/// <summary>
/// 到来一个新的Tick，更新Bar
/// </summary>
/// <param name="tick"></param>
public void AddTick(Tick tick)
{
#region
if (tick == null)
{
ChangeState = 4;
return;
}
double turnover = 0;
double volume = 0;
lock (_lockobj)
{
// 第一个tick
if (_lasttick != null)
{
turnover = _lasttick.Turnover;
volume = _lasttick.Volume;
}
else
{
if (_blive)
{
_diff = tick.DateTime - DateTime.Now;
}
foreach (var bar in _bars)
{
if (bar.TradingDate == TradingDay)
{
turnover = turnover + bar.Turnover;
volume = volume + bar.Volume;
}
}
//for (int i = _bars.Count - 1; i >= _bars.Count - _posBar - 1; --i)
//{
// if (_bars[i].Open > 0)
// break;
// _bars[i].Open = _bars[i].High = _bars[i].Low = _bars[i].Close = _bars[i].PreClose = tick.OpenPrice;
// _bars[i].OpenInterest = tick.PreOpenInterest;
// if (i == _bars.Count - _posBar - 1)
// {
// if (tick.PreSettlementPrice > 0)
// _bars[i].PreClose = tick.PreSettlementPrice;
// else
// _bars[i].PreClose = tick.PreClosePrice;
// }
//}
}
if (IsEnd)
{
ChangeState = 4;
return;
}
int idx;
int ir = MoveTo(tick.DateTime, out idx);
if (ir == -1)
{
ChangeState = 4;
return;
}
_lasttick = tick;
var baropencount = 0;
var barclosecount = 0;
for (; _posTime < idx; ++_posTime)
{
DateTimeSlice currentT = _lstslice[_posTime];
if (_posBar == _posTime)
{
++barclosecount;
_bars.Last.CloseBar(currentT.EndTime);
OnBarClosed(_bars.Last);
}
else
{
#region 20150628 去掉空Bar
if (AllBlankBar)
{
++baropencount;
var bar = new Bar {
BeginTime = currentT.BeginTime
};
if (_posBar >= 0)
{
bar.Close = bar.PreClose = bar.Open = bar.High = bar.Low = _bars.Last.Close;
bar.OpenInterest = _bars.Last.OpenInterest;
}
else if (_lasttick != null)
{
if (_lasttick.PreSettlementPrice > 0)
{
bar.Close =
bar.PreClose = bar.Open = bar.High = bar.Low = _lasttick.PreSettlementPrice;
}
else
{
bar.Close = bar.PreClose = bar.Open = bar.High = bar.Low = _lasttick.PreClosePrice;
}
bar.OpenInterest = _lasttick.PreOpenInterest;
}
bar.TradingDate = tick.TradingDay;
_bars.Add(bar);
++barclosecount;
_bars.Last.CloseBar(currentT.EndTime);
OnBarClosed(_bars.Last);
}
#endregion
++_posBar;
}
}
if (ir == 0)
{
if (_posBar == _posTime)
{
Bar bar = _bars.Last;
bar.AddTick(tick);
bar.Turnover = bar.Turnover + tick.Turnover - turnover;
bar.Volume = bar.Volume + tick.Volume - volume;
}
else
{
Bar lastbar = _bars.Last;
Bar bar = new Bar {
TradingDate = TradingDay
};
bar.OpenBar(_lstslice[_posTime].BeginTime, tick, lastbar, _posTime == 0);
if (lastbar != null)
{
bar.Turnover = tick.Turnover - turnover;
bar.Volume = tick.Volume - volume;
}
else
{
bar.Turnover = tick.Turnover;
bar.Volume = tick.Volume;
}
_bars.Add(bar);
++baropencount;
OnBarOpened(bar);
++_posBar;
}
}
if (baropencount == 0 && barclosecount == 0)
{
ChangeState = 0;
return;
}
if (baropencount > barclosecount)
{
ChangeState = 2;
return;
}
if (barclosecount > baropencount)
{
ChangeState = 1;
return;
}
ChangeState = 3;
}
#endregion
}