public override OHLCBars CreatePriceBars(TickerReference tickerReference) { var bars = new OHLCBars(PricePoolSizeConfig.GetPoolSize(typeof(OHLCBars))); _bars.Add(tickerReference.Id, bars); return(bars); }
public IPriceItemFeed <TItem> Assign(TickerReference tickerReference, Action <TickerReference, TItem> priceAction) { var itemFeed = new PriceItemFeed <TickerReference, TItem>(tickerReference, priceAction); _item[tickerReference.Symbol.Id][tickerReference.Interval.UnitId] = itemFeed; return(itemFeed); }
public override RenkoBars CreatePriceBars(TickerReference tickerReference) { var bars = new RenkoBars(PricePoolSizeConfig.GetPoolSize(typeof(RenkoBars)), 10, 1); _bars.Add(tickerReference.Id, bars); return(bars); }
protected void QuotePriceAction(TickerReference tickerReference, long timestamp, double bid, double ask) { if (MinutePriceBarFeed != null) { QuoteFeed(timestamp, bid, ask); } }
public void MinutePriceAction(TickerReference tickerReference, IPriceBar priceBar) { if (_bars.ContainsKey(tickerReference.Symbol.Id) && _bars[tickerReference.Symbol.Id].ContainsKey(tickerReference.Interval.UnitId)) { UpdatePrice(_bars[tickerReference.Symbol.Id][tickerReference.Interval.UnitId], tickerReference, priceBar); } }
public SignalAdvisor(TickerReference tickerReference) { _SignalTimeframe = tickerReference; _position = PositionOption.None; _positionStrength = _positionFullStrength; }
protected void MinutePriceAction(TickerReference tickerReference, IPriceBar priceBar) { if (MinutePriceBarFeed != null) { MinutePriceBarFeed(tickerReference, priceBar); } }
public IPriceOptionFeed <TOption, double> Assign(TickerReference tickerReference, TOption priceOption, Action <TickerReference, long, TOption, double> priceAction) { var optionFeed = new PriceOptionFeed <TickerReference, TOption, double>(tickerReference, priceOption, priceAction); _option[tickerReference.Symbol.Id][tickerReference.Interval.UnitId] = optionFeed; return(optionFeed); }
public void Setup(TickerReference tickerReference) { if (!_bars.ContainsKey(tickerReference.Symbol.Id)) { _bars.Add(tickerReference.Symbol.Id, new Dictionary <int, TBars>()); } if (!_bars[tickerReference.Symbol.Id].ContainsKey(tickerReference.Interval.UnitId)) { _bars[tickerReference.Symbol.Id].Add(tickerReference.Interval.UnitId, CreatePriceBars(tickerReference)); } }
public static bool TrySubscribe(TickerReference ticker, IPriceFeedService priceFeedService, Action <TickerReference, ICandlestickBar> priceBarAction) { if (ticker.PriceFeedType == typeof(CandlestickPriceOption) && ((CandlestickPriceOption)ticker.PriceFeedOption) == CandlestickPriceOption.All) { priceFeedService.Subscribe(ticker, priceBarAction); return(true); } else { return(false); } }
public static bool TrySubscribe(TickerReference ticker, IPriceFeedService priceFeedService, Action <TickerReference, long, CandlestickPriceOption, double> priceOptionAction) { if (ticker.PriceFeedType == typeof(CandlestickPriceOption)) { priceFeedService.Subscribe(ticker, (CandlestickPriceOption)ticker.PriceFeedOption, priceOptionAction); return(true); } else { return(false); } }
public TickerReference Setup(TickerSymbol tickerSymbol, FeedInterval interval, HeikenAshiPriceOption ohlcPriceOption) { if (ohlcPriceOption == HeikenAshiPriceOption.All) { Registry.ItemSetup(tickerSymbol.Id, interval.UnitId); } else { Registry.OptionSetup(tickerSymbol.Id, interval.UnitId); } var tickerReference = new TickerReference(Guid.NewGuid(), tickerSymbol, interval, typeof(HeikenAshiPriceOption), (int)ohlcPriceOption); Aggregator.Setup(tickerReference); return(tickerReference); }
public IPriceOptionFeed <HeikenAshiPriceOption, double> Subscribe(TickerReference tickerReference, HeikenAshiPriceOption priceOption, Action <TickerReference, long, HeikenAshiPriceOption, double> priceAction) { return(Registry.Assign(tickerReference, priceOption, priceAction)); }
public IPriceItemFeed <IHeikenAshiBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IHeikenAshiBar> priceAction) { return(Registry.Assign(tickerReference, priceAction)); }
public abstract void UpdatePrice(TBars bars, TickerReference tickerReference, IPriceBar priceBar);
public IPriceOptionFeed <RenkoPriceOption, double> Subscribe(TickerReference tickerReference, RenkoPriceOption priceOption, Action <TickerReference, long, RenkoPriceOption, double> priceAction) { return(Renko.Subscribe(tickerReference, priceOption, priceAction)); }
public abstract TBars CreatePriceBars(TickerReference tickerReference);
public IPriceOptionFeed <OHLCPriceOption, double> Subscribe(TickerReference tickerReference, OHLCPriceOption priceOption, Action <TickerReference, long, OHLCPriceOption, double> priceAction) { return(OHLC.Subscribe(tickerReference, priceOption, priceAction)); }
public void PriceAction(TickerReference tickerReference, ICandlestickBar priceBar) { Registry.PriceAction(tickerReference, priceBar); }
public IPriceOptionFeed <CandlestickPriceOption, double> Subscribe(TickerReference tickerReference, CandlestickPriceOption priceOption, Action <TickerReference, long, CandlestickPriceOption, double> priceAction) { return(Registry.Assign(tickerReference, priceOption, priceAction)); }
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction) { return(Registry.Assign(tickerReference, priceAction)); }
public IPriceItemFeed <IOHLCBar> Subscribe(TickerReference tickerReference, Action <TickerReference, IOHLCBar> priceAction) { return(OHLC.Subscribe(tickerReference, priceAction)); }
public void PriceAction(TickerReference tickerReference, IOHLCBar priceBar) { Registry.PriceAction(tickerReference, priceBar); }
public EventProbe(TickerReference ticker) { Ticker = ticker; }
public void PriceAction(TickerReference tickerReference, IHeikenAshiBar priceBar) { Registry.PriceAction(tickerReference, priceBar); }
private void MinutePriceBarFeed(TickerReference tickerReference, IPriceBar priceBar) { OHLC.Aggregator.MinutePriceAction(tickerReference, priceBar); PriceBar.Aggregator.MinutePriceAction(tickerReference, priceBar); }
public void PriceAction(TickerReference tickerReference, long timestamp, HeikenAshiPriceOption priceOption, double value) { Registry.PriceAction(tickerReference, timestamp, priceOption, value); }
public IPriceItemFeed <ICandlestickBar> Subscribe(TickerReference tickerReference, Action <TickerReference, ICandlestickBar> priceAction) { return(Candlesticks.Subscribe(tickerReference, priceAction)); }
public override void UpdatePrice(RenkoBars bars, TickerReference tickerReference, IPriceBar priceBar) { bars.Write(priceBar.Timestamp, priceBar.Close); }
public override void UpdatePrice(OHLCBars bars, TickerReference tickerReference, IPriceBar priceBar) { bars.Write(priceBar); }