///We remove identical lines
public static List <IntradayTransfer> GetDataFromDb()
{
List <IntradayTransfer> intradayList = new List <IntradayTransfer>();
double previousPrice = -999;
using (var db = new ApplicationDbContext())
{
//3 - We add each item to our final list (26 first doesn;t contain RSI neither MACD calulation)
foreach (var item in db.Intraday)
{
if (item.P == previousPrice)
{
continue;
}
IntradayTransfer newIntraday = new IntradayTransfer()
{
Price = item.P,
};
intradayList.Add(newIntraday);
previousPrice = item.P;
}
}
//Calculate change from next day to current day
intradayList.Where((p, index) => CalculateFuture(p, index, intradayList)).ToList();
//Add RSI calculation to the list
TradeIndicator.CalculateRsiList(14, ref intradayList);
TradeIndicator.CalculateMacdList(ref intradayList);
return(intradayList.Skip(26).ToList());
}
private static bool CalculateFuture(IntradayTransfer p, int index, List <IntradayTransfer> intradayList)
{
///Used to do mlti-classification alo / not working well
// if (index > intradayList.Count - 4) return true;
// int b1 = 0;
// int b2 = 0;
// if (intradayList[index + 1].Price - p.Price > 0) {b1 = 1;} else {b1 = -1;};
// if (intradayList[index + 2].Price - intradayList[index + 1].Price > 0) {b2 = 1;} else {b2 = -1;};
// if (b1 + b2 == 2)
// {
// p.Future = 1;
// return true;
// }
// if (b1 + b2 == -2)
// {
// p.Future = -1;
// return true;
// }
// p.Future = 0;
// return true;
// if (index > intradayList.Count - 4) return true;
// int b1 = 0;
// int b2 = 0;
// if (intradayList[index + 1].Price - p.Price > 0) {b1 = 1;} else {b1 = -1;};
// if (intradayList[index + 2].Price - intradayList[index + 1].Price > 0) {b2 = 1;} else {b2 = -1;};
// if (b1 + b2 == 2)
// {
// p.Future = 1;
// return true;
// }
// if (b1 + b2 == -2)
// {
// p.Future = -1;
// return true;
// }
if (index < 1)
{
return(true);
}
if (index > intradayList.Count - 2)
{
return(true);
}
p.Future = intradayList[index - 1].Price - p.Price;
return(true);
}
