internal void Merge(OverridedQ overridedQuotation)
{
if (this.High.IsEmpty || decimal.Parse(overridedQuotation.Bid) >= decimal.Parse(this.High.OverridedQuotation.Bid))
{
if (!this.High.IsEmpty && this.Low.IsEmpty)
{
this.Low = new QuotationPair(this.High);
}
this.High = new QuotationPair(overridedQuotation);
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last = QuotationPair.Empty;
}
}
else if (this.Low.IsEmpty || decimal.Parse(overridedQuotation.Bid) <= decimal.Parse(this.Low.OverridedQuotation.Bid))
{
this.Low = new QuotationPair(overridedQuotation);
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last = QuotationPair.Empty;
}
}
else if (this.Last.IsEmpty || overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last = new QuotationPair(overridedQuotation);
}
}
public AlertOverridedQuotation(OverridedQ overridedQ, AlertInstrument instrument)
{
this.instrument = instrument;
this.quotePolicyID = overridedQ.QuotePolicyID;
this.timestamp = overridedQ.Timestamp;
this.ask = instrument.CreatePriceFromString(overridedQ.Ask);
this.bid = instrument.CreatePriceFromString(overridedQ.Bid);
this.high = instrument.CreatePriceFromString(overridedQ.High);
this.low = instrument.CreatePriceFromString(overridedQ.Low);
}
internal static Quotation Create(OverridedQ overridedQuotation)
{
return(Quotation.Create(overridedQuotation.InstrumentID, overridedQuotation.Ask,
overridedQuotation.Bid, overridedQuotation.High, overridedQuotation.Low, overridedQuotation.Timestamp, Settings.Setting.Default));
}
internal QuotationPair(QuotationPair pair)
{
_quotation = pair.OverridedQuotation;
}
internal QuotationPair(OverridedQ quotation)
{
_quotation = quotation;
}
