public static IEnumerable <IndicatorPoint> RSI(IList <Rate> rates, Func <Rate, double> price, int period)
{
Indicore.TickSourceAut source = CreateTicksData(rates, price);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("RSI", source, period, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
instance.Update(true);
return(output.Cast <double>().Select((d, i) => new IndicatorPoint(rates[i].StartDate, d)));
}
private static Indicore.TickSourceAut CreateTicksData(IList <Rate> rates, Func <Rate, double> price)
{
Indicore.TickSourceAut ticks = (Indicore.TickSourceAut)core.CreateTickSource("XXX", .01);
foreach (var r in rates)
{
ticks.AddLast(r.StartDate, price(r));
}
return(ticks);
}
public static void CR <T>(this Rate[] rates, Func <Rate, double> sourceLambda, Action <Rate, T> destinationLambda)
{
Indicore.TickSourceAut source = CreateTicksData(rates, sourceLambda);
Indicore.IndicatorInstanceAut instance = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("CR", source, Type.Missing, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance.Output)[0];
instance.Update(true);
var i = 0;
output.Cast <T>().ToList().ForEach(d => destinationLambda(rates[i++], d));
}
public static IEnumerable <IndicatorMACD> RsiMACD(Rate[] rates, Func <Rate, double> price, int period)
{
Indicore.TickSourceAut source = CreateTicksData(rates, price);
Indicore.IndicatorInstanceAut instance1 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("RSI", source, period, Type.Missing, Type.Missing, Type.Missing, Type.Missing);
Indicore.IndicatorOutputAut output1 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance1.Output)[0];
Indicore.IndicatorInstanceAut instance2 = (Indicore.IndicatorInstanceAut)core.CreateIndicatorInstance("MACD", output1, 12, 26, 9, Type.Missing, Type.Missing);
Indicore.IndicatorOutputCollectionAut _outputs = (Indicore.IndicatorOutputCollectionAut)instance2.Output;
List <Indicore.IndicatorOutputAut> outputs = new List <Indicore.IndicatorOutputAut>();
for (int i = 0; i < _outputs.Size; i++)
{
outputs.Add((Indicore.IndicatorOutputAut)_outputs[i]);
}
Indicore.IndicatorOutputAut output2 = (Indicore.IndicatorOutputAut)((Indicore.IndicatorOutputCollectionAut)instance2.Output)[0];
instance1.Update(true);
instance2.Update(true);
for (int i = 0; i < rates.Length; i++)
{
yield return(new IndicatorMACD(rates[i].StartDate, price(rates[i]), outputs[0][i], outputs[1][i], outputs[2][i]));
}
}
