Take into account TrendThreshold when calculating trend averages

This commit is contained in:
djbadders 2021-02-07 17:26:43 +00:00
parent 88beb769da
commit a8e018097d
1 changed files with 48 additions and 19 deletions

View File

@ -1519,11 +1519,15 @@ namespace Core.Main
int marketPairProcess = 1; int marketPairProcess = 1;
Dictionary<string, List<string>> matchedMarketTriggers = new Dictionary<string, List<string>>(); Dictionary<string, List<string>> matchedMarketTriggers = new Dictionary<string, List<string>>();
// Loop through markets
foreach (string marketPair in this.MarketList) foreach (string marketPair in this.MarketList)
{ {
this.Log.DoLogDebug("'" + marketPair + "' - Checking triggers (" + marketPairProcess.ToString() + "/" + this.MarketList.Count.ToString() + ")..."); this.Log.DoLogDebug("'" + marketPair + "' - Checking triggers (" + marketPairProcess.ToString() + "/" + this.MarketList.Count.ToString() + ")...");
bool stopTriggers = false; bool stopTriggers = false;
// Loop through single market settings
foreach (SingleMarketSetting marketSetting in this.PTMagicConfiguration.AnalyzerSettings.SingleMarketSettings) foreach (SingleMarketSetting marketSetting in this.PTMagicConfiguration.AnalyzerSettings.SingleMarketSettings)
{ {
List<string> matchedSingleMarketTriggers = new List<string>(); List<string> matchedSingleMarketTriggers = new List<string>();
@ -1560,7 +1564,7 @@ namespace Core.Main
continue; continue;
} }
#region Checking Off Triggers // Trigger checking
SingleMarketSettingSummary smss = this.SingleMarketSettingSummaries.Find(s => s.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase) && s.SingleMarketSetting.SettingName.Equals(marketSetting.SettingName, StringComparison.InvariantCultureIgnoreCase)); SingleMarketSettingSummary smss = this.SingleMarketSettingSummaries.Find(s => s.Market.Equals(marketPair, StringComparison.InvariantCultureIgnoreCase) && s.SingleMarketSetting.SettingName.Equals(marketSetting.SettingName, StringComparison.InvariantCultureIgnoreCase));
if (smss != null) if (smss != null)
{ {
@ -1576,7 +1580,7 @@ namespace Core.Main
{ {
if (offTrigger.HoursSinceTriggered > 0) if (offTrigger.HoursSinceTriggered > 0)
{ {
#region Check for Activation time period trigger // Check for Activation time period trigger
int smsActiveHours = (int)Math.Floor(DateTime.UtcNow.Subtract(smss.ActivationDateTimeUTC).TotalHours); int smsActiveHours = (int)Math.Floor(DateTime.UtcNow.Subtract(smss.ActivationDateTimeUTC).TotalHours);
if (smsActiveHours >= offTrigger.HoursSinceTriggered) if (smsActiveHours >= offTrigger.HoursSinceTriggered)
{ {
@ -1588,17 +1592,15 @@ namespace Core.Main
} }
else else
{ {
// Trigger not met! // Trigger not met!
this.Log.DoLogDebug("'" + marketPair + "' - SMS only active for " + smsActiveHours.ToString() + " hours. Trigger not matched!"); this.Log.DoLogDebug("'" + marketPair + "' - SMS only active for " + smsActiveHours.ToString() + " hours. Trigger not matched!");
offTriggerResults.Add(false); offTriggerResults.Add(false);
} }
#endregion
} }
else if (offTrigger.Min24hVolume > 0 || offTrigger.Max24hVolume < Constants.Max24hVolume) else if (offTrigger.Min24hVolume > 0 || offTrigger.Max24hVolume < Constants.Max24hVolume)
{ {
#region Check for 24h volume trigger // Check for 24h volume trigger
List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[this.SingleMarketTrendChanges.Keys.Last()]; List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[this.SingleMarketTrendChanges.Keys.Last()];
if (marketTrendChanges.Count > 0) if (marketTrendChanges.Count > 0)
{ {
@ -1607,7 +1609,6 @@ namespace Core.Main
{ {
if (mtc.Volume24h >= offTrigger.Min24hVolume && mtc.Volume24h <= offTrigger.Max24hVolume) if (mtc.Volume24h >= offTrigger.Min24hVolume && mtc.Volume24h <= offTrigger.Max24hVolume)
{ {
// Trigger met! // Trigger met!
this.Log.DoLogDebug("'" + marketPair + "' - 24h volume off trigger matched! 24h volume = " + mtc.Volume24h.ToString(new System.Globalization.CultureInfo("en-US")) + " " + this.LastRuntimeSummary.MainMarket); this.Log.DoLogDebug("'" + marketPair + "' - 24h volume off trigger matched! 24h volume = " + mtc.Volume24h.ToString(new System.Globalization.CultureInfo("en-US")) + " " + this.LastRuntimeSummary.MainMarket);
@ -1615,7 +1616,6 @@ namespace Core.Main
} }
else else
{ {
// Trigger not met! // Trigger not met!
this.Log.DoLogDebug("'" + marketPair + "' - 24h volume off trigger not matched! 24h volume = " + mtc.Volume24h.ToString(new System.Globalization.CultureInfo("en-US")) + " " + this.LastRuntimeSummary.MainMarket); this.Log.DoLogDebug("'" + marketPair + "' - 24h volume off trigger not matched! 24h volume = " + mtc.Volume24h.ToString(new System.Globalization.CultureInfo("en-US")) + " " + this.LastRuntimeSummary.MainMarket);
@ -1623,16 +1623,14 @@ namespace Core.Main
} }
} }
} }
#endregion
} }
else else
{ {
#region Check for market trend triggers // Check for market trend 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;
if (marketTrendChanges.Count > 0) if (marketTrendChanges.Count > 0)
{ {
double averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange); double averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
@ -1645,7 +1643,6 @@ namespace Core.Main
if (offTrigger.MarketTrendRelation.Equals(Constants.MarketTrendRelationRelative)) if (offTrigger.MarketTrendRelation.Equals(Constants.MarketTrendRelationRelative))
{ {
// Build pair trend change relative to the global market trend // Build pair trend change relative to the global market trend
trendChange = trendChange - averageMarketTrendChange; trendChange = trendChange - averageMarketTrendChange;
} }
@ -1684,7 +1681,6 @@ namespace Core.Main
offTriggerResults.Add(false); offTriggerResults.Add(false);
} }
} }
#endregion
} }
} }
@ -1720,8 +1716,8 @@ namespace Core.Main
} }
} }
} }
#endregion
// Do we have triggers
if (marketSetting.Triggers.Count > 0 && !stopTriggers) if (marketSetting.Triggers.Count > 0 && !stopTriggers)
{ {
#region Checking Triggers #region Checking Triggers
@ -1730,6 +1726,8 @@ namespace Core.Main
List<bool> triggerResults = new List<bool>(); List<bool> triggerResults = new List<bool>();
Dictionary<int, double> relevantTriggers = new Dictionary<int, double>(); Dictionary<int, double> relevantTriggers = new Dictionary<int, double>();
int triggerIndex = 0; int triggerIndex = 0;
// Loop through SMS triggers
foreach (Trigger trigger in marketSetting.Triggers) foreach (Trigger trigger in marketSetting.Triggers)
{ {
@ -1819,7 +1817,37 @@ namespace Core.Main
List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[trigger.MarketTrendName]; List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[trigger.MarketTrendName];
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 == trigger.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
orderby m.Market
select m;
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);
}
var includedMarkets = from m in marketTrendChanges
where m.TrendChange <= trendThreshold.TrendThreshold
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)
@ -1895,7 +1923,7 @@ namespace Core.Main
#endregion #endregion
} }
triggerIndex++; triggerIndex++;
} } // End loop SMS triggers
// Check if all triggers have to get triggered or just one // Check if all triggers have to get triggered or just one
bool settingTriggered = false; bool settingTriggered = false;
@ -2041,7 +2069,7 @@ namespace Core.Main
this.Log.DoLogDebug("'" + marketPair + "' - '" + marketSetting.SettingName + "' not triggered!"); this.Log.DoLogDebug("'" + marketPair + "' - '" + marketSetting.SettingName + "' not triggered!");
} }
} }
} } // End loop single market settings
if ((marketPairProcess % 10) == 0) if ((marketPairProcess % 10) == 0)
{ {
@ -2049,8 +2077,9 @@ namespace Core.Main
} }
marketPairProcess++; marketPairProcess++;
} } // End loop through markets
// Did we trigger any SMS?
if (this.TriggeredSingleMarketSettings.Count > 0) if (this.TriggeredSingleMarketSettings.Count > 0)
{ {
this.Log.DoLogInfo("Building single market settings for '" + this.TriggeredSingleMarketSettings.Count.ToString() + "' markets..."); this.Log.DoLogInfo("Building single market settings for '" + this.TriggeredSingleMarketSettings.Count.ToString() + "' markets...");