//void ProcessDelta(int delta, bool firstTick)
protected override void GomOnMarketData(Gom.MarketDataType e)
{
int delta = CalcDelta(e);
totalvolume += delta;
hi = Math.Max(hi, totalvolume);
lo = Math.Min(lo, totalvolume);
}
private void OnBarUpdateRealTime()
{
if (FirstTickOfBar)
{
curBarVol = 0;
}
//now we empty the tick queue used in OnMarketData
int queueCount = tickQueue.Count;
// if COBC=true then last tick belongs to next bar
if (CalculateOnBarClose)
{
queueCount--;
}
Gom.MarketDataType tcTemp;
for (int i = 0; i < queueCount; i++)
{
GMktData = tickQueue.Dequeue();
//not the same process if we have to split volume or not.
//if we don't, we send all volume
//we only split on volume chart, if volume is too high, if it is the last tick of the queue and if we asked for splitting
if ((BarsPeriod.Id != PeriodType.Volume) || ((curBarVol + GMktData.Volume) <= MaxVolume) || (i < (queueCount - 1)) || !splitVolume)
{
Gvol2send = GMktData.Volume;
SendMarketData();
}
else
{
//split volume
Gvol2send = Math.Max(MaxVolume - curBarVol, 0);
SendMarketData(); //Math.Max(MaxVolume - curBarVol, 0), FirstTickOfBar);
//requeue remaining volume
//if COBC=true we have to remove the last tick or we will have an ordering problem
if (CalculateOnBarClose)
{
tcTemp = tickQueue.Dequeue();
tickQueue.Enqueue(GMktData);
tickQueue.Enqueue(tcTemp);
}
else
{
tickQueue.Enqueue(GMktData);
}
}
}
}
protected override void GomOnMarketData(Gom.MarketDataType e)
{
curbardelta += CalcDelta(e);
if (curbardelta > 0)
{
curdelta = Math.Max(prevdelta, 0) + curbardelta;
}
if (curbardelta < 0)
{
curdelta = Math.Min(prevdelta, 0) + curbardelta;
}
}
protected override void GomOnMarketData(Gom.MarketDataType e)
{
int delta = CalcDelta(e);
totalvolume += e.Volume;
if (delta > 0)
{
upvolume += delta;
}
if (delta < 0)
{
downvolume += delta;
}
deltavolume += delta;
}
private bool FindFileNameAndOpen(DateTime date)
{
bool found;
Gom.MarketDataType gomData = new Gom.MarketDataType();
if (isRealNinja)
{
found = FindFileNameAndOpen(_RNFiles, ref date);
if (found)
{
_maxtime = date.AddHours(1).Ticks;
File.Delete(GetFileName(date.AddHours(-1), false));
return(true);
}
else
{
_maxtime = DateTime.Now.Ticks;
isRealNinja = false;
long ticktime = 0;
date = new DateTime(curTime.Year, curTime.Month, curTime.Day, curTime.Hour, 0, 0);
found = FindFileNameAndOpen(_NotRNFiles, ref date);
if (found)
{
do
{
GetNextTick(ref gomData);
ticktime = gomData.Time.Ticks;
}while ((ticktime != 0L) && (ticktime <= curTime.Ticks));
}
return(ticktime > 0L);
}
}
else
{
return(FindFileNameAndOpen(_NotRNFiles, ref date));
}
}
private bool FindFileNameAndOpen( DateTime date)
{
bool found;
Gom.MarketDataType gomData=new Gom.MarketDataType();
if (isRealNinja)
{
found=FindFileNameAndOpen(_RNFiles,ref date);
if (found)
{
_maxtime=date.AddHours(1).Ticks;
File.Delete(GetFileName(date.AddHours(-1),false));
return true;
}
else
{
_maxtime=DateTime.Now.Ticks;
isRealNinja=false;
long ticktime=0;
date=new DateTime(curTime.Year,curTime.Month,curTime.Day,curTime.Hour,0,0);
found=FindFileNameAndOpen(_NotRNFiles,ref date);
if (found)
do
{
GetNextTick(ref gomData);
ticktime = gomData.Time.Ticks;
}
while ((ticktime != 0L) && (ticktime <= curTime.Ticks));
return (ticktime>0L);
}
}
else
{
return FindFileNameAndOpen(_NotRNFiles,ref date);
}
}
protected virtual void GomOnMarketData(Gom.MarketDataType e)
{
}
protected int CalcDelta(Gom.MarketDataType e)
{
return(CalcDelta(e.TickType, e.Price, e.Volume, calcMode, backupMode, filterSize, filterMode));
}
private void OnBarUpdateRealTime()
{
if (FirstTickOfBar)
curBarVol = 0;
//now we empty the tick queue used in OnMarketData
int queueCount = tickQueue.Count;
// if COBC=true then last tick belongs to next bar
if (CalculateOnBarClose)
queueCount--;
Gom.MarketDataType tcTemp;
for (int i = 0; i < queueCount; i++)
{
GMktData = tickQueue.Dequeue();
//not the same process if we have to split volume or not.
//if we don't, we send all volume
//we only split on volume chart, if volume is too high, if it is the last tick of the queue and if we asked for splitting
if ((BarsPeriod.Id != PeriodType.Volume) || ((curBarVol + GMktData.Volume) <= MaxVolume) || (i < (queueCount - 1)) || !splitVolume)
{
Gvol2send = GMktData.Volume;
SendMarketData();
}
else
{
//split volume
Gvol2send = Math.Max(MaxVolume - curBarVol, 0);
SendMarketData();//Math.Max(MaxVolume - curBarVol, 0), FirstTickOfBar);
//requeue remaining volume
//if COBC=true we have to remove the last tick or we will have an ordering problem
if (CalculateOnBarClose)
{
tcTemp = tickQueue.Dequeue();
tickQueue.Enqueue(GMktData);
tickQueue.Enqueue(tcTemp);
}
else
tickQueue.Enqueue(GMktData);
}
}
}
