C# Indicator类代码示例

        public override string Valid(Indicator indicator, List<IndicatorValue> values)
        {
            //IndicatorValue currentValue = values.FirstOrDefault(v => v.Indicator.DisplayName == indicator.DisplayName);
            //if (currentValue == null)
            //    return "";

            //switch (indicator.DisplayName)
            //{
            //    case "DDLFPopulationAtRisk":
            //        IndicatorValue related1 = values.FirstOrDefault(v => v.Indicator.DisplayName == "DDLFPopulationRequiringPc");
            //        if (related1 != null)
            //        {
            //            double currentPop, relatedPop;
            //            if (Double.TryParse(currentValue.DynamicValue, out currentPop) && Double.TryParse(related1.DynamicValue, out relatedPop))
            //            {
            //                if (currentPop < relatedPop)
            //                    return Translations.BrettTestErrorMessage;
            //            }
            //        }
            //        break;
            //    default:
            //        break;
            //}

            return "";
        }

 public void Poll_PushedButtonAndNonEmptyBoiler_TurnsOffLight(
     [Frozen]Mock<ICoffeeMaker> coffeeMaker,
     Indicator sut)
 {
     sut.Poll(BoilerStatus.NOT_EMPTY, BrewButtonStatus.PUSHED);
     coffeeMaker.Verify(cm => cm.SetIndicatorState(IndicatorState.OFF));
 }

        public DIFStrategy(Indicator Price, int DecyclePeriod = 20, int InvFisherPeriod = 40, decimal Threshold = 0.9m, decimal Tolerance = 0.001m)
        {
            // Initialize the fields.
            _decyclePeriod = DecyclePeriod;
            _invFisherPeriod = InvFisherPeriod;
            _threshold = Threshold;
            _tolerance = Tolerance;

            // Initialize the indicators used by the Strategy.
            _price = Price;
            DecycleTrend = new Decycle(_decyclePeriod).Of(Price);
            InverseFisher = new InverseFisherTransform(_invFisherPeriod).Of(DecycleTrend);
            InvFisherRW = new RollingWindow<decimal>(2);

            LightSmoothPrice = new Decycle(10).Of(Price);
            Momersion = new MomersionIndicator(10, 30).Of(LightSmoothPrice, false);

            // Fill the Inverse Fisher rolling windows at every new InverseFisher observation.
            // Once the Inverse Fisher rolling windows is ready, at every InverseFisher update, the Check signal method will be called.
            InverseFisher.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                if (InverseFisher.IsReady) InvFisherRW.Add(updated);
                if (InvFisherRW.IsReady) CheckSignal();
            };

            Position = StockState.noInvested;
            EntryPrice = null;
            ActualSignal = OrderSignal.doNothing;
        }

 public void Poll_PushedButtonAndEmptyBoilerAndPot_TurnsOnLightAndShutsDownButton(
     [Frozen]Mock<ICoffeeMaker> coffeeMaker,
     Indicator sut)
 {
     sut.Poll(BoilerStatus.EMPTY, WarmerPlateStatus.WARMER_EMPTY, BrewButtonStatus.PUSHED);
     coffeeMaker.Verify(cm => cm.SetIndicatorState(IndicatorState.ON));
     coffeeMaker.Verify(cm => cm.GetBrewButtonStatus());
 }

 public Continent(string Name, Indicator pop, Indicator foodNeed,Indicator foodProd, Indicator airQuality, Indicator earthQuality, Indicator seaQuality, Indicator biodiversity)
 {
     indicators.Add("pop", pop);
     indicators.Add("foodNeed", foodNeed);
     indicators.Add("foodProd", foodProd);
     indicators.Add("airQuality", airQuality);
     indicators.Add("earthQuality", earthQuality);
     indicators.Add("seaQuality", seaQuality);
     indicators.Add("biodiversity", biodiversity);
     _Name = Name;
 }

        public TripleMovingAverageStrategy(Symbol sym, Indicator priceIdentity, MeanReversionAlgorithm algorithm, decimal minBarSize, decimal barDifferenceTolerance)
        {
            Algorithm = algorithm;
            symbol = sym;

            trend = new InstantaneousTrend(10).Of(_price);
            ema10 = new ExponentialMovingAverage(10).Of(_price);
            sma10 = new SimpleMovingAverage(10).Of(_price);

            Position = StockState.noInvested;
            EntryPrice = null;
            ActualSignal = OrderSignal.doNothing;
        }

        public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio)
        {
            Ranking[][] rankingTable = dataSet.GetRankingTable(indicator);

            SetUpPortFolio(portfolio, rankingTable[0]);

            for(int i = 1; i < rankingTable.Length; i += 1)
            {
                UpdatePortfolio(portfolio, rankingTable[i-1], rankingTable[i]);
            }

            return portfolio;
        }

        protected void ParseNotes(IHaveDynamicIndicatorValues form, Indicator notesIndicator)
        {
            var notesInd = form.IndicatorValues.FirstOrDefault(i => i.Indicator.DisplayName == "Notes");
            if (notesInd != null)
            {
                if (IsRedistricted)
                    notesInd.CalcByRedistrict = true;
                else if (notesInd.CalcByRedistrict && notesInd.DynamicValue != Notes)
                    notesInd.CalcByRedistrict = false;

                notesInd.DynamicValue = Notes;
            }
            else
                form.IndicatorValues.Add(new IndicatorValue { DynamicValue = Notes, Indicator = notesIndicator, IndicatorId = notesIndicator.Id, CalcByRedistrict = IsRedistricted });
        }

        public NoStrategy(string Symbol, Indicator Price, Indicator Trend)
        {
            _symbol = Symbol;
            _price = Price;
            _trend = Trend;

            _trend.Updated += (object sender, IndicatorDataPoint updated) =>
                {
                    if (!_trend.IsReady)
                    {
                        Console.ForegroundColor = ConsoleColor.Cyan;
                        Console.WriteLine("From TREND EVENT HANDLER, Trend is NOT ready");
                        Console.ResetColor();
                    }
                    CheckSignal();
                };
        }

    private void AsiaInitilization()
    {
        string name = "Asie";
        Debug.Log("Initialization of Asia continent start");
        Indicator pop = new Indicator("Population", 100.0, 0.99, 50.0, 1.0);
        Indicator foodNeed = new Indicator("Hunger", 100.0, 0.99, 50.0, 1.0);
        Indicator foodProd = new Indicator("Food", 100.0, 0.99, 50.0, 1.0);
        Indicator airQuality = new Indicator("Air", 100.0, 0.99, 50.0, 1.0);
        Indicator earthQuality = new Indicator("Earth", 100.0, 0.99, 50.0, 1.0);
        Indicator seaQuality = new Indicator("Sea", 100.0, 0.99, 50.0, 1.0);
        Indicator biodiversity = new Indicator("Biodiversity", 10000000, 0.99, 10000000, 1.0);

        Continent continentAsia = new Continent(name, pop, foodNeed, foodProd, airQuality, earthQuality, seaQuality, biodiversity);

        Global.instance.continents.Add(name, continentAsia);
        Debug.Log("Initialization of Asia continent end");
    }

        /// <summary>
        /// Initializes a new instance of the <see cref="CrossEMAStrategy"/> class.
        /// </summary>
        /// <param name="Price">The injected price indicator.</param>
        /// <param name="SlowEMAPeriod">The slow EMA period.</param>
        /// <param name="FastEMAPeriod">The fast EMA period.</param>
        public CrossEMAStrategy(Indicator Price, int SlowEMAPeriod = 10, int FastEMAPeriod = 50)
        {
            // Initialize fields.
            _price = Price;
            fastEMA = new ExponentialMovingAverage(FastEMAPeriod).Of(_price);
            slowEMA = new ExponentialMovingAverage(SlowEMAPeriod).Of(_price);

            ActualSignal = OrderSignal.doNothing;
            Position = StockState.noInvested;
            EntryPrice = null;

            // Fill the EMA difference rolling windows at every new slowEMA observation. Once the
            // rolling windows is ready, at every indicator update the CheckSignal method will be called.
            slowEMA.Updated += (object sender, IndicatorDataPoint updated) =>
                    {
                        if (slowEMA.IsReady) EMADiffRW.Add(fastEMA - slowEMA);
                        if (EMADiffRW.IsReady) CheckSignal();
                    };
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="CrossEMAStrategy"/> class.
        /// </summary>
        /// <param name="Price">The injected price indicator.</param>
        /// <param name="SlowEMAPeriod">The slow EMA period.</param>
        /// <param name="FastEMAPeriod">The fast EMA period.</param>
        public RSIStrategy(Indicator Price, int RSIPeriod = 40, decimal Threshold = 20)
        {
            // Initialize fields.
            _threshold = Threshold;
            _price = Price;
            ActualSignal = OrderSignal.doNothing;
            Position = StockState.noInvested;
            EntryPrice = null;

            rsi = new RelativeStrengthIndex(RSIPeriod).Of(_price);

            // Fill the RSI rolling windows at every new RSI update. Once the
            // rolling windows is ready, at every indicator update the CheckSignal method will be called.
            rsi.Updated += (object sender, IndicatorDataPoint updated) =>
                    {
                        if (rsi.IsReady) rsiRW.Add(rsi);
                        if (rsiRW.IsReady) CheckSignal();
                    };
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="ITrendStrategy"/> class.
        /// </summary>
        /// <param name="period">The period of the Instantaneous trend.</param>
        public ITrendStrategyJJ(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m,
            RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger)
        {
            _price = price;
            ITrend = new InstantaneousTrend(period).Of(price);
            ITrendMomentum = new Momentum(2).Of(ITrend);
            MomentumWindow = new RollingWindow<decimal>(2);

            Position = StockState.noInvested;
            EntryPrice = null;
            ActualSignal = OrderSignal.doNothing;

            _tolerance = tolerance;
            _revertPCT = revetPct;
            _checkRevertPosition = checkRevertPosition;

            ITrendMomentum.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                if (ITrendMomentum.IsReady) MomentumWindow.Add(ITrendMomentum.Current.Value);
                if (MomentumWindow.IsReady) CheckSignal();
            };
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="ITrendStrategy"/> class.
        /// </summary>
        /// <param name="period">The period of the Instantaneous trend.</param>
        public MultiSymbolStrategy(Indicator price, int period, decimal tolerance = 0.001m, decimal revetPct = 1.0015m,
            RevertPositionCheck checkRevertPosition = RevertPositionCheck.vsTrigger)
        {
            _price = price;
            sma = new SimpleMovingAverage(period).Of(price);
            SMAMomentum = new Momentum(2).Of(sma);
            MomentumWindow = new RollingWindow<decimal>(2);

            Position = StockState.noInvested;
            EntryPrice = null;
            ActualSignal = OrderSignal.doNothing;

            _tolerance = tolerance;
            _revertPCT = revetPct;
            _checkRevertPosition = checkRevertPosition;

            SMAMomentum.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                if (SMAMomentum.IsReady) MomentumWindow.Add(SMAMomentum.Current.Value);
                if (MomentumWindow.IsReady) CheckSignal();
            };
        }

		public VROC(Indicator indicator, int length, Color color)
		{
			this.indicator = new FreeQuant.Indicators.VROC(indicator.indicator, length, color);
		}