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Sean
2025-03-25 21:42:32 -04:00
parent c266eecfeb
commit 30c33d3cfd
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24
MarketData/MarketDataLib/Generator/Model/Expectancy.cs Executable file
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using MarketData.DataAccess;
using MarketData.MarketDataModel;
using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.Serialization;
using System.Text;
using System.Threading.Tasks;
namespace MarketData.Generator.Model
{
public class ModelStatistics
{
public long TotalTrades{get;set;} // The total number of trades
public long WinningTrades{get;set;} // The number of winning trades
public long LosingTrades{get;set;} // The number of losing trades
public double AverageWinningTradePercentGain{get;set;} // Average percent gain of the winning trades
public double AverageLosingTradePercentLoss{get;set;} // Average percent loss of the losing trades
public double WinningTradesPercent{get;set;} // Percentage of trades that are winners
public double LosingTradesPercent{get;set;} // Percentage of trades that are losers
public double Expectancy { get; set; } // The Expectancy. (WinningTradesPercent * AverageWinningTradePercent)/(percent losing trades * average loss) We are looking for a number greater than zero.
}
}

128
MarketData/MarketDataLib/Generator/Model/StopLimits.cs Executable file
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using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
/// <summary>
/// This StopLimit class is used by models and the UI
/// </summary>
namespace MarketData.Generator.Model
{
public class StopLimits:List<StopLimit>
{
public StopLimits()
{
}
public StopLimits(List<StopLimit> stopLimits)
{
foreach(StopLimit stopLimit in stopLimits)Add(stopLimit);
}
public NVPCollections ToNVPCollections()
{
NVPCollections nvpCollections=new NVPCollections();
foreach(StopLimit stopLimit in this)
{
nvpCollections.Add(stopLimit.ToNVPCollection());
}
return nvpCollections;
}
public static StopLimits FromNVPCollections(NVPCollections nvpCollections)
{
StopLimits stopLimits=new StopLimits();
foreach(NVPCollection nvpCollection in nvpCollections)
{
stopLimits.Add(StopLimit.FromNVPCollection(nvpCollection));
}
return stopLimits;
}
public void AddFromNVPCollection(NVPCollection nvpCollection)
{
Add(StopLimit.FromNVPCollection(nvpCollection));
}
}
public class StopLimit
{
public StopLimit()
{
}
public StopLimit(StopLimit stopLimit)
{
this.Symbol=stopLimit.Symbol;
this.AnalysisDate=stopLimit.AnalysisDate;
this.PreviousStop=stopLimit.PreviousStop;
this.NewStop=stopLimit.NewStop;
this.CurrentPriceLow=stopLimit.CurrentPriceLow;
this.CurrentPriceClose=stopLimit.CurrentPriceClose;
this.PriceTrendIndicatorSlope=stopLimit.PriceTrendIndicatorSlope;
this.StopLimitId=stopLimit.StopLimitId;
}
public StopLimit(String symbol,DateTime analysisDate,double previousStop,double newStop,double currentPriceLow,double currentPriceClose,double priceTrendIndicatorSlope)
{
this.Symbol=symbol;
this.AnalysisDate=analysisDate;
this.PreviousStop=previousStop;
this.NewStop=newStop;
this.CurrentPriceLow=currentPriceLow;
this.CurrentPriceClose=currentPriceClose;
this.PriceTrendIndicatorSlope=priceTrendIndicatorSlope;
}
public String Symbol { get; set; }
public DateTime AnalysisDate{get;set;}
public double PreviousStop{get;set;}
public double NewStop{get;set;}
public double CurrentPriceLow{get;set;}
public double CurrentPriceClose{get;set;}
public double PriceTrendIndicatorSlope{get;set;}
public String StopLimitId {get;set;}
public static String Header()
{
StringBuilder sb=new StringBuilder();
sb.Append("Id,Symbol,AnalysisDate,PreviousStop,NewStop,CurrentPriceLow,CurrentPriceClose,PriceTrendIndicatorSlope");
return sb.ToString();
}
public override String ToString()
{
StringBuilder sb=new StringBuilder();
sb.Append(null==StopLimitId?"":StopLimitId).Append(",");
sb.Append(Symbol).Append(",");
sb.Append(AnalysisDate.ToShortDateString()).Append(",");
sb.Append(Utility.FormatCurrency(PreviousStop)).Append(",");
sb.Append(Utility.FormatCurrency(NewStop)).Append(",");
sb.Append(Utility.FormatCurrency(CurrentPriceLow)).Append(",");
sb.Append(Utility.FormatCurrency(CurrentPriceClose)).Append(",");
sb.Append(Utility.FormatNumber(PriceTrendIndicatorSlope,4,false));
return sb.ToString();
}
public virtual NVPCollection ToNVPCollection()
{
NVPCollection nvpCollection=new NVPCollection();
nvpCollection.Add(new NVP("Symbol",Symbol.ToString()));
nvpCollection.Add(new NVP("AnalysisDate",AnalysisDate.ToString()));
nvpCollection.Add(new NVP("PreviousStop",PreviousStop.ToString()));
nvpCollection.Add(new NVP("NewStop",NewStop.ToString()));
nvpCollection.Add(new NVP("CurrentPriceLow",CurrentPriceLow.ToString()));
nvpCollection.Add(new NVP("CurrentPriceClose",CurrentPriceClose.ToString()));
nvpCollection.Add(new NVP("PriceTrendIndicatorSlope",PriceTrendIndicatorSlope.ToString()));
nvpCollection.Add(new NVP("StopLimitId",StopLimitId==null?"":StopLimitId));
return nvpCollection;
}
public static StopLimit FromNVPCollection(NVPCollection nvpCollection)
{
StopLimit stopLimit=new StopLimit();
NVPDictionary nvpDictionary=nvpCollection.ToDictionary();
stopLimit.Symbol=nvpDictionary["Symbol"].Get<String>();
stopLimit.AnalysisDate=nvpDictionary["AnalysisDate"].Get<DateTime>();
stopLimit.PreviousStop=nvpDictionary["PreviousStop"].Get<double>();
stopLimit.NewStop=nvpDictionary["NewStop"].Get<double>();
stopLimit.CurrentPriceLow=nvpDictionary["CurrentPriceLow"].Get<double>();
stopLimit.CurrentPriceClose=nvpDictionary["CurrentPriceClose"].Get<double>();
stopLimit.PriceTrendIndicatorSlope=nvpDictionary["PriceTrendIndicatorSlope"].Get<double>();
if(nvpDictionary.ContainsKey("StopLimitId"))stopLimit.StopLimitId=nvpDictionary["StopLimitId"].Get<String>();
return stopLimit;
}
}
}