public RangeBarBuilder(BarsInfo info) : base(info) { _period = (info.Period as RangePeriod) ?? throw new ArgumentException("period"); _tickSize = info.Instrument.MinPriceIncrement; _rangeInPoints = info.Instrument.IncrementsToPoints(_period.TicksPerBar); }
public PriceActionBarBuilder(BarsInfo barsInfo) : base(barsInfo) { Period = (barsInfo.Period as PriceActionPeriod) ?? throw new ArgumentException("period"); _initialTrendBarSizeInPoints = TrendBarSizeInPoints = barsInfo.Instrument.IncrementsToPoints(Period.TrendBarSizeInTicks); _initialReversalBarSizeInPoints = ReversalBarSizeInPoints = barsInfo.Instrument.IncrementsToPoints(Period.ReversalBarSizeInTicks); }
public LimitedLookBackBars(BarsInfo barsInfo) { BarsInfo = barsInfo; OpenValueSeries = new BarBasedValueSeries(this, BarInputType.Open); HighValueSeries = new BarBasedValueSeries(this, BarInputType.High); LowValueSeries = new BarBasedValueSeries(this, BarInputType.Low); CloseValueSeries = new BarBasedValueSeries(this, BarInputType.Close); VolumeValueSeries = new BarBasedValueSeries(this, BarInputType.Volume); }
/// <summary> /// A utility method to create a bar builder from a BarsInfo object, so that /// you don't have to write this switch statement all over your own code. /// </summary> public static BarBuilder Create(BarsInfo barsInfo) { return(barsInfo.Period switch { SecondPeriod => new SecondBarBuilder(barsInfo), MinutePeriod => new MinuteBarBuilder(barsInfo), RangePeriod => new RangeBarBuilder(barsInfo), TickPeriod => new TickBarBuilder(barsInfo), PriceActionPeriod => new PriceActionBarBuilder(barsInfo), _ => throw barsInfo.Period.GetType().UnknownTypeException(), });
public TickBarBuilder(BarsInfo info) : base(info) { _period = (TickPeriod)info.Period; }
private WavePatternEngine(ProcessingContext processingContext, WavePatternEngineSettings settings, BarsInfo barsInfo) : base(processingContext, settings) { _bars = ProcessingContext.GetBars(barsInfo); _eDistanceInPoints = _bars.BarsInfo.Instrument.IncrementsToPoints(settings.ETicks); _xDistanceInPoints = _bars.BarsInfo.Instrument.IncrementsToPoints(settings.XTicks); _reversalOffsetInPoints = _bars.BarsInfo.Instrument.IncrementsToPoints(settings.ReversalOffsetTicks); _initializer = new Initializer(_bars); }
public MinuteBarBuilder(BarsInfo barsInfo) : base(barsInfo) { _period = (barsInfo.Period as MinutePeriod) ?? throw new ArgumentException("period"); }
public SecondBarBuilder(BarsInfo barsInfo) : base(barsInfo) { _period = (barsInfo.Period as SecondPeriod) ?? throw new ArgumentException("period"); }
protected BarBuilder(BarsInfo barsInfo) { BarsInfo = barsInfo; Bars = new Bars(barsInfo); SessionIterator = new TradingSessionIterator(BarsInfo.TradingHours, BarsInfo.FirstSessionDate); }