internal BarSlice GetSlice(long barSize)
{
BarSlice barSlice = null;
this.table.TryGetValue(barSize, out barSlice);
return(barSlice);
}
internal void AddBar(Instrument instrument, Bar bar)
{
BarSlice barSlice = null;
if (!this.table.TryGetValue(bar.Size, out barSlice))
{
barSlice = new BarSlice(this.InstrumentsCount);
this.table.Add(bar.Size, barSlice);
}
barSlice.AddBar(instrument, bar);
}
internal void AddBar(Instrument instrument, Bar bar)
{
BarSlice barSlice = null;
if (!this.table.TryGetValue(bar.Size, out barSlice))
{
barSlice = new BarSlice(this.InstrumentsCount);
this.table.Add(bar.Size, barSlice);
}
barSlice.AddBar(instrument, bar);
}
public void SetNewBarSlice(long barSize)
{
try
{
BarSlice slice = this.barSliceManager.GetSlice(barSize);
if (slice != null)
{
foreach (KeyValuePair <FreeQuant.Instruments.Instrument, FreeQuant.Data.Bar> keyValuePair in slice.Table)
{
this.OnNewBar(keyValuePair.Key, keyValuePair.Value);
}
slice.Reset();
}
foreach (Strategy strategy in this.strategies.Values)
{
strategy.OnBarSlice(barSize);
}
}
catch (Exception ex)
{
this.EmitError(ex);
}
}