Initial Commit

MarketData/MarketDataLib/MarketDataModel/MACD.cs

@@ -0,0 +1,193 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+using System.Linq;
+using MarketData.Utils;
+
+namespace MarketData.MarketDataModel
+{
+  public class MACDFastSlowSignalsComparerDesc : IComparer<MACDFastSlowSignal>
+  {
+    public int Compare(MACDFastSlowSignal macd1, MACDFastSlowSignal macd2)
+    {
+      if (macd1.Date < macd2.Date) return -1;
+      else if (macd1.Date > macd2.Date) return 1;
+      return 0;
+    }
+  }
+  public class MACDFastSlowSignalsComparerAsc : IComparer<MACDFastSlowSignal>
+  {
+    public int Compare(MACDFastSlowSignal macd1, MACDFastSlowSignal macd2)
+    {
+      if (macd1.Date > macd2.Date) return -1;
+      else if (macd1.Date < macd2.Date) return 1;
+      return 0;
+    }
+  }
+  public class MACDFastSlowSignals : List<MACDFastSlowSignal>
+  {
+    private String symbol;
+    private DateTime fromDate;
+    private DateTime thruDate;
+    private DateTime date;
+    public MACDFastSlowSignals()
+    {
+    }
+    public MACDFastSlowSignals(ICollection<MACDFastSlowSignal> collection)
+    {
+      IEnumerator<MACDFastSlowSignal> enumerator=collection.GetEnumerator();
+      while (enumerator.MoveNext()) Add(enumerator.Current);
+    }
+    public Signals FastCondensedSignals{get;set;}
+    public Signals SlowCondensedSignals{get;set;}
+    public double MinFastMACD
+    {
+      get{return (from MACDFastSlowSignal signal in this select signal.MACDFast).Min()-.25;}
+    }
+    public double MinSlowMACD
+    {
+      get{return (from MACDFastSlowSignal signal in this select signal.MACDSlow).Min()-.25;}
+    }
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public DateTime FromDate
+    {
+      get { return fromDate; }
+      set { fromDate = value; }
+    }
+    public DateTime ThruDate
+    {
+      get { return thruDate; }
+      set { thruDate = value; }
+    }
+  }
+  public class MACDFastSlowSignal
+  {
+    private DateTime date;
+    private double signalFast;   
+    private double macdFast;
+    private double signalSlow;
+    private double macdSlow;
+
+    public MACDFastSlowSignal()
+    {
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public double SignalFast
+    {
+      get { return signalFast; }
+      set { signalFast = value; }
+    }
+    public double MACDFast
+    {
+      get { return macdFast; }
+      set { macdFast = value; }
+    }
+    public double SignalSlow
+    {
+      get { return signalSlow; }
+      set { signalSlow = value; }
+    }
+    public double MACDSlow
+    {
+      get { return macdSlow; }
+      set { macdSlow = value; }
+    }
+  }
+  public class MACDSignals : List<MACDSignal>
+  {
+    public MACDSignals()
+    {
+    }
+    public float[] GetMACD(int startIndex, int count)
+    {
+      if (startIndex + count > Count) return null;
+      float[] macdArray = new float[count];
+      for (int index = startIndex, arrayIndex = 0; index < startIndex + count; index++, arrayIndex++)
+      {
+        macdArray[arrayIndex] = (float)this[index].MACD;
+      }
+      return macdArray;
+    }
+  }
+  public class MACDSignal
+  {
+    private String symbol;
+    private DateTime date;
+    private double fast;      // fast  12
+    private double slow;      // slow  26
+    private double signal;   // signal 9
+    private double macd;
+    private double histogram;
+
+    public MACDSignal()
+    {
+    }
+    public String Symbol
+    {
+      get {return symbol; }
+      set { symbol = value; }
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public double Fast
+    {
+      get { return fast; }
+      set { fast = value; }
+    }
+    public double Slow
+    {
+      get { return slow; }
+      set { slow = value; }
+    }
+    public double Signal
+    {
+      get { return signal; }
+      set { signal = value; }
+    }
+    public double MACD
+    {
+      get { return macd; }
+      set { macd = value; }
+    }
+    public double Histogram
+    {
+      get { return histogram; }
+      set { histogram = value; }
+    }
+    public static String Header
+    {
+      get
+      {
+        return "Symbol,Date,Fast,Slow,Signal,MACD,Histogram";
+      }
+    }
+    public override String ToString()
+    {
+      StringBuilder sb=new StringBuilder();
+      sb.Append(symbol).Append(",");
+      sb.Append(Utility.DateTimeToStringMMSDDSYYYY(Date)).Append(",");
+      sb.Append(String.Format("{0:0.00000}",Fast)).Append(",");
+      sb.Append(String.Format("{0:0.00000}",Slow)).Append(",");
+      sb.Append(String.Format("{0:0.00000}",Signal)).Append(",");
+      sb.Append(String.Format("{0:0.00000}",MACD)).Append(",");
+      sb.Append(String.Format("{0:0.00000}",Histogram));
+      return sb.ToString();
+    }
+  }
+}