public void TestCalculate()
{
double[] hi = new double[] {
127.01, 127.62, 126.59, 127.35, 128.17,
128.43, 127.37, 126.42, 126.90, 126.85,
125.65, 125.72, 127.16, 127.72, 127.69,
128.22, 128.27, 128.09, 128.27, 127.74,
128.77, 129.29, 130.06, 129.12, 129.29,
128.47, 128.09, 128.65, 129.14, 128.64,
};
double[] low = new double[] {
125.36, 126.16, 124.93, 126.09, 126.82,
126.48, 126.03, 124.83, 126.39, 125.72,
124.56, 124.57, 125.07, 126.86, 126.63,
126.80, 126.71, 126.80, 126.13, 125.92,
126.99, 127.81, 128.47, 128.06, 127.61,
127.60, 127.00, 126.90, 127.49, 127.40
};
double[] close = new double[] {
0, 0, 0, 0, 0,
0, 0, 0, 0, 0,
0, 0, 0, 127.29, 127.18,
128.01, 127.11, 127.73, 127.06, 127.33,
128.71, 127.87, 128.58, 128.60, 127.93,
128.11, 127.60, 127.60, 128.69, 128.27
};
double?[] ou = new double?[hi.Length];
WilliamR.Calculate(close, hi, low, 14, ou);
}
public void TestCalculateRealData()
{
TickerBLL tbll = new TickerBLL(_unit);
List <Ticker> tList = tbll.GetTickerListByShareDB(1585, null, 21100000);
double[] inputData = new double[tList.Count];
double[] h = new double[tList.Count];
double[] lo = new double[tList.Count];
double?[] k = new double?[tList.Count];
var i = 0;
foreach (var t in tList)
{
inputData[i] = t.Close;
h[i] = t.High;
lo[i] = t.Low;
i++;
}
WilliamR.Calculate(inputData, h, lo, 14, k);
}
public async Task<IndSingleValueEntity[]> GetWilliamR(string code, int period = 14, int start = 0, int end = 0, string type = "day")
{
TickerEntity[] tickers = await base.getTickerEntityArray(code, start, end, type);
List<IndSingleValueEntity> outList = new List<IndSingleValueEntity>();
int len = tickers.Length;
double[] close = tickers.Select(t => (double)t.C).ToArray();
double[] high = tickers.Select(t => (double)t.H).ToArray();
double[] low = tickers.Select(t => (double)t.L).ToArray();
double?[] outWilliamR = new double?[len];
WilliamR.Calculate(close, high, low, period, outWilliamR);
for (int i = 0; i < len; i++)
{
outList.Add(new IndSingleValueEntity
{
T = tickers[i].T,
P = tickers[i].P,
V = outWilliamR[i]
});
}
return outList.Where(r => (start == 0 || r.P >= start) && (end == 0 || r.P <= end)).ToArray();
}