private static void TestPipesData(SequentialIndicator <IndicatorDataPoint> sequential)
{
var data1 = new IndicatorDataPoint(DateTime.UtcNow, 1m);
var data2 = new IndicatorDataPoint(DateTime.UtcNow, 2m);
var data3 = new IndicatorDataPoint(DateTime.UtcNow, 3m);
var data4 = new IndicatorDataPoint(DateTime.UtcNow, 4m);
var data5 = new IndicatorDataPoint(DateTime.UtcNow, 5m);
// sma has one item
sequential.Update(data1);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(0m, sequential.Current.Value);
// sma has two items
sequential.Update(data2);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(0m, sequential.Current.Value);
// sma is ready, delay will repeat this value
sequential.Update(data3);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(2.5m, sequential.Current.Value);
// delay is ready, and repeats its first input
sequential.Update(data4);
Assert.IsTrue(sequential.IsReady);
Assert.AreEqual(2.5m, sequential.Current.Value);
// now getting the delayed data
sequential.Update(data5);
Assert.IsTrue(sequential.IsReady);
Assert.AreEqual(3.5m, sequential.Current.Value);
}
public override void Initialize()
{
SetStartDate(2009, 01, 01);
SetEndDate(2015, 01, 01);
AddSecurity(SecurityType.Equity, Symbol, Resolution.Minute);
int count = 6;
int offset = 5;
int period = 15;
// define our sma as the base of the ribbon
var sma = new SimpleMovingAverage(period);
ribbon = Enumerable.Range(0, count).Select(x =>
{
// define our offset to the zero sma, these various offsets will create our 'displaced' ribbon
var delay = new Delay(offset*(x+1));
// define an indicator that takes the output of the sma and pipes it into our delay indicator
var delayedSma = delay.Of(sma);
// register our new 'delayedSma' for automaic updates on a daily resolution
RegisterIndicator(Symbol, delayedSma, Resolution.Daily, data => data.Value);
return delayedSma;
}).ToArray();
}
private static void TestPipesData(SequentialIndicator<IndicatorDataPoint> sequential)
{
var data1 = new IndicatorDataPoint(DateTime.UtcNow, 1m);
var data2 = new IndicatorDataPoint(DateTime.UtcNow, 2m);
var data3 = new IndicatorDataPoint(DateTime.UtcNow, 3m);
var data4 = new IndicatorDataPoint(DateTime.UtcNow, 4m);
var data5 = new IndicatorDataPoint(DateTime.UtcNow, 5m);
// sma has one item
sequential.Update(data1);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(0m, sequential.Current.Value);
// sma has two items
sequential.Update(data2);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(0m, sequential.Current.Value);
// sma is ready, delay will repeat this value
sequential.Update(data3);
Assert.IsFalse(sequential.IsReady);
Assert.AreEqual(2.5m, sequential.Current.Value);
// delay is ready, and repeats its first input
sequential.Update(data4);
Assert.IsTrue(sequential.IsReady);
Assert.AreEqual(2.5m, sequential.Current.Value);
// now getting the delayed data
sequential.Update(data5);
Assert.IsTrue(sequential.IsReady);
Assert.AreEqual(3.5m, sequential.Current.Value);
}
public void PipesDataFromFirstToSecond()
{
var first = new SimpleMovingAverage(2);
var second = new Delay(1);
var sequential = new SequentialIndicator <IndicatorDataPoint>(first, second);
TestPipesData(sequential);
}
public void PipesDataFromFirstToSecond()
{
var first = new SimpleMovingAverage(2);
var second = new Delay(1);
var sequential = new SequentialIndicator<IndicatorDataPoint>(first, second);
TestPipesData(sequential);
}
public void ResetsProperly()
{
var first = new Delay(1);
var second = new Delay(1);
var sequential = new SequentialIndicator <IndicatorDataPoint>(first, second);
foreach (var data in TestHelper.GetDataStream(3))
{
sequential.Update(data);
}
Assert.IsTrue(first.IsReady);
Assert.IsTrue(second.IsReady);
Assert.IsTrue(sequential.IsReady);
sequential.Reset();
TestHelper.AssertIndicatorIsInDefaultState(first);
TestHelper.AssertIndicatorIsInDefaultState(second);
TestHelper.AssertIndicatorIsInDefaultState(sequential);
}
public void ResetsProperly()
{
var first = new Delay(1);
var second = new Delay(1);
var sequential = new SequentialIndicator<IndicatorDataPoint>(first, second);
foreach (var data in TestHelper.GetDataStream(3))
{
sequential.Update(data);
}
Assert.IsTrue(first.IsReady);
Assert.IsTrue(second.IsReady);
Assert.IsTrue(sequential.IsReady);
sequential.Reset();
TestHelper.AssertIndicatorIsInDefaultState(first);
TestHelper.AssertIndicatorIsInDefaultState(second);
TestHelper.AssertIndicatorIsInDefaultState(sequential);
}