private StrategySignal pushDataGetSignal(TickData newestTickdata)
{
if (lastRecievedTickdata != null && newestTickdata.timestamp < lastRecievedTickdata.timestamp)
{
throw new Exception("Old data recieved!");
}
if (newestTickdata.instrument != instrument)
{
throw new Exception("Wrong instrument for this streamer: " + newestTickdata.instrument + " != " + instrument);
}
lastRecievedTickdata = new TickData(newestTickdata.timestamp, newestTickdata.last, newestTickdata.bid, newestTickdata.ask, newestTickdata.instrument);
AdvancedTickData advancedTickdata = indicators.doCalculations(newestTickdata);
lastAdvancedTickdata = advancedTickdata;
lastSignal = strategy.pushData(advancedTickdata);
return(lastSignal);
}
public override AdvancedTickData doCalculations(AdvancedTickData data)
{
throw new NotImplementedException(); //Todo: Calculate some indicators on the DataminingTickdata
}
public abstract AdvancedTickData doCalculations(AdvancedTickData data);
public abstract StrategySignal pushData(AdvancedTickData data); //Return 0 if not sure about indicators
