init

2024-02-22 14:52:53 -05:00
parent 72c94666c5
commit 29b417e3f7
445 changed files with 360852 additions and 0 deletions
--- a/MarketDataLib/MarketDataModel/RSICollection.cs
+++ b/MarketDataLib/MarketDataModel/RSICollection.cs
@@ -0,0 +1,95 @@
+using MarketData.MarketDataModel;
+using MarketData.Utils;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Runtime.Serialization;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MarketData.MarketDataModel
+{
+  public class RSIDictionary : Dictionary<DateTime,RSIElement>
+  {
+  }
+  public class RSICollection : List<RSIElement>
+  {
+    public RSICollection()
+    {
+    }
+    public RSICollection(List<RSIElement> rsiElements)
+    {
+      foreach(RSIElement rsiElement in rsiElements)Add(rsiElement);
+    }
+    public RSICollection Top(int count,int offset=0)
+    {
+      if (count > Count) return null;
+      RSICollection rsiCollection = new RSICollection();
+      for (int index = 0+offset; index<Count&&rsiCollection.Count<count; index++)
+      {
+        rsiCollection.Add(this[index]);
+      }
+      return rsiCollection;
+    }
+    public RSICollection Bottom(int count,int offset=0)
+    {
+      if (count > Count) return null;
+      RSICollection rsiCollection = new RSICollection();
+      for (int index = Count-1-offset; index>=0 && rsiCollection.Count<count; index--)
+      {
+        rsiCollection.Add(this[index]);
+      }
+      return rsiCollection;
+    }
+    public RSIDictionary ToDictionary()
+    {
+      RSIDictionary dictionary=new RSIDictionary();
+      foreach(RSIElement rsiElement in this)dictionary.Add(rsiElement.Date,rsiElement);
+      return dictionary;
+    }
+    public double AverageGain()
+    {
+      double averageGain=(from RSIElement rsiElement in this select rsiElement.Gain).ToList().Sum()/(double)Count;
+      return averageGain;
+    }
+    public double AverageLoss()
+    {
+      double averageLoss=(from RSIElement rsiElement in this select rsiElement.Loss).ToList().Sum()/(double)Count;
+      return averageLoss;
+    }
+  }
+  public class RSIElement
+  {
+    public String Symbol{get;set;}
+    public DateTime Date{get;set;}
+    public double Close{get;set;}
+    public double Change{get;set;}
+    public double Gain{get;set;}
+    public double Loss{get;set;}
+    public double AverageGain{get;set;}
+    public double AverageLoss{get;set;}
+    public double RS{get;set;}
+    public double RSI{get;set;}
+    public int RSIDays{get;set;}
+    public static String Header()
+    {
+      return "Symbol,Date,Close,Change,Gain,Loss,AverageGain,AverageLoss,RS,RSI,RSIDays";
+    }
+    public override String ToString()
+    {
+      StringBuilder sb=new StringBuilder();
+      sb.Append(Utility.AddQuotes(Symbol)).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.DateTimeToStringMMHDDHYYYY(Date))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(Close))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(Change))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(Gain))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(Loss))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(AverageGain))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatCurrency(AverageLoss))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatNumber(RS,3))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatNumber(RSI,3))).Append(",");
+      sb.Append(Utility.AddQuotes(Utility.FormatNumber(RSIDays)));
+      return sb.ToString();
+    }
+  }
+}