public static Barline CreateBarline(BarlineProperties bi)
{
ObjectFactory factory = new ObjectFactory();
Barline barline = factory.createBarline();
//create an ending
if (bi.EndingValue != "")
{
Ending ending = factory.createEnding();
ending.setType(StartStopDiscontinue.fromValue(bi.EndingType));
ending.setValue(bi.EndingValue);
barline.setEnding(ending);
}
//create a repeat
if (bi.RepeatTimes != "")
{
Repeat repeat = factory.createRepeat();
repeat.setTimes(new BigInteger(bi.RepeatTimes));
repeat.setDirection(BackwardForward.fromValue(bi.RepeatDirection));
barline.setRepeat(repeat);
}
//set bar line location
if (bi.Location != "")
{
barline.setLocation(RightLeftMiddle.fromValue(bi.Location));
}
return(barline);
}
public void Add(List <DataType> dataPoints, DateTime?startDate = null, DateTime?endDate = null)
{
if (dataPoints == null)
{
Debug.WriteLine("MarketSeriesBase Add - NULL dataPoints - FIXME !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!"); return;
}
var lastDataEndDate = this[LastIndex].Time;
// TODO: Fill range from startDate to endDate with "NoData" and if a range is loaded that creates a gap with existing ranges, fill that with "MissingData"
//if (bars.Count == 0) return;
var resultsStartDate = dataPoints.Count == 0 ? default(DateTime) : dataPoints[0].Time;
var resultsEndDate = dataPoints.Count == 0 ? default(DateTime) : dataPoints[dataPoints.Count - 1].Time;
if (!startDate.HasValue)
{
startDate = resultsStartDate; Debug.WriteLine("WARN -!startDate.HasValue in MarketSeries.Add");
}
if (!endDate.HasValue)
{
endDate = resultsEndDate; Debug.WriteLine("WARN -!endDate.HasValue in MarketSeries.Add");
}
#if DEBUG_BARSCOPIED
int dataPointsCopied = 0;
#endif
if (this.Count == 0 && DataEndDate == default(DateTime) && DataStartDate == default(DateTime))
{
foreach (var b in dataPoints)
{
Add(b);
//Add(b.Time,b.Open,b.High,b.Low,b.Close,b.Volume);
//this.openTime.Add(b.Time);
//this.open.Add(b.Open);
//this.high.Add(b.High);
//this.low.Add(b.Low);
//this.close.Add(b.Close);
//this.tickVolume.Add(b.Volume);
}
}
else
{
if (startDate <= DataStartDate) // prepending data
{
int lastIndexToCopy;
for (lastIndexToCopy = dataPoints.Count - 1; lastIndexToCopy >= 0 && dataPoints[lastIndexToCopy].Time >= DataStartDate; lastIndexToCopy--)
{
; // OPTIMIZE?
}
for (int dataIndex = OpenTime.Count == 0 ? 0 : OpenTime.FirstIndex - 1; lastIndexToCopy >= 0; dataIndex--, lastIndexToCopy--)
{
//var bar = bars[lastIndexToCopy] as TimedBar;
//if (bar == null)
//{
// bar = new TimedBar(bars[lastIndexToCopy]);
//}
this[dataIndex] = dataPoints[lastIndexToCopy];
#if DEBUG_BARSCOPIED
dataPointsCopied++;
#endif
}
if (DataStartDate != default(DateTime) && endDate.Value + TimeFrame.TimeSpan < DataStartDate)
{
Debug.WriteLine($"[DATA GAP] endDate: {endDate.Value}, DataStartDate: {DataStartDate}");
throw new NotImplementedException("TODO REVIEW this gap length");
//AddGap(endDate.Value + TimeFrame.TimeSpan, DataStartDate - TimeSpanApproximation.TimeSpan);
}
}
// Both above and below may get run
if (endDate >= DataEndDate) // append data
{
int lastIndexToCopy;
for (lastIndexToCopy = 0; lastIndexToCopy < dataPoints.Count && dataPoints[lastIndexToCopy].Time <= DataEndDate; lastIndexToCopy++)
{
; // OPTIMIZE?
}
for (int dataIndex = OpenTime.LastIndex + 1; lastIndexToCopy < dataPoints.Count; dataIndex++, lastIndexToCopy++)
{
//var bar = bars[lastIndexToCopy] as TimedBar;
//if (bar == null)
//{
// bar = new TimedBar(bars[lastIndexToCopy]);
//}
this[dataIndex] = dataPoints[lastIndexToCopy];
#if DEBUG_BARSCOPIED
dataPointsCopied++;
#endif
}
if (DataEndDate != default(DateTime) && startDate.Value - TimeFrame.TimeSpan > DataEndDate)
{
Debug.WriteLine($"[DATA GAP] startDate: {startDate.Value}, DataEndDate: {DataEndDate}");
throw new NotImplementedException("TODO REVIEW this gap length");
//AddGap(DataEndDate + TimeFrame.TimeSpan, startDate.Value - TimeSpanApproximation.TimeSpan);
}
}
}
var oldEnd = DataEndDate;
var oldStart = DataStartDate;
if (DataEndDate == default(DateTime) || startDate.Value - TimeFrame.TimeSpan <= DataEndDate && endDate.Value > DataEndDate)
{
DataEndDate = endDate.Value;
}
if (DataStartDate == default(DateTime) || endDate.Value + TimeFrame.TimeSpan >= DataStartDate && startDate.Value < DataStartDate)
{
DataStartDate = startDate.Value;
}
var addedSpan = this[LastIndex].Time - (lastDataEndDate == default(DateTime) ? this[FirstIndex].Time : lastDataEndDate);
if (addedSpan > TimeSpan.Zero)
{
BackwardForward bf = BackwardForward.None;
if (oldEnd != DataEndDate)
{
bf |= BackwardForward.Forward;
}
if (oldStart != DataStartDate)
{
bf |= BackwardForward.Backward;
}
Debug.WriteLine($"[{this}] ADDED DATA: {addedSpan} {bf} ");
DataAdded?.Invoke(bf);
}
//Debug.WriteLine($"[{this} - new range] {DataStartDate} - {DataEndDate} (last data: {this[LastIndex].Time}) (was {oldStart} - {oldEnd} (last data: {lastDataEndDate}))");
#if DEBUG_BARSCOPIED
Debug.WriteLine($"{SymbolCode}-{TimeFrame.Name} Imported {dataPointsCopied} bars");
#endif
EraseGap(startDate.Value, endDate.Value);
}
