public IPriceSeries Apply(IPriceSeries series)
{
double groupInterval = (double)series.Count / (double)myMaxPoints;
if (groupInterval <= 1)
{
return(series);
}
var descriptor = new ObjectDescriptor("ThinOut", ObjectDescriptor.Param("MaxCount", myMaxPoints));
var seriesId = series.Identifier.Modify(descriptor);
return(PriceSeries.FromSortedSet(seriesId, GroupPointsByAverage(series, (int)Math.Ceiling(groupInterval))));
}
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));
}
