/// <summary>
/// Trying to find if current Cape is the lowest Cape in three months to indicate selling period
/// </summary>
public void OnData(CAPE data)
{
_newLow = false;
//Adds first four Cape Ratios to array c
_currCape = data.Cape;
if (_counter < 4)
{
_c[_counter++] = _currCape;
}
//Replaces oldest Cape with current Cape
//Checks to see if current Cape is lowest in the previous quarter
//Indicating a sell off
else
{
Array.Copy(_c, _cCopy, 4);
Array.Sort(_cCopy);
if (_cCopy[0] > _currCape)
{
_newLow = true;
}
_c[_counter2++] = _currCape;
if (_counter2 == 4)
{
_counter2 = 0;
}
}
Debug("Current Cape: " + _currCape + " on " + data.Time);
if (_newLow)
{
Debug("New Low has been hit on " + data.Time);
}
}
/// <summary>
/// Reader Method :: using set of arguements we specify read out type. Enumerate
/// until the end of the data stream or file. E.g. Read CSV file line by line and convert
/// into data types.
/// </summary>
/// <returns>BaseData type set by Subscription Method.</returns>
/// <param name="config">Config.</param>
/// <param name="line">Line.</param>
/// <param name="date">Date.</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
var index = new CAPE();
try
{
//Example File Format:
//Date | Price | Div | Earning | CPI | FractionalDate | Interest Rate | RealPrice | RealDiv | RealEarnings | CAPE
//2014.06 1947.09 37.38 103.12 238.343 2014.37 2.6 1923.95 36.94 101.89 25.55
var data = line.Split(',');
//Dates must be in the format YYYY-MM-DD. If your data source does not have this format, you must use
//DateTime.ParseExact() and explicit declare the format your data source has.
var dateString = data[0];
index.Time = DateTime.ParseExact(dateString, Format, _provider);
index.Cape = Convert.ToDecimal(data[10], CultureInfo.InvariantCulture);
index.Symbol = "CAPE";
index.Value = index.Cape;
}
catch
{
}
return(index);
}