protected override sealed void OnBarUpdate()
{
GomOnBarUpdate();
if (BarsInProgress == 0)
{
if (Historical)
{
MasterInstrument MI = Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession || (BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType == InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge) && !writeData && !Bars.Instrument.FullName.Contains("##-##"))
{
RolloverContract();
}
OnBarUpdateHistorical();
}
else
{
if (dataManagerNotDisposedOf)
{
if (!writeData)
{
fm.Dispose();
fm = null;
dataManagerNotDisposedOf = false;
}
}
OnBarUpdateRealTime();
}
GomOnBarUpdateDone();
}
}
protected override sealed void OnTermination()
{
GomOnTermination();
if (fm != null)
{
fm.Dispose();
fm = null;
}
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
{
MaxVolume = BarsPeriod.Value;
}
if (BarsPeriod.Id == PeriodType.Tick)
{
MaxTick = BarsPeriod.Value;
}
fm = (Gom.IDataManager)Activator.CreateInstance(Gom.DataManagerList.Type[iDataManager]);
fm.Initialize(BarsArray[0].Instrument.FullName, writeData, this);
GomOnStartUp();
}
protected override sealed void OnTermination()
{
GomOnTermination();
if (fm != null)
{
fm.Dispose();
fm = null;
}
}
protected override sealed void OnBarUpdate()
{
GomOnBarUpdate();
if(BarsInProgress==0)
{
if (Historical)
{
MasterInstrument MI=Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession||(BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType==InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge)&& !writeData && !Bars.Instrument.FullName.Contains("##-##"))
RolloverContract();
OnBarUpdateHistorical();
}
else
{
if (dataManagerNotDisposedOf)
{
if (!writeData)
{
fm.Dispose();
fm=null;
dataManagerNotDisposedOf=false;
}
}
OnBarUpdateRealTime();
}
GomOnBarUpdateDone();
}
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
MaxVolume = BarsPeriod.Value;
if (BarsPeriod.Id == PeriodType.Tick)
MaxTick = BarsPeriod.Value;
fm = (Gom.IDataManager)Activator.CreateInstance(Gom.DataManagerList.Type[iDataManager]);
fm.Initialize(BarsArray[0].Instrument.FullName, writeData, this);
GomOnStartUp();
}