public void Apply(params TemporalValue[] values)
{
apply(values, m_values);
if (m_outTokens.Length == 1)
{
m_manager.AddTemporalValues(m_outTokens[0], m_values);
}
else
{
for (int i = 0; i < m_outTokens.Length; i++)
{
m_manager.AddTemporalValue(m_outTokens[i], m_values[i]);
}
}
}
public void Apply(params TemporalValue[] values)
{
if (m_nexttime == 0)
{
for (int i = 0; i < values.Length; i++)
{
m_values[i] = values[i];
}
m_nexttime = values[0].TimeStamp + m_timeframe;
return;
}
if (m_nexttime > values[0].TimeStamp)
{
m_values[TemporalContextManager.HighArrayIndex] = Math.Max(values[TemporalContextManager.HighArrayIndex].Value,
m_values[TemporalContextManager.HighArrayIndex]);
m_values[TemporalContextManager.LowArrayIndex] = Math.Max(values[TemporalContextManager.LowArrayIndex].Value,
m_values[TemporalContextManager.LowArrayIndex]);
m_values[TemporalContextManager.CloseArrayIndex] = values[TemporalContextManager.CloseArrayIndex].Value;
m_values[TemporalContextManager.OpenInterestArrayIndex] = values[TemporalContextManager.OpenInterestArrayIndex].Value;
m_values[TemporalContextManager.VolumeArrayIndex] += values[TemporalContextManager.VolumeArrayIndex].Value;
m_values[TemporalContextManager.VolumeAskArrayIndex] += values[TemporalContextManager.VolumeAskArrayIndex].Value;
m_values[TemporalContextManager.VolumeBidArrayIndex] += values[TemporalContextManager.VolumeBidArrayIndex].Value;
m_values[TemporalContextManager.TradesCountArrayIndex] += values[TemporalContextManager.TradesCountArrayIndex].Value;
}
else
{
TemporalValue[] result = m_values.Select(v => new TemporalValue(m_nexttime, v)).ToArray();
m_manager.AddTemporalValues(m_token_out, result);
for (int i = 0; i < values.Length; i++)
{
m_values[i] = values[i];
}
m_nexttime += m_timeframe;
}
}
