Merge branch 'master' of http://222.96.13.116/Million

Million/IndicatorConditionSetup/ParabolicSarIndicatorConditionSetup.cs

@@ -1,4 +1,5 @@
-using System;
+using Million.Data;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Security.RightsManagement;
@@ -44,5 +45,113 @@ namespace Million.IndicatorConditionSetup
             };
             return clone;
         }
-    }
+
+        public override string GetKeyName(bool IndexStr = false)
+        {
+			var key = "PSAR" + IncrementValue + MaxiumValue;
+			if (IndexStr)
+				return IndexString + key;
+			return key;
+		}
+
+        public override void excute(List<CandleData> data)
+        {
+			//3개 이하는 처리 하지 않음
+            if (data.Count <= 3)
+                return;
+			var key = GetKeyName();
+			var parabolicSars = new double[data.Count];
+			var trendFlip = new bool[data.Count];
+			int trend = (data[1].HighValue >= data[0].HighValue || data[0].LowValue <= data[1].LowValue) ? +1 : -1;
+            double parabolicSar = (trend > 0) ? data[0].LowValue : data[0].HighValue;
+            double extremePoint = (trend > 0) ? data[0].HighValue : data[0].LowValue;
+            double accelerationFactor = 0;
+			var accelerationMax = MaxiumValue;
+			var acceleration = IncrementValue;
+
+			parabolicSars[1] = parabolicSar; // SAR Results
+			data[1].IndicatorDic[key].value = trend;
+
+			for (int i = 1; i < data.Count -1; i++) {
+
+				double nextSar;
+
+				// Up Trend if trend is bigger then 0 else it's a down trend
+				if (trend > 0)
+				{
+
+					// Higher highs, accelerate
+					if (data[i].HighValue > extremePoint)
+					{
+						extremePoint = data[i].HighValue;
+						accelerationFactor = Math.Min(accelerationMax, accelerationFactor + acceleration);
+					}
+
+					// Next Parabolic SAR based on today's close/price value
+					nextSar = parabolicSar + accelerationFactor * (extremePoint - parabolicSar);
+
+					// Rule: Parabolic SAR can not be above prior period's low or
+					// the current low.
+					nextSar = (i > 0) ? Math.Min(Math.Min(data[i].LowValue, data[i-1].LowValue), nextSar) : Math.Min(data[i].LowValue, nextSar);
+
+					// Rule: If Parabolic SAR crosses tomorrow's price range, the
+					// trend switches.
+					if (nextSar > data[i+1].LowValue)
+					{
+						trend = -1;
+						nextSar = extremePoint;
+						extremePoint = data[i+1].LowValue;
+						accelerationFactor = acceleration;
+					}
+
+				}
+				else
+				{
+
+					// Making lower lows: accelerate
+					if (data[i].LowValue < extremePoint)
+					{
+						extremePoint = data[i].LowValue;
+						accelerationFactor = Math.Min(accelerationMax, accelerationFactor + acceleration);
+					}
+
+					// Next Parabolic SAR based on today's close/price value
+					nextSar = parabolicSar + accelerationFactor * (extremePoint - parabolicSar);
+
+					// Rule: Parabolic SAR can not be below prior period's high or
+					// the current high.
+					nextSar = (i > 0) ? Math.Max(Math.Max(data[i].HighValue, data[i-1].HighValue), nextSar) : Math.Max(data[i].HighValue, nextSar);
+
+					// Rule: If Parabolic SAR crosses tomorrow's price range, the
+					// trend switches.
+					if (nextSar < data[i+1].HighValue)
+					{
+						trend = +1;
+						nextSar = extremePoint;
+						extremePoint = data[i+1].HighValue;
+						accelerationFactor = acceleration;
+					}
+				}
+
+				// System.out.println(extremePoint + " " + accelerationFactor);
+				///data[i+1].IndicatorDic[key]
+				//data[i + 1].IndicatorDic[key].value = Math.Round(nextSar);
+				parabolicSars[i + 1] = nextSar;
+				data[i + 1].IndicatorDic[key].value = trend;
+
+				if (data[i].IndicatorDic[key].value != data[i + 1].IndicatorDic[key].value)
+				{
+					trendFlip[i + 1] = true;
+				}
+				else
+				{
+					trendFlip[i + 1] = false;
+				}
+
+				parabolicSar = nextSar;
+			}
+
+
+		}
+	}
 }