/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPINMinuteBarV2 ZZVPINMinuteBarV2(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize)
{
if (cacheZZVPINMinuteBarV2 != null)
{
for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++)
{
if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input))
{
return(cacheZZVPINMinuteBarV2[idx]);
}
}
}
lock (checkZZVPINMinuteBarV2)
{
checkZZVPINMinuteBarV2.Cdfsamplesize = cdfsamplesize;
cdfsamplesize = checkZZVPINMinuteBarV2.Cdfsamplesize;
checkZZVPINMinuteBarV2.SampleSize = sampleSize;
sampleSize = checkZZVPINMinuteBarV2.SampleSize;
checkZZVPINMinuteBarV2.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPINMinuteBarV2.VolBucketSize;
if (cacheZZVPINMinuteBarV2 != null)
{
for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++)
{
if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input))
{
return(cacheZZVPINMinuteBarV2[idx]);
}
}
}
ZZVPINMinuteBarV2 indicator = new ZZVPINMinuteBarV2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Cdfsamplesize = cdfsamplesize;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPINMinuteBarV2[] tmp = new ZZVPINMinuteBarV2[cacheZZVPINMinuteBarV2 == null ? 1 : cacheZZVPINMinuteBarV2.Length + 1];
if (cacheZZVPINMinuteBarV2 != null)
{
cacheZZVPINMinuteBarV2.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZZVPINMinuteBarV2 = tmp;
return(indicator);
}
}
/// <summary>
/// VPIN indicator
/// </summary>
/// <returns></returns>
public ZZVPINMinuteBarV2 ZZVPINMinuteBarV2(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize)
{
if (cacheZZVPINMinuteBarV2 != null)
for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++)
if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input))
return cacheZZVPINMinuteBarV2[idx];
lock (checkZZVPINMinuteBarV2)
{
checkZZVPINMinuteBarV2.Cdfsamplesize = cdfsamplesize;
cdfsamplesize = checkZZVPINMinuteBarV2.Cdfsamplesize;
checkZZVPINMinuteBarV2.SampleSize = sampleSize;
sampleSize = checkZZVPINMinuteBarV2.SampleSize;
checkZZVPINMinuteBarV2.VolBucketSize = volBucketSize;
volBucketSize = checkZZVPINMinuteBarV2.VolBucketSize;
if (cacheZZVPINMinuteBarV2 != null)
for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++)
if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input))
return cacheZZVPINMinuteBarV2[idx];
ZZVPINMinuteBarV2 indicator = new ZZVPINMinuteBarV2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Cdfsamplesize = cdfsamplesize;
indicator.SampleSize = sampleSize;
indicator.VolBucketSize = volBucketSize;
Indicators.Add(indicator);
indicator.SetUp();
ZZVPINMinuteBarV2[] tmp = new ZZVPINMinuteBarV2[cacheZZVPINMinuteBarV2 == null ? 1 : cacheZZVPINMinuteBarV2.Length + 1];
if (cacheZZVPINMinuteBarV2 != null)
cacheZZVPINMinuteBarV2.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheZZVPINMinuteBarV2 = tmp;
return indicator;
}
}
