/// <summary>
/// Read bar stream into bar series starting from the start of stream and ending by given the date.
/// </summary>
/// <param name="barSeries">The bar series</param>
/// <param name="to">the end date.</param>
/// <returns></returns>
public bool ReadTo(BarSeries barSeries, DateTime to)
{
if (barSeries == null)
{
throw new ArgumentNullException("barSeries");
}
if (to == default(DateTime))
{
throw new ArgumentException("to");
}
var readCount = 0;
using (var reader = CreateReader())
{
ReadHeader(reader);
if (to < _fileHeader.BeginTime)
{
return(false);
}
long endOffset;
Bar endBar = null;
if (to >= _fileHeader.EndTime)
{
endOffset = reader.BaseStream.Length - 1;
}
else
{
long endDayOffset;
int endCount;
_fileHeader.NaturalDayIndices.GetEndOffset(to, out endDayOffset, out endCount);
endBar = ReadEndBarOffset(reader, to, endDayOffset, endCount, out endOffset);
if (endOffset < 0)
{
return(false);
}
}
reader.BaseStream.Position = _fileHeader.FileHeaderSize;
while (reader.BaseStream.Position <= endOffset)
{
readCount++;
barSeries.Add(ReadBar(reader));
}
if (endBar != null)
{
readCount++;
barSeries.Add(endBar);
}
}
return(readCount > 0);
}
/// <summary>
/// Read bar stream into bar series starting by given date.
/// </summary>
/// <param name="barSeries">The bar series.</param>
/// <param name="from">The start date.</param>
/// <returns></returns>
public bool ReadFrom(BarSeries barSeries, DateTime from)
{
if (barSeries == null)
{
throw new ArgumentNullException("barSeries");
}
if (from == default(DateTime))
{
throw new ArgumentException("from");
}
var readCount = 0;
using (var reader = CreateReader())
{
ReadHeader(reader);
if (from > _fileHeader.EndTime)
{
return(false);
}
if (from > _fileHeader.BeginTime)
{
long startDayOffset;
int startCount;
_fileHeader.NaturalDayIndices.GetStartOffset(from, out startDayOffset, out startCount);
long startOffset;
var startBar = ReadStartBarOffset(reader, from, startDayOffset, startCount, out startOffset);
if (startOffset < 0)
{
return(false);
}
if (startBar != null)
{
readCount++;
barSeries.Add(startBar);
}
reader.BaseStream.Position = startOffset;
}
while (reader.BaseStream.Position < reader.BaseStream.Length)
{
readCount++;
barSeries.Add(ReadBar(reader));
}
}
return(readCount > 0);
}
/// <summary>
/// 把 count 个 Bar 合并成一个新的 Bar
/// </summary>
/// <param name="series"></param>
/// <param name="inst"></param>
/// <param name="count"></param>
/// <returns></returns>
public static BarSeries MergeCompress(this BarSeries series, Instrument inst, long count)
{
if (series.Count == 0 || count < 2)
{
return(new BarSeries());
}
var selector = new TimeRangeSelector(inst);
bool emitOnClose = !(series[0].Size >= QuantBoxConst.DayBarSize);
var bars = new BarSeries();
Bar last = null;
var index = 0;
foreach (var bar in series)
{
var range = selector.Get(bar.DateTime.Date);
if (index == 0)
{
last = bar;
last.Size *= count;
}
else
{
QBHelper.MergeBar(last, bar);
}
++index;
if (index == count || (emitOnClose && bar.CloseDateTime.TimeOfDay == range.CloseTime))
{
bars.Add(last);
last = null;
index = 0;
}
}
return(bars);
}
/*
* 按照股指的时间要求，时间划分是这样的
* 9:15
* 9:45
* 10:15
* 10:45
* 11:15-11:30 13:00-13:15 两个15分钟被午休隔开了
* 13:45
* 14:15
* 14:45
* 15:15 交割日时只到15:00,已经到最后一天了，少15分钟也没什么
*/
public override void OnBar(Bar bar)
{
//只处理15分钟的
if (900 == bar.Size)
{
if (bars == null)
{
bars = new BarSeries();
}
bars.Add(bar);
//在处理11:15-11:30 13:00-13:15这两个15分钟时会合并成一个
if (bars.Count == 2) // 2 * 15min = 30 min
{
// get OHLC values for 30min bar
double open = bars[0].Open;
double high = bars.HighestHigh();
double low = bars.LowestLow();
double close = bars[1].Close;
long volume = bars[0].Volume + bars[1].Volume;
// todo something
Bar b = new Bar(bars[0].DateTime, open, high, low, close, volume, 900 * 2);
bars30min.Add(b);
Console.WriteLine(b);
// reset 15min bar series
bars = null;
}
}
}
private BarSeries GenerateSeries()
{
BarSeries barSeries = new BarSeries("Symbol", "Symbol");
Random random = new Random();
double num1 = 500.0;
long num2 = 100000L;
DateTime dateTime = new DateTime(2007, 1, 18);
for (int index = 0; index < 100; ++index)
{
num1 = num1 + (double)random.Next(11) - 5.0;
double num3 = num1 - 6.0 - (double)random.Next(6);
double num4 = num1 - (double)random.Next(6);
double num5 = num4 - (double)random.Next(6);
if (random.Next(2) == 1)
{
double num6 = num4;
num4 = num5;
num5 = num6;
}
barSeries.Add(new Bar(dateTime, num4, num1, num3, num5, num2 + num2 / 10L * (long)random.Next(10), 86400L));
dateTime = dateTime.AddDays(1.0);
if (dateTime.DayOfWeek == DayOfWeek.Saturday)
{
dateTime = dateTime.AddDays(2.0);
}
}
return(barSeries);
}
protected void readLastNMin5s(Instrument inst, int n)
{
//获取分线
List <Bar> min5Bars = new List <Bar>();
int i = 0;
string lastTimeString = this.timeWhenDeal.ToString("yyyy-MM-dd HH:mm:ss");
do
{
min5Bars = this.provider.GetLastNBars(inst.Symbol, 300, n, lastTimeString);
i++;
Thread.Sleep(50);
}while(min5Bars.Count == 0 && i <= 5);
if (min5Bars.Count > 0)
{
BarSeries barSeries = this.getMin5Series(inst);
foreach (Bar bar in min5Bars)
{
barSeries.Add(bar);
}
}
else
{
Console.WriteLine("尝试多次({0})获取{1}的最新5分线失败", i, inst.Symbol);
}
}
private static BarSeries DownloadBars(DataManager manager, Instrument inst, long barSize, DateTime dateTime1, DateTime dateTime2)
{
var bars = new BarSeries();
var request = new HistoricalDataRequest()
{
RequestId = Guid.NewGuid().ToString("N"),
DataType = DataObjectType.Bar,
BarSize = barSize,
Instrument = inst,
DateTime1 = dateTime1,
DateTime2 = dateTime2
};
DownloadDataRequest(manager.GetFramework(), request, OnHistoricalData);
return(bars);
void OnHistoricalData(HistoricalData data)
{
foreach (var item in data.Objects)
{
switch (item.TypeId)
{
case DataObjectType.Bar:
bars.Add((Bar)item);
break;
default:
break;
}
}
}
}
public static BarSeries GetTimeBars(this DataManager manager, Instrument inst, long barSize, DateTime dateTime1, DateTime dateTime2)
{
var items = manager.GetDataSeries(inst, DataObjectType.Bar, BarType.Time, barSize);
if (items == null || items.Count == 0)
{
return(new BarSeries());
}
dateTime1 = dateTime1 <= items.DateTime1 ? DateTime.MinValue : CorrectionDateTime1(dateTime1);
dateTime2 = dateTime2 >= items.DateTime2 ? DateTime.Today : CorrectionDateTime2(dateTime2);
var index1 = dateTime1 == DateTime.MinValue ? 0 : items.GetIndex(dateTime1, SearchOption.Next);
var index2 = dateTime2 == DateTime.Today ? items.Count - 1 : items.GetIndex(dateTime2);
if (index1 < 0 || index2 < 0)
{
return(new BarSeries());
}
var bars = new BarSeries((int)(index2 - index1 + 1));
for (long i = index1; i <= index2; i++)
{
bars.Add((Bar)items[i]);
}
return(bars);
}
public void 生成(BarSeries bs)
{
笔 bi = new 笔();
bars.Clear();
blist1.Clear();
for (int i = 0; i < bs.Count; i++)
{
if (i == 0)
{/*
* bi.zd = 结构.起点;
* bi.o = bs[0].Close;
* bi.high = 0;
* bi.ba = bs[0];
* bi.low = 0;
* blist1.Add(bi);
* bars.Add(bs[0]);*/
}
else
{
bars.Add(bs[i]);
包含计算();
}
}
}
private void ReadBars(BinaryReader reader, BarSeries barlist, DateTime from, DateTime to)
{
int i = 0;
for (; i < _icount; ++i)
{
#region
int year = reader.ReadInt16();
int month = reader.ReadByte();
int day = reader.ReadByte();
reader.BaseStream.Seek(CBarlen - 4, SeekOrigin.Current);
DateTime dt = new DateTime(year, month, day);
if (dt >= from)
{
reader.BaseStream.Seek(-CBarlen, SeekOrigin.Current);
break;
}
#endregion
}
for (; i < _icount; ++i)
{
#region
int year = reader.ReadInt16();
int month = reader.ReadByte();
int day = reader.ReadByte();
DateTime dt = new DateTime(year, month, day);
if (dt > to)
{
break;
}
Bar bar = new Bar();
bar.BeginTime = dt;
bar.EndTime = dt;
bar.Open = reader.ReadInt32() / 1000.0;
bar.Close = reader.ReadInt32() / 1000.0;
bar.High = reader.ReadInt32() / 1000.0;
bar.Low = reader.ReadInt32() / 1000.0;
bar.PreClose = reader.ReadInt32() / 1000.0;
bar.Volume = reader.ReadDouble();
bar.Turnover = reader.ReadDouble();
bar.OpenInterest = reader.ReadDouble();
bar.IsCompleted = true;
bar.TradingDate = dt;
barlist.Add(bar);
#endregion
}
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
var series = new BarSeries();
NewCompressedBar += (sender, e) => series.Add(e.Bar);
while (enumerator.MoveNext())
Add(enumerator.Current);
this.method_1();
return series;
}
public static BarSeries GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2, long barSize)
{
ArrayList arrayList = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Bar, datetime1, datetime2, barSize);
BarSeries barSeries = new BarSeries();
foreach (Bar bar in arrayList)
{
barSeries.Add(bar);
}
return(barSeries);
}
protected override void OnInit()
{
BarSeries barSeries = new BarSeries(DataSeriesHelper.SeriesNameToString(this.dataSeries.Name));
foreach (Bar bar in (IEnumerable)this.dataSeries)
{
barSeries.Add(bar);
}
this.chart.ApplyDefaultTemplate();
this.chart.SetMainSeries((DoubleSeries)barSeries, true);
}
private void instrumentListSource_SelectedSeriesChanged(object sender, EventArgs e)
{
string name = ((TimeSeries)this.instrumentListSource.SelectedSeries).Name;
IDataSeries dataSeries = DataManager.Server.GetDataSeries(this.seriesNames[name]);
BarSeries series = new BarSeries(name);
foreach (Bar bar in (IEnumerable)dataSeries)
{
series.Add(bar);
}
this.UpdateMe(series);
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
BarSeries series = new BarSeries();
this.NewCompressedBar += (sender, args) => series.Add(args.Bar);
while (enumerator.MoveNext())
{
this.Add(enumerator.Current);
}
this.Flush();
return(series);
}
public void TestCase()
{
Bar bar1 = new Bar();
Bar bar2 = new Bar();
bs.Add(bar1);
bs.Add(bar2);
Assert.AreEqual(1, bs.RealCount);
Assert.AreSame(bar2, bs[0]);
bs.Clear();
Assert.AreEqual(0, bs.RealCount);
DateTime dt1 = new DateTime(2014, 1, 1, 12, 12, 12);
Bar bar3 = new Bar(dt1, 10, 10, 10, 10, 100, 100);
bs.Add(bar3);
Assert.AreSame(bar3, bs[dt1]);
bs.Clear();
bs.Add(bar3);
Assert.AreSame(bar3, bs[dt1, EIndexOption.Next]);
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
var series = new BarSeries();
NewCompressedBar += (sender, e) => series.Add(e.Bar);
while (enumerator.MoveNext())
{
Add(enumerator.Current);
}
this.method_1();
return(series);
}
public BarSeries GetBarSeries(string series, DateTime datetime1, DateTime datetime2)
{
BarSeries bars = new BarSeries();
if (this.file.Series[series] != null)
{
foreach (Bar bar in this.file.Series[series].GetArray(datetime1, datetime2))
{
bars.Add(bar);
}
}
return(bars);
}
protected void readLastNDailys(Instrument inst, int n)
{
//读取日线
DateTime lastDate = this.timeWhenDeal.Date;
ISeriesObject[] dailyBars = Util.GetNDailysBeforeDate(inst, lastDate, n);
Util.AdjustDailys(dailyBars); //向前复权
BarSeries barSeries = this.getDailySeries(inst);
foreach (Daily dBar in dailyBars)
{
barSeries.Add(dBar);
}
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
BarSeries series = new BarSeries();
this.NewCompressedBar += delegate(object sender, CompressedBarEventArgs args)
{
series.Add(args.Bar);
};
while (enumerator.MoveNext())
{
this.Add(enumerator.Current);
}
this.Flush();
return series;
}
public override void OnBar(Bar bar)
{
if (VolatilityExitEnabled)
{
rangeSeries.Add(bar.DateTime, bar.High - bar.Low);
}
// check if there are least "length" bars
if (series.Count >= EntryLength && rangeSMA.Count > 0)
{
double highestHigh = series.HighestHigh(EntryLength);
double lowestLow = series.LowestLow(EntryLength);
double volatilty = 0;
if (VolatilityBarrierEnabled)
{
volatilty = rangeSMA.Last;
}
highestHighSeries.Add(bar.DateTime, highestHigh);
lowestLowSeries.Add(bar.DateTime, lowestLow);
double channelHigh = highestHigh + barrier - volatilty;
double channelLow = lowestLow - barrier + volatilty;
channelHighSeries.Add(bar.DateTime, channelHigh);
channelLowSeries.Add(bar.DateTime, channelLow);
if (!HasPosition)
{
if (channelHigh <= bar.Close)
{
OpenPosition(OrderSide.Buy);
}
else
if (channelLow >= bar.Close)
{
OpenPosition(OrderSide.Sell);
}
}
else
{
SetExit();
}
}
series.Add(bar);
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
enumerator.TimeRangeSelector = _timeRangeSelector;
BarSeries series = new BarSeries(DataSeriesNameHelper.GetName(inst, DataObjectType.Bar, BarType.Time, newBarSize));
NewCompressedBar += delegate(object sender, CompressedBarEventArgs args) {
series.Add(args.Bar);
};
while (enumerator.MoveNext())
{
Add(enumerator.Current);
}
Flush();
return(series);
}
void LoadHistoricalBars(DateTime datetime)
{
DateTime dtEnd = datetime;
DateTime dtBegin = dtEnd.AddDays(-5);//这个时间按自己的需求修改
TradeSeries ts = DataManager.GetHistoricalTrades(Instrument, dtBegin, dtEnd);
//个人认为这个地方应当过滤下Trade数据，去除无效的再转换成Bars
BarSeries bs = DataManager.CompressBars(ts, BarType.Time, BarSize);
BarSeries barsMin = GetBars(BarType.Time, BarSize);
foreach (Bar b in bs)
{
barsMin.Add(b);
}
}
public BarSeries Compress(DataEntryEnumerator enumerator)
{
BarSeries series = new BarSeries();
this.NewCompressedBar += delegate(object sender, CompressedBarEventArgs args)
{
series.Add(args.Bar);
};
while (enumerator.MoveNext())
{
this.Add(enumerator.Current);
}
this.Flush();
return(series);
}
/// <summary>
/// Read all bars in the stream into bar series.
/// </summary>
/// <param name="barSeries">The bar series.</param>
/// <returns></returns>
public bool ReadAll(BarSeries barSeries)
{
var readCount = 0;
using (var reader = CreateReader())
{
ReadHeader(reader);
while (reader.BaseStream.Position < reader.BaseStream.Length)
{
readCount++;
barSeries.Add(ReadBar(reader));
}
}
return(readCount > 0);
}
protected void addTodayDaily(Instrument inst)
{
Trade lastTrade = this.getLastTrade(inst);
if (lastTrade != null)
{
GMTrade gmTrade = (GMTrade)lastTrade;
GMDaily daily = new GMDaily();
daily.Date = gmTrade.DateTime.Date;
daily.High = gmTrade.High;
daily.Open = gmTrade.Open;
daily.Low = gmTrade.Low;
daily.Close = gmTrade.Price;
daily.Volume = (long)gmTrade.TotalSize;
BarSeries barSeries = this.getDailySeries(inst);
barSeries.Add(daily);
}
}
private void ReadBarsAgo(BinaryReader reader, BarSeries barlist, DateTime now, int len)
{
int i = 0;
for (; i < _icount; ++i)
{
#region
int year = reader.ReadInt16();
int month = reader.ReadByte();
int day = reader.ReadByte();
DateTime dt = new DateTime(year, month, day);
if (dt > now)
{
break;
}
Bar bar = new Bar();
bar.BeginTime = dt;
bar.EndTime = dt;
bar.Open = reader.ReadInt32() / 1000.0;
bar.Close = reader.ReadInt32() / 1000.0;
bar.High = reader.ReadInt32() / 1000.0;
bar.Low = reader.ReadInt32() / 1000.0;
bar.PreClose = reader.ReadInt32() / 1000.0;
bar.Volume = reader.ReadDouble();
bar.Turnover = reader.ReadDouble();
bar.OpenInterest = reader.ReadDouble();
bar.IsCompleted = true;
bar.TradingDate = dt;
barlist.Add(bar);
#endregion
}
if (i > len)
{
int rmlen = i - len;
barlist.RemoveRange(barlist.Count - i, rmlen);
}
}
/// <summary>
/// 把 count 个 Bar 合并成一个新的 Bar
/// </summary>
/// <param name="series"></param>
/// <param name="inst"></param>
/// <param name="count"></param>
/// <returns></returns>
public static BarSeries MergeCompress(this BarSeries series, Instrument inst, long count)
{
if (series.Count == 0 || count < 2)
{
return(new BarSeries());
}
var selector = new TimeRangeSelector(inst);
var emitOnClose = true;
var bar = series[0];
if (bar.Size >= QuantBoxConst.DayBarSize)
{
emitOnClose = false;
}
var bars = new BarSeries();
Bar last = null;
var index = 0;
for (int i = 0; i < series.Count; i++)
{
var range = selector.Get(series[i].DateTime.Date);
if (index == 0)
{
last = series[i];
last.Size *= count;
}
else
{
QBHelper.MergeBar(last, series[i]);
}
++index;
if (index == count || (emitOnClose && series[i].CloseDateTime.TimeOfDay == range.CloseTime))
{
bars.Add(last);
last = null;
index = 0;
continue;
}
}
return(bars);
}
private void ModifyBars(BarSeries daybarlist, BarSeries addedBarSeries)
{
var lastdate = daybarlist.Last.BeginTime.Date;
foreach (var bar in addedBarSeries)
{
var bardate = bar.BeginTime.Date;
if (bardate <= lastdate)
{
var barindex = daybarlist.GetIndex(bardate);
if (barindex != -1)
{
daybarlist[barindex] = bar;
}
}
else
{
daybarlist.Add(bar);
}
}
}
/// <summary>
/// Read bars given the specified trading day.
/// </summary>
/// <param name="barSeries">The bar series.</param>
/// <param name="tradingDay">trading day provided following exchange datetime spec.</param>
/// <returns></returns>
public bool ReadTradingDay(BarSeries barSeries, DateTime tradingDay)
{
if (barSeries == null)
{
throw new ArgumentNullException("barSeries");
}
if (tradingDay == default(DateTime))
{
throw new ArgumentException("tradingDay");
}
var readCount = 0;
tradingDay = new DateTime(tradingDay.Year, tradingDay.Month, tradingDay.Day);
using (var reader = CreateReader())
{
ReadHeader(reader);
if (tradingDay < _fileHeader.BeginTradingDay || tradingDay > _fileHeader.EndTradingDay)
{
return(false);
}
long startOffset;
int count;
if (_fileHeader.TradingDayIndices.TryGet(tradingDay, out startOffset, out count))
{
reader.BaseStream.Position = startOffset;
while (count > 0)
{
barSeries.Add(ReadBar(reader));
count--;
readCount++;
}
}
return(readCount > 0);
}
}
public BarSeries ReadFile(Stream fs, long size, int instrumentId, SeekOrigin orgin, int offset)
{
BarSeries bs = new BarSeries();
if (orgin == SeekOrigin.End)
{
fs.Position = fs.Length - 32 * offset;
}
else
{
fs.Position = 32 * offset;
}
BinaryReader br = new BinaryReader(fs);
for (long i = fs.Position; i < fs.Length; i += 32)
{
bs.Add(ReadBar(br, instrumentId, size));
}
br.Close();
fs.Close();
return(bs);
}
private static void EnsureDataReady()
{
var f = Framework.Current;
var i = f.InstrumentManager.Get(symbol);
if (i == null)
{
i = new Instrument(InstrumentType.FX, symbol, string.Empty, CurrencyId.USD);
f.InstrumentManager.Add(i, true);
}
var filename = Path.GetFullPath(Path.Combine(Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location), "..", "..", "..", "Data", string.Format("{0}.csv", symbol)));
if (File.Exists(filename))
{
var name = DataSeriesNameHelper.GetName(i, BarType.Time, 60);
var bs = new BarSeries(name);
using (var reader = new StreamReader(filename)) {
var line = reader.ReadLine();
while (line != null)
{
var fields = line.Split(new char[] { ',' });
var closeDateTime = DateTime.ParseExact(string.Format("{0} {1}", fields [0], fields [1]), "yyyy.MM.dd HH:mm", CultureInfo.InvariantCulture);
var openDateTime = closeDateTime.Subtract(TimeSpan.FromMinutes(1));
var open = double.Parse(fields [2]);
var high = double.Parse(fields [3]);
var low = double.Parse(fields [4]);
var close = double.Parse(fields [5]);
var vol = long.Parse(fields [6]);
bs.Add(new Bar(openDateTime, closeDateTime, i.Id, BarType.Time, 60, open, high, low, close, vol, 0));
line = reader.ReadLine();
}
}
f.DataManager.Save(bs, SaveMode.Add);
}
}
///<summary>
/// Returns bars from within specified dates interval
///</summary>
public BarSeries GetRange(DateTime dateTime1, DateTime dateTime2)
{
BarSeries barSeries = new BarSeries();
int index1 = this.series.GetIndex(dateTime1, EIndexOption.Next);
int index2 = this.series.GetIndex(dateTime1, EIndexOption.Prev);
if (index1 != -1 && index2 != -1)
{
for (int index3 = index1; index3 <= index2; ++index3)
barSeries.Add(new Bar(this.series[index3]));
}
return barSeries;
}
public BarSeries GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2, BarType barType, long barSize)
{
if (provider.IsDisconnected)
provider.Connect();
DataManager.DataNotifier @class = new DataManager.DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
provider.Send(new HistoricalDataRequest(instrument, dateTime1, dateTime2, 6)
{
RequestId = text,
BarType = new BarType?(barType),
BarSize = new long?(barSize)
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var bs = new BarSeries("", "", -1, -1);
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
bs.Add((Bar)objs[i]);
}
return bs;
}
public BarSeries GetHistoricalBars(Instrument instrument, DateTime dateTime1, DateTime dateTime2, BarType barType, long barSize)
{
var ds = GetDataSeries(instrument, DataObjectType.Bar, barType, barSize);
var bs = new BarSeries();
if (ds != null && ds.Count != 0)
{
long index1 = ds.GetIndex(dateTime1, SearchOption.Next);
long index2 = ds.GetIndex(dateTime2, SearchOption.Prev);
for (long i = index1; i <= index2; i++)
bs.Add((Bar)ds[i]);
}
return bs;
}