public Instrument[] Create()
{
Instrument[] result = new Instrument[instrDefinitions.SymbolCount];
int i = 0;
foreach (string symbol in instrDefinitions.Symbols)
{
result[i++] = Create(symbol);
}
return result;
}
public IndexComputer(Instrument[] instrs, double[] weights)
{
Contract.Requires(instrs.Length == weights.Length);
data = new IndexComputerInstrument[instrs.Length];
for (int i = 0; i < instrs.Length; i++)
{
data[i++] = new IndexComputerInstrument(this, instrs[i], instrs[i], weights[i]);
}
}
public override void Initialize()
{
int size = (int)cfg.getDouble("size", 10);
sampleTime = Time.fromSeconds(cfg.getDouble("timeSec", 5 * 60));
prices1 = new WrappedArray<FixedPointDecimal>(size);
prices2 = new WrappedArray<FixedPointDecimal>(size);
Id id2 = env.GetIdService().GetId(cfg.getString("ref"), cfg.getEnum<SymbolType>("symbolType"));
instr2 = env.GetUniverseService().GetInstrument(id2);
env.Scheduler.ScheduleAfterBackground(sampleTime, sample);
}
private void Initialize(Id id)
{
instr = env.GetUniverseService().GetInstrument(id);
Initialize();
}