wehub-resource-sync
111 lines
4.2 KiB
C#
111 lines
4.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Collections.Generic;
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namespace QuantConnect.Indicators.CandlestickPatterns
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{
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/// <summary>
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/// Candle settings for all candlestick patterns
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/// </summary>
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public static class CandleSettings
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{
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/// <summary>
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/// Default settings for all candle setting types
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/// </summary>
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private static readonly Dictionary<CandleSettingType, CandleSetting> DefaultSettings = new Dictionary<CandleSettingType, CandleSetting>
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{
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{ CandleSettingType.BodyLong, new CandleSetting(CandleRangeType.RealBody, 10, 1m) },
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{ CandleSettingType.BodyVeryLong, new CandleSetting(CandleRangeType.RealBody, 10, 3m) },
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{ CandleSettingType.BodyShort, new CandleSetting(CandleRangeType.RealBody, 10, 1m) },
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{ CandleSettingType.BodyDoji, new CandleSetting(CandleRangeType.HighLow, 10, 0.1m) },
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{ CandleSettingType.ShadowLong, new CandleSetting(CandleRangeType.RealBody, 0, 1m) },
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{ CandleSettingType.ShadowVeryLong, new CandleSetting(CandleRangeType.RealBody, 0, 2m) },
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{ CandleSettingType.ShadowShort, new CandleSetting(CandleRangeType.Shadows, 10, 1m) },
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{ CandleSettingType.ShadowVeryShort, new CandleSetting(CandleRangeType.HighLow, 10, 0.1m) },
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{ CandleSettingType.Near, new CandleSetting(CandleRangeType.HighLow, 5, 0.2m) },
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{ CandleSettingType.Far, new CandleSetting(CandleRangeType.HighLow, 5, 0.6m) },
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{ CandleSettingType.Equal, new CandleSetting(CandleRangeType.HighLow, 5, 0.05m) }
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};
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/// <summary>
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/// Returns the candle setting for the requested type
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/// </summary>
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/// <param name="type">The candle setting type</param>
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public static CandleSetting Get(CandleSettingType type)
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{
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CandleSetting setting;
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DefaultSettings.TryGetValue(type, out setting);
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return setting;
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}
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/// <summary>
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/// Changes the default candle setting for the requested type
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/// </summary>
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/// <param name="type">The candle setting type</param>
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/// <param name="setting">The candle setting</param>
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public static void Set(CandleSettingType type, CandleSetting setting)
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{
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DefaultSettings[type] = setting;
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}
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}
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/// <summary>
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/// Represents a candle setting
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/// </summary>
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public class CandleSetting
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{
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/// <summary>
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/// The candle range type
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/// </summary>
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public CandleRangeType RangeType
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{
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get;
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private set;
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}
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/// <summary>
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/// The number of previous candles to average
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/// </summary>
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public int AveragePeriod
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{
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get;
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private set;
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}
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/// <summary>
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/// A multiplier to calculate candle ranges
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/// </summary>
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public decimal Factor
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{
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get;
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private set;
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}
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/// <summary>
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/// Creates an instance of the <see cref="CandleSetting"/> class
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/// </summary>
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/// <param name="rangeType">The range type</param>
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/// <param name="averagePeriod">The average period</param>
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/// <param name="factor">The factor</param>
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public CandleSetting(CandleRangeType rangeType, int averagePeriod, decimal factor)
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{
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RangeType = rangeType;
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AveragePeriod = averagePeriod;
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Factor = factor;
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}
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}
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}
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