/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_ema1.Reset();
_ema2.Reset();
_ema3.Reset();
base.Reset();
}
public override void OnSecuritiesChanged(SecurityChanges changes)
{
if (changes.RemovedSecurities.Count > 0)
{
// Remove the consolidator for the previous contract
// and reset the indicators
if (_symbol != null && _consolidator != null)
{
SubscriptionManager.RemoveConsolidator(_symbol, _consolidator);
_fast.Reset();
_slow.Reset();
}
// We don't need to call Liquidate(_symbol),
// since its positions are liquidated because the contract has expired.
}
// Only one security will be added: the new front contract
_symbol = changes.AddedSecurities.SingleOrDefault().Symbol;
// Create a new consolidator and register the indicators to it
_consolidator = ResolveConsolidator(_symbol, Resolution.Minute);
RegisterIndicator(_symbol, _fast, _consolidator);
RegisterIndicator(_symbol, _slow, _consolidator);
// Warm up the indicators
WarmUpIndicator(_symbol, _fast, Resolution.Minute);
WarmUpIndicator(_symbol, _slow, Resolution.Minute);
PlotEma();
}
public override void ResetsProperly()
{
// ema reset is just setting the value and samples back to 0
var ema = new ExponentialMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(5))
{
ema.Update(data);
}
Assert.IsTrue(ema.IsReady);
Assert.AreNotEqual(0m, ema.Current.Value);
Assert.AreNotEqual(0, ema.Samples);
ema.Reset();
TestHelper.AssertIndicatorIsInDefaultState(ema);
}
// This is almost a direct rip from Mirror's NetworkTime.OnClientPong(...), but at least I understand how it works.
/// <summary>
/// Finishes an offset update.
/// </summary>
/// <param name="message">The times sent by the server, including the original send time.</param>
public void ProcessPong(Timestamped <PingMessage> message)
{
var offset = ProcessPong(message, out var rtt, out var offsetBounds);
_offsetBounds = _offsetBounds.Clamp(offsetBounds);
if (!_offsetBounds.IsWithin(_offsetAverage.Value)) // Average does not exist or is out of known bounds.
{
_offsetAverage.Reset(_offsetBounds.Clamp(offset));
}
else if (_offsetBounds.IsWithin(offset)) // New offset is within bounds.
{
_offsetAverage.Push(offset);
}
_rttAverage.Push(rtt);
Received?.Invoke(offset, rtt);
}
public void ResetsProperly()
{
// ema reset is just setting the value and samples back to 0
var ema = new ExponentialMovingAverage(3);
foreach (var data in TestHelper.GetDataStream(5))
{
ema.Update(data);
}
Assert.IsTrue(ema.IsReady);
Assert.AreNotEqual(0m, ema.Current.Value);
Assert.AreNotEqual(0, ema.Samples);
ema.Reset();
Assert.IsFalse(ema.IsReady);
Assert.AreEqual(0, ema.Samples);
Assert.AreEqual(0m, ema.Current.Value);
Assert.AreEqual(DateTime.MinValue, ema.Current.Time);
}
/// <summary>
/// Resets this instance.
/// </summary>
public void Reset()
{
fastEMA.Reset();
slowEMA.Reset();
EMADiffRW.Reset();
}