Lean
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Defines the canonical intraday VWAP indicator More...
Public Member Functions | |
IntradayVwap (string name) | |
Initializes a new instance of the IntradayVwap class More... | |
Public Attributes | |
override bool | IsReady => _sumOfVolume > 0 |
Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
override IndicatorResult | ValidateAndComputeNextValue (BaseData input) |
Computes the new VWAP More... | |
override decimal | ComputeNextValue (BaseData input) |
Computes the next value of this indicator from the given state. NOTE: This must be overriden since it's abstract in the base, but will never be invoked since we've override the validate method above. More... | |
bool | TryGetVolumeAndAveragePrice (BaseData input, out decimal volume, out decimal averagePrice) |
Determines the volume and price to be used for the current input in the VWAP computation More... | |
Defines the canonical intraday VWAP indicator
Definition at line 10 of file IntradayVwap.cs.
QuantConnect.Indicators.IntradayVwap.IntradayVwap | ( | string | name | ) |
Initializes a new instance of the IntradayVwap class
name | The name of the indicator |
Definition at line 25 of file IntradayVwap.cs.
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protected |
Computes the new VWAP
Definition at line 33 of file IntradayVwap.cs.
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protected |
Computes the next value of this indicator from the given state. NOTE: This must be overriden since it's abstract in the base, but will never be invoked since we've override the validate method above.
input | The input given to the indicator |
Definition at line 69 of file IntradayVwap.cs.
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protected |
Determines the volume and price to be used for the current input in the VWAP computation
Definition at line 77 of file IntradayVwap.cs.
override bool QuantConnect.Indicators.IntradayVwap.IsReady => _sumOfVolume > 0 |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 19 of file IntradayVwap.cs.