public void RateOfChangeNegative()
{
var data = Candles.Skip(2).Take(3);
var roc = data.RateOfChange();
Assert.Equal(-0.151061173533083645443196005M, roc);
}
public Trend CandleTrend(int candleCount)
{
if (Candles.Count < candleCount)
{
return(Trend.Unknown);
}
var candles = Candles.Skip(Candles.Count - candleCount);
var upCandlesCount = candles.Count(c => c.IsGreen);
var downCandlesCount = candles.Count(c => c.IsRed);
var firstCandle = candles.First();
var lastCandle = candles.Last();
if (firstCandle.IsGreen)
{
if (lastCandle.Close > firstCandle.Close && upCandlesCount > downCandlesCount)
{
return(Trend.Up);
}
if (lastCandle.Close < firstCandle.Open && upCandlesCount < downCandlesCount)
{
return(Trend.Down);
}
}
if (firstCandle.IsRed)
{
if (lastCandle.Close > firstCandle.Open && upCandlesCount > downCandlesCount)
{
return(Trend.Up);
}
if (lastCandle.Close < firstCandle.Close && upCandlesCount < downCandlesCount)
{
return(Trend.Down);
}
}
return(Trend.Sideways);
}
public ulong AverageVolumeForPeriod(int period)
{
return((ulong)Candles.Skip(Candles.Count - period).Take(period).Average(x => (decimal)x.Volume));
}
