/* * 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. */ namespace QuantConnect.Indicators { /// /// An indicator that delays its input for a certain period /// public class Delay : WindowIndicator, IIndicatorWarmUpPeriodProvider { /// /// Creates a new Delay indicator that delays its input by the specified period /// /// The period to delay input, must be greater than zero public Delay(int period) : this($"DELAY({period})", period) { } /// /// Creates a new Delay indicator that delays its input by the specified period /// /// Name of the delay window indicator /// The period to delay input, must be greater than zero public Delay(string name, int period) : base(name, period) { } /// /// Gets a flag indicating when this indicator is ready and fully initialized /// public override bool IsReady => Samples > Period; /// /// Required period, in data points, for the indicator to be ready and fully initialized. /// public int WarmUpPeriod => 1 + Period; /// /// Computes the next value for this indicator from the given state. /// /// The window of data held in this indicator /// The input value to this indicator on this time step /// A new value for this indicator protected override decimal ComputeNextValue(IReadOnlyWindow window, IndicatorDataPoint input) { if (!IsReady) { // grab the initial value until we're ready return window[window.Count - 1].Value; } return window.MostRecentlyRemoved.Value; } } }