/* * 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 { /// /// Represents an indicator that is a ready after ingesting enough samples (# samples > period) /// and always returns the same value as it is given. /// public class WindowIdentity : WindowIndicator { /// /// Initializes a new instance of the WindowIdentity class with the specified name and period /// /// The name of this indicator /// The period of the WindowIdentity public WindowIdentity(string name, int period) : base(name, period) { } /// /// Initializes a new instance of the WindowIdentity class with the default name and period /// /// The period of the WindowIdentity public WindowIdentity(int period) : this("WIN-ID" + period, period) { } /// /// Gets a flag indicating when this indicator is ready and fully initialized /// public override bool IsReady { get { return Samples >= 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) { return input.Value; } } }