public TimeDecayLinear(decimal linearDecay, TimeSpan mobilePeriodLength) : base(mobilePeriodLength)
{
_startCoeff = 2m / (1m + linearDecay);
_endCoeff = 2m - _startCoeff;
_timeDecayWeight = new TimeSeries();
}
public void Clear()
{
_values = new TimeSeries();
_updateHandlers.Clear();
_tickHandlers.Clear();
}
public virtual void Process(DateTime dt, Price p)
{
TimeSeries.Add(dt, p);
}
public override void Process(DateTime dt, Price p)
{
var newValue = IndicatorFunc(SignalStock, dt, p);
TimeSeries.Add(dt, newValue);
}