public IndicatorsInputs(databasemarkethistoryfilter database, int historiesLength)
{
StartingIndex = 0;
OutputArrayLength = historiesLength;
if (database.HistoryIsCustom)
{
StartingIndex = database.ManualStartingIndex;
int boundsToSubtract = (historiesLength > database.CurrentHistory.Count) ? historiesLength - database.CurrentHistory.Count : 0;
OutputArrayLength = historiesLength - boundsToSubtract; //use historiesLength as long as it is smaller than custom history
}
EndIndex = OutputArrayLength - 1;
}
public TaLibTester()
{
FakeDataBase = new databasemarkethistoryfilter();
var rng = new Random();
for (int i = 0; i < HistoriesLength; i++)
{
FakeDataBase.CurrentHistory.Add(
new GraphBar(
rng.NextDouble(),
rng.NextDouble(),
rng.NextDouble(),
rng.NextDouble(),
rng.NextDouble(),
DateTime.UtcNow));
}
OpeningPrices = FakeDataBase.CurrentHistory
.Select(bar => bar.OpeningPrice)
.ToArray();
ClosingPrices = FakeDataBase.CurrentHistory
.Select(bar => bar.ClosingPrice)
.ToArray();
PriceHighs = FakeDataBase.CurrentHistory
.Select(bar => bar.PriceHigh)
.ToArray();
PriceLows = FakeDataBase.CurrentHistory
.Select(bar => bar.PriceLow)
.ToArray();
Volumes = FakeDataBase.CurrentHistory
.Select(bar => bar.Volume)
.ToArray();
PeriodsPerPrices = ClosingPrices
.Select(close => rng.NextDouble())
.ToArray();
}
public Volatilities(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
public OverlapStudies(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
public Statistics(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
public PriceTransforms(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
public Cycles(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
public Momentums(databasemarkethistoryfilter databaseInstance)
{
database = databaseInstance;
}
