
}
}
}
private void CloseDeal(Deals DEAL)
{
if (!OSBlotter.IsLoaded)
{
return;
}
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-GB");
var SETTINGS = OSBlotter.Get(DEAL.PRODUCT);
string Rate;
string BuySell;
string PRODUCT = DEAL.PRODUCT;
string Amount = Math.Abs(DEAL.CONTRACT).ToString();
int productsCount = ODBlotter.Count(PRODUCT);
DealResponse INFO = null;
if (DEAL.BUY)
{
BuySell = "S";
}
else
{
BuySell = "B";
}
int timeout = 0;
Rates RATE = ORBlotter.Get(PRODUCT);
do
{
timeout = 0;
if (DEAL.BUY)
{
Rate = ABBREVIATIONS.ToString(RATE.BID, RATE.Decimals); //BID.ToString();
}
else
{
Rate = ABBREVIATIONS.ToString(RATE.ASK, RATE.Decimals); //ASK.ToString();
}
INFO = CEDT_TreadingService.InstantExecution(TOKEN, PRODUCT, BuySell, Amount, Rate, ACCOUNT.SqueringHazard);
if (INFO.ErrorNo != "")
{
timeout = RATE.WaitForUpdate(2000);
if (timeout < 0)
{
TsslInfo.Text = "Rate does not changed in 2s"; return;
}
else
{
TsslInfo.Text = "Time needed for rate to update: " + timeout + " [ms]";
}
}
} while (timeout != 0);
double dPL = INFO.OutgoingMarginRealizedInBase;
ACCOUNT.ClosedBalance += dPL;
PLSum += dPL;
Margin BALANCE = CEDT_TreadingService.GetMarginBlotter(TOKEN).Output[0];
TsslInfo.Text = "Profit Or Loss: Session [" + PLSum + "] USD | Current: Real " + (double.Parse(BALANCE.MarginBalance) - ACCOUNT.ClosedBalanceOld) + ", Predicted " + dPL;
this.UpdateDeals();
DATABASE.Save_Account(ACCOUNT);
this.UpdateAccount();
}
private bool Action(string PRODUCT, bool BUY)
{
if (!OSBlotter.IsLoaded)
{
return(false);
}
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-GB");
var SETTINGS = OSBlotter.Get(PRODUCT); // CEDC_Configuration.GetProductSetting(TOKEN, PRODUCT); //Product settings - minimum lot etc //var b5 = CEDT_TreadingService.GetPositionBlotter(TOKEN); //Summary position for all currencies - all positions
int OrderSize = int.Parse(SETTINGS.OrderSize);
if (PRODUCT == "XAU/USD")
{
OrderSize *= 10;
}
DealResponse INFO;
// double cost = this.ToUSD(PRODUCT, BUY, OrderSize);
string Rate;
string BuySell;
if (BUY)
{
BuySell = "B";
}
else
{
BuySell = "S";
}
bool bDealSucced = true;
int timeout;
Rates RATE = ORBlotter.Get(PRODUCT);
do
{
timeout = 0;
if (BUY)
{
Rate = ABBREVIATIONS.ToString(RATE.ASK, RATE.Decimals); // BID.ToString();
}
else
{
Rate = ABBREVIATIONS.ToString(RATE.BID, RATE.Decimals); //ASK.ToString();
}
INFO = CEDT_TreadingService.InstantExecution(TOKEN, PRODUCT, BuySell, OrderSize.ToString(), Rate, ACCOUNT.OpeningHazard); // var INFO = CEDT_TreadingService.DealRequest(TOKEN, PRODUCT, BuySell, OrderSize.ToString(), Rate); //quick // CEDT_TreadingService.DealRequestAtBest(TOKEN, PRODUCT, BuySell, "100000"); //execute whatever but slow
if (INFO.ErrorNo != "")
{
timeout = RATE.WaitForUpdate(2000);
if (timeout < 0)
{
TsslInfo.Text = "Rate does not changed in 2s, Timeout Error !"; bDealSucced = false; break;
}
else
{
TsslInfo.Text = "Time needed for rate to update: " + timeout + " [ms]";
}
}
} while (timeout != 0);
if (bDealSucced)
{
this.UpdateDeals();
Deals DEAL = ODBlotter.Get(INFO.dealId);
if (DEAL != null)
{
double dPipValue = Math.Pow(10, -RATE.Decimals);
DEAL.BID = RATE.BID;
DEAL.ASK = RATE.ASK;
ODBlotter.Add(DEAL);
}
this.UpdateAccount();
}
return(bDealSucced);
}
public double WeightFactor(Rates RATE, int position, int deep, int ahead, bool averange, double step, double range, int setID) //symilarity must be above 60%
{
string product = RATE.CCY_Pair;
TimeFrame TFrame = TimeFrame.ONE_MINUTE;
int iDecimals = RATE.Decimals;
double dPipValue = Math.Pow(10, -iDecimals);
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product, 0, position);
List <ChartPoint> LCPointsSpecified = ARCHIVE.GetDATA(TFrame, product, position - deep, deep);
List <ChartPoint> LCPointsAll = ARCHIVE.GetDATA(TFrame, product, 0, position + ahead);
List <double> LDSetChange = (from CP in LCPointsAll select Math.Round(CP.Change, iDecimals)).ToList();
List <double> LDSetPeak = (from CP in LCPointsAll select Math.Round(CP.Peak, iDecimals)).ToList();
List <double> LDSetBase = (from CP in LCPointsAll select Math.Round(CP.Base, iDecimals)).ToList();
//double dTopSubSim = 0;
//
List <double> LDWFactors = new List <double>();
List <double> LDSymilarities = new List <double>();
double[] DAWeightFactor = new double[5];
for (double dWF = -step * range; dWF <= step * range; dWF += step)
{
DAWeightFactor[setID] = dWF;
ChartPointsPredition CPsPrediction = new ChartPointsPredition();
ChartPointsPredition CPsPredictionNow = new ChartPointsPredition();
double dSymilMax = 90;
double dSymilMin = 50;
do
{
double dSymil = (dSymilMax + dSymilMin) / 2;
ChartPointsPredition CPsP = null;// this.PredictNextSpecified(product, LCPoints, LCPointsSpecified, TFrame, iDecimals, dSymil, ahead, DAWeightFactor);
if (CPsP.Prognosis(1) != ChartPointsPredition.Kind.Uncertain)
{
CPsPredictionNow = CPsP;
}
if (CPsP.Matches < 10)
{
dSymilMax = dSymil;
}
else
{
dSymilMin = dSymil;
}
if ((dSymilMax - dSymilMin <= 1) || (CPsPredictionNow.Matches >= 10 && CPsPredictionNow.Matches < 50 && CPsPredictionNow.Analised))
{
CPsPrediction = CPsPredictionNow;
break;
}
} while (true);
if (CPsPrediction.Matches == 0)
{
continue;
}
double dSimChange = this.Compare(LDSetChange, CPsPrediction.LDChange, position);
double dSimPeak = this.Compare(LDSetPeak, CPsPrediction.LDPeak, position);
double dSimBase = this.Compare(LDSetBase, CPsPrediction.LDBase, position);
double dSubSim = (dSimChange * dSimPeak * dSimBase) / (100 * 100);
LDWFactors.Add(dWF);
LDSymilarities.Add(dSubSim);
}
double dLESum = 0;
double dGESum = 0;
int iGECount = 0;
int iLECount = 0;
for (int i = 0; i < LDWFactors.Count; i++)
{
if (LDWFactors[i] > 0)
{
dGESum += LDSymilarities[i];
++iGECount;
}
else if (LDWFactors[i] < 0)
{
dLESum += LDSymilarities[i];
++iLECount;
}
}
double dGES = dGESum / iGECount;
double dLES = dLESum / iLECount;
double dTobWF = 0;
double dTopSubSim = 0;
if (!averange)
{
for (int i = 0; i < LDWFactors.Count; i++)
{
if (((dGES > dLES) && LDWFactors[i] > 0 && LDSymilarities[i] > dTopSubSim) ||
((dGES < dLES) && LDWFactors[i] < 0 && LDSymilarities[i] > dTopSubSim))
{
dTopSubSim = LDSymilarities[i];
dTobWF = LDWFactors[i];
}
}
}
else
{
double dSumWF = 0;
double dSumWeightWF = 0;
for (int i = 0; i < LDWFactors.Count; i++)
{
if ((dGES > dLES && LDWFactors[i] > 0) || (dGES < dLES && LDWFactors[i] < 0))
{
dSumWF += LDWFactors[i] * LDSymilarities[i];
dSumWeightWF += LDSymilarities[i];
dTobWF = dSumWF / dSumWeightWF;
}
}
}
return(dTobWF);
}