Пример #1
0
        public static List <HouseBreakReport> GenerateHousebreakReport(List <BhavCopy> bhavList, DateTime givenDate)
        {
            List <HouseBreakReport> housebreaksReport = new List <HouseBreakReport>();

            if (bhavList.Count < 40)
            {
                return(new List <HouseBreakReport>());
            }
            for (int i = bhavList.Count - 30; i < bhavList.Count; i++)
            {
                BhavCopy motherCandle    = bhavList[i - 1];
                BhavCopy insideDayCandle = bhavList[i];
                // Check for inside day
                if (IsInsideDay(motherCandle, insideDayCandle))
                {
                    // move till the mother candle high or low breaks
                    for (int j = i + 1; j < bhavList.Count; j++)
                    {
                        if (IsCurrentCandleBreakOutOfMotherCandle(motherCandle, bhavList[j]))
                        {
                            HouseBreakReport hbInfo = new HouseBreakReport();
                            hbInfo.MotherCandleHigh   = motherCandle.H;
                            hbInfo.MotherCandleLow    = motherCandle.L;
                            hbInfo.MotherCandleDate   = motherCandle.Date;
                            hbInfo.NumberofCandles    = j - i;
                            hbInfo.Ticker             = motherCandle.Ticker;
                            hbInfo.BreakOutCandleDate = bhavList[j].Date;
                            if (bhavList[j].C > motherCandle.H)
                            {
                                hbInfo.BullOrBear = "Bullish";
                            }
                            else if (bhavList[j].C <= motherCandle.L)
                            {
                                hbInfo.BullOrBear = "Bearish";
                            }
                            else
                            {
                                hbInfo.BullOrBear = "";
                            }

                            housebreaksReport.Add(hbInfo);
                            //Move the indices
                            i = j;
                            break;
                        }
                        else
                        {
                        }
                    }
                }
            }
            return(housebreaksReport);
        }
Пример #2
0
        public static bool IsInsideDay(BhavCopy mc, BhavCopy insideDay)
        {
            double mcHigh, mcLow;

            mcHigh = mc.H;
            mcLow  = mc.L;

            if (insideDay.H <= mcHigh && insideDay.L >= mcLow)
            {
                return(true);
            }
            else
            {
                return(false);
            }
        }
Пример #3
0
        public static bool IsCurrentCandleBreakOutOfMotherCandle(BhavCopy mc, BhavCopy currentCandle)
        {
            double mcHigh, mcLow;

            mcHigh = mc.H;
            mcLow  = mc.L;

            if (currentCandle.C > mcHigh || currentCandle.C < mcLow)
            {
                // Mother candle range is broken
                return(true);
            }
            else
            {
                return(false);
            }
        }
Пример #4
0
 public void UploadBhavCopy(BhavCopy bhavCopyObject)
 {
     using (var bhavDBContext = new BhavCopiesDbEntities())
     {
         var bhavCopyfromDB = (from s in bhavDBContext.BhavCopies
                               where s.Date == bhavCopyObject.Date && s.Ticker == bhavCopyObject.Ticker
                               select s).ToList();
         if (bhavCopyfromDB.Count == 0)
         {
             // Bhav copy of date is not uploaded yet
             bhavDBContext.BhavCopies.Add(bhavCopyObject);
             bhavDBContext.SaveChanges();
         }
         else
         {
             throw new Exception($"BhavCopy of {bhavCopyObject.Date.ToShortDateString()} , {bhavCopyObject.Ticker} already exists");
         }
     }
 }
Пример #5
0
        public static List <HousebreakInfo> ScanForHousebreaks(List <BhavCopy> bhavList)
        {
            List <HousebreakInfo> housebreaksHistory = new List <HousebreakInfo>();

            if (bhavList.Count < 40)
            {
                return(new List <HousebreakInfo>());
            }
            for (int i = bhavList.Count - 30; i < bhavList.Count; i++)
            {
                BhavCopy motherCandle    = bhavList[i - 1];
                BhavCopy insideDayCandle = bhavList[i];
                // Check for inside day
                if (IsInsideDay(motherCandle, insideDayCandle))
                {
                    // move till the mother candle high or low breaks
                    for (int j = i + 1; j < bhavList.Count; j++)
                    {
                        if (IsCurrentCandleBreakOutOfMotherCandle(motherCandle, bhavList[j]))
                        {
                            HousebreakInfo hbInfo = new HousebreakInfo();
                            hbInfo.MotherCandle    = motherCandle;
                            hbInfo.DayOfBreak      = bhavList[j];
                            hbInfo.numberOfCandles = j - i;
                            housebreaksHistory.Add(hbInfo);
                            //Move the indices
                            i = j;
                            break;
                        }
                        else
                        {
                        }
                    }
                }
            }
            return(housebreaksHistory);
        }