/*
* 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;
}
}
}