public void Apply(TemporalValue value) { LastTimeStamp = value.TimeStamp; _manager.AddTemporalValue(_out_tokens[0], value); _manager.AddTemporalValue(_out_tokens[1], value); _manager.AddTemporalValue(_out_tokens[2], value); }
public void Apply(TemporalValue <double> value) { if (m_period == m_window.Count) { var last = m_window.Min; //m_manager.AddTemporalValue(m_restoken, new TemporalValue<double>(m_window.Max.TimeStamp, m_sum / m_period)); if (queue == null) { queue = (ICollection <TemporalValue <double> >)m_manager[m_restoken]; if (queue == null) { m_manager.AddTemporalValue(m_restoken, new TemporalValue <double>(m_window.Max.TimeStamp, m_sum / m_period)); goto icontinue; } } queue.Add(new TemporalValue <double>(m_window.Max.TimeStamp, m_sum / m_period)); icontinue: m_sum -= last; m_window.Remove(last); } m_sum += value; m_window.Add(value); }
public void Apply(TemporalValue <double[]> newCandle) { if (m_nexttimeframe == 0) { m_nexttimeframe = newCandle.TimeStamp + m_timeframe; m_value = CandleFactory.GetOhlcCandle(m_nexttimeframe, newCandle.Value); } else { if (newCandle.TimeStamp < m_nexttimeframe) { m_value.SetClose(newCandle.Close()); m_value.SetOpenInterest(newCandle.OpenInterest()); m_value.SetHigh(Math.Max(newCandle.High(), m_value.High())); m_value.SetLow(Math.Min(newCandle.Low(), m_value.Low())); m_value.SetVolume(m_value.Volume() + newCandle.Volume()); m_value.SetVolumeAsk(m_value.VolumeAsk() + newCandle.VolumeAsk()); } else { m_manager.AddTemporalValue(m_restoken, m_value); m_nexttimeframe = newCandle.TimeStamp + m_timeframe; m_value = CandleFactory.GetOhlcCandle(m_nexttimeframe, newCandle.Value); } } }
public void Apply(TemporalValue <T> value) { if (m_end >= value.TimeStamp - m_period) { m_end = value.TimeStamp; return; } else if (m_start == 0 && m_end == 0) { m_start = m_end = value.TimeStamp; return; } m_manager.AddTemporalValue(m_restoken, new TemporalValue <long>(m_start, m_end)); m_start = m_end = value.TimeStamp; }
public void Apply(TemporalValue value) { if (m_period == m_window.Count) { m_manager.AddTemporalValue(m_tokens, new TemporalValue(m_window.Max.TimeStamp, m_window.Max.Value / m_window.Min.Value)); m_window.Remove(m_window.Min); } m_window.Add(value); }
public void Apply(TemporalValue <double> value) { if (queue == null) { queue = (ICollection <TemporalValue <double[]> >)m_manager[m_restoken]; if (queue == null) { m_manager.AddTemporalValue(m_restoken, new TemporalValue <double[]>(value.TimeStamp, new[] { (1 - _k) * value.Value, (1 + _k) * value.Value })); return; } } queue.Add(new TemporalValue <double[]>(value.TimeStamp, new [] { (1 - _k) * value.Value, (1 + _k) * value.Value })); }
public void Apply(params TemporalValue[] values) { apply(values, m_values); if (m_outTokens.Length == 1) { m_manager.AddTemporalValues(m_outTokens[0], m_values); } else { for (int i = 0; i < m_outTokens.Length; i++) { m_manager.AddTemporalValue(m_outTokens[i], m_values[i]); } } }
public void Apply(TemporalValue <double> value) { if (m_period + 1 == m_window.Count) { m_window.Remove(m_window.Min); m_wma = 0; double k = 1; foreach (var tv in m_window) { m_wma += tv * k; k++; } m_manager.AddTemporalValue <double>(m_restoken, new TemporalValue <double>(m_window.Max.TimeStamp, m_wma / m_sumWeight)); } m_window.Add(value); }
public void Apply(TemporalValue <double> value) { m_ema = (m_next) ? m_KE * m_ema + m_KC * value : value; //m_manager.AddTemporalValue(m_restoken, new TemporalValue<double>(value.TimeStamp, m_ema)); if (queue == null) { queue = (ICollection <TemporalValue <double> >)m_manager[m_restoken]; if (queue == null) { m_manager.AddTemporalValue(m_restoken, new TemporalValue <double>(value.TimeStamp, m_ema)); return; } } queue.Add(new TemporalValue <double>(value.TimeStamp, m_ema)); m_next = true; }
public TemporalLinkedContextHelper(TemporalLinkedContext context, TemporalContextManager manager, int index) { m_index = index; m_context = context; m_manager = manager; m_manager.AddTemporalValue("Contexts", new TemporalValue <object>(DateTime.Now.Ticks, m_context)); }
public TemporalContextHelper(TemporalContext <T> context, TemporalContextManager manager) { m_context = context; m_manager = manager; m_manager.AddTemporalValue("Contexts", new TemporalValue <object>(DateTime.Now.Ticks, m_context)); }