public static ISignalSeries Derive(this ISignalSeries self, ObjectDescriptor type, Func <TimedValue <DateTime, Signal>, TimedValue <DateTime, Signal> > converter)
{
var convertedSignals = self.Select(s => converter(s));
var identifier = self.Identifier.Derive(type);
var series = SignalSeries.FromSortedSet(self.Reference, identifier, convertedSignals);
return(series);
}
protected Signal GetCurrentSignal(ISignalSeries signals, IPriceSeries indicatorPoints)
{
if (indicatorPoints.Last().Time < Context.DateUnderAnalysis)
{
// no data for the DUA
return(Signal.None);
}
// we had data so default is "neutral"
Signal currentSignal = new NeutralSignal();
var currentTimedSignal = signals.FirstOrDefault(s => s.Time == Context.DateUnderAnalysis);
if (currentTimedSignal != null)
{
// found a "better" signal for the DUA - take this one
currentSignal = currentTimedSignal.Value;
}
return(currentSignal);
}
public SignalSeries(ISignalSeries series)
: base(series)
{
Reference = series.Reference;
}
public SignalSeriesSection( string name, ISignalSeries signals )
: base(name)
{
Signals = signals;
}
public void SetSignals(ISignalSeries signals)
{
Signals = new SignalCurve(signals);
Signals.ViewPort = ViewPort;
}
public SignalSeriesRange(ISignalSeries series, int from, int to)
: base(series, from, to)
{
mySeries = series;
}
public SignalSeriesRange(ISignalSeries series, ClosedInterval <int> interval)
: this(series, interval.Min, interval.Max)
{
}
public SignalSeriesSection(string name, ISignalSeries signals)
: base(name)
{
Signals = signals;
}
public void SetSignals( ISignalSeries signals )
{
Signals = new SignalCurve( signals );
Signals.ViewPort = ViewPort;
}