/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System.Collections;
using System.Collections.Generic;
namespace QuantConnect.Indicators
{
///
/// Provides a base class for types that maintain a rolling window history of values.
/// This is the single source of truth for window logic shared between indicators and consolidators.
///
/// The type of value stored in the rolling window
public abstract class WindowBase : IEnumerable
{
private RollingWindow _window;
///
/// The default number of values to keep in the rolling window history
///
public static int DefaultWindowSize { get; } = 2;
///
/// Initializes a new instance of the class.
///
protected WindowBase() { }
///
/// Initializes the rolling window with the given size.
///
protected WindowBase(int windowSize)
{
_window = new RollingWindow(windowSize);
}
///
/// A rolling window keeping a history of values. The most recent value is at index 0.
/// Uses lazy initialization to support Python subclasses that do not call base constructors.
///
public virtual RollingWindow Window => _window ??= new RollingWindow(DefaultWindowSize);
///
/// Gets the most recent value. The protected setter adds the value to the rolling window.
///
public virtual T Current
{
get
{
return Window[0];
}
protected set
{
Window.Add(value);
}
}
///
/// Gets the previous value, or default if fewer than two values have been produced.
///
public virtual T Previous => Window.Count > 1 ? Window[1] : default;
///
/// Indexes the history window, where index 0 is the most recent value.
///
/// The index
/// The ith most recent value
public T this[int i] => Window[i];
///
/// Returns an enumerator that iterates through the history window.
///
public IEnumerator GetEnumerator() => Window.GetEnumerator();
///
/// Returns an enumerator that iterates through the history window.
///
IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
///
/// Resets the rolling window, clearing all stored values.
///
protected void ResetWindow()
{
_window?.Reset();
}
}
}