protected override IndicatorResult CalculateResult(IIndicatorContext context)
{
var worker = new Worker(this, context);
var result = worker.Calculate();
return(result);
}
private IndicatorResult GenerateMissingDataResult(IIndicatorContext context)
{
var result = new IndicatorResult(Name, context.Stock, Signal.None);
result.Report = new MissingDataReport(Name);
return(result);
}
public override IndicatorResult Calculate(IIndicatorContext context)
{
if (!IsEnoughDataAvailable(context))
{
return(GenerateMissingDataResult(context));
}
return(CalculateResult(context));
}
public override IndicatorResult Calculate(IIndicatorContext context)
{
var result = new CombinedIndicatorResult(this, context.Stock);
foreach (var indicator in myIndicators)
{
var r = indicator.Calculate(context);
result.AddResult(r);
}
result.Close();
return(result);
}
public override IndicatorResult Calculate( IIndicatorContext context )
{
var result = new CombinedIndicatorResult( this, context.Stock );
foreach ( var indicator in myIndicators )
{
var r = indicator.Calculate( context );
result.AddResult( r );
}
result.Close();
return result;
}
protected override bool IsEnoughDataAvailable(IIndicatorContext context)
{
if (!base.IsEnoughDataAvailable(context))
{
return(false);
}
var prices = Prices.ForStock(context.Stock);
if (!ShortTerm.ContainsEnoughData(prices) || !LongTerm.ContainsEnoughData(prices))
{
// really too few data to calculate anything
return(false);
}
return(true);
}
protected virtual bool IsEnoughDataAvailable(IIndicatorContext context)
{
var prices = Prices.ForStock(context.Stock);
if (!prices.Any())
{
return(false);
}
if (prices.Last().Time < context.DateUnderAnalysis && !context.GenerateHistoricSignals)
{
// we should only generate signals for DUA but there is no data available for it
return(false);
}
return(true);
}
protected override bool IsEnoughDataAvailable(IIndicatorContext context)
{
if (!base.IsEnoughDataAvailable(context))
{
return(false);
}
var calculator = context.CalculatorFactory.Create("sma", NumDays);
var prices = Prices.ForStock(context.Stock);
if (!calculator.ContainsEnoughData(prices))
{
// really too few data to calculate anything
return(false);
}
return(true);
}
public override IndicatorResult Calculate( IIndicatorContext context )
{
return new IndicatorResult( Name, context.Stock, new NeutralSignal( 50 ) );
}
public IndicatorResult Calculate( IIndicatorContext context )
{
var result = myIndicator.Calculate( context );
return new WeightedIndicatorResult( this, result );
}
public abstract IndicatorResult Calculate( IIndicatorContext context );
public IndicatorResult Calculate(IIndicatorContext context)
{
var result = myIndicator.Calculate(context);
return(new WeightedIndicatorResult(this, result));
}
public abstract IndicatorResult Calculate(IIndicatorContext context);
public override IndicatorResult Calculate(IIndicatorContext context)
{
return(new IndicatorResult(Name, context.Stock, new NeutralSignal(50)));
}
public Worker(DoubleCrossover indicator, IIndicatorContext context)
: base(indicator, context)
{
}
protected WorkerBase(TIndicator indicator, IIndicatorContext context)
{
Indicator = indicator;
Context = context;
}
protected abstract IndicatorResult CalculateResult(IIndicatorContext context);
public Worker(SimpleMovingAverage indicator, IIndicatorContext context)
: base(indicator, context)
{
}
