C# TradeBars.Add方法代码示例

 public OrderSignal CheckSignal(KeyValuePair<Symbol, TradeBar> data, Dictionary<string, string> paramlist, out string current)
 {
     TradeBars tb = new TradeBars();
     tb.Add(data.Key, data.Value);
     return CheckSignal(tb, paramlist, out current);
 }

        /********************************************************
        * CLASS METHODS
        *********************************************************/
        /// <summary>
        /// Launch the algorithm manager to run this strategy
        /// </summary>
        /// <param name="job">Algorithm job</param>
        /// <param name="algorithm">Algorithm instance</param>
        /// <param name="feed">Datafeed object</param>
        /// <param name="transactions">Transaction manager object</param>
        /// <param name="results">Result handler object</param>
        /// <param name="setup">Setup handler object</param>
        /// <param name="realtime">Realtime processing object</param>
        /// <remarks>Modify with caution</remarks>
        public static void Run(AlgorithmNodePacket job, IAlgorithm algorithm, IDataFeed feed, ITransactionHandler transactions, IResultHandler results, ISetupHandler setup, IRealTimeHandler realtime)
        {
            //Initialize:
            var backwardsCompatibilityMode = false;
            var tradebarsType = typeof (TradeBars);
            var ticksType = typeof(Ticks);
            var startingPerformance = setup.StartingCapital;
            var backtestMode = (job.Type == PacketType.BacktestNode);
            var methodInvokers = new Dictionary<Type, MethodInvoker>();

            //Initialize Properties:
            _frontier = setup.StartingDate;
            _runtimeError = null;
            _algorithmId = job.AlgorithmId;
            _algorithmState = AlgorithmStatus.Running;
            _previousTime = setup.StartingDate.Date;

            //Create the method accessors to push generic types into algorithm: Find all OnData events:

            //Algorithm 1.0 Data Accessors.
            //If the users defined these methods, add them in manually. This allows keeping backwards compatibility to algorithm 1.0.
            var oldTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnTradeBar",   new[] { typeof(Dictionary<string, TradeBar>) });
            var oldTicksMethodInfo = (algorithm.GetType()).GetMethod("OnTick", new[] { typeof(Dictionary<string, List<Tick>>) });

            //Algorithm 2.0 Data Generics Accessors.
            //New hidden access to tradebars with custom type.
            var newTradeBarsMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { tradebarsType });
            var newTicksMethodInfo = (algorithm.GetType()).GetMethod("OnData", new[] { ticksType });

            if (newTradeBarsMethodInfo == null && newTicksMethodInfo == null)
            {
                backwardsCompatibilityMode = true;
                if (oldTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, oldTradeBarsMethodInfo.DelegateForCallMethod());
                if (oldTradeBarsMethodInfo != null) methodInvokers.Add(ticksType, oldTicksMethodInfo.DelegateForCallMethod());
            }
            else
            {
                backwardsCompatibilityMode = false;
                if (newTradeBarsMethodInfo != null) methodInvokers.Add(tradebarsType, newTradeBarsMethodInfo.DelegateForCallMethod());
                if (newTicksMethodInfo != null) methodInvokers.Add(ticksType, newTicksMethodInfo.DelegateForCallMethod());
            }

            //Go through the subscription types and create invokers to trigger the event handlers for each custom type:
            foreach (var config in feed.Subscriptions)
            {
                //If type is a tradebar, combine tradebars and ticks into unified array:
                if (config.Type.Name != "TradeBar" && config.Type.Name != "Tick")
                {
                    //Get the matching method for this event handler - e.g. public void OnData(Quandl data) { .. }
                    var genericMethod = (algorithm.GetType()).GetMethod("OnData", new[] { config.Type });

                    //Is we already have this Type-handler then don't add it to invokers again.
                    if (methodInvokers.ContainsKey(config.Type)) continue;

                    //If we couldnt find the event handler, let the user know we can't fire that event.
                    if (genericMethod == null)
                    {
                        _runtimeError = new Exception("Data event handler not found, please create a function matching this template: public void OnData(" + config.Type.Name + " data) {  }");
                        _algorithmState = AlgorithmStatus.RuntimeError;
                        return;
                    }
                    methodInvokers.Add(config.Type, genericMethod.DelegateForCallMethod());
                }
            }

            //Loop over the queues: get a data collection, then pass them all into relevent methods in the algorithm.
            Log.Debug("AlgorithmManager.Run(): Algorithm initialized, launching time loop.");
            foreach (var newData in DataStream.GetData(feed, setup.StartingDate))
            {
                //Check this backtest is still running:
                if (_algorithmState != AlgorithmStatus.Running) break;

                //Go over each time stamp we've collected, pass it into the algorithm in order:
                foreach (var time in newData.Keys)
                {
                    //Set the time frontier:
                    _frontier = time;

                    //Execute with TimeLimit Monitor:
                    if (Isolator.IsCancellationRequested) return;

                    //Refresh the realtime event monitor:
                    realtime.SetTime(time);

                    //Fire EOD if the time packet we just processed is greater
                    if (backtestMode && _previousTime.Date != time.Date)
//.........这里部分代码省略.........

 public OrderSignal CheckSignal(KeyValuePair<Symbol, TradeBar> data, IndicatorDataPoint trendCurrent, out string current)
 {
     TradeBars tb = new TradeBars();
     tb.Add(data.Key, data.Value);
     return CheckSignal(tb, trendCurrent, out current);
 }