public void OnSpecificUpdate_triggerMustBeReady_True()
{
var input = new Identity("Source");
var ema = new ExponentialMovingAverage(12).Of(input);
var max1 = new Maximum(6).Of(ema);
var max2 = new Maximum(12).Of(ema);
var max3 = new Maximum(24).Of(ema);
var cruncher = Concat.OnSpecificUpdate(new IUpdatable[] { max1, max2, max3 }, max3, triggerMustBeReady: true);
cruncher.Samples.Should().Be(0);
//input.FeedToReady(mustBeReady: new IUpdatable[] {max1, max2, max3});
var baseSamples = cruncher.Samples;
cruncher.Samples.Should().Be(baseSamples);
Console.WriteLine($"{cruncher.Samples}");
cruncher.Samples.Should().Be(0);
max1.Feed(6, 1d, 0.1);
cruncher.Samples.Should().Be(0);
max2.Feed(12, 1d, 0.1);
cruncher.Samples.Should().Be(0);
max3.Feed(24, 1d, 0.1);
cruncher.Samples.Should().Be(1);
max1.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(1);
max3.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(2);
max2.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(2);
Console.WriteLine($"{cruncher.Samples}");
}
public void OnEveryUpdate()
{
var input = new Identity("Source");
var ema = new ExponentialMovingAverage(12).Of(input);
var max1 = new Maximum(6).Of(ema);
var max2 = new Maximum(12).Of(ema);
var max3 = new Maximum(24).Of(ema);
var cruncher = Concat.OnEveryUpdate(new IUpdatable[] { max1, max2, max3 });
cruncher.Samples.Should().Be(0);
input.FeedToReady(mustBeReady: new IUpdatable[] { max1, max2, max3 });
var baseSamples = cruncher.Samples;
cruncher.Samples.Should().Be(baseSamples);
Console.WriteLine($"{cruncher.Samples}");
max1.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(baseSamples + 1);
max3.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(baseSamples + 2);
max2.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(baseSamples + 3);
max2.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(baseSamples + 4);
max1.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(baseSamples + 5);
Console.WriteLine($"{cruncher.Samples}");
}
public void OnAllUpdatedOnce_TradeBars()
{
var input = new Identity("Source");
var ema = new ExponentialMovingAverage(12).Of(input);
var max1 = new Maximum(6).Of(ema);
var max2 = new Maximum(12).Of(ema);
var max3 = new Maximum(24).Of(ema);
var cruncher = Concat.OnAllUpdatedOnce(new IUpdatable[] { max1, max2, max3 });
cruncher.Samples.Should().Be(0);
max1.Feed(6, 1d, 0.1);
cruncher.Samples.Should().Be(0);
max2.Feed(12, 1d, 0.1);
cruncher.Samples.Should().Be(0);
max3.Feed(24, 1d, 0.1);
cruncher.Samples.Should().Be(1);
max1.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(1);
max3.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(1);
max2.Feed(1, 1d, 0.1);
cruncher.Samples.Should().Be(2);
}