Beispiel #1
0
        public SignalCacheProfile(string signalIdentity, BarItemType barType, Guid cacheId)
        {
            this.signalCache = new SignalCache(signalIdentity, barType, cacheId);

            CacheHeaderInfo headerInfo = this.signalCache.Header;

            foreach (KeyValuePair <string, string> extendedProperty in headerInfo.ExtendedProperties)
            {
                switch (extendedProperty.Key)
                {
                case "Indicators":
                    indicators = CacheHelper.LoadIndicatorCacheList(extendedProperty.Value, barType, cacheId);
                    break;

                case "Alerts":
                    break;
                }
            }
        }
Beispiel #2
0
        public SignalCacheNavigator(string cacheFolder, BarItemType barType, Guid cacheId, string signalIdentityCode)
        {
            this.signalCache   = new SignalCache(signalIdentityCode, barType, cacheId);
            this.pricebarCache = new PricebarCache(barType, cacheId, CacheModeOption.Read);

            this.barType = barType;
            this.cacheId = cacheId;

            CacheHeaderInfo headerInfo = this.signalCache.Header;

            foreach (KeyValuePair <string, string> extendedProperty in headerInfo.ExtendedProperties)
            {
                switch (extendedProperty.Key)
                {
                case "Indicators":
                    indicatorCacheList = CacheHelper.LoadIndicatorCacheList(extendedProperty.Value, barType, cacheId);
                    break;
                }
            }

            InitializeSignalDataFrame();
        }
Beispiel #3
0
        protected SignalFrameReader(DateTime startDate, DateTime endDate, int frameSize, SignalCache cache, BarItemType barType, Guid cacheId)
        {
            this.startDate = startDate;
            this.endDate   = endDate;
            this.frameSize = frameSize;
            dataFrameItems = cache.SelectSignals(startDate, endDate, frameSize);

            int      index = 0;
            DateTime lastClosingBarDate = DateTime.MinValue;

            foreach (SignalDataItem item in dataFrameItems)
            {
                if (lastClosingBarDate != item.ClosingBarTime)
                {
                    signalIndex.Add(item.ClosingBarTime, index);
                    lastClosingBarDate = item.ClosingBarTime;
                }

                index++;
            }

            CacheHeaderInfo headerInfo = cache.Header;

            foreach (KeyValuePair <string, string> extendedProperty in headerInfo.ExtendedProperties)
            {
                switch (extendedProperty.Key)
                {
                case "Indicators":
                    indicatorCacheList = CacheHelper.LoadIndicatorCacheList(extendedProperty.Value, barType, cacheId);
                    break;
                }
            }
        }