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Implement RangeConsolidator (#7385)
frostbyte_neo 发布于
2023-07-27 13:02:02 +00:00 | 1293 次提交 在此版本后已推送到 master- Implement RangeConsolidator
It turned out that the behavior of RangeConsolidator was similar to
ClassicRenkoConsolidator. Then, some of the ClassicRenkoConsolidator
methods, were abstracted to new class called BaseTimelessConsolidator.cs,
from which both RangeConsolidator and ClassicRenkoConsolidator could
inherit, therefore resusing code. The following tasks were done:- Create RangeConsolidator.cs
- Create RangeBar.cs
- Create BaseTimelessConsolidator.cs
- Create RangeConsolidatorTests.cs
- Modify ClassicRenkoConsolidator.cs
- Allow intermediate/Phantom RangeBar's
- Enhance unit tests
- Nit changes
- Allow intermediate/Phantom RangeBar's on RangeConsolidator
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Nit changes
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Create ClassicRangeConsolidator and more changes
- Add regression tests
- Enhance unit tests
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Address required changes
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Address requested changes
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Address requested changes
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Add regression tests with Tick Resolution
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Address required changes
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Increase Range for RangeConsolidatorWithTickAlgo
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Add more unit tests and solve bugs
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Nit change
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