/// <summary>
/// Configures the event handlers for Left.Updated and Right.Updated to update this instance when
/// they both have new data.
/// </summary>
private void ConfigureEventHandlers()
{
// if either of these are constants then there's no reason
bool leftIsConstant = Left.GetType().IsSubclassOfGeneric(typeof(ConstantIndicator <>));
bool rightIsConstant = Right.GetType().IsSubclassOfGeneric(typeof(ConstantIndicator <>));
// wire up the Updated events such that when we get a new piece of data from both left and right
// we'll call update on this indicator. It's important to note that the CompositeIndicator only uses
// the timestamp that gets passed into the Update function, his compuation is soley a function
// of the left and right indicator via '_composer'
IndicatorDataPoint newLeftData = null;
IndicatorDataPoint newRightData = null;
Left.Updated += (sender, updated) =>
{
newLeftData = updated;
// if we have left and right data (or if right is a constant) then we need to update
if (newRightData != null || rightIsConstant)
{
Update(new T {
Time = MaxTime(updated)
});
// reset these to null after each update
newLeftData = null;
newRightData = null;
}
};
Right.Updated += (sender, updated) =>
{
newRightData = updated;
// if we have left and right data (or if left is a constant) then we need to update
if (newLeftData != null || leftIsConstant)
{
Update(new T {
Time = MaxTime(updated)
});
// reset these to null after each update
newLeftData = null;
newRightData = null;
}
};
}
/// <summary>
/// Updates the state of this indicator with the given value and returns true
/// if this indicator is ready, false otherwise
/// </summary>
/// <param name="input">The value to use to update this indicator</param>
/// <returns>True if this indicator is ready, false otherwise</returns>
public bool Update(T input)
{
if (_previousInput != null && input.Time < _previousInput.Time)
{
// if we receive a time in the past, throw
throw new ArgumentException(string.Format("This is a forward only indicator: {0} Input: {1} Previous: {2}", Name, input.Time.ToString("u"), _previousInput.Time.ToString("u")));
}
if (!ReferenceEquals(input, _previousInput))
{
// compute a new value and update our previous time
Samples++;
_previousInput = input;
var nextResult = ValidateAndComputeNextValue(input);
if (nextResult.Status == IndicatorStatus.Success)
{
Current = new IndicatorDataPoint(input.Time, nextResult.Value);
// let others know we've produced a new data point
OnUpdated(Current);
}
}
return(IsReady);
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <param name="window">The window for the input history</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IReadOnlyWindow <IndicatorDataPoint> window, IndicatorDataPoint input)
{
return((decimal)Math.Sqrt((double)base.ComputeNextValue(window, input)));
}
private DateTime MaxTime(IndicatorDataPoint updated)
{
return(new DateTime(Math.Max(updated.Time.Ticks, Math.Max(Right.Current.Time.Ticks, Left.Current.Time.Ticks))));
}
/// <summary>
/// AroonUp = 100 * (period - {periods since max})/period
/// </summary>
/// <param name="upPeriod">The AroonUp period</param>
/// <param name="max">A Maximum indicator used to compute periods since max</param>
/// <param name="input">The next input data</param>
/// <returns>The AroonUp value</returns>
private static decimal ComputeAroonUp(int upPeriod, Maximum max, IndicatorDataPoint input)
{
max.Update(input);
return(100m * (upPeriod - max.PeriodsSinceMaximum) / upPeriod);
}
/// <summary>
/// AroonDown = 100 * (period - {periods since min})/period
/// </summary>
/// <param name="downPeriod">The AroonDown period</param>
/// <param name="min">A Minimum indicator used to compute periods since min</param>
/// <param name="input">The next input data</param>
/// <returns>The AroonDown value</returns>
private static decimal ComputeAroonDown(int downPeriod, Minimum min, IndicatorDataPoint input)
{
min.Update(input);
return(100m * (downPeriod - min.PeriodsSinceMinimum) / downPeriod);
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public virtual void Reset()
{
Samples = 0;
_previousInput = null;
Current = new IndicatorDataPoint(DateTime.MinValue, default(decimal));
}
/// <summary>
/// Initializes a new instance of the Indicator class using the specified name.
/// </summary>
/// <param name="name">The name of this indicator</param>
protected IndicatorBase(string name)
{
Name = name;
Current = new IndicatorDataPoint(DateTime.MinValue, 0m);
}
