/// <summary>
/// Helper, initialize a single TaLib indicator.
/// </summary>
Indicator InitializeTaLibIndicator(MethodInfo methodInfo, string indicatorName, bool?isTradeable,
bool?isScaledToQuotes, float?rangeMinimum, float?rangeMaximum, DataBar.DataValueEnum?inRealSource, DataBar.DataValueEnum?inReal1Source, params object[] inputParameters)
{
lock (this)
{
MethodInfo lookBackCountMethodInfo = null;
foreach (MethodInfo info in typeof(TicTacTec.TA.Library.Core).GetMethods())
{
if (info.Name == methodInfo.Name + "Lookback")
{
lookBackCountMethodInfo = info;
break;
}
}
if (lookBackCountMethodInfo == null)
{
SystemMonitor.Error("Failed to find indicator [" + methodInfo.Name + "] look back method.");
return(null);
}
GenericTALibIndicator indicator = GenericTALibIndicator.CreateInstance(methodInfo, lookBackCountMethodInfo, indicatorName, isTradeable, isScaledToQuotes);
if (indicator == null)
{
SystemMonitor.Error("Creating indicator [" + indicator.Name + "] failed.");
return(null);
}
string[] names = new string[inputParameters.Length];
for (int i = 0; i < inputParameters.Length; i++)
{
names[i] = "Parameter." + inputParameters[i].GetType().Name + "." + i.ToString();
}
SystemMonitor.CheckThrow(indicator.SetInitialParameters(inputParameters, names));
_indicatorsGroups[IndicatorGroup.TaLib].Add(indicator.Name, indicator);
indicator.RealInputArraySource = inRealSource;
indicator.Real1InputArraySource = inReal1Source;
indicator.RangeMinimum = rangeMinimum;
indicator.RangeMaximum = rangeMaximum;
return(indicator);
}
}
/// <summary>
/// Does not include results.
/// </summary>
/// <returns></returns>
public override PlatformIndicator OnSimpleClone()
{
TracerHelper.Trace((this.DataProvider != null).ToString());
GenericTALibIndicator newIndicator = CreateInstance(_methodInfo, _lookbackMethodInfo, Description, Tradeable, ScaledToQuotes);
newIndicator._inputDefaultArrayParameters = new List <ParameterInfo>(_inputDefaultArrayParameters);
newIndicator._intputParameters = new List <ParameterInfo>(_intputParameters);
newIndicator._outputArraysParameters = new List <ParameterInfo>(_outputArraysParameters);
newIndicator._parameters = (IndicatorParameters)_parameters.Clone();
newIndicator._realInputArraySource = _realInputArraySource;
newIndicator._real1InputArraySource = _real1InputArraySource;
return(newIndicator);
}
/// <summary>
/// Static construction routine; needed since the way TaLib indicators are constructed is dynamically.
/// </summary>
public static GenericTALibIndicator CreateInstance(MethodInfo methodInfo, MethodInfo lookbackMethodInfo, string description, bool? isTradeable, bool? isScaledToQuotes)
{
if (methodInfo == null)
{
return null;
}
Type returnType = methodInfo.ReturnType;
if (returnType != typeof(TicTacTec.TA.Library.Core.RetCode))
{
return null;
}
ParameterInfo[] parameters = methodInfo.GetParameters();
if (parameters.Length < 5)
{
return null;
}
int index = 0;
if (parameters[index].ParameterType != typeof(int) ||
parameters[index].Name != "startIdx")
{
return null;
}
index++;
if (parameters[index].ParameterType != typeof(int) ||
parameters[index].Name != "endIdx")
{
return null;
}
index++;
List<ParameterInfo> indicatorParameters = new List<ParameterInfo>();
while (parameters.Length > index && parameters[index].ParameterType == typeof(double[]))
{
if (parameters[index].Name != "inReal" &&
parameters[index].Name != "inReal0" &&
parameters[index].Name != "inReal1" &&
parameters[index].Name != "inHigh" &&
parameters[index].Name != "inLow" &&
parameters[index].Name != "inOpen" &&
parameters[index].Name != "inClose" &&
parameters[index].Name != "inVolume"
)
{
return null;
}
indicatorParameters.Add(parameters[index]);
index++;
}
// optIn parameters
List<ParameterInfo> indicatorInputParameters = new List<ParameterInfo>();
while(parameters.Length > index && parameters[index].Name.StartsWith("optIn"))
{
if (parameters[index].ParameterType == typeof(int) ||
parameters[index].ParameterType != typeof(double) ||
parameters[index].ParameterType != typeof(TicTacTec.TA.Library.Core.MAType))
{
indicatorInputParameters.Add(parameters[index]);
}
else
{// Invalid type.
return null;
}
index++;
}
if (parameters.Length <= index || parameters[index].IsOut == false
|| parameters[index].Name != "outBegIdx")
{
return null;
}
index++;
if (parameters.Length <= index || parameters[index].IsOut == false
|| parameters[index].Name != "outNBElement")
{
return null;
}
index++;
List<ParameterInfo> indicatorOutputArrayParameters = new List<ParameterInfo>();
List<string> indicatorOutputArrayParametersNames = new List<string>();
while (parameters.Length > index)
{
if (parameters[index].Name.StartsWith("out") == false)
{
return null;
}
if (parameters[index].ParameterType == typeof(double[])
|| parameters[index].ParameterType == typeof(int[]))
{
indicatorOutputArrayParametersNames.Add(parameters[index].Name);
indicatorOutputArrayParameters.Add(parameters[index]);
}
else
{
return null;
}
index++;
}
if (parameters.Length != index)
{// Parameters left unknown.
return null;
}
GenericTALibIndicator indicator = new GenericTALibIndicator(methodInfo.Name, description, isTradeable, isScaledToQuotes, indicatorOutputArrayParametersNames.ToArray());
indicator._inputDefaultArrayParameters.AddRange(indicatorParameters);
indicator._outputArraysParameters.AddRange(indicatorOutputArrayParameters);
indicator._intputParameters.AddRange(indicatorInputParameters);
indicator._methodInfo = methodInfo;
indicator._lookbackMethodInfo = lookbackMethodInfo;
return indicator;
}
/// <summary>
/// Static construction routine; needed since the way TaLib indicators are constructed is dynamically.
/// </summary>
public static GenericTALibIndicator CreateInstance(MethodInfo methodInfo, MethodInfo lookbackMethodInfo, string description, bool?isTradeable, bool?isScaledToQuotes)
{
if (methodInfo == null)
{
return(null);
}
Type returnType = methodInfo.ReturnType;
if (returnType != typeof(TicTacTec.TA.Library.Core.RetCode))
{
return(null);
}
ParameterInfo[] parameters = methodInfo.GetParameters();
if (parameters.Length < 5)
{
return(null);
}
int index = 0;
if (parameters[index].ParameterType != typeof(int) ||
parameters[index].Name != "startIdx")
{
return(null);
}
index++;
if (parameters[index].ParameterType != typeof(int) ||
parameters[index].Name != "endIdx")
{
return(null);
}
index++;
List <ParameterInfo> indicatorParameters = new List <ParameterInfo>();
while (parameters.Length > index && parameters[index].ParameterType == typeof(double[]))
{
if (parameters[index].Name != "inReal" &&
parameters[index].Name != "inReal0" &&
parameters[index].Name != "inReal1" &&
parameters[index].Name != "inHigh" &&
parameters[index].Name != "inLow" &&
parameters[index].Name != "inOpen" &&
parameters[index].Name != "inClose" &&
parameters[index].Name != "inVolume"
)
{
return(null);
}
indicatorParameters.Add(parameters[index]);
index++;
}
// optIn parameters
List <ParameterInfo> indicatorInputParameters = new List <ParameterInfo>();
while (parameters.Length > index && parameters[index].Name.StartsWith("optIn"))
{
if (parameters[index].ParameterType == typeof(int) ||
parameters[index].ParameterType != typeof(double) ||
parameters[index].ParameterType != typeof(TicTacTec.TA.Library.Core.MAType))
{
indicatorInputParameters.Add(parameters[index]);
}
else
{// Invalid type.
return(null);
}
index++;
}
if (parameters.Length <= index || parameters[index].IsOut == false ||
parameters[index].Name != "outBegIdx")
{
return(null);
}
index++;
if (parameters.Length <= index || parameters[index].IsOut == false ||
parameters[index].Name != "outNBElement")
{
return(null);
}
index++;
List <ParameterInfo> indicatorOutputArrayParameters = new List <ParameterInfo>();
List <string> indicatorOutputArrayParametersNames = new List <string>();
while (parameters.Length > index)
{
if (parameters[index].Name.StartsWith("out") == false)
{
return(null);
}
if (parameters[index].ParameterType == typeof(double[]) ||
parameters[index].ParameterType == typeof(int[]))
{
indicatorOutputArrayParametersNames.Add(parameters[index].Name);
indicatorOutputArrayParameters.Add(parameters[index]);
}
else
{
return(null);
}
index++;
}
if (parameters.Length != index)
{// Parameters left unknown.
return(null);
}
GenericTALibIndicator indicator = new GenericTALibIndicator(methodInfo.Name, description, isTradeable, isScaledToQuotes, indicatorOutputArrayParametersNames.ToArray());
indicator._inputDefaultArrayParameters.AddRange(indicatorParameters);
indicator._outputArraysParameters.AddRange(indicatorOutputArrayParameters);
indicator._intputParameters.AddRange(indicatorInputParameters);
indicator._methodInfo = methodInfo;
indicator._lookbackMethodInfo = lookbackMethodInfo;
return(indicator);
}