protected virtual void Add(IDataSeries series, IDataObject obj)
{
series.Add(obj.DateTime, obj);
}
protected virtual void Add(IDataSeries series, IDataObject obj)
{
series.Add(obj.DateTime, obj);
}
public static void MakeBars(IDataSeries tradeSeries, IDataSeries barSeries, BarType barType, long barSize)
{
switch (barType)
{
case BarType.Time:
Bar bar1 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
if (bar1 == null || bar1.EndTime <= trade.DateTime)
{
if (bar1 != null)
{
barSeries.Add(bar1.DateTime, bar1);
}
DateTime beginTime = BarMaker.qtghhEheM(trade.DateTime, barSize);
bar1 = new Bar(BarType.Time, barSize, beginTime, beginTime.AddSeconds((double)barSize), trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
}
else
{
if (trade.Price > bar1.High)
{
bar1.High = trade.Price;
}
if (trade.Price < bar1.Low)
{
bar1.Low = trade.Price;
}
bar1.Close = trade.Price;
bar1.Volume += (long)trade.Size;
}
}
if (bar1 != null)
{
barSeries.Add(bar1.DateTime, bar1);
}
barSeries.Flush();
break;
case BarType.Tick:
Bar bar2 = (Bar)null;
int num = 0;
foreach (Trade trade in tradeSeries)
{
if (bar2 == null)
{
bar2 = new Bar(BarType.Tick, barSize, trade.DateTime, trade.DateTime, trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
num = 1;
}
else
{
bar2.EndTime = trade.DateTime;
if (trade.Price > bar2.High)
{
bar2.High = trade.Price;
}
if (trade.Price < bar2.Low)
{
bar2.Low = trade.Price;
}
bar2.Close = trade.Price;
bar2.Volume += (long)trade.Size;
++num;
}
if ((long)num == barSize)
{
barSeries.Add(bar2.DateTime, bar2);
bar2 = (Bar)null;
}
}
if (bar2 != null)
{
barSeries.Add(bar2.DateTime, bar2);
}
barSeries.Flush();
break;
case BarType.Volume:
Bar bar3 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
if (bar3 == null)
{
bar3 = new Bar(BarType.Volume, barSize, trade.DateTime, trade.DateTime, trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
}
else
{
bar3.EndTime = trade.DateTime;
if (trade.Price > bar3.High)
{
bar3.High = trade.Price;
}
if (trade.Price < bar3.Low)
{
bar3.Low = trade.Price;
}
bar3.Close = trade.Price;
bar3.Volume += (long)trade.Size;
}
if (bar3.Volume >= barSize)
{
barSeries.Add(bar3.DateTime, bar3);
bar3 = (Bar)null;
}
}
if (bar3 != null)
{
barSeries.Add(bar3.DateTime, bar3);
}
barSeries.Flush();
break;
case BarType.Range:
Bar bar4 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
DateTime dateTime = trade.DateTime;
double price = trade.Price;
long volume = (long)trade.Size;
if (bar4 == null)
{
bar4 = new Bar(BarType.Range, barSize, dateTime, dateTime, price, price, price, price, volume, 0L);
}
else
{
bar4.EndTime = dateTime;
if (price > bar4.High)
{
bar4.High = price;
}
if (price < bar4.Low)
{
bar4.Low = price;
}
bar4.Volume += volume;
bool flag = false;
while (!flag)
{
if (10000.0 * (bar4.High - bar4.Low) >= (double)barSize)
{
Bar bar5 = new Bar(BarType.Range, barSize, dateTime, dateTime, price, price, price, price, 0L, 0L);
if (bar4.High == price)
{
bar4.High = bar4.Low + barSize / 10000.0;
bar4.Close = bar4.High;
bar5.Low = bar4.High;
}
if (bar4.Low == price)
{
bar4.Low = bar4.High - barSize / 10000.0;
bar4.Close = bar4.Low;
bar5.High = bar4.Low;
}
barSeries.Add(bar4.DateTime, bar4);
bar4 = bar5;
flag = 10000.0 * (bar5.High - bar5.Low) < (double)barSize;
}
else
{
flag = true;
}
}
}
}
if (bar4 != null)
{
barSeries.Add(bar4.DateTime, bar4);
}
barSeries.Flush();
break;
default:
throw new NotImplementedException("BarType Invalid: " + barType);
}
}
public static void MakeBars(IDataSeries tradeSeries, IDataSeries barSeries, BarType barType, long barSize)
{
switch (barType)
{
case BarType.Time:
Bar bar1 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
if (bar1 == null || bar1.EndTime <= trade.DateTime)
{
if (bar1 != null)
barSeries.Add(bar1.DateTime, bar1);
DateTime beginTime = BarMaker.qtghhEheM(trade.DateTime, barSize);
bar1 = new Bar(BarType.Time, barSize, beginTime, beginTime.AddSeconds((double)barSize), trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
}
else
{
if (trade.Price > bar1.High)
bar1.High = trade.Price;
if (trade.Price < bar1.Low)
bar1.Low = trade.Price;
bar1.Close = trade.Price;
bar1.Volume += (long)trade.Size;
}
}
if (bar1 != null)
barSeries.Add(bar1.DateTime, bar1);
barSeries.Flush();
break;
case BarType.Tick:
Bar bar2 = (Bar)null;
int num = 0;
foreach (Trade trade in tradeSeries)
{
if (bar2 == null)
{
bar2 = new Bar(BarType.Tick, barSize, trade.DateTime, trade.DateTime, trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
num = 1;
}
else
{
bar2.EndTime = trade.DateTime;
if (trade.Price > bar2.High)
bar2.High = trade.Price;
if (trade.Price < bar2.Low)
bar2.Low = trade.Price;
bar2.Close = trade.Price;
bar2.Volume += (long)trade.Size;
++num;
}
if ((long)num == barSize)
{
barSeries.Add(bar2.DateTime, bar2);
bar2 = (Bar)null;
}
}
if (bar2 != null)
barSeries.Add(bar2.DateTime, bar2);
barSeries.Flush();
break;
case BarType.Volume:
Bar bar3 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
if (bar3 == null)
{
bar3 = new Bar(BarType.Volume, barSize, trade.DateTime, trade.DateTime, trade.Price, trade.Price, trade.Price, trade.Price, (long)trade.Size, 0L);
}
else
{
bar3.EndTime = trade.DateTime;
if (trade.Price > bar3.High)
bar3.High = trade.Price;
if (trade.Price < bar3.Low)
bar3.Low = trade.Price;
bar3.Close = trade.Price;
bar3.Volume += (long)trade.Size;
}
if (bar3.Volume >= barSize)
{
barSeries.Add(bar3.DateTime, bar3);
bar3 = (Bar)null;
}
}
if (bar3 != null)
barSeries.Add(bar3.DateTime, bar3);
barSeries.Flush();
break;
case BarType.Range:
Bar bar4 = (Bar)null;
foreach (Trade trade in tradeSeries)
{
DateTime dateTime = trade.DateTime;
double price = trade.Price;
long volume = (long)trade.Size;
if (bar4 == null)
{
bar4 = new Bar(BarType.Range, barSize, dateTime, dateTime, price, price, price, price, volume, 0L);
}
else
{
bar4.EndTime = dateTime;
if (price > bar4.High)
bar4.High = price;
if (price < bar4.Low)
bar4.Low = price;
bar4.Volume += volume;
bool flag = false;
while (!flag)
{
if (10000.0 * (bar4.High - bar4.Low) >= (double)barSize)
{
Bar bar5 = new Bar(BarType.Range, barSize, dateTime, dateTime, price, price, price, price, 0L, 0L);
if (bar4.High == price)
{
bar4.High = bar4.Low + barSize / 10000.0;
bar4.Close = bar4.High;
bar5.Low = bar4.High;
}
if (bar4.Low == price)
{
bar4.Low = bar4.High - barSize / 10000.0;
bar4.Close = bar4.Low;
bar5.High = bar4.Low;
}
barSeries.Add(bar4.DateTime, bar4);
bar4 = bar5;
flag = 10000.0 * (bar5.High - bar5.Low) < (double)barSize;
}
else
flag = true;
}
}
}
if (bar4 != null)
barSeries.Add(bar4.DateTime, bar4);
barSeries.Flush();
break;
default:
throw new NotImplementedException("BarType Invalid: " + barType);
}
}
