/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_TRIN(DataSeries ds, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries advancingVolume = market.AdvancingVolume;
DataSeries decliningVolume = market.DecliningVolume;
DataSeries result1 = advancingIssues / decliningIssues;
DataSeries result2 = advancingVolume / decliningVolume;
DataSeries result3 = result1 / result2;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
{
this[i] = result3[j] * 100;
}
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
StrategyData.ClearCache();
TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
/// <summary>
/// Calculation of Thrust indicators
/// </summary>
/// <param name="ds">data to calculate CCI</param>
/// <param name="period">period to calculate</param>
/// <param name="name"></param>
public Market_BreadthTrust(DataSeries ds, double period, string name)
: base(ds, name)
{
//application.Data stockData = new application.Data(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromCode("D1"), "SSI");
application.MarketData market = new application.MarketData(AppTypes.TimeRanges.Y1, AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day));
DataSeries advancingIssues = market.AdvancingIssues;
DataSeries decliningIssues = market.DecliningIssues;
DataSeries emaAdvancingIssues = Indicators.EMA.Series(advancingIssues, period, "emaAdvancingIssues");
DataSeries emaTotalIssues = Indicators.EMA.Series(advancingIssues + decliningIssues, period, "emaTotalIssues");
DataSeries result3 = emaAdvancingIssues / emaTotalIssues;
int begin = 0;
FirstValidValue = 0;
this.Name = name;
for (int i = begin, j = 0; j < result3.Count; i++, j++)
{
this[i] = result3[j] * 100;
}
}