public TimeframeItem(Timeframes tf)
{
this.Tf = tf;
string[] names = TfHelper.GetTimeframeNames(tf);
this.ShortName = names[0];
this.Name = names[1];
}
public Bar(DateTime time, Timeframes tf)
: this()
{
var dates = TfHelper.GetDates(time, tf);
this.Time = dates[0];
this.NextBarTime = dates[1];
}
/// <summary>
/// Add new tick to BarRow.
/// BarRow automatically creates new bars.
/// </summary>
/// <param name="time"></param>
/// <param name="price"></param>
/// <param name="count"></param>
public void AddTick(DateTime time, decimal price, long count)
{
if (Timeframe == Timeframes.Tick)
{
_curBar = new Bar(time, time, price, price, price, price, count);
CloseBar();
}
else
{
if (_isNewBar)
{
DateTime[] bds = TfHelper.GetDates(time, Timeframe);
_curBar = new Bar(bds[0], bds[1], price, price, price, price, count);
_nextBarTime = bds[1];
_isNewBar = false;
_bars.Add(_curBar);
_timeline.Add(_curBar.Time, Timeframe);
RaiseOnChangeBar(_bars.Count - 1);
}
else
{
if (time < _nextBarTime)
{
_curBar.Close = price;
if (_curBar.High < price)
{
_curBar.High = price;
}
if (_curBar.Low > price)
{
_curBar.Low = price;
}
_curBar.Volume += count;
RaiseOnChangeBar(_bars.Count - 1);
}
else
{
CloseBar();
DateTime[] bds = TfHelper.GetDates(time, Timeframe);
_curBar = new Bar(bds[0], bds[1], price, price, price, price, count);
_nextBarTime = bds[1];
_bars.Add(_curBar);
_timeline.Add(_curBar.Time, Timeframe);
RaiseOnChangeBar(_bars.Count - 1);
}
}
}
}
/// <summary>
/// Add new time interval.
/// </summary>
/// <param name="date">Start time</param>
/// <param name="tf">Timeframe</param>
public void Add(DateTime date, Timeframes tf)
{
DateTime[] dts = TfHelper.GetDates(date, tf);
_dates.Add(new BarDate(dts[0], dts[1]));
}
public HistoryProviderTimeframe(Timeframes tf)
{
this.tf = tf;
names = TfHelper.GetTimeframeNames(tf);
}
