/// <summary> /// VPIN indicator /// </summary> /// <returns></returns> public ZZVPINMinuteBarV2 ZZVPINMinuteBarV2(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize) { if (cacheZZVPINMinuteBarV2 != null) { for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++) { if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input)) { return(cacheZZVPINMinuteBarV2[idx]); } } } lock (checkZZVPINMinuteBarV2) { checkZZVPINMinuteBarV2.Cdfsamplesize = cdfsamplesize; cdfsamplesize = checkZZVPINMinuteBarV2.Cdfsamplesize; checkZZVPINMinuteBarV2.SampleSize = sampleSize; sampleSize = checkZZVPINMinuteBarV2.SampleSize; checkZZVPINMinuteBarV2.VolBucketSize = volBucketSize; volBucketSize = checkZZVPINMinuteBarV2.VolBucketSize; if (cacheZZVPINMinuteBarV2 != null) { for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++) { if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input)) { return(cacheZZVPINMinuteBarV2[idx]); } } } ZZVPINMinuteBarV2 indicator = new ZZVPINMinuteBarV2(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Cdfsamplesize = cdfsamplesize; indicator.SampleSize = sampleSize; indicator.VolBucketSize = volBucketSize; Indicators.Add(indicator); indicator.SetUp(); ZZVPINMinuteBarV2[] tmp = new ZZVPINMinuteBarV2[cacheZZVPINMinuteBarV2 == null ? 1 : cacheZZVPINMinuteBarV2.Length + 1]; if (cacheZZVPINMinuteBarV2 != null) { cacheZZVPINMinuteBarV2.CopyTo(tmp, 0); } tmp[tmp.Length - 1] = indicator; cacheZZVPINMinuteBarV2 = tmp; return(indicator); } }
/// <summary> /// VPIN indicator /// </summary> /// <returns></returns> public ZZVPINMinuteBarV2 ZZVPINMinuteBarV2(Data.IDataSeries input, int cdfsamplesize, int sampleSize, int volBucketSize) { if (cacheZZVPINMinuteBarV2 != null) for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++) if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input)) return cacheZZVPINMinuteBarV2[idx]; lock (checkZZVPINMinuteBarV2) { checkZZVPINMinuteBarV2.Cdfsamplesize = cdfsamplesize; cdfsamplesize = checkZZVPINMinuteBarV2.Cdfsamplesize; checkZZVPINMinuteBarV2.SampleSize = sampleSize; sampleSize = checkZZVPINMinuteBarV2.SampleSize; checkZZVPINMinuteBarV2.VolBucketSize = volBucketSize; volBucketSize = checkZZVPINMinuteBarV2.VolBucketSize; if (cacheZZVPINMinuteBarV2 != null) for (int idx = 0; idx < cacheZZVPINMinuteBarV2.Length; idx++) if (cacheZZVPINMinuteBarV2[idx].Cdfsamplesize == cdfsamplesize && cacheZZVPINMinuteBarV2[idx].SampleSize == sampleSize && cacheZZVPINMinuteBarV2[idx].VolBucketSize == volBucketSize && cacheZZVPINMinuteBarV2[idx].EqualsInput(input)) return cacheZZVPINMinuteBarV2[idx]; ZZVPINMinuteBarV2 indicator = new ZZVPINMinuteBarV2(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Cdfsamplesize = cdfsamplesize; indicator.SampleSize = sampleSize; indicator.VolBucketSize = volBucketSize; Indicators.Add(indicator); indicator.SetUp(); ZZVPINMinuteBarV2[] tmp = new ZZVPINMinuteBarV2[cacheZZVPINMinuteBarV2 == null ? 1 : cacheZZVPINMinuteBarV2.Length + 1]; if (cacheZZVPINMinuteBarV2 != null) cacheZZVPINMinuteBarV2.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheZZVPINMinuteBarV2 = tmp; return indicator; } }