public VWAP(Bars bars, string description)
: base(bars, description)
{
Helper.CompatibilityCheck();
base.FirstValidValue = 1;
//Can't work if data isn't intraday
if (!bars.IsIntraday)
{
return;
}
double x = 0;
double MVol = 0;
//First, compute the typical price for the intraday period. This is the average of the high, low and close {(H+L+C)/3)}.
AveragePrice ap = AveragePrice.Series(bars);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
// daily initialization
if (bars.IntradayBarNumber(bar) == 0)
{
x = 0;
MVol = 0;
//20180413 fix for not taking the intraday bar 0 value, replacing it with the prior day VWAP closing value
//if (bar > 0)
// base[bar] = base[bar - 1];
}
//else //20180413 fix for not taking the intraday bar 0 value, replacing it with the prior day VWAP closing value
{
//Second, multiply the typical price by the period's volume.
//Third, create a running total of these values. This is also known as a cumulative total.
x += ap[bar] * bars.Volume[bar];
//Fourth, create a running total of volume (cumulative volume).
MVol += bars.Volume[bar];
//Fifth, divide the running total of price-volume by the running total of volume.
base[bar] = x / MVol;
}
// Old version (prior to 2012.04)
/*x += ap[bar] * bars.Volume[bar];
* MVol += bars.Volume[bar];
* if (MVol == 0)
* base[bar] = ap[bar];
* else
* base[bar] = x / MVol;*/
}
}
public DV2(Bars bars, string description)
: base(bars, description)
{
base.FirstValidValue = 2;
DataSeries dv2 = bars.Close / AveragePrice.Series(bars) - 1;
dv2 = (dv2 + (dv2 >> 1)) / 2d;
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = dv2[bar];
}
}
public AwesomeOscillator(Bars bars, int period1, int period2, string description)
: base(bars, description)
{
base.FirstValidValue = period1 + period2;
AveragePrice avg = AveragePrice.Series(bars);
var rangePartitioner = Partitioner.Create(0, bars.Count);
Parallel.ForEach(rangePartitioner, (range, loopState) =>
{
for (int bar = range.Item1; bar < range.Item2; bar++)
{
base[bar] = Community.Indicators.FastSMA.Series(avg, period1)[bar] - Community.Indicators.FastSMA.Series(avg, period2)[bar];
}
});
}
public override int GetHashCode()
{
int hash = 0;
if (hashCode > 0)
{
hash = hashCode;
}
else
{
hash =
(ChildOrderAcceptanceId.GetHashCode() * 2)
+ ((ChildOrderId == null ? 1 : ChildOrderId.GetHashCode()) * 3)
+ (RemainingSize.GetHashCode() * 5)
+ (AveragePrice.GetHashCode() * 7);
}
return(hash);
}
public string[] ToStringArray()
{
string priceChange = "";
if (!isFirstDay)
{
int change = Coin.Price - Coin.PastPrices[Coin.PastPrices.Count - 1];
priceChange = change > 0 ? $"+{change}" : $"{change}";
}
string[] array = new string[5];
array[0] = Coin.Name;
array[1] = Coin.Price.ToString();
array[2] = priceChange;
array[3] = AveragePrice.ToString();
array[4] = NumInInventory.ToString();
return(array);
}
public override int GetHashCode()
{
// credit: http://stackoverflow.com/a/263416/677735
unchecked // Overflow is fine, just wrap
{
int hash = 41;
// Suitable nullity checks etc, of course :)
if (Symbol != null)
{
hash = hash * 59 + Symbol.GetHashCode();
}
hash = hash * 59 + Quantity.GetHashCode();
hash = hash * 59 + AveragePrice.GetHashCode();
hash = hash * 59 + MarketPrice.GetHashCode();
hash = hash * 59 + MarketValue.GetHashCode();
hash = hash * 59 + EntryValue.GetHashCode();
hash = hash * 59 + UpdateTime.GetHashCode();
return(hash);
}
}
/// <summary>
/// Gets the hash code
/// </summary>
/// <returns>Hash code</returns>
public override int GetHashCode()
{
unchecked // Overflow is fine, just wrap
{
var hashCode = 41;
// Suitable nullity checks etc, of course :)
hashCode = hashCode * 59 + Direction.GetHashCode();
if (AveragePriceUsd != null)
{
hashCode = hashCode * 59 + AveragePriceUsd.GetHashCode();
}
if (EstimatedLiquidationPrice != null)
{
hashCode = hashCode * 59 + EstimatedLiquidationPrice.GetHashCode();
}
if (FloatingProfitLoss != null)
{
hashCode = hashCode * 59 + FloatingProfitLoss.GetHashCode();
}
if (FloatingProfitLossUsd != null)
{
hashCode = hashCode * 59 + FloatingProfitLossUsd.GetHashCode();
}
if (OpenOrdersMargin != null)
{
hashCode = hashCode * 59 + OpenOrdersMargin.GetHashCode();
}
if (TotalProfitLoss != null)
{
hashCode = hashCode * 59 + TotalProfitLoss.GetHashCode();
}
if (RealizedProfitLoss != null)
{
hashCode = hashCode * 59 + RealizedProfitLoss.GetHashCode();
}
if (Delta != null)
{
hashCode = hashCode * 59 + Delta.GetHashCode();
}
if (InitialMargin != null)
{
hashCode = hashCode * 59 + InitialMargin.GetHashCode();
}
if (Size != null)
{
hashCode = hashCode * 59 + Size.GetHashCode();
}
if (MaintenanceMargin != null)
{
hashCode = hashCode * 59 + MaintenanceMargin.GetHashCode();
}
hashCode = hashCode * 59 + Kind.GetHashCode();
if (MarkPrice != null)
{
hashCode = hashCode * 59 + MarkPrice.GetHashCode();
}
if (AveragePrice != null)
{
hashCode = hashCode * 59 + AveragePrice.GetHashCode();
}
if (SettlementPrice != null)
{
hashCode = hashCode * 59 + SettlementPrice.GetHashCode();
}
if (IndexPrice != null)
{
hashCode = hashCode * 59 + IndexPrice.GetHashCode();
}
if (InstrumentName != null)
{
hashCode = hashCode * 59 + InstrumentName.GetHashCode();
}
if (SizeCurrency != null)
{
hashCode = hashCode * 59 + SizeCurrency.GetHashCode();
}
return(hashCode);
}
}
/// <summary>
/// Returns true if Position instances are equal
/// </summary>
/// <param name="other">Instance of Position to be compared</param>
/// <returns>Boolean</returns>
public bool Equals(Position other)
{
if (other is null)
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return
((
Direction == other.Direction ||
Direction.Equals(other.Direction)
) &&
(
AveragePriceUsd == other.AveragePriceUsd ||
AveragePriceUsd != null &&
AveragePriceUsd.Equals(other.AveragePriceUsd)
) &&
(
EstimatedLiquidationPrice == other.EstimatedLiquidationPrice ||
EstimatedLiquidationPrice != null &&
EstimatedLiquidationPrice.Equals(other.EstimatedLiquidationPrice)
) &&
(
FloatingProfitLoss == other.FloatingProfitLoss ||
FloatingProfitLoss != null &&
FloatingProfitLoss.Equals(other.FloatingProfitLoss)
) &&
(
FloatingProfitLossUsd == other.FloatingProfitLossUsd ||
FloatingProfitLossUsd != null &&
FloatingProfitLossUsd.Equals(other.FloatingProfitLossUsd)
) &&
(
OpenOrdersMargin == other.OpenOrdersMargin ||
OpenOrdersMargin != null &&
OpenOrdersMargin.Equals(other.OpenOrdersMargin)
) &&
(
TotalProfitLoss == other.TotalProfitLoss ||
TotalProfitLoss != null &&
TotalProfitLoss.Equals(other.TotalProfitLoss)
) &&
(
RealizedProfitLoss == other.RealizedProfitLoss ||
RealizedProfitLoss != null &&
RealizedProfitLoss.Equals(other.RealizedProfitLoss)
) &&
(
Delta == other.Delta ||
Delta != null &&
Delta.Equals(other.Delta)
) &&
(
InitialMargin == other.InitialMargin ||
InitialMargin != null &&
InitialMargin.Equals(other.InitialMargin)
) &&
(
Size == other.Size ||
Size != null &&
Size.Equals(other.Size)
) &&
(
MaintenanceMargin == other.MaintenanceMargin ||
MaintenanceMargin != null &&
MaintenanceMargin.Equals(other.MaintenanceMargin)
) &&
(
Kind == other.Kind ||
Kind.Equals(other.Kind)
) &&
(
MarkPrice == other.MarkPrice ||
MarkPrice != null &&
MarkPrice.Equals(other.MarkPrice)
) &&
(
AveragePrice == other.AveragePrice ||
AveragePrice != null &&
AveragePrice.Equals(other.AveragePrice)
) &&
(
SettlementPrice == other.SettlementPrice ||
SettlementPrice != null &&
SettlementPrice.Equals(other.SettlementPrice)
) &&
(
IndexPrice == other.IndexPrice ||
IndexPrice != null &&
IndexPrice.Equals(other.IndexPrice)
) &&
(
InstrumentName == other.InstrumentName ||
InstrumentName != null &&
InstrumentName.Equals(other.InstrumentName)
) &&
(
SizeCurrency == other.SizeCurrency ||
SizeCurrency != null &&
SizeCurrency.Equals(other.SizeCurrency)
));
}