private void BuildMeta(IMetaMapping mapping, IEnumerable <IBarDatum> barData)
{
ValueDatum ave = Bar.Sma(mapping, barData);
string propertyBase = mapping.Property;
properties.Where(p => p.Name == propertyBase)
.First()
.SetValue(Datum, ave.Value);
properties.Where(p => p.Name == $"D{propertyBase}")
.First()
.SetValue(Datum, ave.Slope);
properties.Where(p => p.Name == $"D2{propertyBase}")
.First()
.SetValue(Datum, ave.DSlope);
}
public static ValueDatum Sma(this IBar bar, IMetaMapping mapping, IEnumerable <IBarDatum> data)
{
int period = mapping.Value.Value;
double ave = double.MinValue;
double slope = double.MinValue;
double dSlope = double.MinValue;
var previousBars = ToSet(data, period - 1);
if (period - previousBars.Count <= 1)
{
ave = (previousBars.Sum(b => b.Close) + bar.Close) / (double)period;
IBarDatum previousBar = previousBars[0];
int minutes = (bar.Time - previousBar.Time).Minutes;
double prevAve = (double)Properties.Where(p => p.Name == mapping.Property)
.First()
.GetValue(previousBar, null);
prevAve = prevAve == double.MinValue ? 0 : prevAve;
slope = (ave - prevAve) / (double)minutes;
double prevSlope = (double)Properties.Where(p => p.Name == $"D{mapping.Property}")
.First()
.GetValue(previousBar, null);
prevSlope = prevSlope == double.MinValue ? 0 : prevSlope;
dSlope = (slope - prevSlope) / (double)minutes;
}
ValueDatum newDatum = new ValueDatum(mapping.Property, ave, slope, dSlope);
return(newDatum);
}
private bool TheseMetaMappingsMatch(IMetaMapping real, IMetaMapping mock)
{
bool bMatch = true;
foreach (var prop in MetaProperties)
{
object oReal = prop.GetValue(real, null);
object oMeta = prop.GetValue(mock, null);
if (oReal == null && oMeta != null || oReal != null && oMeta == null)
{
Debugger.Break();
}
bMatch = ObjectEvaluator.IsEqual(prop, prop.GetValue(real, null), prop.GetValue(mock, null));
Debug.WriteLine($"Mappings: Property:{prop.Name}, Result: {bMatch}");
}
return(bMatch);
}
