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Fixed threshold filters for minus and applied to off triggers as well

This commit is contained in:
djbadders 2021-02-08 18:54:57 +00:00
parent 1b2908d8a8
commit 012ad0e8f2
1 changed files with 57 additions and 26 deletions
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41
Core/Main/PTMagic.cs
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@ -1626,14 +1626,45 @@ namespace Core.Main
} }
else else
{ {
// Check for market trend triggers // Check for market trend Off triggers
if (this.SingleMarketTrendChanges.ContainsKey(offTrigger.MarketTrendName)) if (this.SingleMarketTrendChanges.ContainsKey(offTrigger.MarketTrendName))
{ {
List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[offTrigger.MarketTrendName]; List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[offTrigger.MarketTrendName];
List<MarketTrend> marketTrends = this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends; List<MarketTrend> marketTrends = this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends;
if (marketTrendChanges.Count > 0) if (marketTrendChanges.Count > 0)
{ {
double averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange); double averageMarketTrendChange = 0;
var trendThreshold = (from mt in this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends
where mt.Name == offTrigger.MarketTrendName
select new { mt.TrendThreshold }).Single();
// Calculate average market change, skip any that are outside the threshold if enabled
if (trendThreshold.TrendThreshold != 0)
{
// Exclude trends outside the threshhold.
var excludedMarkets = from m in marketTrendChanges
where m.TrendChange > trendThreshold.TrendThreshold || m.TrendChange < (trendThreshold.TrendThreshold * -1.0)
orderby m.Market
select m;
foreach (var marketTrend in excludedMarkets)
{
this.Log.DoLogInfo(String.Format("SMS Off Trigger for '{0}' is ignoring {1} for exceeding TrendThreshold {2}% with {3} on {4}", marketSetting.SettingName, marketTrend.Market, (double)trendThreshold.TrendThreshold, Math.Round(marketTrend.TrendChange, 3, MidpointRounding.ToEven), offTrigger.MarketTrendName));
}
var includedMarkets = from m in marketTrendChanges
where m.TrendChange <= trendThreshold.TrendThreshold && m.TrendChange >= (trendThreshold.TrendThreshold * -1.0)
orderby m.Market
select m;
averageMarketTrendChange = includedMarkets.Average(m => m.TrendChange);
}
else
{
// Calculate for whole market
averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
}
MarketTrendChange mtc = marketTrendChanges.Find(m => m.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase)); MarketTrendChange mtc = marketTrendChanges.Find(m => m.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase));
if (mtc != null) if (mtc != null)
@ -1827,17 +1858,17 @@ namespace Core.Main
{ {
// Exclude trends outside the threshhold. // Exclude trends outside the threshhold.
var excludedMarkets = from m in marketTrendChanges var excludedMarkets = from m in marketTrendChanges
where m.TrendChange > trendThreshold.TrendThreshold where m.TrendChange > trendThreshold.TrendThreshold || m.TrendChange < (trendThreshold.TrendThreshold * -1.0)
orderby m.Market orderby m.Market
select m; select m;
foreach (var marketTrend in excludedMarkets) foreach (var marketTrend in excludedMarkets)
{ {
this.Log.DoLogInfo("SMS Trigger for '" + marketSetting.SettingName + "' is ignoring " + marketTrend.Market + " for exceeding TrendThreshold " + trendThreshold.TrendThreshold + " on " + trigger.MarketTrendName); this.Log.DoLogInfo(String.Format("SMS Trigger for '{0}' is ignoring {1} for exceeding TrendThreshold {2}% with {3} on {4}", marketSetting.SettingName, marketTrend.Market, (double)trendThreshold.TrendThreshold, Math.Round(marketTrend.TrendChange, 3, MidpointRounding.ToEven), trigger.MarketTrendName));
} }
var includedMarkets = from m in marketTrendChanges var includedMarkets = from m in marketTrendChanges
where m.TrendChange <= trendThreshold.TrendThreshold where m.TrendChange <= trendThreshold.TrendThreshold && m.TrendChange >= (trendThreshold.TrendThreshold * -1.0)
orderby m.Market orderby m.Market
select m; select m;