/*
* 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.Generic;
using System;
using QuantConnect.Data.Market;
using Newtonsoft.Json;
using QuantConnect.Util;
namespace QuantConnect
{
///
/// Candlestick Chart Series Object - Series data and properties for a candlestick chart
///
[JsonConverter(typeof(SeriesJsonConverter))]
public class CandlestickSeries : BaseSeries
{
///
/// Default constructor for chart series
///
public CandlestickSeries() : base()
{
SeriesType = SeriesType.Candle;
}
///
/// Constructor method for Chart Series
///
/// Name of the chart series
public CandlestickSeries(string name)
: base(name, SeriesType.Candle)
{
}
///
/// Foundational constructor on the series class
///
/// Name of the series
/// Index position on the chart of the series
public CandlestickSeries(string name, int index)
: this(name, index, "$")
{
}
///
/// Foundational constructor on the series class
///
/// Name of the series
/// Index position on the chart of the series
/// Unit for the series axis
public CandlestickSeries(string name, int index, string unit)
: this(name, unit)
{
Index = index;
}
///
/// Constructor method for Chart Series
///
/// Name of the chart series
/// Unit of the series
public CandlestickSeries(string name, string unit)
: base(name, SeriesType.Candle, unit)
{
}
///
/// Add a new point to this series
///
/// Time of the chart point
/// Candlestick open price
/// Candlestick high price
/// Candlestick low price
/// Candlestick close price
public void AddPoint(DateTime time, decimal open, decimal high, decimal low, decimal close)
{
base.AddPoint(new Candlestick(time, open, high, low, close));
}
///
/// Add a new point to this series
///
public void AddPoint(TradeBar bar)
{
base.AddPoint(new Candlestick(bar));
}
///
/// Add a new point to this series
///
/// The data point to add
public override void AddPoint(ISeriesPoint point)
{
if (point as Candlestick == null)
{
throw new ArgumentException("CandlestickSeries.AddPoint requires a Candlestick object");
}
base.AddPoint(point);
}
///
/// Add a new point to this series
///
/// The time of the data point
/// The values of the data point
public override void AddPoint(DateTime time, List values)
{
if (values.Count != 4)
{
throw new ArgumentException("CandlestickSeries.AddPoint requires 4 values (open, high, low, close)");
}
base.AddPoint(new Candlestick(time, values[0], values[1], values[2], values[3]));
}
///
/// Will sum up all candlesticks into a new single one, using the time of latest point
///
/// The new candlestick
public override ISeriesPoint ConsolidateChartPoints()
{
if (Values.Count <= 0) return null;
decimal? openSum = null;
decimal? highSum = null;
decimal? lowSum = null;
decimal? closeSum = null;
foreach (Candlestick point in Values)
{
if (point.Open.HasValue)
{
openSum ??= 0;
openSum += point.Open.Value;
}
if (point.High.HasValue)
{
highSum ??= 0;
highSum += point.High.Value;
}
if (point.Low.HasValue)
{
lowSum ??= 0;
lowSum += point.Low.Value;
}
if (point.Close.HasValue)
{
closeSum ??= 0;
closeSum += point.Close.Value;
}
}
var lastCandlestick = Values[Values.Count - 1];
return new Candlestick(lastCandlestick.Time, openSum, highSum, lowSum, closeSum);
}
///
/// Return a new instance clone of this object
///
///
public override BaseSeries Clone(bool empty = false)
{
var series = new CandlestickSeries(Name, Index, Unit) { ZIndex = ZIndex, IndexName = IndexName, Tooltip = Tooltip };
if (!empty)
{
series.Values = CloneValues();
}
return series;
}
}
}