Initial Commit

MarketData/MarketDataLib/MarketDataModel/DMAPrice.cs

@@ -0,0 +1,150 @@
+using System;
+using System.Collections.Generic;
+
+namespace MarketData.MarketDataModel
+{
+  public class DMAPricesByDate : Dictionary<DateTime, DMAPrice>
+  {
+    public DMAPricesByDate()
+    {
+    }
+  }
+  public class DMAValues : List<DMAValue>
+  {
+    public DMAValues()
+    {
+    }
+    public float[] GetValues(int startIndex, int count)
+    {
+      if (startIndex + count > Count) return null;
+      float[] valuesArray = new float[count];
+      for (int index = startIndex, arrayIndex = 0; index < startIndex + count; index++, arrayIndex++)
+      {
+        valuesArray[arrayIndex] = (float)this[index].Value;
+      }
+      return valuesArray;
+    }
+  }
+  public class DMAPrices : List<DMAPrice>
+  {
+    public DMAPrices()
+    {
+    }
+    public DMAPrices(List<DMAPrice> dmaPrices)
+    {
+      foreach(DMAPrice dmaPrice in dmaPrices)Add(dmaPrice);
+    }
+    public DMAPrices Top(int count)
+    {
+      DMAPrices dmaPrices=new DMAPrices();
+      for(int index=0;index<count&&index<Count;index++)
+      {
+        dmaPrices.Add(this[index]);
+      }
+      return dmaPrices;
+    }
+    public DMAPricesByDate GetDMAPricesByDate()
+    {
+      DMAPricesByDate dmaPricesByDate = new DMAPricesByDate();
+      for (int index = 0; index < Count; index++)
+      {
+        DMAPrice dmaPrice = this[index];
+        if (!dmaPricesByDate.ContainsKey(dmaPrice.Date))dmaPricesByDate.Add(dmaPrice.Date,dmaPrice);
+      }
+      return dmaPricesByDate;
+    }
+    public double[] GetAverages()
+    {
+      if(0==Count)return null;
+      double[] averages=new double[Count];
+      for(int index=0;index<Count;index++)averages[index]=this[index].AVGPrice;
+      return averages;
+    }
+// new 10/27/2018
+    public float[] GetReturns()
+    {
+      if(Count==0||1==Count)return null;
+      float[] returns = new float[Count - 1];
+      for (int index = 0; index < Count - 1; index++)
+      {
+        double currentPrice = this[index].AVGPrice;
+        double prevPrice = this[index + 1].AVGPrice;
+        if (0.00 == prevPrice) returns[index] = 0.00F;
+        else returns[index] = (float)((currentPrice - prevPrice) / Math.Abs(prevPrice));
+      }
+      return returns;
+    }
+  }
+  public class DMAValue
+  {
+    private DateTime date;
+    private double value;
+    private double maValue;
+
+    public DMAValue()
+    {
+    }
+    public DMAValue(DateTime date, double value)
+    {
+      this.date = date;
+      this.value = value;
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public double Value
+    {
+      get { return value; }
+      set { this.value = value; }
+    }
+    public double MAValue
+    {
+      get { return maValue; }
+      set { this.maValue = value; }
+    }
+  }
+  public class DMAPrice
+  {
+    private String symbol;
+    private DateTime date;
+    private double avgPrice;
+    private double minPrice;
+    private double maxPrice;
+    private double currentPrice;
+    public DMAPrice()
+    {
+    }
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public double AVGPrice
+    {
+      get { return avgPrice; }
+      set { avgPrice = value; }
+    }
+    public double MinPrice
+    {
+      get { return minPrice; }
+      set { minPrice = value; }
+    }
+    public double MaxPrice
+    {
+      get { return maxPrice; }
+      set { maxPrice = value; }
+    }
+    public double CurrentPrice
+    {
+      get { return currentPrice; }
+      set { currentPrice = value; }
+    }
+  }
+}