示例#1
0
            public IndLine(TemporalContextManager manager, string token, int fastPeriod, int slowPeriod, int index)
            {
                m_manager       = manager;
                m_unsubscribers = new IDisposable[2];

                m_indFastEMA = new IndEMA(m_manager, token);
                m_indFastEMA.SetParameters(new IndParameter("Period", fastPeriod));

                m_indSlowEMA = new IndEMA(m_manager, token);
                m_indSlowEMA.SetParameters(new IndParameter("Period", slowPeriod));

                m_token = TemporalContextManager.GetTokenName();

                m_indFastEMA.SetParameters(
                    new IndParameter("Start", true),
                    new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 6),
                    new IndParameter((index == -1) ? "nIndex" : "Index", index));
                m_indSlowEMA.SetParameters(
                    new IndParameter("Start", true),
                    new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 7),
                    new IndParameter((index == -1) ? "nIndex" : "Index", index));

                m_unsubscribers[0] = m_manager.AddTemporalQueueObserver <double>(this, m_indFastEMA.Token, "FastEMA", TemporalContextManager.InternalIndicatorPriority + 4);
                m_unsubscribers[1] = m_manager.AddTemporalQueueObserver <double>(this, m_indSlowEMA.Token, "SlowEMA", TemporalContextManager.InternalIndicatorPriority + 5);
            }
示例#2
0
 public IndEnvelop(TemporalContextManager manager, string token)
 {
     _n         = 30;
     _k         = 1.5;
     m_token    = token;
     m_manager  = manager;
     m_restoken = TemporalContextManager.GetTokenName();
 }
示例#3
0
 public IndSMA(TemporalContextManager manager, string token)
 {
     m_period   = 1;
     m_token    = token;
     m_manager  = manager;
     m_window   = new SortedSet <TemporalValue <double> >(new TemporalValueComparer <double>());
     m_restoken = TemporalContextManager.GetTokenName();
 }
示例#4
0
 public IndMACD(TemporalContextManager manager, string token, int index = 0)
 {
     m_token    = token;
     m_manager  = manager;
     m_ns       = m_nf = m_nsg = 1;
     m_restoken = TemporalContextManager.GetTokenName();
     m_index    = index;
 }
示例#5
0
 public IndTemporalAggregator(TemporalContextManager manager, string token)
 {
     m_period   = 1;
     m_token    = token;
     m_start    = m_end = 0;
     m_manager  = manager;
     m_restoken = TemporalContextManager.GetTokenName();
 }
示例#6
0
 public IndMomentum(TemporalContextManager manager, string token, int index = 0)
 {
     m_manager = manager;
     m_token   = token;
     m_window  = new SortedSet <TemporalValue>(new TemporalValueComparer());
     m_period  = 1;
     m_tokens  = TemporalContextManager.GetTokenName();
     m_index   = index;
 }
示例#7
0
文件: IndEMA.cs 项目: ensh/AlfaFlow
 public IndEMA(TemporalContextManager manager, string token)
 {
     m_period   = 1;
     m_token    = token;
     m_manager  = manager;
     m_KC       = (double)2 / (m_period + 1);
     m_KE       = 1 - m_KC;
     m_restoken = TemporalContextManager.GetTokenName();
     m_next     = false;
 }
示例#8
0
文件: IndWMA.cs 项目: ensh/AlfaFlow
 public IndWMA(TemporalContextManager manager, string token)
 {
     m_wma       = 0;
     m_period    = 1;
     m_token     = token;
     m_manager   = manager;
     m_sumWeight = 0; for (int i = 1; i <= m_period; i++)
     {
         m_sumWeight += i;
     }
     m_window   = new SortedSet <TemporalValue <double> >(new TemporalValueComparer <double>());
     m_restoken = TemporalContextManager.GetTokenName();
 }
示例#9
0
            public IndSignal(TemporalContextManager manager, string token, int signalPeriod)
            {
                m_manager       = manager;
                m_unsubscribers = new IDisposable[2];

                m_token = TemporalContextManager.GetTokenName();

                m_indSignalEMA = new IndEMA(m_manager, token);
                m_indSignalEMA.SetParameters(new IndParameter("Period", signalPeriod));

                m_unsubscribers[0] = m_manager.AddTemporalQueueObserver <double>(this, m_indSignalEMA.Token, "SignalEMA",
                                                                                 TemporalContextManager.InternalIndicatorPriority + 3);
                m_unsubscribers[1] = m_manager.AddTemporalQueueObserver <double>(this, token, "Line",
                                                                                 TemporalContextManager.InternalIndicatorPriority + 2);

                m_manager.AddTemporalQueue <double[]>(m_token, "Line&Signal");

                m_indSignalEMA.SetParameters(
                    new IndParameter("Start", true),
                    new IndParameter("Priority", TemporalContextManager.InternalIndicatorPriority + 1));
            }
示例#10
0
 public IndOhlcAggregator(TemporalContextManager manager, string token)
 {
     m_token    = token;
     m_restoken = TemporalContextManager.GetTokenName();
     m_manager  = manager;
 }