public AlgoMetaDataBuilder WithAlgoParams(AlgoParamsDTO algoParams)
{
algoMetaDataInformation.Parameters = GetParamBuilder().CreateParameters()
.WithParameterStartFrom(algoParams.StartFrom.ToString(GlobalConstants.ISO_8601_DATE_FORMAT))
.WithParameterEndOn(algoParams.EndOn.ToString(GlobalConstants.ISO_8601_DATE_FORMAT))
.WithParameterAssetPair(algoParams.AssetPair)
.WithParameterTradedAsset(algoParams.TradedAsset)
.WithParameterVolume(algoParams.Volume)
.WithParameterCandleInterval(algoParams.CandleInterval)
.Build();
return(this);
}
private static AlgoMetaDataInformation BuildAlgoMetaDataInformation(InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO)
{
FunctionParamsDTO smaShortFunctionParamsDTO = null;
FunctionParamsDTO smaLongFunctionParamsDTO = null;
FunctionParamsDTO adxFunctionParamsDTO = null;
FunctionParamsDTO macdFunctionParamsDTO = null;
AlgoParamsDTO algoParamsDTO = new AlgoParamsDTO(daysOffsetDTO.AlgoStartOffset, daysOffsetDTO.AlgoEndOffset,
instanceParameters.AssetPair, instanceParameters.TradedAsset,
instanceParameters.InstanceTradeVolume, instanceParameters.InstanceCandleInterval);
// Create SMA_SHORT function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.SMA_Short))
{
smaShortFunctionParamsDTO = new FunctionParamsDTO(FunctionType.SMA_Short, daysOffsetDTO.SmaShortStartOffset, daysOffsetDTO.SmaShortEndOffset,
instanceParameters.AssetPair, instanceParameters.FunctionPeriod,
instanceParameters.FunctionCandleOperationMode, instanceParameters.FunctionCandleInterval);
// Add the function params to the functionsDictionary
AddToFunctionsDictionary(FunctionType.SMA_Short, smaShortFunctionParamsDTO);
}
// Create SMA_Long function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.SMA_Long))
{
smaLongFunctionParamsDTO = new FunctionParamsDTO(FunctionType.SMA_Long, daysOffsetDTO.SmaLongStartOffset, daysOffsetDTO.SmaLongEndOffset,
instanceParameters.AssetPair, instanceParameters.FunctionPeriod,
instanceParameters.FunctionCandleOperationMode, instanceParameters.FunctionCandleInterval);
// Add the function params to the functionsDictionary
AddToFunctionsDictionary(FunctionType.SMA_Long, smaLongFunctionParamsDTO);
}
// Create ADX function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.ADX))
{
throw new NotImplementedException("Creating parameters for ADX function is not yet implemented");
// Add the function params to the functionsDictionary
//AddToFunctionsDictionary(FunctionType.ADX, adxFunctionParamsDTO);
}
// Create MACD function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.MACD))
{
throw new NotImplementedException("Creating parameters for MACD function is not yet implemented");
// Add the function params to the functionsDictionary
//AddToFunctionsDictionary(FunctionType.MACD, macdFunctionParamsDTO);
}
// Build Algo Metadata
return(GetAlgoMetaDataBuilder()
.CreateAlgoMetaData()
.WithAlgoParams(algoParamsDTO)
.WithFunction(smaShortFunctionParamsDTO, FunctionType.SMA_Short)
.WithFunction(smaLongFunctionParamsDTO, FunctionType.SMA_Long)
.WithFunction(adxFunctionParamsDTO, FunctionType.ADX)
.WithFunction(macdFunctionParamsDTO, FunctionType.MACD)
.Build());
}
