private string GetDataValues(IBaseData data_)
{
PropertyInfo[] propertyInfos = data_.GetType().GetProperties();
string type;
PropertyInfo propertyInfo;
object fieldValue;
string valueString = string.Empty;
StringBuilder sb = new StringBuilder();
for (int i = 0; i < propertyInfos.Length; i++)
{
propertyInfo = propertyInfos[i];
if (propertyInfo.GetSetMethod(true) == null)
{
continue;
}
fieldValue = propertyInfo.GetValue(data_, null);
type = SqLiteHelper.GetColumnType(propertyInfo.PropertyType.Name);
valueString = type == SqLiteHelper.TEXT ? string.Format("{0}{1}{2}", "'", fieldValue.ToString(), "'") : fieldValue.ToString();
if (i == 0)
{
sb.Append(valueString);
}
else
{
sb.Append(string.Format(",{0}", valueString));
}
}
return(sb.ToString());
}
private string GetFieldsNames(IBaseData data_)
{
List <PropertyInfo> propertyInfos = new List <PropertyInfo>(
data_.GetType().GetProperties().Where(prop_ => Attribute.IsDefined(prop_, typeof(DbFieldAttribute)))
);
StringBuilder sb = new StringBuilder();
for (int i = 0; i < propertyInfos.Count; i++)
{
if (propertyInfos[i].GetSetMethod(true) == null)
{
continue;
}
if (i == 0)
{
sb.Append(propertyInfos[i].Name);
}
else
{
sb.Append(string.Format(",{0}", propertyInfos[i].Name));
}
}
return(sb.ToString());
}
/// <summary>
/// Updates this consolidator with the specified data
/// </summary>
/// <param name="data">The new data for the consolidator</param>
public void Update(IBaseData data)
{
if (!(data is TInput))
{
throw new ArgumentNullException("data", "Received type of " + data.GetType().Name + " but expected " + typeof(TInput).Name);
}
Update((TInput)data);
}
/// <summary>
/// Updates this consolidator with the specified data
/// </summary>
/// <param name="data">The new data for the consolidator</param>
public void Update(IBaseData data)
{
if (!(data is TInput))
{
throw new ArgumentNullException(nameof(data),
$"Received type of {data.GetType().Name} but expected {typeof(TInput).Name}"
);
}
Update((TInput)data);
}
/// <summary>
/// Initializes an instance of <see cref="PandasData"/> with a sample <see cref="IBaseData"/> object
/// </summary>
/// <param name="baseData"><see cref="IBaseData"/> object that contains information to be saved in an instance of <see cref="PandasData"/></param>
public PandasData(IBaseData baseData)
{
var columns = "open,high,low,close,volume,askopen,askhigh,asklow,askclose,asksize,bidopen,bidhigh,bidlow,bidclose,bidsize";
var type = baseData.GetType();
if (baseData is DynamicData)
{
// We get the fields of DynamicData from the storage dictionary
// and add the field named 'value' since it is the reference value
columns = "value," + string.Join(",", ((DynamicData)baseData).GetStorageDictionary().Keys);
}
else if (type == typeof(Tick))
{
columns = "askprice,asksize,bidprice,bidsize,lastprice,quantity,exchange,suspicious";
}
// C# custom data
else if (type != typeof(TradeBar) && type != typeof(QuoteBar))
{
columns = "Value";
var properties = type.GetProperties();
foreach (var property in properties.GroupBy(x => x.Name))
{
if (property.Count() > 1)
{
throw new ArgumentException($"More than one \'{property.Key}\' member was found in \'{type.Name}\' class.");
}
if (!_baseDataProperties.Contains(property.Key))
{
columns += $",{property.Key}";
}
}
_customDataType = type;
}
_series = columns.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries).ToDictionary(k => k, v => new List <object>());
_symbol = baseData.Symbol;
_timeIndex = new List <DateTime>();
Levels = 2;
if (_symbol.SecurityType == SecurityType.Future)
{
Levels = 3;
}
if (_symbol.SecurityType == SecurityType.Option)
{
Levels = 5;
}
// Add first data-point to series
Add(baseData);
}
/// <summary>
/// Updates the state of this indicator with the given value and returns true
/// if this indicator is ready, false otherwise
/// </summary>
/// <param name="input">The value to use to update this indicator</param>
/// <returns>True if this indicator is ready, false otherwise</returns>
public bool Update(IBaseData input)
{
if (_previousInput != null && input.Time < _previousInput.Time)
{
// if we receive a time in the past, log and return
Log.Error($"This is a forward only indicator: {Name} Input: {input.Time:u} Previous: {_previousInput.Time:u}. It will not be updated with this input.");
return(IsReady);
}
if (!ReferenceEquals(input, _previousInput))
{
// compute a new value and update our previous time
Samples++;
if (!(input is T))
{
throw new ArgumentException($"IndicatorBase.Update() 'input' expected to be of type {typeof(T)} but is of type {input.GetType()}");
}
_previousInput = (T)input;
var nextResult = ValidateAndComputeNextValue((T)input);
if (nextResult.Status == IndicatorStatus.Success)
{
Current = new IndicatorDataPoint(input.Time, nextResult.Value);
// let others know we've produced a new data point
OnUpdated(Current);
}
}
return(IsReady);
}
