// takes meta data from the first series
public ISignalSeries Create( IEnumerable<ISignalSeries> signals )
{
if ( !signals.Any() )
{
return SignalSeries.Null;
}
var dateSignalsMap = CreateDateSignalsMap( signals );
int expectedSignalCount = signals.Count();
InterpolateMissingSignals( dateSignalsMap, expectedSignalCount );
var combinedSignals = GenerateCombinedSignals( dateSignalsMap );
var masterInputSeries = signals.FirstOrDefault( s => s.Reference.Identifier.Type.Name == DatumNames.Prices );
if ( masterInputSeries == null )
{
// then lets take the reference with max points
var maxPoints = signals.Max( s => s.Count);
masterInputSeries = signals.First( s => s.Count == maxPoints );
// throw new Exception( "We could not find any signal series which seem to reference raw prices" );
}
var identifier = new SeriesIdentifier( masterInputSeries.Identifier.Owner, new ObjectDescriptor( "Combined" ), signals.Select( s => s.Identifier ).ToArray() );
var series = new SignalSeries( masterInputSeries.Reference, identifier, combinedSignals );
return series;
}
private IPriceSeries CreateSeries( StockHandle stock, IEnumerable<SimplePrice> prices )
{
var seriesId = new SeriesIdentifier(
new StockObjectIdentifier( stock ),
new ObjectDescriptor( Name ) );
return new PriceSeries( seriesId, prices );
}