Initial Commit

MarketData/MarketDataLib/MarketDataModel/Signal.cs

@@ -0,0 +1,171 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+using System.Linq;
+using MarketData.Utils;
+
+namespace MarketData.MarketDataModel
+{
+  public class Signals : List<Signal>
+  {
+    public Signals()
+    {
+    }
+    public Signals(List<Signal> signals)
+    {
+      foreach(Signal signal in signals)Add(signal);
+    }
+    public Signals WeakBuySignals
+    {
+      get 
+      {
+        IEnumerable<Signal> list=(from Signal signal in this where signal.SignalIndicator.Equals(Signal.Indicator.WeakBuy) select signal);
+        if(0==list.Count())return new Signals();
+        return new Signals(list.ToList());
+      }
+    }
+    public Signals WeakSellSignals
+    {
+      get 
+      {
+        IEnumerable<Signal> list=(from Signal signal in this where signal.SignalIndicator.Equals(Signal.Indicator.WeakSell) select signal);
+        if(0==list.Count())return new Signals();
+        return new Signals(list.ToList());
+      }
+    }
+    public Signals StrongBuySignals
+    {
+      get 
+      {
+        IEnumerable<Signal> list=(from Signal signal in this where signal.SignalIndicator.Equals(Signal.Indicator.StrongBuy) select signal);
+        if(0==list.Count())return new Signals();
+        return new Signals(list.ToList());
+      }
+    }
+    public Signals StrongSellSignals
+    {
+      get 
+      {
+        IEnumerable<Signal> list=(from Signal signal in this where signal.SignalIndicator.Equals(Signal.Indicator.StrongSell) select signal);
+        if(0==list.Count())return new Signals();
+        return new Signals(list.ToList());
+      } 
+    }
+    public Signals CondenseSignals()
+    {
+      Signal currentSignal=null;
+      Signals condensedSignals=new Signals();
+      for(int index=0;index<Count;index++)
+      {
+        Signal signal=this[index];
+        if(0==index)
+        {
+          currentSignal=signal;
+          condensedSignals.Add(signal);
+        }
+        else
+        {
+          if(signal.SignalIndicator.Equals(currentSignal.SignalIndicator))continue;
+          condensedSignals.Add(signal);
+          currentSignal=signal;
+        }
+      }
+      return condensedSignals;
+    }
+  }
+// *****************************************************************************************************************************************************************
+  public class SignalComparatorByDateDescending:IComparer<Signal>
+  {
+    public int Compare(Signal v1,Signal v2)
+    {
+      return v2.SignalDate.CompareTo(v1.SignalDate);
+    }
+  }
+// *****************************************************************************************************************************************************************
+  public class Signal
+  {
+    public enum Indicator { StrongBuy, WeakBuy, WeakSell, StrongSell,Neutral };
+    private String ticker;
+    private Indicator indicator;
+    private DateTime signalDate;
+    private String reason;
+
+    public Signal()
+    {
+    }
+    public Signal(String ticker, DateTime signalDate, Indicator indicator)
+    {
+      this.ticker = ticker;
+      this.signalDate = signalDate;
+      this.indicator = indicator;
+    }
+    public String Ticker
+    {
+      get { return ticker; }
+      set { ticker = value; }
+    }
+    public Signal.Indicator SignalIndicator
+    {
+      get { return indicator; }
+      set { indicator = value; }
+    }
+    public String SignalIndicatorString
+    {
+      get
+      {
+        if (indicator == Indicator.StrongBuy) return "SB";
+        else if (indicator == Indicator.WeakBuy) return "WB";
+        else if (indicator == Indicator.WeakSell) return "WS";
+        else if (indicator == Indicator.StrongSell) return "SS";
+        else if (indicator == Indicator.Neutral) return "NE";
+        else return "??";
+      }
+    }
+    public DateTime SignalDate
+    {
+      get { return signalDate; }
+      set { signalDate = value; }
+    }
+    public bool IsWeakBuy()
+    {
+      return Indicator.WeakBuy == indicator;
+    }
+    public bool IsWeakSell()
+    {
+      return Indicator.WeakSell == indicator;
+    }
+    public bool IsStrongBuy()
+    {
+      return Indicator.StrongBuy == indicator;
+    }
+    public bool IsStrongSell()
+    {
+      return Indicator.StrongSell == indicator;
+    }
+    public bool IsSell()
+    {
+      if (IsStrongSell() || IsWeakSell()) return true;
+      return false;
+    }
+    public bool IsBuy()
+    {
+      if (IsStrongBuy() || IsWeakBuy()) return true;
+      return false;
+    }
+    public bool IsNeutral()
+    {
+      return Indicator.Neutral == indicator;
+    }
+    public String Reason
+    {
+      get { return reason; }
+      set { reason = value; }
+    }
+    public override String ToString()
+    {
+      StringBuilder sb = new StringBuilder();
+      sb.Append(ticker).Append(",").Append(Utility.DateTimeToStringMMSDDSYYYY(signalDate)).Append(",").Append(SignalIndicatorString);
+      return sb.ToString();
+    }
+  }
+}