} // OHLC has traded print
/// <summary>
/// OHLC data class constructor, require corresponding time interval TimeSeries TSControl
/// </summary>
/// <param name="ts">TimeSeries control</param>
public DataTSOHLC(DataTimeSeries ts) : base(ts, 4)
{
RowIdx = ts.RowIdx; // match TimeSeries RowIdx
price_last = 0;
row_hastraded = false;
}
} // last key updated
/// <summary>
/// Data class maintains time intervals so it can efficiently update the summation column on TimeSeries controller changes.
/// The summation column is the first column in List<double array>
/// </summary>
/// <param name="ts">TimeSeries control</param>
/// <param name="timeframe">total time frame in object</param>
/// <param name="mininterval">minimum value between keys</param>
/// <param name="allocn">pre-allocate list size</param>
public DataTMListSum(DataTimeSeries ts, int timeframe, double mininterval, int allocn = 64)
{
int coladd = 1; // column additional to the number required to maintain frames
TSControl = ts;
UpdateInterval = ts.TimeInterval;
TimeFrame = timeframe;
ColCount = coladd + (int)Math.Ceiling((double)TimeFrame / UpdateInterval);
ColIdx = coladd;
MinValueInterval = mininterval;
DataKey = new List <double>(allocn);
DataList = new List <double[]>(allocn);
}
/// <summary>
/// TimeFrame VWAP contructor, DataKey, DataList fixed size of 2.
/// </summary>
/// <param name="ts">TimeSeries control</param>
/// <param name="timeframe">VWAP timeframes</param>
public DataTMVWAP(DataTimeSeries ts, int[] timeframe)
: base(ts, timeframe.Max(), 1, 2)
{
NewKeyValue(0.0); // volume
NewKeyValue(1.0); // volume x price
DataList[0][0] = 1;
DataList[1][0] = 1;
VWAPArray = new double[timeframe.GetLength(0), 5];
for (int i0 = 0; i0 < timeframe.GetLength(0); ++i0)
{
VWAPArray[i0, 0] = timeframe[i0];
VWAPArray[i0, 1] = timeframe[i0] / UpdateInterval;
}
}
public readonly DataTimeSeries TSControl; // TimeSeries control for data class
/// <summary>
/// Create looped array, same number of rows as TSControl, and given columns
/// </summary>
/// <param name="ts">TimeSeries control</param>
/// <param name="coln">number of columns</param>
public DataTSData(DataTimeSeries ts, int coln)
: base(ts.RowCount, coln)
{
TSControl = ts;
}
