wehub-resource-sync
95 lines
4.2 KiB
C#
95 lines
4.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Data;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// The functional indicator is used to lift any function into an indicator. This can be very useful
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/// when trying to combine output of several indicators, or for expression a mathematical equation
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/// </summary>
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/// <typeparam name="T">The input type for this indicator</typeparam>
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public class FunctionalIndicator<T> : IndicatorBase<T>
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where T : IBaseData
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{
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/// <summary>function implementation of the IndicatorBase.IsReady property</summary>
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private readonly Func<IndicatorBase<T>, bool> _isReady;
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/// <summary>Action used to reset this indicator completely along with any indicators this one is dependent on</summary>
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private readonly Action _reset;
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/// <summary>function implementation of the IndicatorBase.ComputeNextValue method</summary>
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private readonly Func<T, decimal> _computeNextValue;
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/// <summary>
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/// Creates a new FunctionalIndicator using the specified functions as its implementation.
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="computeNextValue">A function accepting the input value and returning this indicator's output value</param>
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/// <param name="isReady">A function accepting this indicator and returning true if the indicator is ready, false otherwise</param>
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public FunctionalIndicator(string name, Func<T, decimal> computeNextValue, Func<IndicatorBase<T>, bool> isReady)
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: base(name)
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{
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_computeNextValue = computeNextValue;
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_isReady = isReady;
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}
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/// <summary>
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/// Creates a new FunctionalIndicator using the specified functions as its implementation.
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="computeNextValue">A function accepting the input value and returning this indicator's output value</param>
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/// <param name="isReady">A function accepting this indicator and returning true if the indicator is ready, false otherwise</param>
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/// <param name="reset">Function called to reset this indicator and any indicators this is dependent on</param>
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public FunctionalIndicator(string name, Func<T, decimal> computeNextValue, Func<IndicatorBase<T>, bool> isReady, Action reset)
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: base(name)
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{
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_computeNextValue = computeNextValue;
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_isReady = isReady;
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_reset = reset;
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}
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/// <summary>
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/// Gets a flag indicating when this indicator is ready and fully initialized
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/// </summary>
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public override bool IsReady
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{
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get { return _isReady(this); }
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}
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/// <summary>
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/// Computes the next value of this indicator from the given state
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/// </summary>
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/// <param name="input">The input given to the indicator</param>
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/// <returns>A new value for this indicator</returns>
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protected override decimal ComputeNextValue(T input)
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{
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return _computeNextValue(input);
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}
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/// <summary>
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/// Resets this indicator to its initial state, optionally using the reset action passed via the constructor
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/// </summary>
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public override void Reset()
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{
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if (_reset != null)
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{
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// if a reset function was specified then use that
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_reset.Invoke();
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}
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base.Reset();
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}
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}
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} |