public void CanSerializeToXml_GainLoss()
{
var source = new GainLoss
{
Symbol = "A",
Date = DateTime.Today,
MaxContGainDays = 1,
AvgContGainDays = 2,
MaxContLossDays = 3,
AvgContLossDays = 4,
LastGLContDays = 5,
};
var i = source.ToIndicator();
var target = EntityHelper.DeserializeFromXml <GainLoss>(i.Data);
Assert.IsTrue(source.Symbol == target.Symbol);
Assert.IsTrue(source.Date == target.Date);
Assert.IsTrue(source.MaxContGainDays == target.MaxContGainDays);
Assert.IsTrue(source.AvgContGainDays == target.AvgContGainDays);
Assert.IsTrue(source.MaxContLossDays == target.MaxContLossDays);
Assert.IsTrue(source.AvgContLossDays == target.AvgContLossDays);
Assert.IsTrue(source.LastGLContDays == target.LastGLContDays);
}
public Indicator AnalyzeData(DataState state)
{
double[] gainLoss = _analyseRepo.LoadComputedEod(state.Symbol)
.OrderByDescending(ce => ce.Date)
.Select(e => e.GL).ToArray();
var calculator = new ContinuousCalculator(gainLoss, gl => gl > 0);
GainLoss value = new GainLoss();
value.Symbol = state.Symbol;
value.Date = state.Last.Value;
value.MaxContGainDays = calculator.TrueMax;
value.AvgContGainDays = calculator.TrueAvg;
value.MaxContLossDays = calculator.FalseMax;
value.AvgContLossDays = calculator.FalseAvg;
value.LastGLContDays = calculator.LastCont;
return(value.ToIndicator());
}
