public void Apply(TemporalValue value)
{
LastTimeStamp = value.TimeStamp;
_manager.AddTemporalValue(_out_tokens[0], value);
_manager.AddTemporalValue(_out_tokens[1], value);
_manager.AddTemporalValue(_out_tokens[2], value);
}
public void Apply(TemporalValue <double> value)
{
if (m_period == m_window.Count)
{
var last = m_window.Min;
//m_manager.AddTemporalValue(m_restoken, new TemporalValue<double>(m_window.Max.TimeStamp, m_sum / m_period));
if (queue == null)
{
queue = (ICollection <TemporalValue <double> >)m_manager[m_restoken];
if (queue == null)
{
m_manager.AddTemporalValue(m_restoken, new TemporalValue <double>(m_window.Max.TimeStamp, m_sum / m_period));
goto icontinue;
}
}
queue.Add(new TemporalValue <double>(m_window.Max.TimeStamp, m_sum / m_period));
icontinue:
m_sum -= last;
m_window.Remove(last);
}
m_sum += value;
m_window.Add(value);
}
public void Apply(TemporalValue <double[]> newCandle)
{
if (m_nexttimeframe == 0)
{
m_nexttimeframe = newCandle.TimeStamp + m_timeframe;
m_value = CandleFactory.GetOhlcCandle(m_nexttimeframe, newCandle.Value);
}
else
{
if (newCandle.TimeStamp < m_nexttimeframe)
{
m_value.SetClose(newCandle.Close());
m_value.SetOpenInterest(newCandle.OpenInterest());
m_value.SetHigh(Math.Max(newCandle.High(), m_value.High()));
m_value.SetLow(Math.Min(newCandle.Low(), m_value.Low()));
m_value.SetVolume(m_value.Volume() + newCandle.Volume());
m_value.SetVolumeAsk(m_value.VolumeAsk() + newCandle.VolumeAsk());
}
else
{
m_manager.AddTemporalValue(m_restoken, m_value);
m_nexttimeframe = newCandle.TimeStamp + m_timeframe;
m_value = CandleFactory.GetOhlcCandle(m_nexttimeframe, newCandle.Value);
}
}
}
public void Apply(TemporalValue <T> value)
{
if (m_end >= value.TimeStamp - m_period)
{
m_end = value.TimeStamp;
return;
}
else
if (m_start == 0 && m_end == 0)
{
m_start = m_end = value.TimeStamp;
return;
}
m_manager.AddTemporalValue(m_restoken, new TemporalValue <long>(m_start, m_end));
m_start = m_end = value.TimeStamp;
}
public void Apply(TemporalValue value)
{
if (m_period == m_window.Count)
{
m_manager.AddTemporalValue(m_tokens,
new TemporalValue(m_window.Max.TimeStamp, m_window.Max.Value / m_window.Min.Value));
m_window.Remove(m_window.Min);
}
m_window.Add(value);
}
public void Apply(TemporalValue <double> value)
{
if (queue == null)
{
queue = (ICollection <TemporalValue <double[]> >)m_manager[m_restoken];
if (queue == null)
{
m_manager.AddTemporalValue(m_restoken,
new TemporalValue <double[]>(value.TimeStamp, new[] { (1 - _k) * value.Value, (1 + _k) * value.Value }));
return;
}
}
queue.Add(new TemporalValue <double[]>(value.TimeStamp, new [] { (1 - _k) * value.Value, (1 + _k) * value.Value }));
}
public void Apply(params TemporalValue[] values)
{
apply(values, m_values);
if (m_outTokens.Length == 1)
{
m_manager.AddTemporalValues(m_outTokens[0], m_values);
}
else
{
for (int i = 0; i < m_outTokens.Length; i++)
{
m_manager.AddTemporalValue(m_outTokens[i], m_values[i]);
}
}
}
public void Apply(TemporalValue <double> value)
{
if (m_period + 1 == m_window.Count)
{
m_window.Remove(m_window.Min);
m_wma = 0; double k = 1;
foreach (var tv in m_window)
{
m_wma += tv * k; k++;
}
m_manager.AddTemporalValue <double>(m_restoken, new TemporalValue <double>(m_window.Max.TimeStamp, m_wma / m_sumWeight));
}
m_window.Add(value);
}
public void Apply(TemporalValue <double> value)
{
m_ema = (m_next) ? m_KE * m_ema + m_KC * value : value;
//m_manager.AddTemporalValue(m_restoken, new TemporalValue<double>(value.TimeStamp, m_ema));
if (queue == null)
{
queue = (ICollection <TemporalValue <double> >)m_manager[m_restoken];
if (queue == null)
{
m_manager.AddTemporalValue(m_restoken, new TemporalValue <double>(value.TimeStamp, m_ema));
return;
}
}
queue.Add(new TemporalValue <double>(value.TimeStamp, m_ema));
m_next = true;
}
public TemporalLinkedContextHelper(TemporalLinkedContext context, TemporalContextManager manager, int index)
{
m_index = index; m_context = context; m_manager = manager;
m_manager.AddTemporalValue("Contexts", new TemporalValue <object>(DateTime.Now.Ticks, m_context));
}
public TemporalContextHelper(TemporalContext <T> context, TemporalContextManager manager)
{
m_context = context;
m_manager = manager;
m_manager.AddTemporalValue("Contexts", new TemporalValue <object>(DateTime.Now.Ticks, m_context));
}
