Table of Contents

Class ComparingIndicatorBase

Namespace
FinanceSharp.Indicators
Assembly
FinanceSharp.dll

An indicator that holds a memory (a CurrentPoint) based on comparing current to the newly updated time and value.

public abstract class ComparingIndicatorBase : IndicatorBase, IIndicator, IUpdatable
Inheritance
ComparingIndicatorBase
Implements
Derived
Inherited Members
Extension Methods

Constructors

ComparingIndicatorBase(string)

Initializes a new instance of the Indicator class using the specified name.

protected ComparingIndicatorBase(string name)

Parameters

name string

The name of this indicator

Fields

CurrentPoint

The Current and CurrentTime coupled.

protected (long Time, DoubleArray Array) CurrentPoint

Field Value

(long time, DoubleArray Array)

Properties

Current

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

public override DoubleArray Current { get; }

Property Value

DoubleArray

CurrentTime

The time of the currently stored data in milliseconds-epoch.

public override long CurrentTime { get; }

Property Value

long

InputProperties

The number of properties of input argument of Update(long, DoubleArray) must have.

public override int InputProperties { get; }

Property Value

int

IsReady

Gets a flag indicating when this indicator is ready and fully initialized

public override bool IsReady { get; }

Property Value

bool

OutputCount

The number of items Current will have.

public override int OutputCount { get; protected set; }

Property Value

int

Properties

The number of properties Current will have.

public override int Properties { get; }

Property Value

int

WarmUpPeriod

Required period, in data points (number of updates), for the indicator to be ready and fully initialized.

public override int WarmUpPeriod { get; }

Property Value

int

Methods

Comparer((long time, DoubleArray Array), (long Time, DoubleArray Array))

Compares current against input returning the new Current and CurrentTime values.

protected abstract (long Time, DoubleArray Array) Comparer((long time, DoubleArray Array) current, (long Time, DoubleArray Array) input)

Parameters

current (long time, DoubleArray Array)

The Current from the handling indicator.

input (long time, DoubleArray Array)

The new input to compare against.

Returns

(long time, DoubleArray Array)

The new Current and CurrentTime to set.

Remarks

Equivalent to DoubleArrayComparingHandler

Forward(long, DoubleArray)

Computes the next value of this indicator from the given state

protected override sealed DoubleArray Forward(long time, DoubleArray input)

Parameters

time long
input DoubleArray

The input given to the indicator

Returns

DoubleArray

A new value for this indicator

Reset()

Resets this indicator to its initial state

public override void Reset()

Update(long, DoubleArray)

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

public override void Update(long time, DoubleArray input)

Parameters

time long
input DoubleArray

The value to use to update this indicator

ValidateAndForward(long, DoubleArray)

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

protected virtual ((long Time, DoubleArray Array) Point, bool Changed) ValidateAndForward(long inputTime, DoubleArray input)

Parameters

inputTime long
input DoubleArray

The input given to the indicator

Returns

((long Time, DoubleArray Array) Point, bool Changed)

An IndicatorResult object including the status of the indicator

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