private static Duration CalculateDuration(int barPeriod, BarStructure barStructure)
{
Debug.PositiveInt32(barPeriod, nameof(barPeriod));
switch (barStructure)
{
case BarStructure.Tick:
return(Duration.Zero);
case BarStructure.Second:
return(Duration.FromSeconds(barPeriod));
case BarStructure.Minute:
return(Duration.FromMinutes(barPeriod));
case BarStructure.Hour:
return(Duration.FromHours(barPeriod));
case BarStructure.Day:
return(Duration.FromDays(barPeriod));
case BarStructure.TickImbalance:
case BarStructure.Undefined:
case BarStructure.Volume:
case BarStructure.VolumeImbalance:
case BarStructure.Dollar:
case BarStructure.DollarImbalance:
goto default;
default:
throw ExceptionFactory.InvalidSwitchArgument(barStructure, nameof(barStructure));
}
}
/// <summary>
/// Initializes a new instance of the <see cref="BarSpecification"/> class.
/// </summary>
/// <param name="period">The specification period.</param>
/// <param name="barStructure">The specification resolution.</param>
/// <param name="priceType">The specification quote type.</param>
/// <exception cref="ArgumentOutOfRangeException">If the period is not positive (> 0).</exception>
public BarSpecification(
int period,
BarStructure barStructure,
PriceType priceType)
{
Debug.PositiveInt32(period, nameof(period));
this.Period = period;
this.BarStructure = barStructure;
this.PriceType = priceType;
this.Duration = CalculateDuration(period, barStructure);
}
/// <summary>
/// Returns a bar volumes key from the given arguments.
/// </summary>
/// <param name="symbol">The symbol for the key.</param>
/// <param name="barStructure">The bar structure for the key.</param>
/// <param name="priceType">The price type for the key.</param>
/// <returns>A key string.</returns>
internal static string GetBarVolumesKey(Symbol symbol, BarStructure barStructure, PriceType priceType)
{
return($"{BarsNamespace}:{symbol.Venue.Value}:{symbol.Code}:{barStructure.ToString()}:{priceType.ToString()}:Volumes");
}
