/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System.Collections.Generic;
namespace QuantConnect.Indicators.CandlestickPatterns
{
///
/// Candle settings for all candlestick patterns
///
public static class CandleSettings
{
///
/// Default settings for all candle setting types
///
private static readonly Dictionary DefaultSettings = new Dictionary
{
{ CandleSettingType.BodyLong, new CandleSetting(CandleRangeType.RealBody, 10, 1m) },
{ CandleSettingType.BodyVeryLong, new CandleSetting(CandleRangeType.RealBody, 10, 3m) },
{ CandleSettingType.BodyShort, new CandleSetting(CandleRangeType.RealBody, 10, 1m) },
{ CandleSettingType.BodyDoji, new CandleSetting(CandleRangeType.HighLow, 10, 0.1m) },
{ CandleSettingType.ShadowLong, new CandleSetting(CandleRangeType.RealBody, 0, 1m) },
{ CandleSettingType.ShadowVeryLong, new CandleSetting(CandleRangeType.RealBody, 0, 2m) },
{ CandleSettingType.ShadowShort, new CandleSetting(CandleRangeType.Shadows, 10, 1m) },
{ CandleSettingType.ShadowVeryShort, new CandleSetting(CandleRangeType.HighLow, 10, 0.1m) },
{ CandleSettingType.Near, new CandleSetting(CandleRangeType.HighLow, 5, 0.2m) },
{ CandleSettingType.Far, new CandleSetting(CandleRangeType.HighLow, 5, 0.6m) },
{ CandleSettingType.Equal, new CandleSetting(CandleRangeType.HighLow, 5, 0.05m) }
};
///
/// Returns the candle setting for the requested type
///
/// The candle setting type
public static CandleSetting Get(CandleSettingType type)
{
CandleSetting setting;
DefaultSettings.TryGetValue(type, out setting);
return setting;
}
///
/// Changes the default candle setting for the requested type
///
/// The candle setting type
/// The candle setting
public static void Set(CandleSettingType type, CandleSetting setting)
{
DefaultSettings[type] = setting;
}
}
///
/// Represents a candle setting
///
public class CandleSetting
{
///
/// The candle range type
///
public CandleRangeType RangeType
{
get;
private set;
}
///
/// The number of previous candles to average
///
public int AveragePeriod
{
get;
private set;
}
///
/// A multiplier to calculate candle ranges
///
public decimal Factor
{
get;
private set;
}
///
/// Creates an instance of the class
///
/// The range type
/// The average period
/// The factor
public CandleSetting(CandleRangeType rangeType, int averagePeriod, decimal factor)
{
RangeType = rangeType;
AveragePeriod = averagePeriod;
Factor = factor;
}
}
}