public override OHLCBars CreatePriceBars(TickerReference tickerReference)
{
var bars = new OHLCBars(PricePoolSizeConfig.GetPoolSize(typeof(OHLCBars)));
_bars.Add(tickerReference.Id, bars);
return(bars);
}
public IPriceItemFeed <TItem> Assign(TickerReference tickerReference, Action <TickerReference, TItem> priceAction)
{
var itemFeed = new PriceItemFeed <TickerReference, TItem>(tickerReference, priceAction);
_item[tickerReference.Symbol.Id][tickerReference.Interval.UnitId] = itemFeed;
return(itemFeed);
}
public override RenkoBars CreatePriceBars(TickerReference tickerReference)
{
var bars = new RenkoBars(PricePoolSizeConfig.GetPoolSize(typeof(RenkoBars)), 10, 1);
_bars.Add(tickerReference.Id, bars);
return(bars);
}
protected void QuotePriceAction(TickerReference tickerReference, long timestamp, double bid, double ask)
{
if (MinutePriceBarFeed != null)
{
QuoteFeed(timestamp, bid, ask);
}
}
public void MinutePriceAction(TickerReference tickerReference, IPriceBar priceBar)
{
if (_bars.ContainsKey(tickerReference.Symbol.Id) && _bars[tickerReference.Symbol.Id].ContainsKey(tickerReference.Interval.UnitId))
{
UpdatePrice(_bars[tickerReference.Symbol.Id][tickerReference.Interval.UnitId], tickerReference, priceBar);
}
}
public SignalAdvisor(TickerReference tickerReference)
{
_SignalTimeframe = tickerReference;
_position = PositionOption.None;
_positionStrength = _positionFullStrength;
}
protected void MinutePriceAction(TickerReference tickerReference, IPriceBar priceBar)
{
if (MinutePriceBarFeed != null)
{
MinutePriceBarFeed(tickerReference, priceBar);
}
}
public IPriceOptionFeed <TOption, double> Assign(TickerReference tickerReference, TOption priceOption, Action <TickerReference, long, TOption, double> priceAction)
{
var optionFeed = new PriceOptionFeed <TickerReference, TOption, double>(tickerReference, priceOption, priceAction);
_option[tickerReference.Symbol.Id][tickerReference.Interval.UnitId] = optionFeed;
return(optionFeed);
}
public void Setup(TickerReference tickerReference)
{
if (!_bars.ContainsKey(tickerReference.Symbol.Id))
{
_bars.Add(tickerReference.Symbol.Id, new Dictionary <int, TBars>());
}
if (!_bars[tickerReference.Symbol.Id].ContainsKey(tickerReference.Interval.UnitId))
{
_bars[tickerReference.Symbol.Id].Add(tickerReference.Interval.UnitId, CreatePriceBars(tickerReference));
}
}
public static bool TrySubscribe(TickerReference ticker, IPriceFeedService priceFeedService,
Action <TickerReference, ICandlestickBar> priceBarAction)
{
if (ticker.PriceFeedType == typeof(CandlestickPriceOption) && ((CandlestickPriceOption)ticker.PriceFeedOption) == CandlestickPriceOption.All)
{
priceFeedService.Subscribe(ticker, priceBarAction);
return(true);
}
else
{
return(false);
}
}
public static bool TrySubscribe(TickerReference ticker, IPriceFeedService priceFeedService,
Action <TickerReference, long, CandlestickPriceOption, double> priceOptionAction)
{
if (ticker.PriceFeedType == typeof(CandlestickPriceOption))
{
priceFeedService.Subscribe(ticker, (CandlestickPriceOption)ticker.PriceFeedOption, priceOptionAction);
return(true);
}
else
{
return(false);
}
}
public TickerReference Setup(TickerSymbol tickerSymbol, FeedInterval interval, HeikenAshiPriceOption ohlcPriceOption)
{
if (ohlcPriceOption == HeikenAshiPriceOption.All)
{
Registry.ItemSetup(tickerSymbol.Id, interval.UnitId);
}
else
{
Registry.OptionSetup(tickerSymbol.Id, interval.UnitId);
}
var tickerReference = new TickerReference(Guid.NewGuid(), tickerSymbol, interval, typeof(HeikenAshiPriceOption), (int)ohlcPriceOption);
Aggregator.Setup(tickerReference);
return(tickerReference);
}
public IPriceOptionFeed <HeikenAshiPriceOption, double> Subscribe(TickerReference tickerReference, HeikenAshiPriceOption priceOption, Action <TickerReference, long, HeikenAshiPriceOption, double> priceAction)
{
return(Registry.Assign(tickerReference, priceOption, priceAction));
}
public IPriceItemFeed <IHeikenAshiBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IHeikenAshiBar> priceAction)
{
return(Registry.Assign(tickerReference, priceAction));
}
public abstract void UpdatePrice(TBars bars, TickerReference tickerReference, IPriceBar priceBar);
public IPriceOptionFeed <RenkoPriceOption, double> Subscribe(TickerReference tickerReference, RenkoPriceOption priceOption, Action <TickerReference, long, RenkoPriceOption, double> priceAction)
{
return(Renko.Subscribe(tickerReference, priceOption, priceAction));
}
public abstract TBars CreatePriceBars(TickerReference tickerReference);
public IPriceOptionFeed <OHLCPriceOption, double> Subscribe(TickerReference tickerReference, OHLCPriceOption priceOption, Action <TickerReference, long, OHLCPriceOption, double> priceAction)
{
return(OHLC.Subscribe(tickerReference, priceOption, priceAction));
}
public void PriceAction(TickerReference tickerReference, ICandlestickBar priceBar)
{
Registry.PriceAction(tickerReference, priceBar);
}
public IPriceOptionFeed <CandlestickPriceOption, double> Subscribe(TickerReference tickerReference, CandlestickPriceOption priceOption, Action <TickerReference, long, CandlestickPriceOption, double> priceAction)
{
return(Registry.Assign(tickerReference, priceOption, priceAction));
}
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction)
{
return(Registry.Assign(tickerReference, priceAction));
}
public IPriceItemFeed <IOHLCBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IOHLCBar> priceAction)
{
return(OHLC.Subscribe(tickerReference, priceAction));
}
public void PriceAction(TickerReference tickerReference, IOHLCBar priceBar)
{
Registry.PriceAction(tickerReference, priceBar);
}
public EventProbe(TickerReference ticker)
{
Ticker = ticker;
}
public void PriceAction(TickerReference tickerReference, IHeikenAshiBar priceBar)
{
Registry.PriceAction(tickerReference, priceBar);
}
private void MinutePriceBarFeed(TickerReference tickerReference, IPriceBar priceBar)
{
OHLC.Aggregator.MinutePriceAction(tickerReference, priceBar);
PriceBar.Aggregator.MinutePriceAction(tickerReference, priceBar);
}
public void PriceAction(TickerReference tickerReference, long timestamp, HeikenAshiPriceOption priceOption, double value)
{
Registry.PriceAction(tickerReference, timestamp, priceOption, value);
}
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction)
{
return(Candlesticks.Subscribe(tickerReference, priceAction));
}
public override void UpdatePrice(RenkoBars bars, TickerReference tickerReference, IPriceBar priceBar)
{
bars.Write(priceBar.Timestamp, priceBar.Close);
}
public override void UpdatePrice(OHLCBars bars, TickerReference tickerReference, IPriceBar priceBar)
{
bars.Write(priceBar);
}
