private DayBar CreateDayBar(HitTicker hitTicker)
{
var dayBar = new DayBar(hitTicker.Symbol, hitTicker.Timestamp);
if (hitTicker.Last.HasValue && hitTicker.Open.HasValue)
{
dayBar.Change = (double)(hitTicker.Last - hitTicker.Open);
dayBar.ChangePercentage = (double)((hitTicker.Last - hitTicker.Open) / hitTicker.Open) * 100;
dayBar.Open = (double)hitTicker.Open;
}
if (hitTicker.High.HasValue)
{
dayBar.High = (double)hitTicker.High;
}
if (hitTicker.Low.HasValue)
{
dayBar.Low = (double)hitTicker.Low;
}
if (hitTicker.Volume.HasValue)
{
dayBar.Volume = (double)hitTicker.Volume;
}
return(dayBar);
}
private Quote CreateQuote(HitTicker hitTicker)
{
string symbol = hitTicker.Symbol;
double bid = hitTicker.Bid.HasValue ? (double)hitTicker.Bid : double.NaN;
double ask = hitTicker.Ask.HasValue ? (double)hitTicker.Ask : double.NaN;
DateTime dateTime = hitTicker.Timestamp;
return(new Quote(symbol, bid, double.NaN, ask, double.NaN, dateTime));
}
