/// <summary>
/// Execute the on bar event for each new bar to be processed by the associated modules
/// </summary>
/// <param name="bar"></param>
public void OnBar(Bar bar)
{
LocalLog(LogLevel.Trace, "OnBar: Processing bar Symbol: {0}, Interval: {1}", bar.Symbol, bar.CustomInterval);
//Check for BackFilling
IsBackfilling = BackFillingBars > 0;
//Execute all OnBar events (Indicators first)
if (string.IsNullOrWhiteSpace(bar.Symbol))
{
return;
}
DataStream stream = Portfolio.Streams[bar.Symbol];
if (stream == null || stream.Security == null || stream.Security.Name != bar.Symbol)
{
LocalLog(LogLevel.Error, "Could not find stream for symbol {0}", bar.Symbol);
}
//Execute all OnBar events (Indicators)
Exec.InvokeAll(_invokeOnBar, bar, stream, typeof(IndicatorModule), typeof(Indicators.IndicatorBase));
//Execute all OnBar events (nonIndicators)
Exec.InvokeAllExclude(_invokeOnBar, bar, typeof(IndicatorModule), typeof(Indicators.IndicatorBase));
//check for main timeframe
if (bar.CustomInterval != (int)TimeFrame.TotalSeconds)
{
LocalLog(LogLevel.Trace, "OnBar: Bar is discarded for agent calc events, expected interval: {0} but found interval: {1}", TimeFrame.TotalSeconds, bar.CustomInterval);
return;
}
else
{
LocalLog(LogLevel.Trace, "OnBar: Bar is processed for agent calc event, found interval: {0}", bar.CustomInterval);
}
//Check all entry module logic
ClearAgentSate();
Exec.InvokeAll(OnCalcEvents, typeof(EntryModule));
Entry();
//Check all exit module logic
ClearAgentSate();
Exec.InvokeAll(OnCalcEvents, typeof(ExitModule));
Exit();
}
//Test correct default behavior
public void TestInvokeReturn_Default()
{
//Arrange
List <InvokeLinkFunc <Bar, Tick, bool> > OnTest = new List <InvokeLinkFunc <Bar, Tick, bool> >();
OnTest.Add(new InvokeLinkFunc <Bar, Tick, bool>()
{
ParmType = typeof(Bar),
Action = TestOnMultipleReturn,
BaseType = typeof(TestReflectionInvoke),
DataStreams = new[] { _stream },
ReturnType = typeof(bool),
SecondParmType = typeof(Tick)
});
//Act
_sut.InvokeAll(OnTest, _bardata, _tickdata);
//Assert
_touchedbar.Should().BeTrue();
_touchedtick.Should().BeTrue();
OnTest.All(x => x.Result != null && x.Result == true).Should().BeTrue();
}