public bool Set(PriceFluctuation fluctuation)
{
if (Grid == null)
{
Debug.LogError("Сначала задайте Grid для свечки");
}
float bodyHeight = Grid.Scale * ((float)(fluctuation.Close - fluctuation.Open));
float shadowHeight = (float)(Grid.Scale * (fluctuation.High - fluctuation.Low));
body.size = new Vector2(body.size.x, bodyHeight);
borders.size = body.size + new Vector2(borderWidth, bodyHeight > 0? borderWidth : -borderWidth);
shadow.size = new Vector2(shadow.size.x, shadowHeight);
if (fluctuation.Open > fluctuation.Close)
{
body.color = downColor;
}
else
{
body.color = upColor;
}
shadow.color = shadowColor;
transform.position = new Vector2(Grid.FromDateToXAxis(fluctuation.PeriodBegin), bodyHeight / 2 + Grid.Scale * (float)fluctuation.Open);
shadow.transform.position = new Vector2(shadow.transform.position.x, shadowHeight / 2 + Grid.Scale * (float)fluctuation.Low);
PeriodBegin = fluctuation.PeriodBegin;
return(true);
}
public void CalculateMovingAverage(int id, int length)
{
if (length <= 0)
{
Debug.LogError("length должен быть >0");
return;
}
IEnumerable <PriceFluctuation> fluctuations = chartDataManager.GetPriceFluctuationsByTimeFrame(chartDataManager.DataBeginTime, chartDataManager.WorkEndTime);
PriceFluctuation startFluct = fluctuations.OrderBy(f => f.PeriodBegin).ElementAtOrDefault(length - 1);
if (startFluct != null)
{
foreach (var fluct in fluctuations.Where(f => f.PeriodBegin >= chartDataManager.WorkBeginTime && f.PeriodBegin >= startFluct.PeriodBegin))
{
double ma = 0;
int i = 0;
foreach (var prev_fluct in fluctuations.Where(f => f.PeriodBegin <= fluct.PeriodBegin && f.PeriodBegin + (length - 1) * chartDataManager.TFrame >= fluct.PeriodBegin))
{
ma += prev_fluct.Close;
i++;
}
if (i == length)
{
ma /= length;
fluct.ExtraData[id] = (float)ma;
}
}
}
}
void ChangeText(PriceFluctuation fluct)
{
if (fluct != null)
{
openText.text = fluct.Open.ToString();
highText.text = fluct.High.ToString();
lowText.text = fluct.Low.ToString();
closText.text = fluct.Close.ToString();
volumeText.text = fluct.Volume.ToString();
}
}
//Trying to execute. Returning true if success.
internal bool TryToExecute(PriceFluctuation fluctuation)
{
switch (type)
{
case Type.Limit:
{
if (!IsAmountCorrect(PlayerManager.Instance, Price))
{
state = State.Canceled;
Debug.Log("Недостаточно средств, для выполнения ордера");
return(false);
}
if (Amount > 0)
{
if (Price >= (decimal)fluctuation.Open)
{
ExecutionPrice = (decimal)fluctuation.Open;
}
else if (Price <= (decimal)fluctuation.Low)
{
return(false);
}
}
else
{
if (Price <= (decimal)fluctuation.Open)
{
ExecutionPrice = (decimal)fluctuation.Open;
}
else if (Price >= (decimal)fluctuation.High)
{
return(false);
}
}
}
break;
case Type.Market:
{
ExecutionPrice = (decimal)fluctuation.Open;
Amount = AmountFilter(PlayerManager.Instance);
}
break;
default: { throw new ArgumentOutOfRangeException("Действие для этого типа ордера не описано"); }
}
state = State.Filled;
return(true);
}
public IEnumerable <double?> SimpleMovingAverage(IEnumerable <PriceFluctuation> fluctuations, TimeFrame TFrame, int length)
{
if (length <= 0)
{
Debug.LogError("length должен быть >0");
return(null);
}
double?[] ma_values = new double?[fluctuations.Count()];
PriceFluctuation pf = fluctuations.OrderBy(t => t.PeriodBegin).ElementAt(length - 1);
int j = 0;
int i;
foreach (var fluct in fluctuations.Where(f => f.PeriodBegin >= pf.PeriodBegin))
{
double ma = 0;
i = 0;
foreach (var prev_fluct in fluctuations.Where(f => f.PeriodBegin <= fluct.PeriodBegin && f.PeriodBegin + (length - 1) * TFrame >= fluct.PeriodBegin))
{
ma += prev_fluct.Close;
i++;
}
if (i == length)
{
ma /= length;
ma_values[j] = ma;
}
else
{
ma_values[j] = null;
}
j++;
}
return(ma_values);
}
IEnumerable <PriceFluctuation> GetPriceFluctationInDESC(int framesCount)
{
if (!IsSettingsSet())
{
return(null);
}
PriceFluctuation[] candles = new PriceFluctuation[framesCount];
double high, low, open, close;
DateTime periodBegin; //periodEnd;
double volume;
int jd = trades.Length - 1;
for (int id = candles.Length - 1; id != -1; id--)
{
periodBegin = trades[jd].DTime.FloorToTimeFrame(TFrame);
//periodEnd = trades[jd].DTime.UpToNextFrame(TFrame);
high = low = open = close = trades[jd].Price;
volume = trades[jd].Volume;
for (jd = jd - 1; jd != -1 && trades[jd].DTime > periodBegin; jd--)
{
if (trades[jd].Price > high)
{
high = trades[id].Price;
}
if (trades[jd].Price < low)
{
low = trades[id].Price;
}
open = trades[jd].Price;
volume += trades[jd].Volume;
}
candles[id] = new PriceFluctuation(periodBegin, volume, close, open, low, high);
}
current = jd;
return(candles);
}
