本文整理汇总了C#中StockSerie类的典型用法代码示例。如果您正苦于以下问题：C# StockSerie类的具体用法？C# StockSerie怎么用？C# StockSerie使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
StockSerie类属于命名空间，在下文中一共展示了StockSerie类的15个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
// Calculate Bands
int period = (int)this.parameters[0];
FloatSerie ema = stockSerie.GetIndicator("EMA(" + period + ")").Series[0];
FloatSerie atr = stockSerie.GetIndicator("ATR(" + period + ")").Series[0];
float upCoef = (float)this.parameters[1];
float downCoef = (float)this.parameters[2];
FloatSerie upperKeltnerBand = ema + atr * upCoef;
this.series[0] = upperKeltnerBand;
this.Series[0].Name = this.SerieNames[0];
FloatSerie lowerKeltnerBand = ema + atr * downCoef;
this.series[1] = lowerKeltnerBand;
this.Series[1].Name = this.SerieNames[1];
// Detecting events
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
for (int i = 1; i < upperKeltnerBand.Count; i++)
{
this.eventSeries[0][i] = closeSerie[i] > upperKeltnerBand[i];
this.eventSeries[1][i] = closeSerie[i] < lowerKeltnerBand[i];
this.eventSeries[2][i] = closeSerie[i] >= lowerKeltnerBand[i] && closeSerie[i] <= upperKeltnerBand[i];
}
}示例2: StockAlertDef
public StockAlertDef(StockSerie.StockBarDuration barDuration, string indicatorType, string indicatorName, string eventName)
{
this.BarDuration = barDuration;
this.IndicatorType = indicatorType;
this.IndicatorName = indicatorName;
this.EventName = eventName;
}示例3: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
// Calculate Bands
int period = (int)this.parameters[0];
FloatSerie ema = stockSerie.GetIndicator("EMA(" + period + ")").Series[0];
FloatSerie highEma = stockSerie.GetSerie(StockDataType.HIGH).CalculateEMA(period);
FloatSerie lowEma = stockSerie.GetSerie(StockDataType.LOW).CalculateEMA(period);
FloatSerie diff = highEma - lowEma;
FloatSerie atr = stockSerie.GetIndicator("ATR(" + period + ")").Series[0];
float upCoef = (float)this.parameters[1];
float downCoef = (float)this.parameters[2];
FloatSerie upperMYBAND = ema + diff * upCoef;
this.series[0] = upperMYBAND;
this.Series[0].Name = this.SerieNames[0];
FloatSerie lowerMYBAND = ema + diff * downCoef;
this.series[1] = lowerMYBAND;
this.Series[1].Name = this.SerieNames[1];
this.series[2] = ema;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
bool waitingForBearSignal = false;
bool waitingForBullSignal = false;
for (int i = 1; i < upperMYBAND.Count; i++)
{
if (waitingForBearSignal && highSerie[i - 1] >= highSerie[i] && closeSerie[i - 1] >= closeSerie[i])
{
// BearishSignal
this.eventSeries[3][i] = true;
waitingForBearSignal = false;
}
if (highSerie[i] >= upperMYBAND[i])
{
waitingForBearSignal = true;
this.eventSeries[0][i] = true;
}
if (waitingForBullSignal && lowSerie[i - 1] <= lowSerie[i] && closeSerie[i - 1] <= closeSerie[i])
{
// BullishSignal
this.eventSeries[2][i] = true;
waitingForBullSignal = false;
}
if (lowSerie[i] <= lowerMYBAND[i])
{
waitingForBullSignal = true;
this.eventSeries[1][i] = lowSerie[i] <= lowerMYBAND[i];
}
}
}示例4: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
float indicatorMax = (float)this.Parameters[2];
float indicatorCenter = (float)this.Parameters[3];
float indicatorWeight = (float)this.Parameters[4];
stockSerie.CalculateVarTrailStop((int)this.Parameters[0], ((string)this.Parameters[1]).Replace('_', ','), indicatorMax, indicatorCenter, indicatorWeight, out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = (int)this.Parameters[0]; i < stockSerie.Count; i++)
{
this.Events[0][i] = !float.IsNaN(longStopSerie[i]);
this.Events[1][i] = !float.IsNaN(shortStopSerie[i]);
this.Events[2][i] = float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]);
this.Events[3][i] = float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]);
this.Events[4][i] = !float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]) && longStopSerie[i - 1] < longStopSerie[i];
this.Events[5][i] = !float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]) && shortStopSerie[i - 1] > shortStopSerie[i];
this.Events[6][i] = !float.IsNaN(longStopSerie[i]) && !float.IsNaN(longStopSerie[i - 1]) && lowSerie[i] > longStopSerie[i] && lowSerie[i - 1] <= longStopSerie[i - 1];
this.Events[7][i] = !float.IsNaN(shortStopSerie[i]) && !float.IsNaN(shortStopSerie[i - 1]) && highSerie[i] < shortStopSerie[i] && highSerie[i - 1] >= shortStopSerie[i - 1];
}
}示例5: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
int period = (int)this.parameters[0];
IStockIndicator momentum = stockSerie.GetIndicator("MOMENTUM(" + period + ",1,10)");
FloatSerie momentumSerie = momentum.Series[0];
FloatSerie atrSerie = stockSerie.GetSerie(StockDataType.ATR);
FloatSerie distSerie = momentumSerie.Div(atrSerie.Cumul(period));
//cciSerie = cciSerie.CalculateSigmoid(100f, 0.02f).CalculateEMA((int)Math.Sqrt();
//FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
//for (int i = 10; i < cciSerie.Count; i++)
//{
// if (cciSerie[i] > overbought && cciSerie[i] <= cciSerie[i - 1] && closeSerie[i] >= closeSerie[i-1])
// {
// cciSerie[i] = cciSerie[i - 1] + (100 - cciSerie[i - 1]) / 4f;
// }
// else if (cciSerie[i] < oversold && cciSerie[i] >= cciSerie[i - 1] && closeSerie[i] <= closeSerie[i-1])
// {
// cciSerie[i] = cciSerie[i - 1] *0.75f;
// }
//}
this.series[0] = distSerie;
this.series[0].Name = this.Name;
}示例6: Initialise
public override void Initialise(StockSerie stockSerie, StockOrder lastBuyOrder, bool supportShortSelling)
{
base.Initialise(stockSerie, lastBuyOrder, supportShortSelling);
this.oscSerie = null;
this.trailStop = StockTrailStopManager.CreateTrailStop("TRAILHL(3)");
this.trailStop.ApplyTo(stockSerie);
}示例7: StockStrategyScannerDlg
public StockStrategyScannerDlg(StockDictionary stockDictionary, StockSerie.Groups stockGroup, StockSerie.StockBarDuration barDuration, string strategyName)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.barDuration = barDuration;
// Initialise group combo box
groupComboBox.Items.AddRange(this.stockDictionary.GetValidGroupNames().ToArray());
groupComboBox.SelectedItem = stockGroup.ToString();
groupComboBox.SelectedValueChanged += new EventHandler(groupComboBox_SelectedValueChanged);
// Initialise Strategy Combo box
this.strategyComboBox.Items.Clear();
List<string> strategyList = StrategyManager.GetStrategyList();
foreach (string name in strategyList)
{
this.strategyComboBox.Items.Add(name);
}
this.strategyComboBox.SelectedItem = strategyName;
this.strategyComboBox.SelectedValueChanged += new EventHandler(strategyComboBox_SelectedValueChanged);
periodComboBox.SelectedIndex = 0;
OnBarDurationChanged(barDuration);
}示例8: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
FloatSerie HighSerie = stockSerie.GetSerie(StockDataType.HIGH);
IStockIndicator bbIndicator = stockSerie.GetIndicator(this.Name.Replace("TRAIL", ""));
stockSerie.CalculateBBTrailStop(bbIndicator.Series[1], bbIndicator.Series[0], out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 5; i < stockSerie.Count; i++)
{
bool upTrend;
this.Events[0][i] = upTrend = float.IsNaN(shortStopSerie[i]);
this.Events[1][i] = !upTrend;
this.Events[2][i] = upTrend && !this.Events[0][i - 1];
this.Events[3][i] = !upTrend && !this.Events[1][i - 1];
this.Events[4][i] = upTrend && this.Events[0][i - 1] && lowSerie[i - 1] <= longStopSerie[i - 1] && lowSerie[i] > longStopSerie[i];
this.Events[5][i] = !upTrend && this.Events[1][i - 1] && HighSerie[i - 1] >= shortStopSerie[i - 1] && HighSerie[i] < shortStopSerie[i]; ;
}
}示例9: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie longStopSerie;
FloatSerie shortStopSerie;
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
stockSerie.CalculateHLAVGTrailStop((int)this.Parameters[0], (int)this.Parameters[1], out longStopSerie, out shortStopSerie);
this.Series[0] = longStopSerie;
this.Series[1] = shortStopSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 5; i < stockSerie.Count; i++)
{
this.Events[0][i] = !float.IsNaN(longStopSerie[i]);
this.Events[1][i] = !float.IsNaN(shortStopSerie[i]);
this.Events[2][i] = float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]);
this.Events[3][i] = float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]);
this.Events[4][i] = !float.IsNaN(longStopSerie[i - 1]) && !float.IsNaN(longStopSerie[i]) && longStopSerie[i - 1] < longStopSerie[i];
this.Events[5][i] = !float.IsNaN(shortStopSerie[i - 1]) && !float.IsNaN(shortStopSerie[i]) && shortStopSerie[i - 1] > shortStopSerie[i];
this.Events[6][i] = !float.IsNaN(longStopSerie[i]) && !float.IsNaN(longStopSerie[i - 1]) && lowSerie[i] > longStopSerie[i] && lowSerie[i - 1] <= longStopSerie[i - 1];
this.Events[7][i] = !float.IsNaN(shortStopSerie[i]) && !float.IsNaN(shortStopSerie[i - 1]) && highSerie[i] < shortStopSerie[i] && highSerie[i - 1] >= shortStopSerie[i - 1];
}
}示例10: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie lowEMASerie = stockSerie.GetIndicator(this.SerieNames[0]).Series[0];
FloatSerie highEMASerie = stockSerie.GetIndicator(this.SerieNames[1]).Series[0];
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
this.Series[0] = lowEMASerie;
this.Series[1] = highEMASerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = (int)this.parameters[0]; i < stockSerie.Count; i++)
{
if (lowSerie[i] > highEMASerie[i])
{
this.Events[0][i] = true;
if (!this.Events[0][i-1])
this.Events[2][i] = true;
}
else if (highSerie[i] < lowEMASerie[i])
{
this.Events[1][i] = true;
if (!this.Events[1][i - 1])
this.Events[3][i] = true;
}
else
{
this.Events[4][i] = true;
}
}
}示例11: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
int fastPeriod = (int)this.parameters[0];
int slowPeriod = (int)this.parameters[1];
FloatSerie maSerie = closeSerie.CalculateKEMA(fastPeriod, slowPeriod);
this.series[0] = maSerie;
this.series[0].Name = this.Name;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < maSerie.Count; i++)
{
this.eventSeries[0][i] = (maSerie[i - 2] > maSerie[i - 1] && maSerie[i - 1] < maSerie[i]);
this.eventSeries[1][i] = (maSerie[i - 2] < maSerie[i - 1] && maSerie[i - 1] > maSerie[i]);
this.eventSeries[2][i] = closeSerie[i-1] < maSerie[i-1] && closeSerie[i] > maSerie[i];
this.eventSeries[3][i] = closeSerie[i-1] > maSerie[i-1] && closeSerie[i] < maSerie[i];
this.eventSeries[4][i] = lowSerie[i] > maSerie[i] && lowSerie[i - 1] < maSerie[i - 1];
this.eventSeries[5][i] = highSerie[i] < maSerie[i] && highSerie[i - 1] > maSerie[i - 1];
this.eventSeries[6][i] = lowSerie[i] > maSerie[i] && closeSerie[i - 1] < closeSerie[i];
this.eventSeries[7][i] = highSerie[i] < maSerie[i] && closeSerie[i - 1] > closeSerie[i];
}
}示例12: AddStock
public void AddStock(int index, StockSerie stockSerie)
{
StockDailyValue dailyValue = stockSerie.ValueArray[index];
StockDailyValue futureValue = null;
float dailyVariationClose = 0.0f;
float dailyVariationLow = 0.0f;
float dailyVariationHigh = 0.0f;
for (int i = 0; i < NB_VALUES; i++)
{
futureValue = stockSerie.Values.ElementAt(index + i + 1);
dailyVariationClose = (futureValue.CLOSE - dailyValue.CLOSE) / dailyValue.CLOSE;
dailyVariationLow = (futureValue.LOW - dailyValue.CLOSE) / dailyValue.CLOSE;
dailyVariationHigh = (futureValue.HIGH - dailyValue.CLOSE) / dailyValue.CLOSE;
variationClose[i] += dailyVariationClose;
variationLow[i] += dailyVariationLow;
variationHigh[i] += dailyVariationHigh;
minVariationClose = Math.Min(minVariationClose, dailyVariationClose);
minVariationLow = Math.Min(minVariationLow, dailyVariationLow);
minVariationHigh = Math.Min(minVariationHigh, dailyVariationHigh);
maxVariationClose = Math.Max(minVariationClose, dailyVariationClose);
maxVariationLow = Math.Max(minVariationLow, dailyVariationLow);
maxVariationHigh = Math.Max(minVariationHigh, dailyVariationHigh);
}
nbVariationValue++;
}示例13: LoadData
public override bool LoadData(string rootFolder, StockSerie stockSerie)
{
string[] row = stockSerie.StockName.Split('/');
string serieName = row[0] + "/" + row[1];
if (!StockDictionary.StockDictionarySingleton.ContainsKey(row[0]))
{
throw new Exception("Stock " + row[0] + " Not found, cannot calculate ratio");
}
StockSerie s1 = StockDictionary.StockDictionarySingleton[row[0]];
if (!StockDictionary.StockDictionarySingleton.ContainsKey(row[1]))
{
throw new Exception("Stock " + row[1] + " Not found, cannot calculate ratio");
}
StockSerie s2 = StockDictionary.StockDictionarySingleton[row[1]];
// Generate ratio serie
StockSerie s3 = s1.GenerateRelativeStrenthStockSerie(s2);
// Copy Into current serie
stockSerie.IsInitialised = false;
foreach (var pair in s3)
{
stockSerie.Add(pair.Key, pair.Value);
}
return true;
}示例14: ApplyTo
public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie fastSerie = stockSerie.GetIndicator(this.SerieNames[0]).Series[0].ShiftForward((int)this.parameters[3]);
FloatSerie mediumSerie = stockSerie.GetIndicator(this.SerieNames[1]).Series[0].ShiftForward((int)this.parameters[4]);
FloatSerie slowSerie = stockSerie.GetIndicator(this.SerieNames[2]).Series[0].ShiftForward((int)this.parameters[5]);
this.Series[0] = fastSerie;
this.Series[1] = mediumSerie;
this.Series[2] = slowSerie;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
for (int i = 2; i < stockSerie.Count; i++)
{
if (fastSerie[i] > mediumSerie[i] && mediumSerie[i] > slowSerie[i])
{
this.Events[0][i] = true;
}
else if (fastSerie[i] < mediumSerie[i] && mediumSerie[i] < slowSerie[i])
{
this.Events[1][i] = true;
}
}
}示例15: Initialise
public void Initialise(StockSerie serie)
{
this.stockSerie = serie;
this.lowSerie = stockSerie.GetSerie(StockDataType.LOW);
this.highSerie = stockSerie.GetSerie(StockDataType.HIGH);
this.closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
}