Add CMTRend

MarketData/MarketDataLib/Generator/CMTrend/CMTMACDIndicator.cs

@@ -0,0 +1,31 @@
+using MarketData.Cache;
+using MarketData.MarketDataModel;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MarketData.Generator.CMTrend
+{
+  public class CMTMACDIndicator
+  {
+    private CMTMACDIndicator()
+    {
+    }
+    public static bool IsMACDDowntrend(DateTime tradeDate,String symbol,CMTParams parameters)
+    {
+      Prices prices=GBPriceCache.GetInstance().GetPrices(symbol,tradeDate,parameters.MACDSignalDays*3);
+      if(null==prices||!prices[0].Date.Date.Equals(tradeDate.Date)) return true;
+      MACDSetup macdSetup=new MACDSetup(parameters.MACDSetup);
+      MACDSignals macdSignals=MACDGenerator.GenerateMACD(prices,macdSetup);
+      Signals signalsMACD=SignalGenerator.GenerateSignals(macdSignals);
+      signalsMACD=new Signals(signalsMACD.Take(parameters.MACDSignalDays).ToList());
+      int weakSellSignalCount=(from Signal signal in signalsMACD where signal.IsWeakSell() select signal).Count();
+      int strongSellSignalCount=(from Signal signal in signalsMACD where signal.IsStrongSell() select signal).Count();
+      if(parameters.MACDRejectWeakSells&&weakSellSignalCount>0) return true;
+      if(parameters.MACDRejectStrongSells&&strongSellSignalCount>0) return true;
+      return false;
+    }
+  }
+}