public MVWAP_V3(IObservable <QTY_PX> source, uint period, IObservable <double> offset)
{
_source = source;
_period = period;
_offset = offset;
_ring = new RingWnd <double>(period);
}
public Variance(IObservable <double> source, uint period, IObservable <double> offset = null)
{
_source = source;
_offset = offset;
_period = period;
_ring = new RingWnd <double>(period);
}
uint _count = 0; // count of elements
#region ctor
public MaxMin(IObservable <double> source, uint period, Func <double, double, bool> func, IObservable <double> offset = null)
{
_source = source;
_offset = offset;
_period = period;
_func = func;
_ring = new RingWnd <double>(period);
}
internal static IObservable <Tuple <TSource, TSource> > RollingWindowX <TSource>(this IObservable <TSource> source, uint period)
{
RingWnd <TSource> ring = new RingWnd <TSource>(period);
return(Observable.Create <Tuple <TSource, TSource> >(obs => {
return source.Subscribe(newVal => {
obs.OnNext(new Tuple <TSource, TSource>(newVal, ring.Enqueue(newVal)));
}, obs.OnError, obs.OnCompleted);
}));
}
public LWMA_V2(IObservable <double> source, uint period, IObservable <double> offset)
{
_source = source;
_offset = offset;
_period = period;
for (uint i = 1; i <= period; ++i)
{
m_weight += i;
}
_ring = new RingWnd <double>(period);
}