/// <inheritdoc/>
public override void NotifyPacket(IndicatorPacket packet)
{
if (string.Compare(packet.Command, IndicatorLink.PacketBar, true) == 0)
{
String security = packet.Args[1];
long when = long.Parse(packet.Args[0]);
String key = security.ToLower();
InstrumentHolder holder;
if (_data.ContainsKey(key))
{
holder = _data[key];
}
else
{
holder = new InstrumentHolder();
_data[key] = holder;
}
if (holder.Record(when, 2, packet.Args))
{
_rowsDownloaded++;
}
}
}
public override void NotifyPacket(IndicatorPacket packet)
{
if (string.Compare(packet.Command, IndicatorLink.PacketBar, true) == 0)
{
double dataClose = CSVFormat.EgFormat.Parse(packet.Args[2]);
double lastValue = CSVFormat.EgFormat.Parse(packet.Args[4]);
const double period = 14;
double result;
if (double.IsNaN(lastValue))
{
result = dataClose;
}
else
{
result = dataClose * (2.0 / (1 + period)) + (1 - (2.0 / (1 + period))) * lastValue;
}
String[] args =
{
CSVFormat.EgFormat.Format(result, EncogFramework.DefaultPrecision),
"?",
"?",
"?",
"?",
"?",
"?",
"?"
};
Link.WritePacket(IndicatorLink.PacketInd, args);
}
}
/// <summary>
/// Called to notify the indicator that a bar has been received.
/// </summary>
/// <param name="packet">The packet received.</param>
public override void NotifyPacket(IndicatorPacket packet)
{
long when = long.Parse(packet.Args[0]);
if (_method == null)
{
if (_holder.Record(when, 2, packet.Args))
{
_rowsDownloaded++;
}
}
else
{
var input = new BasicMLData(Config.PredictWindow);
const int fastIndex = 2;
const int slowIndex = fastIndex + Config.InputWindow;
for (int i = 0; i < 3; i++)
{
double fast = CSVFormat.EgFormat.Parse(packet.Args[fastIndex + i]);
double slow = CSVFormat.EgFormat.Parse(packet.Args[slowIndex + i]);
double diff = _fieldDifference.Normalize((fast - slow) / Config.PipSize);
input[i] = _fieldDifference.Normalize(diff);
}
IMLData result = _method.Compute(input);
double d = result[0];
d = _fieldOutcome.DeNormalize(d);
String[] args =
{
"?", // line 1
"?", // line 2
CSVFormat.EgFormat.Format(d, EncogFramework.DefaultPrecision), // bar 1
}; // arrow 2
Link.WritePacket(IndicatorLink.PacketInd, args);
}
}
public abstract void NotifyPacket(IndicatorPacket packet);
