87 lines
3.8 KiB
C#
87 lines
3.8 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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namespace Decentralized.Domain
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{
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/// <summary>一天一根蜡烛：开盘接前一天的收盘价、包括夜间变动和白天真实发生过的最高 / 最低、夜间结算前的收盘价；成交额分玩家和 NPC 大户（信用点）。</summary>
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public sealed class Candle
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{
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public int Day;
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public double O, H, L, C, VolPlayer, VolNpc;
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public bool Closed;
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}
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/// <summary>
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/// 日 K 历史（按币种）。开门时开一根，白天的价格变动（开门波动、插针、大户、玩家大单）更新高低和现价，夜间结算时收盘。
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/// 没有发生过的日内走势不编造：没有事件的日子高低就等于开收。
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/// </summary>
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public sealed class CandleBook
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{
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public const int Keep = 60;
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public Dictionary<string, List<Candle>> Series = new Dictionary<string, List<Candle>>();
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public List<Candle> Of(string asset) => Series.TryGetValue(asset, out var s) ? s : new List<Candle>();
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/// <summary>今天的蜡烛：没有就按现价开一根（读档时补上，开盘价就是读档时的价格）。</summary>
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public Candle Today(string asset, int day, double price)
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{
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if (!Series.TryGetValue(asset, out var s)) Series[asset] = s = new List<Candle>();
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var c = s.Count > 0 ? s[s.Count - 1] : null;
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if (c != null && c.Day == day) return c;
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c = new Candle { Day = day, O = price, H = price, L = price, C = price };
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s.Add(c);
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while (s.Count > Keep) s.RemoveAt(0);
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return c;
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}
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/// <summary>
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/// 开门：新开一根。币是全天候交易的，所以开盘价接昨天的收盘价，夜里的回归和开门波动都算进这根蜡烛（没有跳空）；
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/// 没有昨天的（刚开始记录）就从现价开。
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/// </summary>
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public void Open(string asset, int day, double price)
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{
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var s = Of(asset);
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var prev = s.Count > 0 && s[s.Count - 1].Day < day ? s[s.Count - 1] : null;
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var c = Today(asset, day, price);
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if (c.Closed) return;
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double o = prev != null ? prev.C : price;
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c.O = o; c.H = Math.Max(o, price); c.L = Math.Min(o, price); c.C = price;
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}
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/// <summary>白天的价格变动。</summary>
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public void Tick(string asset, int day, double price, double volume = 0, bool player = false)
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{
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var c = Today(asset, day, price);
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if (c.Closed) return;
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c.H = Math.Max(c.H, price); c.L = Math.Min(c.L, price); c.C = price;
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if (player) c.VolPlayer += Math.Abs(volume); else c.VolNpc += Math.Abs(volume);
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}
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/// <summary>夜间结算：收盘。</summary>
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public void Close(string asset, int day, double price)
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{
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Tick(asset, day, price);
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Today(asset, day, price).Closed = true;
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}
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/// <summary>NPC 当天的成交额（信用点）：基础量随池深，波动越大成交越多。</summary>
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public static double NpcVolume(double depth, double share, double absMove, Rng rng) =>
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depth * share * (1 + Tuning.ChartVolMove * absMove) * rng.Range(0.6, 1.4);
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/// <summary>收盘价的 n 日均线（不足 n 根时用已有的）；每根蜡烛一个值。</summary>
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public static List<double> Ma(IList<Candle> s, int n)
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{
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var r = new List<double>();
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for (int i = 0; i < s.Count; i++)
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{
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int a = Math.Max(0, i - n + 1);
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double sum = 0;
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for (int j = a; j <= i; j++) sum += s[j].C;
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r.Add(sum / (i - a + 1));
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}
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return r;
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}
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}
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}
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