Lean  $LEAN_TAG$
TimeProfile.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
17 
19 {
20  /// <summary>
21  /// Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes
22  /// </summary>
23  public class TimeProfile: MarketProfile
24  {
25  /// <summary>
26  /// Creates a new TimeProfile indicator with the specified period
27  /// </summary>
28  /// <param name="period">The period of this indicator</param>
29  public TimeProfile(int period = 2)
30  : this($"TP({period})", period)
31  {
32  }
33 
34  /// <summary>
35  /// Creates a new TimeProfile indicator with the specified name, period and priceRangeRoundOff
36  /// </summary>
37  /// <param name="name">The name of this indicator</param>
38  /// <param name="period">The period of this indicator</param>
39  /// <param name="valueAreaVolumePercentage">The percentage of volume contained in the value area</param>
40  /// <param name="priceRangeRoundOff">How many digits you want to round and the precision.
41  /// i.e 0.01 round to two digits exactly.</param>
42  public TimeProfile(string name, int period, decimal valueAreaVolumePercentage = 0.70m, decimal priceRangeRoundOff = 0.05m)
43  : base(name, period, valueAreaVolumePercentage, priceRangeRoundOff)
44  { }
45 
46  /// <summary>
47  /// Define the Volume in Time Profile mode
48  /// </summary>
49  /// <param name="input"></param>
50  /// <returns>1</returns>
51  protected override decimal GetVolume(TradeBar input)
52  {
53  return 1;
54  }
55  }
56 }