public void UpdateMetrics(ITradingObject tradingObject, Bar bar)
{
if (tradingObject == null)
{
throw new ArgumentNullException();
}
if (bar.Time == Bar.InvalidTime)
{
return;
}
unchecked
{
int tradingObjectIndex = tradingObject.Index;
for (int metricIndex = 0; metricIndex < _metrics.Count; ++metricIndex)
{
var currentMetricColumn = _metrics[metricIndex];
IRuntimeMetric metric = currentMetricColumn[tradingObjectIndex];
if (metric == null)
{
var metricCreator = _metricCreators[metricIndex];
var metricName = _metricNames[metricIndex];
metric = metricCreator(metricName);
currentMetricColumn[tradingObjectIndex] = metric;
}
metric.Update(bar);
}
}
}
public override void Update(IRuntimeMetric[][] metrics)
{
IRuntimeMetric[][] extractedMetrics = new IRuntimeMetric[1][];
extractedMetrics[0] = metrics[0];
_adr.Update(extractedMetrics);
_advr.Update(metrics);
MetricValues[0] = _adr.MetricValues[1] / _advr.MetricValues[1];
}
public double[] GetMetricValues(ITradingObject tradingObject, int metricIndex)
{
IRuntimeMetric metric = GetMetric(tradingObject, metricIndex);
if (metric == null)
{
return(null);
}
return(metric.Values);
}
/// <summary>
/// Update all registered group runtime metric according to the value of depended metric value
/// </summary>
/// <param name="manager">the runtime metric manager which manages all metrics depended by the group runtime metrics</param>
private void UpdateMetrics(IRuntimeMetricManager manager)
{
if (manager != _manager)
{
throw new InvalidProgramException();
}
for (int i = 0; i < _metrics.Count; ++i)
{
IGroupRuntimeMetric metric = _metrics[i];
int[] tradingObjectIndices = _tradingObjects[i];
int[] dependedMetricIndices = _dependedMetrics[i];
if (dependedMetricIndices.Length == 0)
{
continue;
}
IRuntimeMetric[][] runtimeMetrics = new IRuntimeMetric[dependedMetricIndices.Length][];
for (int j = 0; j < runtimeMetrics.Length; ++j)
{
IRuntimeMetric[] fullMetrics = manager.GetMetrics(dependedMetricIndices[j]);
IRuntimeMetric[] subMetrics = new IRuntimeMetric[tradingObjectIndices.Length];
for (int k = 0; k < tradingObjectIndices.Length; ++k)
{
subMetrics[k] = fullMetrics[tradingObjectIndices[k]];
}
runtimeMetrics[j] = subMetrics;
}
// update metric
metric.Update(runtimeMetrics);
}
// call observers if any
foreach (var observer in _observers)
{
observer.Observe(this);
}
}
public void UpdateMetrics(ITradingObject[] tradingObjects, StockAnalysis.Share.Bar[] bars)
{
if (tradingObjects.Length != bars.Length ||
tradingObjects.Length != _maxTradingObjectNumber)
{
throw new ArgumentException("unexpected number of input data");
}
unchecked
{
for (int metricIndex = 0; metricIndex < _metrics.Count; ++metricIndex)
{
var currentMetricColumn = _metrics[metricIndex];
var metricCreator = _metricCreators[metricIndex];
var metricName = _metricNames[metricIndex];
for (int barIndex = 0; barIndex < bars.Length; ++barIndex)
{
var bar = bars[barIndex];
if (bar.Time == Bar.InvalidTime)
{
continue;
}
IRuntimeMetric metric = currentMetricColumn[barIndex];
if (metric == null)
{
metric = metricCreator(metricName);
currentMetricColumn[barIndex] = metric;
}
metric.Update(bar);
}
}
}
}
private double DefaultSelector(IRuntimeMetric metric)
{
return(metric.Values[0]);
}
