public AlgoMetaDataBuilder WithFunction(FunctionParamsDTO functionParams, FunctionType functionType)
{
if (functionParams != null)
{
AlgoMetaDataFunction functionMetaData = new AlgoMetaDataFunction(functionType)
{
Id = functionParams.FunctionInstanceIdentifier,
Parameters = GetParamBuilder().CreateParameters()
//.WithParameterFunctionInstanceIdentifier(functionParams.FunctionInstanceIdentifier)
.WithParameterStartingDate(functionParams.StartingDate.ToString(GlobalConstants.ISO_8601_DATE_FORMAT))
.WithParameterEndingDate(functionParams.EndingDate.ToString(GlobalConstants.ISO_8601_DATE_FORMAT))
.WithParameterAssetPair(functionParams.AssetPair)
.WithParameterPeriod(functionParams.Period)
.WithParameterCandleOperationMode(functionParams.CandleOperationMode)
.WithParameterCandleTimeInterval(functionParams.CandleTimeInterval)
.Build()
};
// Make keys for functions parametes camelCase
ChangeKeyToCamelCase(functionMetaData);
algoMetaDataInformation.Functions.Add(functionMetaData);
}
return(this);
}
private static void AddToFunctionsDictionary(FunctionType functionType, FunctionParamsDTO functionParamsDTO)
{
if (FunctionsDictionary.ContainsKey(functionType.ToString()))
{
FunctionsDictionary[functionType.ToString()] = functionParamsDTO;
}
else
{
FunctionsDictionary.Add(functionType.ToString(), functionParamsDTO);
}
}
public AlgoMetaDataBuilder WithFunction(FunctionParamsDTO functionParams, FunctionType functionType)
{
if (functionParams != null)
{
AlgoMetaDataFunction functionMetaData = new AlgoMetaDataFunction(functionType)
{
Id = functionParams.FunctionInstanceIdentifier,
Parameters = GetParamBuilder().CreateParameters()
.WithParameterFunctionInstanceIdentifier(functionParams.FunctionInstanceIdentifier)
.WithParameterStartingDate(functionParams.StartingDate.ToString(Constants.ISO_8601_DATE_FORMAT))
.WithParameterEndingDate(functionParams.EndingDate.ToString(Constants.ISO_8601_DATE_FORMAT))
.WithParameterAssetPair(functionParams.AssetPair)
.WithParameterCapacity(functionParams.Capacity)
.WithParameterCandleOperationMode(functionParams.CandleOperationMode)
.WithParameterCandleTimeInterval(functionParams.CandleTimeInterval)
.Build()
};
algoMetaDataInformation.Functions.Add(functionMetaData);
}
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());
}
