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Added ExponentialMovingAverageCrossover and moved all of the moving average stuff into it's own folder.

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Sean
2025-01-31 18:13:22 -05:00
parent 492982c55c
commit 1e130e3a15
15 changed files with 288 additions and 9 deletions
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18
Program.cs
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@@ -23,6 +23,8 @@ using MarketData.Generator.CMTrend;
using Axiom.Interpreter;
using System.Data;
using MarketData.CNNProcessing;
using MySql.Data.MySqlClient;
using MarketData.Generator.MovingAverage;
namespace MarketData
{
@@ -769,13 +771,19 @@ namespace MarketData
Trace.Listeners.Add(new TextWriterTraceListener(strLogFile));
DateTime currentDate=DateTime.Now;
// Price price = MarketDataHelper.GetLatestPriceYahoo("^GSPC");
Prices prices = new Prices();
prices.Add(new Price(){Date=DateTime.Parse("1/28/2025"),Open=10,High=10,Low=10,Close=10});
prices.Add(new Price(){Date=DateTime.Parse("1/29/2025"),Open=15,High=15,Low=15,Close=15});
prices.Add(new Price(){Date=DateTime.Parse("1/30/2025"),Open=5,High=5,Low=5,Close=5});
prices.Add(new Price(){Date=DateTime.Parse("1/31/2025"),Open=20,High=20,Low=20,Close=20});
prices.Add(new Price(){Date=DateTime.Parse("2/1/2025"),Open=10,High=10,Low=10,Close=10});
prices.Add(new Price(){Date=DateTime.Parse("2/2/2025"),Open=25,High=25,Low=25,Close=25});
prices.Add(new Price(){Date=DateTime.Parse("2/3/2025"),Open=30,High=30,Low=30,Close=30});
DMAPrices dmaPrices = MovingAverageGenerator.GenerateMovingAverage(prices, 2);
DMAPrices emaPrices = MovingAverageGenerator.GenerateExponentialMovingAverage(prices, 2);
// GetObservations(90,30);
// CompressObservations("Observations.txt");
// Console.WriteLine(CNNClient.Model.inception.ToString());
// CNNClient.Model model = (CNNClient.Model)Enum.Parse(typeof(CNNClient.Model),"inception",true);
DateTime maxHolidayDate =HolidayDA.GetMaxHolidayDate();
if(currentDate>maxHolidayDate)