/// <summary>
/// Gets the historical data of an bar indicator and convert it into pandas.DataFrame
/// </summary>
/// <param name="indicator">Bar indicator</param>
/// <param name="history">Historical data used to calculate the indicator</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
/// <returns>pandas.DataFrame containing the historical data of <param name="indicator"></returns>
private PyObject Indicator <T>(IndicatorBase <T> indicator, IEnumerable <Slice> history, Func <IBaseData, T> selector = null)
where T : IBaseData
{
// Reset the indicator
indicator.Reset();
// Create a dictionary of the properties
var name = indicator.GetType().Name;
var properties = indicator.GetType().GetProperties()
.Where(x => x.PropertyType.IsGenericType)
.ToDictionary(x => x.Name, y => new List <IndicatorDataPoint>());
properties.Add(name, new List <IndicatorDataPoint>());
indicator.Updated += (s, e) =>
{
if (!indicator.IsReady)
{
return;
}
foreach (var kvp in properties)
{
var dataPoint = kvp.Key == name ? e : GetPropertyValue(s, kvp.Key + ".Current");
kvp.Value.Add((IndicatorDataPoint)dataPoint);
}
};
selector = selector ?? (x => (T)x);
history.PushThrough(bar => indicator.Update(selector(bar)));
return(PandasConverter.GetIndicatorDataFrame(properties));
}
/// <summary>
/// Gets the historical data of an indicator and convert it into pandas.DataFrame
/// </summary>
/// <param name="indicator">Indicator</param>
/// <param name="history">Historical data used to calculate the indicator</param>
/// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
/// <returns>pandas.DataFrame containing the historical data of <param name="indicator"></returns>
private PyObject Indicator(IndicatorBase <IndicatorDataPoint> indicator, IEnumerable <IBaseDataBar> history, Func <IBaseData, decimal> selector = null)
{
// Reset the indicator
indicator.Reset();
// Create a dictionary of the properties
var name = indicator.GetType().Name;
var properties = indicator.GetType().GetProperties()
.Where(x => x.PropertyType.IsGenericType)
.ToDictionary(x => x.Name, y => new List <IndicatorDataPoint>());
properties.Add(name, new List <IndicatorDataPoint>());
indicator.Updated += (s, e) =>
{
if (!indicator.IsReady)
{
return;
}
foreach (var kvp in properties)
{
var dataPoint = kvp.Key == name ? e : GetPropertyValue(s, kvp.Key + ".Current");
kvp.Value.Add((IndicatorDataPoint)dataPoint);
}
};
selector = selector ?? (x => x.Value);
foreach (var bar in history)
{
var value = selector(bar);
indicator.Update(bar.EndTime, value);
}
return(_converter.GetIndicatorDataFrame(properties));
}
