Fixed threshold filters for minus and applied to off triggers as well
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1b2908d8a8
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@ -1626,14 +1626,45 @@ namespace Core.Main
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}
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else
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{
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// Check for market trend triggers
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// Check for market trend Off triggers
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if (this.SingleMarketTrendChanges.ContainsKey(offTrigger.MarketTrendName))
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{
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List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[offTrigger.MarketTrendName];
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List<MarketTrend> marketTrends = this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends;
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if (marketTrendChanges.Count > 0)
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{
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double averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
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double averageMarketTrendChange = 0;
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var trendThreshold = (from mt in this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends
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where mt.Name == offTrigger.MarketTrendName
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select new { mt.TrendThreshold }).Single();
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// Calculate average market change, skip any that are outside the threshold if enabled
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if (trendThreshold.TrendThreshold != 0)
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{
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// Exclude trends outside the threshhold.
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var excludedMarkets = from m in marketTrendChanges
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where m.TrendChange > trendThreshold.TrendThreshold || m.TrendChange < (trendThreshold.TrendThreshold * -1.0)
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orderby m.Market
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select m;
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foreach (var marketTrend in excludedMarkets)
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{
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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));
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}
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var includedMarkets = from m in marketTrendChanges
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where m.TrendChange <= trendThreshold.TrendThreshold && m.TrendChange >= (trendThreshold.TrendThreshold * -1.0)
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orderby m.Market
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select m;
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averageMarketTrendChange = includedMarkets.Average(m => m.TrendChange);
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}
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else
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{
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// Calculate for whole market
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averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
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}
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MarketTrendChange mtc = marketTrendChanges.Find(m => m.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase));
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if (mtc != null)
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@ -1819,34 +1850,34 @@ namespace Core.Main
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{
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double averageMarketTrendChange = 0;
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var trendThreshold = (from mt in this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends
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where mt.Name == trigger.MarketTrendName
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select new { mt.TrendThreshold }).Single();
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where mt.Name == trigger.MarketTrendName
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select new { mt.TrendThreshold }).Single();
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// Calculate average market change, skip any that are outside the threshold if enabled
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if (trendThreshold.TrendThreshold != 0)
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{
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// Exclude trends outside the threshhold.
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var excludedMarkets = from m in marketTrendChanges
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where m.TrendChange > trendThreshold.TrendThreshold
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orderby m.Market
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select m;
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// Exclude trends outside the threshhold.
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var excludedMarkets = from m in marketTrendChanges
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where m.TrendChange > trendThreshold.TrendThreshold || m.TrendChange < (trendThreshold.TrendThreshold * -1.0)
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orderby m.Market
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select m;
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foreach (var marketTrend in excludedMarkets)
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{
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this.Log.DoLogInfo("SMS Trigger for '" + marketSetting.SettingName + "' is ignoring " + marketTrend.Market + " for exceeding TrendThreshold " + trendThreshold.TrendThreshold + " on " + trigger.MarketTrendName);
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}
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foreach (var marketTrend in excludedMarkets)
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{
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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));
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}
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var includedMarkets = from m in marketTrendChanges
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where m.TrendChange <= trendThreshold.TrendThreshold
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orderby m.Market
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select m;
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var includedMarkets = from m in marketTrendChanges
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where m.TrendChange <= trendThreshold.TrendThreshold && m.TrendChange >= (trendThreshold.TrendThreshold * -1.0)
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orderby m.Market
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select m;
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averageMarketTrendChange = includedMarkets.Average(m => m.TrendChange);
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averageMarketTrendChange = includedMarkets.Average(m => m.TrendChange);
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}
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else
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{
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// Calculate for whole market
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averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
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// Calculate for whole market
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averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
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}
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MarketTrendChange mtc = marketTrendChanges.Find(m => m.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase));
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