public static IList <double> CalcDIM(ISecurity source, int period, IMemoryContext context = null)
{
var bars = source.Bars;
int count = bars.Count;
var trueRange = Series.TrueRange(bars, context);
var atr = Series.EMA(trueRange, period, context);
context?.ReleaseArray((Array)trueRange);
IList <double> diM1 = context?.GetArray <double>(count) ?? new double[count];
for (int i = 1; i < count; i++)
{
var dmP = bars[i].High - bars[i - 1].High;
var dmM = bars[i - 1].Low - bars[i].Low;
if ((dmP < 0 && dmM < 0) || dmP == dmM)
{
dmP = dmM = 0;
}
if (dmP > dmM)
{
dmM = 0;
}
diM1[i] = dmM;
}
var diM2 = Series.EMA(diM1, period, context);
context?.ReleaseArray((Array)diM1);
for (int i = 1; i < count; i++)
{
diM2[i] = atr[i] == 0 ? 0 : diM2[i] / atr[i];
}
context?.ReleaseArray((Array)atr);
return(diM2);
}
public SignInManager(IHttpContextAccessor httpContextAccessor,
IUserManager userManager,
IMemoryContext memoryContext)
{
_httpContextAccessor = httpContextAccessor;
_userManager = userManager;
_memoryContext = memoryContext;
}
public LocalExecuteContext(IList <double> source, IMemoryContext context)
{
Source = source;
Smooth = context.GetArray <double>(7);
Detrender = context.GetArray <double>(7);
I1 = context.GetArray <double>(7);
Q1 = context.GetArray <double>(7);
m_context = context;
}
public static IList <bool> Calc(IList <bool> source, int period, IMemoryContext context = null)
{
var res = context?.GetArray <bool>(source.Count) ?? new bool[source.Count];
int savedNum = -1;
for (int i = 1; i < source.Count; i++)
{
res[i] = Calc(source[i], period, i, ref savedNum);
}
return(res);
}
public static IList <bool> Calc(IList <bool> source1, IList <bool> source2, IMemoryContext context = null)
{
var res = context?.GetArray <bool>(source1.Count) ?? new bool[source1.Count];
for (int i = 1; i < source1.Count; i++)
{
// TODO: в этой проверке i всегда больше 0, потому что мы внутри фор от 1.
var last = i > 0 && res[i - 1];
res[i] = Calc(source1[i], source2[i], last);
}
return(res);
}
public MainWindow()
{
InitializeComponent();
var path = Environment.ExpandEnvironmentVariables(@"%TEMP%\Diablo III.DMP");
_ctx = new MemoryContext(new MiniDumpMemoryReader(path).Memory);
var heap = _ctx.DataSegment.MemoryManager.LocalHeap as LocalHeap;
var nodes = heap.MainBlocks.Concat(heap.SmallBlocks).ToArray();
_idx = new NodeIndex(nodes);
UXAddress.Text = (_ctx.DataSegment.ObjectManager as MemoryObject).Address.ToString();
UXSize.Text = "0x" + TypeHelper.SizeOf(_ctx.DataSegment.ObjectManager.GetType()).ToString("X");
}
public UserManager(IMemoryContext memoryContext,
IUserAuthenticatorKeyStore authenticatorKeyStore,
IUserTwoFactorTokenProvider twoFactorTokenProvider,
ISecretKeyProvider secretKeyProvider,
IPasswordHasher <UserData> passwordHasher,
IDateTime dateTime,
IConfiguration configuration)
{
_memoryContext = memoryContext;
_authenticatorKeyStore = authenticatorKeyStore;
_twoFactorTokenProvider = twoFactorTokenProvider;
_secretKeyProvider = secretKeyProvider;
_passwordHasher = passwordHasher;
_dateTime = dateTime;
_configuration = configuration;
}
public static IList <double> CalcVolatility(this ISecurity sec, IMemoryContext context)
{
var bars = sec.Bars;
var count = bars.Count;
var res = context?.GetArray <double>(count) ?? new double[count];
for (var i = 1; i < count; i++)
{
res[i] = Math.Log(bars[i].Close) - Math.Log(bars[i - 1].Close);
}
var barsPerDay = 1440 / (int)sec.IntervalInstance.ToMinutes();
var stDev = Series.StDev(res, barsPerDay, context);
var coef = Math.Sqrt(1.0 / (barsPerDay * 365));
for (var i = 1; i < count; i++)
{
res[i] = stDev[i] / coef;
}
return(res);
}
public static IList <double> Calc(IList <double> source, int period, IMemoryContext context = null)
{
if (source == null)
{
throw new ArgumentNullException(nameof(source));
}
if (period <= 0)
{
throw new ArgumentOutOfRangeException(nameof(period));
}
var result = context?.GetArray <double>(source.Count) ?? new double[source.Count];
if (result.Length > 0)
{
if (period == 1 || result.Length == 1)
{
source.CopyTo(result, 0);
}
else
{
var ema1 = Series.EMA(source, period, context);
var ema2 = Series.EMA(ema1, period, context);
var ema3 = Series.EMA(ema2, period, context);
for (var i = 0; i < result.Length; i++)
{
result[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];
}
context?.ReleaseArray((Array)ema1);
context?.ReleaseArray((Array)ema2);
context?.ReleaseArray((Array)ema3);
}
}
return(result);
}
public static IList <double> Calc(IList <double> source, int period, IMemoryContext context = null)
{
if (source == null)
{
throw new ArgumentNullException(nameof(source));
}
if (period <= 0)
{
throw new ArgumentOutOfRangeException(nameof(period));
}
var result = context?.GetArray <double>(source.Count) ?? new double[source.Count];
if (result.Length > 0)
{
result[0] = Calc(source, 0, 0, period);
for (var i = 1; i < result.Length; i++)
{
result[i] = Calc(source, result[i - 1], i, period);
}
}
return(result);
}
public ListItemRepository(IMemoryContext context) : base(context)
{
}
public CrudRepository(IMemoryContext context) : base(context)
{
}
public UserRepository(IMemoryContext context) : base(context)
{
}
public static IList <double> CalcADX(IList <double> source1, IList <double> source2, int period, IMemoryContext context = null)
{
int count = source1.Count;
IList <double> dx1 = context?.GetArray <double>(count) ?? new double[count];
for (int i = 1; i < count; i++)
{
dx1[i] = source1[i] == 0 && source2[i] == 0
? 0
: Math.Abs(source1[i] - source2[i]) / (source1[i] + source2[i]) * 100;
}
var dx2 = Series.EMA(dx1, period, context);
context?.ReleaseArray((Array)dx1);
return(dx2);
}
