Exemplo n.º 1
0
        void ShowSpread(Price Price)
        {
            var digits = fw.GetDigits(pair);

            Spread    = fw.InPips(Price.Ask - Price.Bid);
            SpreadCma = SpreadCma.Cma(50, Spread);
        }
Exemplo n.º 2
0
        //[TestMethod]
        public void ShowDensities()
        {
            var pair  = "EUR/JPY";
            var rates = new List <Rate>();

            o2g.GetBars(pair, 1, 720, TradesManagerStatic.FX_DATE_NOW, TradesManagerStatic.FX_DATE_NOW, rates);
            var densities = "".Select(b => new { Rate = new Rate(), Density = 0.0 }).ToList();
            Func <double, double> inPips = d => o2g.InPips(pair, d);

            foreach (var i in Enumerable.Range(10, rates.Count - 10))
            {
                densities.Add(new{ Rate = rates[i], Density = inPips(i / rates.Take(i).ToArray().Height()) });
            }
            var statName = "Densities";

            using (var context = new ForexEntities()) {
                var a = typeof(t_Stat).GetCustomAttributes(typeof(EdmEntityTypeAttribute), true).Cast <EdmEntityTypeAttribute>();
                context.ExecuteStoreCommand("DELETE " + a.First().Name + " WHERE Name={0}", statName);
                foreach (var d in densities)
                {
                    context.t_Stat.AddObject(new t_Stat()
                    {
                        Time = d.Rate.StartDate, Price = d.Rate.PriceAvg, Value1 = d.Density, Name = statName
                    });
                }
                context.SaveChanges();
                context.AcceptAllChanges();
            }
        }