/// <summary>
/// Background thread.
/// </summary>
public void Run()
{
EncogLogging.Log(EncogLogging.LevelDebug, "Waiting for packets");
try
{
while (!_done)
{
IndicatorPacket packet = Link.ReadPacket();
// really do not care if we timeout, just keep listening
if (packet == null)
{
continue;
}
if (string.Compare(packet.Command,
IndicatorLink.PacketHello, true) == 0)
{
RemoteType = packet.Args[0];
IndicatorName = packet.Args[1];
_listener = _server
.ResolveIndicator(IndicatorName);
_listener.NotifyConnect(Link);
}
else if (string.Compare(packet.Command,
IndicatorLink.PacketGoodbye, true) == 0)
{
_done = true;
}
else
{
_listener.NotifyPacket(packet);
}
}
}
catch (IndicatorError ex)
{
EncogLogging.Log(EncogLogging.LevelDebug,
"Client ended connection:" + ex.Message);
_done = true;
}
catch (Exception t)
{
EncogLogging.Log(EncogLogging.LevelCritical, t);
}
finally
{
_done = true;
_server.Connections.Remove(this);
if (_listener != null)
{
_listener.NotifyTermination();
}
_server.NotifyListenersConnections(Link, false);
EncogLogging.Log(EncogLogging.LevelDebug,
"Shutting down client handler");
Link.Close();
}
}
/// <inheritdoc/>
public override void NotifyPacket(IndicatorPacket packet)
{
if (string.Compare(packet.Command, IndicatorLink.PACKET_BAR, true) == 0)
{
String security = packet.Args[1];
long when = long.Parse(packet.Args[0]);
String key = security.ToLower();
InstrumentHolder holder = null;
if (this.data.ContainsKey(key))
{
holder = this.data[key];
}
else
{
holder = new InstrumentHolder();
this.data[key] = holder;
}
if (holder.Record(when, 2, packet.Args))
{
this.rowsDownloaded++;
}
}
}
public override void NotifyPacket(IndicatorPacket packet)
{
if (string.Compare(packet.Command, IndicatorLink.PACKET_BAR) == 0)
{
String security = packet.Args[1];
long when = long.Parse(packet.Args[0]);
double dataClose = CSVFormat.EgFormat.Parse(packet.Args[2]);
double lastValue = CSVFormat.EgFormat.Parse(packet.Args[4]);
double period = 14;
double result;
if (double.IsNaN(lastValue))
result = dataClose;
else
result = dataClose * (2.0 / (1 + period)) + (1 - (2.0 / (1 + period))) * lastValue;
String[] args = {
CSVFormat.EgFormat.Format(result,EncogFramework.DefaultPrecision),
"?",
"?",
"?",
"?",
"?",
"?",
"?"};
this.Link.WritePacket(IndicatorLink.PACKET_IND, args);
}
}
public override void NotifyPacket(IndicatorPacket packet)
{
if (string.Compare(packet.Command, IndicatorLink.PacketBar, true) == 0)
{
double dataClose = CSVFormat.EgFormat.Parse(packet.Args[2]);
double lastValue = CSVFormat.EgFormat.Parse(packet.Args[4]);
const double period = 14;
double result;
if (double.IsNaN(lastValue))
result = dataClose;
else
result = dataClose*(2.0/(1 + period)) + (1 - (2.0/(1 + period)))*lastValue;
String[] args = {
CSVFormat.EgFormat.Format(result, EncogFramework.DefaultPrecision),
"?",
"?",
"?",
"?",
"?",
"?",
"?"
};
Link.WritePacket(IndicatorLink.PacketInd, args);
}
}
public abstract void NotifyPacket(IndicatorPacket packet);
/// <summary>
/// Called to notify the indicator that a bar has been received.
/// </summary>
/// <param name="packet">The packet received.</param>
public override void NotifyPacket(IndicatorPacket packet)
{
long when = long.Parse(packet.Args[0]);
if (_method == null)
{
if (_holder.Record(when, 2, packet.Args))
{
_rowsDownloaded++;
}
}
else
{
var input = new BasicMLData(Config.PredictWindow);
const int fastIndex = 2;
const int slowIndex = fastIndex + Config.InputWindow;
for (int i = 0; i < 3; i++)
{
double fast = CSVFormat.EgFormat.Parse(packet.Args[fastIndex + i]);
double slow = CSVFormat.EgFormat.Parse(packet.Args[slowIndex + i]);
double diff = _fieldDifference.Normalize((fast - slow)/Config.PipSize);
input[i] = _fieldDifference.Normalize(diff);
}
IMLData result = _method.Compute(input);
double d = result[0];
d = _fieldOutcome.DeNormalize(d);
String[] args = {
"?", // line 1
"?", // line 2
CSVFormat.EgFormat.Format(d, EncogFramework.DefaultPrecision), // bar 1
}; // arrow 2
Link.WritePacket(IndicatorLink.PacketInd, args);
}
}