Beispiel #1
0
 public DateTime closeTime()
 {
     Bomb.unless(left.closeAt().Equals(right.closeAt()), () =>
                 "both symbols in a pair need to have the same close time for the pair to have a close time.  " + ymdHuman(left.closeAt()) + " != " + ymdHuman(right.closeAt()));
     return(left.closeAt());
 }
Beispiel #2
0
 internal void processTick(Tick tick, Symbol symbol)
 {
     lock (partialBars) {
         trades.Clear();
         var price    = tick.price;
         var runClose = bridge.runOnClose() && !hasRunLiveClose && now().CompareTo(symbol.closeAt()) >= 0;
         fillOrders(symbol, tick, order => price, runClose);
         bridge.processTick(symbol, tick);
         gottenTicks = true;
         if (runClose)
         {
             hasRunLiveClose = true;
         }
     }
 }