示例#1
0
        public void TestGetLastNClosingPrices()
        {
            //List<string> allLines = Reader.GetAllLinesFromPath("COTAHIST_A2016.TXT");

            Dictionary <string, MarketData> mData = Reader.GetMarketDataFromPaper("PETR3", allLines);

            MarketHistory mh = new MarketHistory(mData);

            var last15 = mh.GetLastNClosingPrices(15, mh[225].dateStr);
        }
        public Dictionary <string, decimal> CalculateIndicator(MarketHistory mHistory)
        {
            Dictionary <string, decimal> temp = new Dictionary <string, decimal>();

            foreach (MarketData m in mHistory)
            {
                var lastCloses = mHistory.GetLastNClosingPrices(period, m.dateStr);

                decimal avg = lastCloses.Average();

                temp.Add(m.dateStr, avg);
            }

            return(temp);
        }