public StrategyDataFrame(string strategyIdentityCode, int frameSize, PricebarCache pricebarCache)
{
this.pricebarCache = pricebarCache;
this.frameSize = frameSize;
this.barType = pricebarCache.BarType;
this.cacheId = pricebarCache.CacheId;
this.strategyCache = new StrategyCache(strategyIdentityCode, this.barType, this.cacheId);
}
public StrategyCacheProfile(string strategyIdentity, BarItemType barType, Guid cacheId)
{
this.strategyCache = new StrategyCache(strategyIdentity, barType, cacheId);
CacheHeaderInfo headerInfo = this.strategyCache.Header;
foreach (KeyValuePair <string, string> extendedProperty in headerInfo.ExtendedProperties)
{
switch (extendedProperty.Key)
{
case "Indicators":
indicators = CacheHelper.LoadIndicatorCacheList(extendedProperty.Value, barType, cacheId);
break;
case "Alerts":
break;
case "Signals":
foreach (KeyValuePair <string, string> keyValuePair in strategyCache.Header.ExtendedProperties)
{
switch (keyValuePair.Key)
{
case "Indicators":
indicators = CacheHelper.LoadIndicatorCacheList(keyValuePair.Value, barType, cacheId);
break;
case "Alerts":
break;
case "Signals":
string[] signalValues = keyValuePair.Value.Split(new string[] { Environment.NewLine }, StringSplitOptions.None);
signalCacheProfiles = new Dictionary <string, SignalCacheProfile>();
foreach (string signalIdentity in signalValues)
{
signalCacheProfiles.Add(signalIdentity, new SignalCacheProfile(signalIdentity, barType, cacheId));
}
break;
}
}
break;
}
}
}
internal StrategyFrameReader(DateTime startDate, DateTime endDate, int frameSize, BarItem[] priceBars, StrategyCache cache, BarItemType barType, Guid cacheId)
{
this.startDate = startDate;
this.endDate = endDate;
this.frameSize = frameSize;
this.priceBars = priceBars;
dataFrameItems = cache.SelectStrategies(startDate, endDate, frameSize);
if (dataFrameItems != null)
{
strategyIndex = new Dictionary <DateTime, int>();
int index = 0;
DateTime lastClosingBarDate = DateTime.MinValue;
foreach (StrategyDataItem item in dataFrameItems)
{
if (lastClosingBarDate != item.ClosingBarTime)
{
strategyIndex.Add(item.ClosingBarTime, index);
lastClosingBarDate = item.ClosingBarTime;
}
index++;
}
}
CacheHeaderInfo headerInfo = cache.Header;
foreach (KeyValuePair <string, string> extendedProperty in headerInfo.ExtendedProperties)
{
switch (extendedProperty.Key)
{
case "Indicators":
indicatorCacheList = CacheHelper.LoadIndicatorCacheList(extendedProperty.Value, barType, cacheId);
break;
}
}
}
