using KLHZ.Trader.Core.Declisions.Models; namespace KLHZ.Trader.Core.Declisions.Utils { internal static class HistoryProcessingInstruments { internal static PeriodPricesInfo GetPriceDiffForTimeSpan(this PriceHistoryCacheUnit unit, TimeSpan timeShift, TimeSpan timeSpan) { var res = new PeriodPricesInfo(false, 0, 0, 0, 0, 0, timeSpan, 0); var data = unit.GetData(); var times = data.timestamps; var prices = data.prices; if (times.Length < 2) return res; var lastPriceTime = times[times.Length - 1]; var intervalEnd = lastPriceTime - timeShift; var intervalStart = intervalEnd - timeSpan; var max = float.MinValue; var min = float.MaxValue; var intervaEndIndex = -1; var intervaStartIndex = -1; for (int i = times.Length - 1; i > -1; i--) { if (times[i] <= intervalEnd && intervaEndIndex < 0) { intervaEndIndex = i; } if (prices[i] > max && intervaEndIndex >= 0) { max = prices[i]; } if (prices[i] < min && intervaEndIndex >= 0) { min = prices[i]; } if (times[i] <= intervalStart && intervaStartIndex < 0) { intervaStartIndex = i; if (intervaStartIndex != intervaEndIndex && intervaEndIndex >= 0) break; } } if (intervaStartIndex >= 0 && intervaEndIndex >= 0) { res = new PeriodPricesInfo( true, prices[intervaStartIndex], prices[intervaEndIndex], prices[intervaEndIndex] - prices[intervaStartIndex], min, max, timeSpan, intervaEndIndex - intervaStartIndex); } return res; } internal static bool CheckStable(this PeriodPricesInfo data, float meanfullDiff) { meanfullDiff = Math.Abs(meanfullDiff); return data.Success && Math.Abs(data.PeriodDiff) < 1.5 * meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 2 * meanfullDiff; } internal static bool CheckGrowing(this PeriodPricesInfo data, float meanfullDiff) { return meanfullDiff > 0 && data.Success && data.PeriodDiff > meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * Math.Abs(data.PeriodDiff); } internal static bool CheckFalling(this PeriodPricesInfo data, float meanfullDiff) { meanfullDiff = -meanfullDiff; return meanfullDiff < 0 && data.Success && data.PeriodDiff < meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * Math.Abs(data.PeriodDiff); } internal static float CalcTrendRelationAbs(PeriodPricesInfo first, PeriodPricesInfo second) { var k1 = Math.Abs(first.PeriodDiff) / Math.Abs(first.Period.TotalSeconds); var k2 = Math.Abs(second.PeriodDiff) / Math.Abs(second.Period.TotalSeconds); if (k2 == 0 && k1 != 0) return 1000; return (float)(k1 / k2); } internal static bool CheckDowntrendEnding(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff) { var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod); var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod); var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod); var isEndStable = endDiff.CheckStable(meanfullDiff); var isEndGrown = endDiff.CheckGrowing(meanfullDiff); var isStartFalls = startDiff.CheckFalling(meanfullDiff); var isTotalFalls = totalDiff.CheckFalling(meanfullDiff); var trendRelation = CalcTrendRelationAbs(startDiff, endDiff); var res = totalDiff.Success && isStartFalls && (isEndStable || isEndGrown) && trendRelation >= 2; if (startDiff.Success) { } return res; } internal static bool CheckUptrendEnding(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff) { var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod); var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod); var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod); var isEndStable = endDiff.CheckStable(meanfullDiff); var isEndFalls = endDiff.CheckFalling(meanfullDiff); var isStartGrows = startDiff.CheckGrowing(meanfullDiff); var trendRelation = CalcTrendRelationAbs(startDiff, endDiff); var isEndLocal = endDiff.PeriodDiff == 0 && endDiff.Count == 2; var res = totalDiff.Success && isStartGrows && (isEndStable || isEndFalls) && (trendRelation >= 2 && !isEndLocal); if (res) { } return res; } internal static bool CheckDowntrendStarting(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff) { var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod); var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod); var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod); var isEndFalls = endDiff.CheckFalling(meanfullDiff); var isStartStable = startDiff.CheckStable(meanfullDiff); var isStartGrows = startDiff.CheckGrowing(meanfullDiff); var trendRelation = CalcTrendRelationAbs(endDiff, startDiff); return totalDiff.Success && (isStartStable || isStartGrows) && isEndFalls && trendRelation >= 2; } internal static bool CheckUptrendStarting(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff) { var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod); var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod); var endDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, secondPeriod); var isEndGrows = endDiff.CheckGrowing(meanfullDiff); var isStartStable = startDiff.CheckStable(meanfullDiff); var isStartFalls = startDiff.CheckStable(meanfullDiff); var trendRelation = CalcTrendRelationAbs(endDiff, startDiff); var res = totalDiff.Success && (isStartStable || isStartFalls) && isEndGrows && endDiff.PeriodDiff > meanfullDiff; if (isStartStable) { res &= trendRelation >= 2; } else { } if (res) { } return res; } } }