public RsiData GetRsiData(PlotCollectionSet dataset, int nDataIdx, int nLookahead = 0, bool bAddToParams = false)
{
RsiData data = Pre(dataset, nDataIdx);
for (int i = 0; i < data.SrcData.Count; i++)
{
Process(data, i, null, nLookahead, bAddToParams);
}
MinMax minmax = new MinMax();
minmax.Add(0);
minmax.Add(100);
data.DstData.SetMinMax(minmax);
return(data);
}
public double Process(SmaData data, int i, MinMax minmax = null, int nLookahead = 0, bool bAddToParams = false)
{
bool bActive = data.SrcData[i].Active;
PlotCollection dataSrc = data.SrcData;
PlotCollection dataDst = data.DstData;
double dfInc = data.Increment;
if (bActive)
{
if (data.Count < m_config.Interval)
{
data.SMA += dataSrc[i].Y * dfInc;
if (dataDst != null)
{
dataDst.Add(dataSrc[i].X, dataSrc[i].Y, false, dataSrc[i].Index);
}
}
else
{
if (i < dataSrc.Count - nLookahead)
{
data.SMA = (data.SMA * (1 - dfInc)) + dataSrc[i].Y * dfInc;
}
if (dataDst != null)
{
dataDst.Add(dataSrc[i].X, data.SMA, true, dataSrc[i].Index);
}
if (bAddToParams)
{
dataSrc[i].SetParameter(dataDst.Name, (float)data.SMA);
}
}
if (minmax != null)
{
minmax.Add(data.SMA);
}
data.Count++;
}
else
{
if (dataDst != null)
{
dataDst.Add(dataSrc[i].X, dataSrc[i].Y, false, dataSrc[i].Index);
}
}
return(data.SMA);
}
/// <summary>
/// Initilizes default fields.
/// </summary>
/// <param name="inputFile">FullName of input GeoTIFF.</param>
/// <param name="outputDirectory">FullName of output directory.</param>
/// <param name="minZ">Minimum zoom.</param>
/// <param name="maxZ">Maxmimum zoom.</param>
/// <param name="resampling">Resampling method.</param>
private static void Initialize(string inputFile,
string outputDirectory,
int minZ,
int maxZ,
ResampleAlg resampling)
{
InputFile = inputFile;
OutputDirectory = outputDirectory;
MinZ = minZ;
MaxZ = maxZ;
Resampling = resampling;
QuerySize = 4 * TileSize;
// Open the input file
Dataset inputDataset = Gdal.Open(InputFile, Access.GA_ReadOnly);
DataBandsCount = inputDataset.RasterCount;
// Read the georeference
double[] outGeoTransform = new double[6];
inputDataset.GetGeoTransform(outGeoTransform);
OutGeoTransform = outGeoTransform;
// Set x/y sizes of dataset
RasterXSize = inputDataset.RasterXSize;
RasterYSize = inputDataset.RasterYSize;
// Dispose InputDataset
inputDataset.Dispose();
// Generate dictionary with min max tile coordinates for all zoomlevels
foreach (int zoom in Enumerable.Range(MinZ, MaxZ - MinZ + 1))
{
double xMin = OutGeoTransform[0];
double yMin = OutGeoTransform[3] - RasterYSize * OutGeoTransform[1];
double xMax = OutGeoTransform[0] + RasterXSize * OutGeoTransform[1];
double yMax = OutGeoTransform[3];
int[] lonLatToTile = GetTileNumbersFromCoords(xMin, yMin, xMax, yMax, TileSize, zoom);
int tileMinX = lonLatToTile[0];
int tileMinY = lonLatToTile[1];
int tileMaxX = lonLatToTile[2];
int tileMaxY = lonLatToTile[3];
// crop tiles extending world limits (+-180,+-90)
tileMinX = Math.Max(0, tileMinX);
tileMinY = Math.Max(0, tileMinY);
tileMaxX = Math.Min(Convert.ToInt32(Math.Pow(2, zoom + 1)) - 1, tileMaxX);
tileMaxY = Math.Min(Convert.ToInt32(Math.Pow(2, zoom)) - 1, tileMaxY);
MinMax.Add(zoom, new[] { tileMinX, tileMinY, tileMaxX, tileMaxY });
}
}
/// <summary>
/// Updates the visibility of all items based on the ones that should be visible.
/// </summary>
private void UpdateScroll()
{
int n = components.Count;
if (n > 0)
{
MinMax above = new MinMax(0.0f), below = new MinMax(0.0f), left =
new MinMax(0.0f), right = new MinMax(0.0f);
GetViewableRect(out float xl, out float xr, out float yb, out float yt);
for (int i = 0; i < n; i++)
{
var item = components[i];
float yMin = item.min.y, xMin = item.min.x, yMax = item.max.y, xMax =
item.max.x;
if (forceShow.Contains(item.entry))
{
// Always visible
item.SetVisible(true);
}
else if (yMin > yt)
{
// Component above
above.Add(yMin, yMax);
item.SetVisible(false);
}
else if (yMax < yb)
{
// Component below
below.Add(yMin, yMax);
item.SetVisible(false);
}
else if (xMin > xr)
{
// Component to the right
right.Add(xMin, xMax);
item.SetVisible(false);
}
else if (xMax < xl)
{
// Component to the left
left.Add(xMin, xMax);
item.SetVisible(false);
}
else
{
item.SetVisible(true);
}
}
}
}
private PlotCollection getLowPoints(PlotCollection data, int nLevel, int nLookahead)
{
if (data == null || data.Count < 3)
{
return(null);
}
PlotCollection dataLow = new PlotCollection(data.Name + " L" + nLevel.ToString());
int nOpen = data[0].PrimaryIndexY;
int nHigh = data[0].PrimaryIndexY;
int nLow = data[0].PrimaryIndexY;
int nClose = data[0].PrimaryIndexY;
if (data[0].Y_values.Length == 4)
{
nHigh = 1;
nLow = 2;
nClose = 3;
}
List <Tuple <int, Plot> > rgActive = new List <Tuple <int, Plot> >();
for (int i = 0; i < data.Count - nLookahead; i++)
{
if (data[i].Active)
{
rgActive.Add(new Tuple <int, Plot>(i, data[i]));
}
}
if (rgActive.Count < 3)
{
return(null);
}
MinMax minmax = new MinMax();
int nIdx = 1;
for (int i = 0; i < data.Count; i++)
{
int nIdxCurrent = rgActive[nIdx].Item1;
if (i == nIdxCurrent && nIdx < rgActive.Count - 1)
{
Plot plotCurrent = data[nIdxCurrent];
int nIdxPast = rgActive[nIdx - 1].Item1;
Plot plotPast = data[nIdxPast];
int nIdxFuture = rgActive[nIdx + 1].Item1;
Plot plotFuture = data[nIdxFuture];
double dfOpen = (plotCurrent.Y_values.Length == 1) ? plotCurrent.Y : plotCurrent.Y_values[nOpen];
double dfClose = (plotCurrent.Y_values.Length == 1) ? plotCurrent.Y : plotCurrent.Y_values[nClose];
double dfHigh1 = (plotCurrent.Y_values.Length == 1) ? plotCurrent.Y : plotCurrent.Y_values[nHigh];
double dfLow1 = (plotCurrent.Y_values.Length == 1) ? plotCurrent.Y : plotCurrent.Y_values[nLow];
double dfHigh0 = (plotPast.Y_values.Length == 1) ? plotPast.Y : plotPast.Y_values[nHigh];
double dfLow0 = (plotPast.Y_values.Length == 1) ? plotPast.Y : plotPast.Y_values[nLow];
double dfHigh2 = (plotFuture.Y_values.Length == 1) ? plotFuture.Y : plotFuture.Y_values[nHigh];
double dfLow2 = (plotFuture.Y_values.Length == 1) ? plotFuture.Y : plotFuture.Y_values[nLow];
bool bLow = false;
if (dfLow1 < dfLow0 && dfLow1 < dfLow2)
{
bLow = true;
}
minmax.Add(dfLow1);
dataLow.Add(new Plot(data[nIdxCurrent].X, dfLow1, null, bLow, data[nIdxCurrent].Index));
nIdx++;
}
else
{
double dfLow = (data[i].Y_values.Length == 1) ? data[i].Y : data[i].Y_values[nLow];
dataLow.Add(new Plot(data[i].X, dfLow, null, false, data[i].Index));
}
}
dataLow.SetMinMax(minmax);
return(dataLow);
}
public double Process(EmaData data, int i, MinMax minmax = null, int nLookahead = 0, bool bAddToParams = false)
{
bool bActive = data.SrcData[i].Active;
PlotCollection dataSrc = data.SrcData;
PlotCollection dataDst = data.DstData;
double dfMult = data.Multiplier;
if (i < dataSrc.Count)
{
if (data.Index < m_config.Interval)
{
if (bActive)
{
data.Total += dataSrc[i].Y;
data.Index++;
if (dataDst != null)
{
dataDst.Add(dataSrc[i].X, data.Total / (data.Index + 1), false, dataSrc[i].Index);
}
}
else
{
if (dataDst != null)
{
dataDst.Add(dataSrc[i].X, dataSrc[i].Y, false, dataSrc[i].Index);
}
}
}
else
{
if (data.EMA == 0)
{
data.EMA = data.Total / m_config.Interval;
}
if (i < dataSrc.Count - nLookahead)
{
data.EMA = (dataSrc[i].Y - data.EMA) * data.Multiplier + data.EMA;
}
else
{
bActive = false;
}
if (dataDst != null)
{
dataDst.Add(data.EMA, bActive, dataSrc[i].Index);
}
if (bAddToParams && bActive)
{
dataSrc[i].SetParameter(dataDst.Name, (float)data.EMA);
}
if (minmax != null)
{
minmax.Add(data.EMA);
}
}
}
return(data.EMA);
}
/// <summary>
/// Calculate the BB based on Investopedia's formula.
/// </summary>
/// <remarks>
/// @see [Bollinger Band Definition](https://www.investopedia.com/terms/b/bollingerbands.asp)
/// </remarks>
/// <param name="data">Specifies the BB data from the previous cycle.</param>
/// <param name="i">Specifies the current data index.</param>
/// <param name="minmax">Currently, not used here.</param>
/// <param name="nLookahead">Specifies the look ahead value if any.</param>
/// <param name="bAddToParams">Optionally, specifies whether or not to add the BB to the parameters of the original data.</param>
/// <returns>The new BB values are returned.</returns>
public Tuple <long, double, double, double, double, double> Process(BbData data, int i, MinMax minmax = null, int nLookahead = 0, bool bAddToParams = false)
{
bool bActive = data.SrcData[i].Active;
Plot plot = new Plot(data.SrcData[i].X, new float[] { 0, 0, 0 }, null, false, data.SrcData[i].Index, data.SrcData[i].Action1Active, data.SrcData[i].Action2Active);
data.DstData.Add(plot, false);
float fTypicalValue = (data.SrcData[i].Y_values.Length == 4) ? (data.SrcData[i].Y_values[1] + data.SrcData[i].Y_values[2] + data.SrcData[i].Y_values[3]) / 3 : data.SrcData[i].Y;
if (data.SrcData[i].Y_values.Length == 4 && m_target != TARGET.DEFAULT)
{
if (m_target == TARGET.BAR)
{
float fVal = (data.SrcData[i].Y_values[0] - data.SrcData[i].Y);
m_caValExt.Add(fVal, null, true);
}
else if (m_target == TARGET.RANGE)
{
float fVal = (data.SrcData[i].Y_values[1] - data.SrcData[i].Y_values[2]);
m_caValExt.Add(fVal, null, true);
}
}
if (m_caVal.Add(fTypicalValue, null, false))
{
data.Ave = (float)m_caVal.Average;
float fStdevTp = (float)m_caVal.StdDev;
if (m_target != TARGET.DEFAULT)
{
fStdevTp = (float)m_caValExt.StdDev;
}
double dfStdDvTp = (m_dfStdDev * fStdevTp);
data.BbAbove = data.Ave + dfStdDvTp;
data.BbBelow = data.Ave - dfStdDvTp;
plot.SetYValues(new float[] { (float)data.BbBelow, (float)data.Ave, (float)data.BbAbove }, true);
double dfAboveBelow = data.BbAbove - data.BbBelow;
data.BbPctb = 0;
if (dfAboveBelow != 0)
{
data.BbPctb = (data.SrcData[i].Y - data.BbBelow) / dfAboveBelow;
}
data.BbWid = 0;
if (data.Ave != 0)
{
data.BbWid = dfAboveBelow / data.Ave;
}
if (bAddToParams && bActive)
{
data.SrcData[i].SetParameter(data.DstData.Name + " Below", data.BbBelow);
data.SrcData[i].SetParameter(data.DstData.Name + " Ave", data.Ave);
data.SrcData[i].SetParameter(data.DstData.Name + " Above", data.BbAbove);
data.SrcData[i].SetParameter(data.DstData.Name + " %b", data.BbPctb);
data.SrcData[i].SetParameter(data.DstData.Name + " BandWidth", data.BbWid);
}
if (minmax != null)
{
minmax.Add(data.BbBelow);
minmax.Add(data.Ave);
minmax.Add(data.BbAbove);
}
}
data.Count++;
return(new Tuple <long, double, double, double, double, double>((long)data.SrcData[i].X, data.BbBelow, data.Ave, data.BbAbove, data.BbPctb, data.BbWid));
}