protected override void Add(DataEntry entry)
{
if (this.bar == null) this.CreateNewBar(BarType.Volume, entry.DateTime, entry.DateTime, entry.Items[0].Price);
this.AddItemsToBar(entry.Items);
this.bar.bar.EndTime = entry.DateTime;
if (this.bar.Volume < this.newBarSize)
return;
this.EmitNewCompressedBar();
this.bar = null;
}
protected override void Add(DataEntry entry)
{
if (this.bar == null || this.bar.EndTime <= entry.DateTime)
{
if (this.bar != null) this.EmitNewCompressedBar();
DateTime barBeginTime = this.GetBarBeginTime(entry.DateTime);
DateTime endTime = barBeginTime.AddSeconds(this.newBarSize);
this.CreateNewBar(BarType.Time, barBeginTime, endTime, entry.Items[0].Price);
}
this.AddItemsToBar(entry.Items);
}
protected override void Add(DataEntry entry)
{
if (this.bar == null) this.CreateNewBar(BarType.Tick, entry.DateTime, entry.DateTime, entry.Items[0].Price);
this.AddItemsToBar(entry.Items);
this.bar.bar.EndTime = entry.DateTime;
this.tickCount += this.oldBarSize;
if (this.tickCount != this.newBarSize)
return;
this.EmitNewCompressedBar();
this.bar = null;
this.tickCount = 0;
}
protected override void Add(DataEntry entry)
{
double price = entry.Items[0].Price;
if (this.bar == null)
{
base.CreateNewBar(global::OpenQuant.API.BarType.Range, entry.DateTime, entry.DateTime, price);
return;
}
base.AddItemsToBar(entry.Items);
this.bar.bar.EndTime = entry.DateTime;
bool flag = false;
while (!flag)
{
if (10000.0 * (this.bar.High - this.bar.Low) >= (double)this.newBarSize)
{
global::OpenQuant.API.Bar bar = new global::OpenQuant.API.Bar(new SmartQuant.Data.Bar(SmartQuant.Data.BarType.Range, this.newBarSize, entry.DateTime, entry.DateTime, price, price, price, price, 0L, 0L));
if (this.bar.High == price)
{
this.bar.bar.High = this.bar.Low + (double)this.newBarSize / 10000.0;
this.bar.bar.Close = this.bar.High;
bar.bar.Low = this.bar.High;
}
if (this.bar.Low == price)
{
this.bar.bar.Low = this.bar.High - (double)this.newBarSize / 10000.0;
this.bar.bar.Close = this.bar.Low;
bar.bar.High = this.bar.Low;
}
base.EmitNewCompressedBar();
this.bar = bar;
flag = (10000.0 * (this.bar.High - this.bar.Low) < (double)this.newBarSize);
}
else
{
flag = true;
}
}
}
protected abstract void Add(DataEntry entry);
