Initial Commit

MarketData/MarketDataLib/MarketDataModel/Stochastic.cs

@@ -0,0 +1,138 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+using MarketData.Utils;
+
+// Filename: Stochastic.cs
+// Author:Sean Kessler
+// Date:08/2013
+
+namespace MarketData.MarketDataModel
+{
+  public class StochasticElementsByDate : Dictionary<DateTime, StochasticElement>
+  {
+    public StochasticElementsByDate()
+    {
+    }
+  }
+  public class Stochastics : List<StochasticElement>
+  {
+    public static String GetHeader()
+    {
+      StringBuilder sb = new StringBuilder();
+      sb.Append("Date,Symbol,Open,High,Low,Close,LN,HN,HX,LX,%K,%D");
+      return sb.ToString();
+    }
+    public StochasticElementsByDate GetBollingerBandElementsByDate()
+    {
+      StochasticElementsByDate stochasticElementsByDate = new StochasticElementsByDate();
+      for (int index = 0; index < Count; index++)
+      {
+        StochasticElement stochasticElement = this[index];
+        if (!stochasticElementsByDate.ContainsKey(stochasticElement.Date)) stochasticElementsByDate.Add(stochasticElement.Date, stochasticElement);
+      }
+      return stochasticElementsByDate;
+    }
+  }
+  public class StochasticElement
+  {
+    private DateTime date;
+    private String symbol;
+    private double open;
+    private double high;
+    private double low;
+    private double close;
+    private double ln;
+    private double hn;
+    private double hx;
+    private double lx;
+    private double pd;  // %D
+    private double pk;  // %K
+    public StochasticElement()
+    {
+    }
+    public DateTime Date
+    {
+      get { return date; }
+      set { date = value; }
+    }
+    public String Symbol
+    {
+      get { return symbol; }
+      set { symbol = value; }
+    }
+    public double Open
+    {
+      get { return open; }
+      set { open = value; }
+    }
+    public double High
+    {
+      get { return high; }
+      set { high = value; }
+    }
+    public double Low
+    {
+      get { return low; }
+      set { low = value; }
+    }
+    public double Close
+    {
+      get { return close; }
+      set { close = value; }
+    }
+    public double LN
+    {
+      get { return ln; }
+      set { ln = value; }
+    }
+    public double HN
+    {
+      get { return hn; }
+      set { hn = value; }
+    }
+    public double HX
+    {
+      get { return hx; }
+      set { hx = value; }
+    }
+    public double LX
+    {
+      get { return lx; }
+      set { lx = value; }
+    }
+    public double PD
+    {
+      get { return pd; }
+      set { pd = value; }
+    }
+    public double PK
+    {
+      get { return pk; }
+      set { pk = value; }
+    }
+    public bool PKInRange(double lowRange, double highRange)
+    {
+      if (PK >= lowRange && PK <= highRange) return true;
+      return false;
+    }
+    public override String ToString()
+    {
+      StringBuilder sb = new StringBuilder();
+      sb.Append(Utility.DateTimeToStringMMSDDSYYYY(Date)).Append(",");
+      sb.Append(Symbol).Append(",");
+      sb.Append(Open).Append(",");
+      sb.Append(High).Append(",");
+      sb.Append(Low).Append(",");
+      sb.Append(Close).Append(",");
+      sb.Append(LN).Append(",");
+      sb.Append(HN).Append(",");
+      sb.Append(HX).Append(",");
+      sb.Append(LX).Append(",");
+      sb.Append(PK).Append(",");
+      sb.Append(PD);
+      return sb.ToString();
+    }
+  }
+}
+