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PTMagic
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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
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65
Core/Main/PTMagic.cs
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@ -1519,11 +1519,15 @@ namespace Core.Main
int marketPairProcess = 1;
Dictionary<string, List<string>> matchedMarketTriggers = new Dictionary<string, List<string>>();
// Loop through markets
foreach (string marketPair in this.MarketList)
{
this.Log.DoLogDebug("'" + marketPair + "' - Checking triggers (" + marketPairProcess.ToString() + "/" + this.MarketList.Count.ToString() + ")...");
bool stopTriggers = false;
// Loop through single market settings
foreach (SingleMarketSetting marketSetting in this.PTMagicConfiguration.AnalyzerSettings.SingleMarketSettings)
{
List<string> matchedSingleMarketTriggers = new List<string>();
@ -1560,7 +1564,7 @@ namespace Core.Main
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));
if (smss != null)
{
@ -1576,7 +1580,7 @@ namespace Core.Main
{
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);
if (smsActiveHours >= offTrigger.HoursSinceTriggered)
{
@ -1588,17 +1592,15 @@ namespace Core.Main
}
else
{
// Trigger not met!
this.Log.DoLogDebug("'" + marketPair + "' - SMS only active for " + smsActiveHours.ToString() + " hours. Trigger not matched!");
offTriggerResults.Add(false);
}
#endregion
}
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()];
if (marketTrendChanges.Count > 0)
{
@ -1607,7 +1609,6 @@ namespace Core.Main
{
if (mtc.Volume24h >= offTrigger.Min24hVolume && mtc.Volume24h <= offTrigger.Max24hVolume)
{
// 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);
@ -1615,7 +1616,6 @@ namespace Core.Main
}
else
{
// 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);
@ -1623,16 +1623,14 @@ namespace Core.Main
}
}
}
#endregion
}
else
{
#region Check for market trend triggers
// Check for market trend triggers
if (this.SingleMarketTrendChanges.ContainsKey(offTrigger.MarketTrendName))
{
List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[offTrigger.MarketTrendName];
List<MarketTrend> marketTrends = this.PTMagicConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends;
if (marketTrendChanges.Count > 0)
{
double averageMarketTrendChange = marketTrendChanges.Average(m => m.TrendChange);
@ -1645,7 +1643,6 @@ namespace Core.Main
if (offTrigger.MarketTrendRelation.Equals(Constants.MarketTrendRelationRelative))
{
// Build pair trend change relative to the global market trend
trendChange = trendChange - averageMarketTrendChange;
}
@ -1684,7 +1681,6 @@ namespace Core.Main
offTriggerResults.Add(false);
}
}
#endregion
}
}
@ -1720,8 +1716,8 @@ namespace Core.Main
}
}
}
#endregion
// Do we have triggers
if (marketSetting.Triggers.Count > 0 && !stopTriggers)
{
#region Checking Triggers
@ -1730,6 +1726,8 @@ namespace Core.Main
List<bool> triggerResults = new List<bool>();
Dictionary<int, double> relevantTriggers = new Dictionary<int, double>();
int triggerIndex = 0;
// Loop through SMS triggers
foreach (Trigger trigger in marketSetting.Triggers)
{
@ -1819,7 +1817,37 @@ namespace Core.Main
List<MarketTrendChange> marketTrendChanges = this.SingleMarketTrendChanges[trigger.MarketTrendName];
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));
if (mtc != null)
@ -1895,7 +1923,7 @@ namespace Core.Main
#endregion
}
triggerIndex++;
}
} // End loop SMS triggers
// Check if all triggers have to get triggered or just one
bool settingTriggered = false;
@ -2041,7 +2069,7 @@ namespace Core.Main
this.Log.DoLogDebug("'" + marketPair + "' - '" + marketSetting.SettingName + "' not triggered!");
}
}
}
} // End loop single market settings
if ((marketPairProcess % 10) == 0)
{
@ -2049,8 +2077,9 @@ namespace Core.Main
}
marketPairProcess++;
}
} // End loop through markets
// Did we trigger any SMS?
if (this.TriggeredSingleMarketSettings.Count > 0)
{
this.Log.DoLogInfo("Building single market settings for '" + this.TriggeredSingleMarketSettings.Count.ToString() + "' markets...");