public static ISignalSeries Derive( this ISignalSeries self, ObjectDescriptor type, Func<TimedValue<DateTime, Signal>, TimedValue<DateTime, Signal>> converter )
{
var convertedSignals = self.Select( s => converter( s ) );
var identifier = self.Identifier.Derive( type );
var series = SignalSeries.FromSortedSet( self.Reference, identifier, convertedSignals );
return series;
}
public SeriesIdentifier( IObjectIdentifier owner, ObjectDescriptor type, IEnumerable<SeriesIdentifier> sources, IEnumerable<ObjectDescriptor> modifiers )
{
Owner = owner;
Type = type;
Sources = sources.ToList();
Modifiers = modifiers;
ShortDesignator = Owner.ShortDesignator + "." + Type.Name;
LongDesignator = BuildLongDesignator();
Guid = LongDesignator.GetHashCode();
}
public IPriceSeries Apply( IPriceSeries series )
{
double groupInterval = (double)series.Count / (double)myMaxPoints;
if ( groupInterval <= 1 )
{
return series;
}
var descriptor = new ObjectDescriptor( "ThinOut", ObjectDescriptor.Param( "MaxCount", myMaxPoints ) );
var seriesId = series.Identifier.Modify( descriptor );
return PriceSeries.FromSortedSet( seriesId, GroupPointsByAverage( series, (int)Math.Ceiling( groupInterval ) ) );
}
public IPriceSeries Calculate( IPriceSeries prices )
{
var points = new List<SimplePrice>();
for ( int i = NumDays; i < prices.Count; ++i )
{
var pricesRange = new PriceSeriesRange( prices, ClosedInterval.FromOffsetLength( i - NumDays, NumDays ) );
double value = pricesRange.Average( p => p.Value );
var point = new SimplePrice( prices[ i ].Time, value );
points.Add( point );
}
var descriptor = new ObjectDescriptor( "SMA", ObjectDescriptor.Param( "NumDays", NumDays ) );
var seriesId = prices.Identifier.Derive( descriptor );
return new PriceSeries( seriesId, points );
}
public SeriesRange(ITimedValueSeries <TTime, TValue> series, int from, int to)
{
mySeries = series;
SetRangeIndices(from, to);
var descriptor = new ObjectDescriptor("Range",
ObjectDescriptor.Param("from", myFrom), ObjectDescriptor.Param("to", myTo));
Identifier = mySeries.Identifier.Modify(descriptor);
}
public SeriesIdentifier(IObjectIdentifier owner, ObjectDescriptor type, IEnumerable <SeriesIdentifier> sources)
: this(owner, type, sources, new List <ObjectDescriptor>())
{
}
public SeriesIdentifier(IObjectIdentifier owner, ObjectDescriptor type, params SeriesIdentifier[] sources)
: this(owner, type, sources, new List <ObjectDescriptor>())
{
}
public SeriesIdentifier Derive(ObjectDescriptor type)
{
return(new SeriesIdentifier(Owner, type, this));
}
public SeriesIdentifier( IObjectIdentifier owner, ObjectDescriptor type, IEnumerable<SeriesIdentifier> sources )
: this(owner, type, sources, new List<ObjectDescriptor>())
{
}
public SeriesIdentifier( IObjectIdentifier owner, ObjectDescriptor type, params SeriesIdentifier[] sources )
: this(owner, type, sources, new List<ObjectDescriptor>())
{
}
public SeriesIdentifier Modify( ObjectDescriptor modifier )
{
var mods = Modifiers.ToList();
mods.Add( modifier );
return new SeriesIdentifier( Owner, Type, Sources, mods );
}
public SeriesIdentifier Derive( ObjectDescriptor type )
{
return new SeriesIdentifier( Owner, type, this );
}
