public virtual void GenerateResult(IInstrument instrument, DateTime startTime, DateTime endTime, MarketDataGrade?grade)
{
if (IsAnalyse)
{
ReferenceValueList.Clear();
}
var d = Calculate(instrument, startTime, endTime, grade);
if (d != null)
{
if (string.IsNullOrEmpty(d.Name))
{
d.Name = Name;
}
d.Owner = Name;
var vl = _ResultList.Where(r => r.Time == d.Time).OrderBy(r => r.Value).ToList();
if (vl.Count > 0 && vl.Count > MaxResultCount)
{
if (isSignalBiggerMeansBetter)
{
var v = vl.FirstOrDefault();
_ResultList.Remove(v);
}
else
{
var v = vl.LastOrDefault();
_ResultList.Remove(v);
}
}
_ResultList.Add(d);
//AddToCalculate(instrument, d.DoubleValue);
//RefreshResult();
}
}
public virtual void AnalyseResult(IInstrument instrument, DateTime startTime, DateTime endTime, MarketDataGrade?grade)
{
ReferenceValueList.Clear();
IsAnalyse = true;
var g = MarketDataGrade.FiveMinutes;
if (grade != null)
{
g = grade.Value;
}
AnalyseDataSource.PrepareCache(instrument, startTime, endTime, g);
for (var time = startTime; time <= endTime; time = MarketData.GetNextTime(time, grade.Value))
{
ISignal d = null;
try
{
d = Calculate(instrument, startTime, time, grade);
}
catch
{
}
if (d != null)
{
AddReference(Name, new TimeValueObject()
{
TargetName = instrument.Ticker, Time = d.Time, Value = d.Value, Name = instrument.Name
});
}
}
IsAnalyse = false;
}
protected void AddReference(string name, TimeValueObject value)
{
if (!ReferenceValueList.ContainsKey(name))
{
ReferenceValueList.Add(name, new List <TimeValueObject>());
}
var l = ReferenceValueList[name];
var obj = l.FirstOrDefault(v => v.Time == value.Time && v.TargetName == value.TargetName);
if (obj != null)
{
l.Remove(obj);
}
l.Add(value);
}
