/// <summary>
/// Private constructor used to keep track of how a user defined the insight period.
/// </summary>
/// <param name="symbol">The symbol this insight is for</param>
/// <param name="periodSpec">A specification defining how the insight's period was defined, via time span, via resolution/barcount, via close time</param>
/// <param name="type">The type of insight, price/volatility</param>
/// <param name="direction">The predicted direction</param>
/// <param name="magnitude">The predicted magnitude as a percentage change</param>
/// <param name="confidence">The confidence in this insight</param>
/// <param name="sourceModel">An identifier defining the model that generated this insight</param>
/// <param name="weight">The portfolio weight of this insight</param>
private Insight(Symbol symbol, IPeriodSpecification periodSpec, InsightType type, InsightDirection direction, double?magnitude, double?confidence, string sourceModel = null, double?weight = null)
{
Id = Guid.NewGuid();
Score = new InsightScore();
SourceModel = sourceModel;
Symbol = symbol;
Type = type;
Direction = direction;
// Optional
Magnitude = magnitude;
Confidence = confidence;
Weight = weight;
_periodSpecification = periodSpec;
// keep existing behavior of Insight.Price such that we set the period immediately
var period = (periodSpec as TimeSpanPeriodSpecification)?.Period;
if (period != null)
{
Period = period.Value;
}
}
/// <summary>
/// Initializes a new instance of the <see cref="Insight"/> class
/// </summary>
/// <param name="symbol">The symbol this insight is for</param>
/// <param name="type">The type of insight, price/volatility</param>
/// <param name="direction">The predicted direction</param>
/// <param name="period">The period over which the prediction will come true</param>
/// <param name="magnitude">The predicted magnitude as a percentage change</param>
/// <param name="confidence">The confidence in this insight</param>
public Insight(Symbol symbol, InsightType type, InsightDirection direction, TimeSpan period, double?magnitude, double?confidence)
{
Id = Guid.NewGuid();
Score = new InsightScore();
Symbol = symbol;
Type = type;
Direction = direction;
Period = period;
// Optional
Magnitude = magnitude;
Confidence = confidence;
}
/// <summary>
/// Initializes a new instance of the <see cref="Insight"/> class
/// </summary>
/// <param name="symbol">The symbol this insight is for</param>
/// <param name="period">The period over which the prediction will come true</param>
/// <param name="type">The type of insight, price/volatility</param>
/// <param name="direction">The predicted direction</param>
/// <param name="magnitude">The predicted magnitude as a percentage change</param>
/// <param name="confidence">The confidence in this insight</param>
/// <param name="sourceModel">An identifier defining the model that generated this insight</param>
public Insight(Symbol symbol, TimeSpan period, InsightType type, InsightDirection direction, double? magnitude, double? confidence, string sourceModel = null)
{
Id = Guid.NewGuid();
Score = new InsightScore();
SourceModel = sourceModel;
Symbol = symbol;
Type = type;
Direction = direction;
Period = period;
// Optional
Magnitude = magnitude;
Confidence = confidence;
_periodSpecification = new TimeSpanPeriodSpecification(period);
}
