private static bool IsValidAction(TradeSignal action)
{
if (action != null && !string.IsNullOrWhiteSpace(action.Currency) &&
action.BuyPriceMax > 0 && action.BuyPriceMin > 0 &&
action.SellPrice?.Any() == true)
{
return(true);
}
return(false);
}
public static Analysis Analyze(TradeSignal action)
{
if (action == null || ReferenceEquals(action, TradeSignal.Empty))
{
return(null);
}
if (!double.IsNaN(action.StopLoss) && action.StopLoss < 0)
{
throw new InvalidOperationException("StopLoss is less than zero.");
}
var buyPrice = action.BuyPriceMin;
double sellFraction = 1.0 / action.SellPrice.Length; // Assume we bought one coin
double earned = 0.0;
foreach (var sellPrice in action.SellPrice)
{
if (sellPrice > 0.0)
{
earned += sellPrice * sellFraction;
}
else
{
throw new InvalidOperationException("SellPrice is less than zero.");
}
}
double potentialGains = (earned - buyPrice) / buyPrice;
double riskReward = double.NaN;
if (!double.IsNaN(action.StopLoss))
{
riskReward = (buyPrice - action.StopLoss) / (earned - buyPrice);
}
var result = new Analysis
{
Currency = action.Currency,
PossibleGains = potentialGains,
RiskReward = riskReward,
};
return(result);
}
public static TradeSignal ProcessMessage(string message)
{
if (string.IsNullOrWhiteSpace(message))
{
return(TradeSignal.Empty);
}
var lines = message.Split(new[] { "\r\n", "\n" }, StringSplitOptions.RemoveEmptyEntries);
var result = new TradeSignal();
int i = 0;
while (i < lines.Length)
{
var line = lines[i];
if (line.StartsWith(CoinKeyword))
{
var coin = RemoveKeyword(line, CoinKeyword);
int bracketIndex = coin.IndexOf("(");
if (bracketIndex > -1)
{
coin = coin.Substring(0, bracketIndex);
}
result.Currency = coin;
}
else if (line.StartsWith(BuyKeyword))
{
var buyPrice = RemoveKeyword(line, BuyKeyword);
if (buyPrice.Contains("-"))
{
var range = buyPrice.Split('-');
double min, max;
if (double.TryParse(range[0], out min) && double.TryParse(range[1], out max))
{
result.BuyPriceMin = min;
result.BuyPriceMax = max;
}
}
else
{
double price;
if (double.TryParse(buyPrice, out price))
{
result.BuyPriceMin = result.BuyPriceMax = price;
}
}
}
else if (line.StartsWith(SellKeyword))
{
var sellList = new List <double>();
int j = i + 1;
while (j < lines.Length)
{
line = lines[j];
if (line.StartsWith(MoneyMark))
{
var clearLine = line.Replace(MoneyMark, string.Empty);
var sellPrice = double.Parse(clearLine);
sellList.Add(sellPrice);
j++;
}
else
{
break;
}
}
result.SellPrice = sellList.ToArray();
}
else if (line.StartsWith(StopLossKeyword))
{
var stopLoss = RemoveKeyword(line, StopLossKeyword);
result.StopLoss = double.Parse(stopLoss);
}
else
{
if (line.Contains(ShortTermKeyword))
{
result.Term = Term.Short;
}
else if (line.Contains(MiddleTermKeyword))
{
result.Term = Term.Middle;
}
else if (line.Contains(LongTermKeyword))
{
result.Term = Term.Short;
}
}
i++;
}
if (IsValidAction(result))
{
return(result);
}
return(TradeSignal.Empty);
}
static TradeSignal()
{
Empty = new TradeSignal();
}