/// <inheritdoc />
protected override HeikinAshiCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)
{
var timeFrame = subscription.Message.GetTimeFrame();
var board = subscription.Message.IsRegularTradingHours ? ExchangeInfoProvider.GetOrCreateBoard(subscription.Message.SecurityId.BoardCode) : ExchangeBoard.Associated;
var bounds = timeFrame.GetCandleBounds(transform.Time, board, board.WorkingTime);
if (transform.Time < bounds.Min)
{
return(null);
}
var openTime = bounds.Min;
var candle = FirstInitCandle(subscription, new HeikinAshiCandleMessage
{
TimeFrame = timeFrame,
OpenTime = openTime,
HighTime = openTime,
LowTime = openTime,
CloseTime = openTime,
}, transform);
var currentCandle = subscription.CurrentCandle;
if (currentCandle != null)
{
candle.OpenPrice = (currentCandle.OpenPrice + currentCandle.ClosePrice) / 2M;
}
return(candle);
}
/// <inheritdoc />
protected override HeikinAshiCandleMessage CreateCandle(MarketDataMessage message, HeikinAshiCandleMessage currentCandle, ICandleBuilderValueTransform transform)
{
var timeFrame = message.GetTimeFrame();
var board = ExchangeInfoProvider.GetOrCreateBoard(message.SecurityId.BoardCode);
var bounds = timeFrame.GetCandleBounds(transform.Time, board, board.WorkingTime);
if (transform.Time < bounds.Min)
{
return(null);
}
var openTime = bounds.Min;
var candle = FirstInitCandle(message, new HeikinAshiCandleMessage
{
TimeFrame = timeFrame,
OpenTime = openTime,
HighTime = openTime,
LowTime = openTime,
CloseTime = openTime,
}, transform);
if (currentCandle != null)
{
candle.OpenPrice = (currentCandle.OpenPrice + currentCandle.ClosePrice) / 2M;
}
return(candle);
}
public Tuple <News, bool> ProcessNewsMessage(Security security, NewsMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var isNew = false;
News news;
if (!message.Id.IsEmpty())
{
news = _newsById.SafeAdd(message.Id, key =>
{
isNew = true;
var n = EntityFactory.CreateNews();
n.Id = key;
return(n);
});
}
else
{
isNew = true;
news = EntityFactory.CreateNews();
_newsWithoutId.Add(news);
}
if (isNew)
{
news.ServerTime = message.ServerTime;
news.LocalTime = message.LocalTime;
}
if (!message.Source.IsEmpty())
{
news.Source = message.Source;
}
if (!message.Headline.IsEmpty())
{
news.Headline = message.Headline;
}
if (security != null)
{
news.Security = security;
}
if (!message.Story.IsEmpty())
{
news.Story = message.Story;
}
if (!message.BoardCode.IsEmpty())
{
news.Board = ExchangeInfoProvider.GetOrCreateBoard(message.BoardCode);
}
if (message.Url != null)
{
news.Url = message.Url;
}
message.CopyExtensionInfo(news);
return(Tuple.Create(news, isNew));
}
