protected override ITradeStatisticsWithKind InternalExecute(ISecurity security)
{
var interval = TimeFrameFactory.GetInterval(TimeFrame, TimeFrameUnit);
var intervalShift = TimeFrameShift > 0 ? TimeFrameFactory.GetInterval(TimeFrameShift, TimeFrameShiftUnit) : null;
var runTime = Context.Runtime;
var id = runTime != null
? string.Join(".", runTime.TradeName, runTime.IsAgentMode, VariableId)
: VariableId;
var stateId = string.Join(".", security.Symbol, security.Interval, security.IsAligned, CombinePricesCount,
TimeFrameKind, TimeFrame, TimeFrameUnit, TimeFrameShift, TimeFrameShiftUnit);
var tradeStatistics = Context.GetTradeStatistics(stateId,
() => new LastTradeStatistics(id, stateId, GetTradeHistogramsCache(security), TimeFrameKind,
TimeFrameUnit, TimeFrameShiftUnit, interval, intervalShift));
return(new TradeStatisticsWithKind(tradeStatistics, Kind, WidthPercent));
}
protected override ITradeStatisticsWithKind InternalExecute(ISecurity security)
{
var interval = TimeFrameFactory.GetInterval(TimeFrame, TimeFrameUnit);
int topTimeFrameNumber;
TimeFrameUnit topTimeFrameUnit;
Interval topInterval;
if (UseTopTimeFrame)
{
topTimeFrameNumber = TopTimeFrame;
topTimeFrameUnit = TopTimeFrameUnit;
topInterval = TimeFrameFactory.GetInterval(topTimeFrameNumber, topTimeFrameUnit);
if (topInterval.ToSeconds() % interval.ToSeconds() != 0 &&
!(topInterval.Base == DataIntervals.MONTHS && interval.Base == DataIntervals.WEEKS))
{
throw new InvalidOperationException(string.Format(
RM.GetString("TopTimeFrameMustBeDivisableByTimeFrame"),
ToString(TopTimeFrame, topTimeFrameUnit), ToString(TimeFrame, TimeFrameUnit)));
}
}
else
{
var maxTimeSpan = TimeSpan.FromSeconds(int.MaxValue);
switch (TimeFrameUnit)
{
case TimeFrameUnit.Second:
topTimeFrameNumber = (int)maxTimeSpan.TotalSeconds;
break;
case TimeFrameUnit.Minute:
topTimeFrameNumber = (int)maxTimeSpan.TotalMinutes;
break;
case TimeFrameUnit.Hour:
topTimeFrameNumber = (int)maxTimeSpan.TotalHours;
break;
case TimeFrameUnit.Day:
topTimeFrameNumber = (int)maxTimeSpan.TotalDays;
break;
case TimeFrameUnit.Week:
topTimeFrameNumber = (int)maxTimeSpan.TotalDays / 7;
break;
case TimeFrameUnit.Month:
topTimeFrameNumber = (int)maxTimeSpan.TotalDays / 30;
break;
default:
throw new InvalidEnumArgumentException(nameof(TimeFrameUnit), (int)TimeFrameUnit,
TimeFrameUnit.GetType());
}
topTimeFrameNumber = topTimeFrameNumber / TimeFrame * TimeFrame;
topTimeFrameUnit = TimeFrameUnit;
topInterval = TimeFrameFactory.GetInterval(topTimeFrameNumber, topTimeFrameUnit);
}
var runTime = Context.Runtime;
var id = runTime != null
? string.Join(".", runTime.TradeName, runTime.IsAgentMode, VariableId)
: VariableId;
var stateId = string.Join(".", security.Symbol, security.Interval, security.IsAligned, CombinePricesCount,
TimeFrameKind, TimeFrame, TimeFrameUnit, topTimeFrameNumber, topTimeFrameUnit);
var tradeStatistics = Context.GetTradeStatistics(stateId,
() => new TradeStatistics(id, stateId, GetTradeHistogramsCache(security), TimeFrameKind, TimeFrameUnit,
interval, topInterval, StartTime));
return(new TradeStatisticsWithKind(tradeStatistics, Kind, WidthPercent));
}
