IndicatorReflector.cs

/*
 * 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 QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using System;
using System.Collections.Generic;
using System.Linq;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash
    /// </summary>
    public class IndicatorsReflector : QCAlgorithm
    {
        #region Public Methods

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2013, 10, 07);  //Set Start Date
            SetEndDate(2013, 10, 11);    //Set End Date
            SetCash(100000);             //Set Strategy Cash
            // Find more symbols here: http://quantconnect.com/data
            AddEquity("SPY", Resolution.Minute);

            var _indicators = typeof(Indicator).Assembly.GetTypes()
                                                        .Where(t => t.BaseType.Name != "CandlestickPattern" && !t.Name.StartsWith("<"))
                                                        .OrderBy(t => t.Name)
                                                        .ToList();
            var baseTypeList = new List<string>();
           
            Console.Title = "Indicators Reflector";

            bool condition;
            foreach (var indicator in _indicators)
            {
                //BaseType.GenericTypeArguments.First().Name

                object instantiatedIndicator;
                try
                {
                    instantiatedIndicator = Activator.CreateInstance(indicator, new object[] { 10 });
                }
                catch (Exception e)
                {
                    Console.ForegroundColor = ConsoleColor.Magenta;
                    Console.WriteLine(e.Message);
                    Console.ResetColor();
                    continue;
                }

                Console.Write(string.Format("Indicator {0} is IIndicator<IndicatorDataPoint>: ", indicator.Name));
                condition = instantiatedIndicator is IIndicator<IndicatorDataPoint>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IIndicator<TradeBar>: ", indicator.Name));
                condition = instantiatedIndicator is IIndicator<TradeBar>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IIndicator<BaseData>: ", indicator.Name));
                condition = instantiatedIndicator is IIndicator<BaseData>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IIndicator<IBaseData>: ", indicator.Name));
                condition = instantiatedIndicator is IIndicator<IBaseData>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IndicatorBase<BaseData>: ", indicator.Name));
                condition = instantiatedIndicator is IndicatorBase<BaseData>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IndicatorBase<IndicatorDataPoint>: ", indicator.Name));
                condition = instantiatedIndicator is IndicatorBase<IndicatorDataPoint>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();

                Console.Write(string.Format("Indicator {0} is IndicatorBase<TradeBar>: ", indicator.Name));
                condition = instantiatedIndicator is IndicatorBase<TradeBar>;
                Console.ForegroundColor = condition ? ConsoleColor.Green : ConsoleColor.Red;
                Console.WriteLine(condition);
                Console.ResetColor();
            }
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice data)
        {
        }

        #endregion Public Methods
    }
}