public virtual Cross Crosses(TimeSeries series, DateTime dateTime)
{
return(EnumConverter.Convert(this.series.Crosses(series.series, dateTime)));
}
public virtual Cross Crosses(double level, Bar bar)
{
return(EnumConverter.Convert(this.series.Crosses(level, this.series.GetIndex(bar.DateTime))));
}
public virtual Cross Crosses(BarSeries series, Bar bar, BarData barData)
{
return(EnumConverter.Convert(this.series.Crosses(series.series, bar.bar, (int)barData)));
}
public virtual Cross Crosses(Indicator indicator, DateTime dateTime)
{
return(EnumConverter.Convert(this.series.Crosses(indicator.indicator, dateTime)));
}
public static void Add(Instrument instrument, DateTime datetime, BidAsk side, OrderBookAction action, int position, double price, int size)
{
DataManager.Add(instrument, new OrderBookUpdate(new MarketDepth(datetime, string.Empty, position, EnumConverter.Convert(action), EnumConverter.Convert(side), price, size)));
}
public virtual Cross Crosses(BarSeries series, Bar bar)
{
return(EnumConverter.Convert(this.series.Crosses(series.series, bar.bar)));
}
public virtual Cross Crosses(BarSeries series, Bar bar)
{
return(EnumConverter.Convert(this.series.Crosses((FreeQuant.Series.TimeSeries)series.series, bar.bar)));
}
public static BarSeries GetHistoricalBars(Instrument instrument, DateTime begin, DateTime end, BarType barType, long barSize)
{
FreeQuant.Instruments.Instrument instrument1 = Map.OQ_FQ_Instrument[(object)instrument] as FreeQuant.Instruments.Instrument;
if (barSize == 86400)
{
return(new BarSeries((FreeQuant.Series.BarSeries)FreeQuant.Instruments.DataManager.GetDailySeries(instrument1, begin, end)));
}
else
{
return(new BarSeries(FreeQuant.Instruments.DataManager.GetBarSeries(instrument1, begin, end, EnumConverter.Convert(barType), barSize)));
}
}
public virtual Cross Crosses(BarSeries series, Bar bar, BarData barData)
{
return(EnumConverter.Convert(((FreeQuant.Series.TimeSeries) this.indicator).Crosses((FreeQuant.Series.TimeSeries)series.series, bar.bar, (int)barData)));
}
public virtual Cross Crosses(double level, Bar bar)
{
return(EnumConverter.Convert(((FreeQuant.Series.TimeSeries) this.indicator).Crosses(level, ((FreeQuant.Series.TimeSeries) this.indicator).GetIndex(bar.DateTime))));
}
public virtual Cross Crosses(Indicator indicator, Bar bar)
{
return(EnumConverter.Convert(((FreeQuant.Series.TimeSeries) this.indicator).Crosses((FreeQuant.Series.TimeSeries)indicator.indicator, bar.bar)));
}
///<summary>
/// Checks if this indicator crosses a bar series above at specified dateTime
///</summary>
public virtual Cross Crosses(TimeSeries series, DateTime dateTime)
{
return(EnumConverter.Convert(((FreeQuant.Series.TimeSeries) this.indicator).Crosses((FreeQuant.Series.TimeSeries)series.series, dateTime)));
}
private BarRequest(SmartQuant.Data.BarType barType, long barSize, bool isBarFactoryRequest) : this(EnumConverter.Convert(barType), barSize, isBarFactoryRequest)
{
}
public Cross Crosses(Indicator indicator, Bar bar)
{
return(EnumConverter.Convert(this.series.Crosses(indicator.indicator, bar.bar)));
}
public void Add(BarType barType, long size, DateTime beginTime, DateTime endTime, double open, double high, double low, double close, long volume, long openInt)
{
this.series.Add(new SmartQuant.Data.Bar(EnumConverter.Convert(barType), size, beginTime, endTime, open, high, low, close, volume, openInt));
}