public void Analyze(Broker bro, Symbol sym, string date)
{
#region Init
Quotes q1 = null;
#region Check
for (int i = 0; i < bro.Symbols.Count; i++)
if (bro.Symbols[i].Name == sym.Name)
{
for (int j = 0; j < bro.Symbols[i].Files.Count; j++)
if (bro.Symbols[i].Files[j].Date == date)
{
q1 = new Quotes(bro.Symbols[i].Files[j].Path);
i = bro.Symbols.Count;
break;
}
}
if (q1 == null || q1.pTime == null)
{
//Log(bro1.Name, "", sym.Name, new MegaTime(date), false);
return;
}
#endregion
#endregion
bool isSos = false;
MegaTime t = null;
int Ticks = (int)numericUpDown1.Value;
int Delta = (int)numericUpDown3.Value;
int asum1 = 0, asum2 = 0;
int sum1 = 0, sum2 = 0;
bool fl = false;
for (int i = Ticks + 1; i < q1.pTime.Count; i++)
{
asum1 = 0;
asum2 = 0;
sum1 = 0;
sum2 = 0;
fl = false;
for (int j = 0; j < Ticks; j++)
{
sum1 += q1.pAsk[i - j] - q1.pAsk[i - j - 1];
sum2 += q1.pBid[i - j] - q1.pBid[i - j - 1];
asum1 += Math.Abs(sum1);
asum2 += Math.Abs(sum2);
if (checkBox3.Checked && asum1 / Math.Max(Math.Abs(sum1), 1) >= Delta && asum2 / Math.Max(Math.Abs(sum2), 1) >= Delta)
{
if (!isSos)
{
isSos = true;
t = new MegaTime(q1.pTime[i - Ticks]);
}
fl = true;
}
else if (!checkBox3.Checked && (asum1 / Math.Max(Math.Abs(sum1), 1) >= Delta || asum2 / Math.Max(Math.Abs(sum2), 1) >= Delta))
{
if (!isSos)
{
isSos = true;
t = new MegaTime(q1.pTime[i - Ticks]);
}
fl = true;
}
}
if (!fl)
{
if (isSos)
{
Log(bro.Name, sym.Name, t, true);
isSos = false;
}
}
}
}
// Added to prevent duplicates to prevent key insertion errors/redundancy
private static List<Quotes.QuoteProperties> DistinctQuotePropertyList( Quotes.QuoteProperties[] qps )
{
var lQP = qps.ToList<Quotes.QuoteProperties>( );
var lQPDistinct = lQP.Distinct( ).ToList<Quotes.QuoteProperties>();
return lQPDistinct;
}
public MarketDataItem( string input, Quotes.QuoteProperties Quote )
{
_str = null;
_data = null;
this.Property = Quote;
this.Type = Quote.Type;
if ( Property.Type == Quotes.ResultType.Date ) ParseDate( input );
if ( Property.Type == Quotes.ResultType.Number ) ParseNumber( input );
if ( Property.Type == Quotes.ResultType.Pair ) ParsePair( input );
if ( Property.Type == Quotes.ResultType.Percentage ) ParsePercentage( input );
if ( Property.Type == Quotes.ResultType.Range ) ParseRange( input );
if ( Property.Type == Quotes.ResultType.RangePercentage ) ParsePercentageRange( input );
if ( Property.Type == Quotes.ResultType.Text ) ParseText( input );
if ( Property.Type == Quotes.ResultType.TruncuatedCurrency ) ParseTruncateCurrency( input );
}
// For each company, the outter dictionary key, makes a single item query for the special case quote property
// The inner dictionary is expected to be the quote property name, value pair
// If request is unsuccessful, returns null
private static Dictionary<string, Dictionary<string, string>> SpecialCaseQuoteQuery( string baseQuery, List<string> tickers, Quotes.QuoteProperties qp )
{
baseQuery += qp.ToString( );
baseQuery += endURL;
var qResult = string.Empty;
try{ qResult = client.DownloadString( baseQuery ); }
catch{ return null; }
string [] stringSeparator = new string [] { "\r\n" };
var resultLines = qResult.Split( stringSeparator, StringSplitOptions.RemoveEmptyEntries );
var result = new Dictionary<string, Dictionary<string, string>>( );
for(int i = 0; i < tickers.Count; i++) {
var valuePair = new Dictionary<string, string>( );
valuePair.Add( qp.GetDesription( ), resultLines [ i ] );
result.Add( tickers [ i ], valuePair );
}
return result;
}
