public override BaseData Clone()
{
VIX fear = new VIX();
fear.Open = Open; fear.High = High; fear.Low = Low; fear.Close = Close;
return(fear);
}
//
public void OnData(VIX vix)
{
_vix = vix.Close;
_scale = 1 - (_vix / 30m);
if (_scale < 0)
{
_scale = 0;
}
}
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
VIX fear = new VIX();
//try
//{
//Date Open High Low Close Volume Adjusted Close
//10/27/2014 17.24 17.87 16 16.04 0 16.04
string[] data = line.Split(',');
fear.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
fear.Open = Convert.ToDecimal(data[1]); fear.High = Convert.ToDecimal(data[2]);
fear.Low = Convert.ToDecimal(data[3]); fear.Close = Convert.ToDecimal(data[4]);
fear.Symbol = "VIX"; fear.Value = fear.Close;
//}
//catch
//{ }
return(fear);
}
//
public void OnData(VIX vix)
{
_vix = vix.Close;
}
//
public void OnData(VIX vix)
{
_vix = vix.Close;
}
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
VIX fear = new VIX();
//try
//{
//Date Open High Low Close Volume Adjusted Close
//10/27/2014 17.24 17.87 16 16.04 0 16.04
string[] data = line.Split(',');
fear.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
fear.Open = Convert.ToDecimal(data[1]); fear.High = Convert.ToDecimal(data[2]);
fear.Low = Convert.ToDecimal(data[3]); fear.Close = Convert.ToDecimal(data[4]);
fear.Symbol = "VIX"; fear.Value = fear.Close;
//}
//catch
//{ }
return fear;
}
public override BaseData Clone()
{
VIX fear = new VIX();
fear.Open = Open; fear.High = High; fear.Low = Low; fear.Close = Close;
return fear;
}
//
public void OnData(VIX vix)
{
_vix = vix.Close;
_scale = 1 - (_vix / 30m);
if (_scale < 0) _scale = 0;
}
