public IPriceSeries Calculate( IPriceSeries prices )
{
var points = new List<SimplePrice>();
for ( int i = NumDays; i < prices.Count; ++i )
{
var pricesRange = new PriceSeriesRange( prices, ClosedInterval.FromOffsetLength( i - NumDays, NumDays ) );
double value = pricesRange.Average( p => p.Value );
var point = new SimplePrice( prices[ i ].Time, value );
points.Add( point );
}
var descriptor = new ObjectDescriptor( "SMA", ObjectDescriptor.Param( "NumDays", NumDays ) );
var seriesId = prices.Identifier.Derive( descriptor );
return new PriceSeries( seriesId, points );
}
public IPriceSeries Calculate(IPriceSeries prices)
{
var points = new List <SimplePrice>();
for (int i = NumDays; i < prices.Count; ++i)
{
var pricesRange = new PriceSeriesRange(prices, ClosedInterval.FromOffsetLength(i - NumDays, NumDays));
double value = pricesRange.Average(p => p.Value);
var point = new SimplePrice(prices[i].Time, value);
points.Add(point);
}
var descriptor = new ObjectDescriptor("SMA", ObjectDescriptor.Param("NumDays", NumDays));
var seriesId = prices.Identifier.Derive(descriptor);
return(new PriceSeries(seriesId, points));
}
