public SymbolBar(string code, TimedBar bar)
{
this.Code = code;
this.Bar = new Bar
{
Open = bar.Open,
High = bar.High,
Low = bar.Low,
Close = bar.Close,
Volume = bar.Volume,
};
this.Time = bar.OpenTime;
}
private void M1_Bar(TimedBar m1Bar, bool isPartial)
{
var serverTime = Account.ServerTime;
//if (!IsSamePeriod(m1Bar.Time, Account.ServerTime) && m1Bar.Time < Account.ServerTime)
//{
// logger.LogWarning($"[BAR] Got old {SymbolCode} bar for time {m1Bar.Time } when server time is {Account.ServerTime}");
//}
if (m1Bar.OpenTime > ServerTimeFromM1Bar)
{
ServerTimeFromM1Bar = m1Bar.OpenTime; // May trigger a bar from previous minute, for all symbols, after a delay (to wait for remaining ticks to come in)
}
//#if FromTickToMinute
if (bar.IsValid && !IsSamePeriod(bar.OpenTime, m1Bar.OpenTime))
{
// Immediately Trigger a finished bar even after starting the timer above.
RaiseTimeFrameBar(bar);
bar = TimedBar.Invalid;
}
if (!bar.IsValid)
{
bar = new TimedBar()
{
OpenTime = MarketSeries.TimeFrame.GetPeriodStart(m1Bar.OpenTime),
Open = m1Bar.Open,
High = m1Bar.High,
Low = m1Bar.Low,
Close = m1Bar.Close,
Volume = m1Bar.Volume,
};
}
else
{
bar = bar.Merge(m1Bar);
}
if (double.IsNaN(bar.Volume)) // REVIEW - is this correct for volume?
{
bar.Volume = 1;
}
else
{
bar.Volume++;
}
}
private void RaiseTimeFrameBar(TimedBar bar, bool finishedBar = true)
{
lock (M1BarToTimeFrameBarLock)
{
//var bar = tickToMinuteBars[symbolCode];
if (!bar.IsValid)
{
return;
}
var partial = finishedBar ? "" : " PARTIAL";
Debug.WriteLine($"[M1 to {MarketSeries.ToString()}] {bar}{partial}");
((IMarketSeriesInternal)this.MarketSeries).OnBar(bar, finishedBar);
bar = TimedBar.New;
}
}
public TimedBar Merge(TimedBar next)
{
var current = this;
if (next.OpenTime != null)
{
High = Math.Max(current.High, next.High);
Low = Math.Min(current.Low, next.Low);
Close = next.Close;
Volume = current.Volume + next.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
//};
}
static TimedBar()
{
Invalid = New;
}
private void M1_Bar(TimedBar m1Bar)
{
M1_Bar(m1Bar, false);
}
public virtual void OnBar(string symbolCode, TimeFrame timeFrame, TimedBar bar)
{
}
public void OnBar(IMarketSeries series, TimedBar bar)
{
OnBar(series.SymbolCode, series.TimeFrame, bar);
}
