41 lines
1.1 KiB
C#
Executable File
41 lines
1.1 KiB
C#
Executable File
using System;
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using System.Collections.Generic;
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using MarketData.Numerical;
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namespace MarketData.MarketDataModel
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{
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public class MovingDeviation
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{
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private MovingDeviation()
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{
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}
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public static DMADeviations GenerateMovingDeviation(Prices prices, int dayCount)
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{
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try
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{
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DMADeviations dmaDeviations = new DMADeviations();
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for (int index = 0; index < prices.Count; index++)
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{
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Price price = prices[index];
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DMADeviation dmaDeviation = new DMADeviation();
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dmaDeviation.Symbol = price.Symbol;
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dmaDeviation.Date = price.Date;
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float[] pricesArray = prices.GetPrices(index, dayCount);
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dmaDeviation.StDevPrice = Numerics.Volatility(ref pricesArray);
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if (double.IsNaN(dmaDeviation.StDevPrice)) continue;
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dmaDeviation.CurrentPrice = price.Close;
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dmaDeviations.Add(dmaDeviation);
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}
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return dmaDeviations;
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}
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catch (Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception);
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return null;
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}
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}
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}
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}
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