public TimedBar Merge(SymbolBar nextSymbolBar)
{
var nextBar = nextSymbolBar.Bar;
var current = this;
if (nextSymbolBar.Time != default(DateTime))
{
High = Math.Max(current.High, nextBar.High);
Low = Math.Min(current.Low, nextBar.Low);
Close = nextBar.Close;
Volume = current.Volume + nextBar.Volume;
}
return(this);
//return new TimedBar
//{
// OpenTime = current.OpenTime,
// Open = current.Open,
// Close = next.Close,
// High = Math.Max(current.High, next.High),
// Low = Math.Min(current.Low, next.Low),
// Volume = current.Volume + next.Volume
//};
}
public TimedBar(SymbolBar b)
{
this.OpenTime = b.Time;
this.High = b.Bar.High;
this.Low = b.Bar.Low;
this.open = b.Bar.Open;
this.Close = b.Bar.Close;
this.Volume = b.Bar.Volume;
Validate();
}
public virtual void OnBar(SymbolBar bar)
{
}
public void OnBar(string symbolCode, SymbolBar bar, TimeFrame timeFrame)
{
OnBar(symbolCode, timeFrame, new TimedBar(bar));
}