void IDataminingDatabase.addIndicator(WalkerIndicator indicator, string instrument, string fieldId)
{
var collection = mongodb.getDB().GetCollection("prices");
long start = database.getFirstTimestamp();
long end = database.getLastTimestamp();
string name = "Indicator " + indicator.getName() + " " + instrument + " " + fieldId;
progress.setProgress(name, 0);
int done = 0;
long count = 0;
var docs = collection.FindAs <BsonDocument>(Query.And(Query.Exists(fieldId), Query.EQ("instrument", instrument), Query.LT("timestamp", end), Query.GTE("timestamp", start))).SetSortOrder(SortBy.Ascending("timestamp"));
docs.SetFlags(QueryFlags.NoCursorTimeout);
count = docs.Count();
foreach (var doc in docs)
{
progress.setProgress(name, Convert.ToInt32(Convert.ToDouble(done) / Convert.ToDouble(count) * 100d));
done++;
indicator.setNextData(doc["timestamp"].AsInt64, doc[fieldId].AsDouble);
collection.FindAndModify(new FindAndModifyArgs()
{
Query = Query.EQ("_id", doc["_id"]),
Update = Update.Set(indicator.getName() + "_" + fieldId, indicator.getIndicator().value)
});
}
progress.remove(name);
}
public void setNewPrice(double[] prices)
{
double mid = (prices[(int)PriceDataIndeces.Ask] + prices[(int)PriceDataIndeces.Bid]) / 2d;
indicator.setNextData(Convert.ToInt64(prices[(int)PriceDataIndeces.Date]), mid);
}