public BlockMetricSorterManager(IEvaluationContext context, string metricName, IComparer <double[]> comparer)
{
if (context == null || context.RelationshipManager == null || string.IsNullOrWhiteSpace(metricName))
{
throw new ArgumentNullException();
}
_comparer = comparer;
// create sorter for blocks
var allTradingObjects = context.GetAllTradingObjects().ToDictionary(o => o.Code);
var blocks = context.RelationshipManager.Blocks.ToArray();
var metricSorterPerBlock = blocks
.Select(block =>
{
var tradingObjects = context.RelationshipManager.GetStocksInBlock(block)
.Where(allTradingObjects.ContainsKey)
.Select(stock => allTradingObjects[stock])
.ToArray();
return(new MetricGroupSorter(tradingObjects));
})
.ToArray();
_blockToMetricSorterMap = Enumerable
.Range(0, blocks.Length)
.ToDictionary(i => blocks[i], i => metricSorterPerBlock[i]);
// register metric
_metricIndex = context.MetricManager.RegisterMetric(metricName);
// register observer
context.MetricManager.RegisterAfterUpdatedMetricsObserver(this);
}
public StockBoardMetricsManager(
IEvaluationContext context,
Func <IEnumerable <ITradingObject>, IGroupRuntimeMetric> groupMetricCreator)
{
if (context == null || context.GroupMetricManager == null || groupMetricCreator == null)
{
throw new ArgumentNullException();
}
_context = context;
// create and register metric for blocks
var allTradingObjects = context.GetAllTradingObjects();
var metricPerBoard = Enumerable.Range(0, (int)StockBoard.All + 1)
.Select(board =>
{
var tradingObjects = allTradingObjects
.Where(
o =>
{
if (o.Object != null && o.Object is StockName)
{
StockName stockName = (StockName)o.Object;
return((board & (int)stockName.Board) != 0);
}
return(false);
})
.ToArray();
if (tradingObjects.Length == 0)
{
return(null);
}
else
{
return(groupMetricCreator(tradingObjects));
}
})
.ToArray();
_boardMetricIndices = metricPerBoard.Select(m => m == null ? -1 : context.GroupMetricManager.RegisterMetric(m)).ToArray();
// register observer
_context.GroupMetricManager.RegisterAfterUpdatedMetricsObserver(this);
}
public BlockMetricsManager(
IEvaluationContext context,
Func <IEnumerable <ITradingObject>, IGroupRuntimeMetric> groupMetricCreator)
{
if (context == null || context.RelationshipManager == null || groupMetricCreator == null)
{
throw new ArgumentNullException();
}
_context = context;
// create and register metric for blocks
var allTradingObjects = context.GetAllTradingObjects().ToDictionary(o => o.Code);
var blocks = context.RelationshipManager.Blocks.ToArray();
var metricPerBlock = blocks
.Select(block =>
{
var tradingObjects = context.RelationshipManager.GetStocksInBlock(block)
.Where(allTradingObjects.ContainsKey)
.Select(stock => allTradingObjects[stock])
.ToArray();
return(groupMetricCreator(tradingObjects));
})
.ToArray();
var metricIndexPerBlock = metricPerBlock.Select(context.GroupMetricManager.RegisterMetric).ToArray();
_blockToMetricIndexMap = Enumerable
.Range(0, blocks.Length)
.ToDictionary(i => blocks[i], i => metricIndexPerBlock[i]);
// register observer
_context.GroupMetricManager.RegisterAfterUpdatedMetricsObserver(this);
}
public override void Initialize(IEvaluationContext context, IDictionary <ParameterAttribute, object> parameterValues)
{
base.Initialize(context, parameterValues);
_allTradingObjects = context.GetAllTradingObjects().ToDictionary(o => o.Code);
}
