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;
}
public GomNinjaTickFileManager(bool isInstr, string name, double tickSize, bool writeData, Gom.FileModeType fileMode)
{
if (isInstr)
{ _InstrName = name;
_TickSize=tickSize;
}
}
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;
}
protected int CalcDelta(Gom.MarketDataType e)
{
return CalcDelta(e.TickType,e.Price,e.Volume,calcMode,backupMode,filterSize,filterMode);
}
public FileManagerShort(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode)
: base(isInstr, name, tickSize, writedata, fileMode) { }
public FileManagerBinary(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode)
: base(isInstr, name, tickSize, writedata, fileMode)
{
_isBinary = true;
}
public FileManagerFlat(bool isInstr, string name, double tickSize, bool writedata, Gom.FileModeType fileMode)
: base(isInstr, name, tickSize, writedata, fileMode)
{
_useMillisec = true;
}
public FileManager(bool isInstr, string name, double tickSize, bool writeData, Gom.FileModeType fileMode)
: this()
{
if (isInstr)
_InstrName = name;
else
_converterFileName = name;
_tickSize = tickSize;
_writeData = writeData;
_fileMode = fileMode;
}
//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);
}
public Indicator.GomCD GomCD(GomCDCalculationModeType calcMode, GomCDChartType chart, string fileFormat, Gom.FileModeType fileModeType,GomFilterModeType filterMode, int filterSize, bool reinitSession)
{
Indicator.GomCD indy = _indicator.GomCD(calcMode,chart,fileFormat,filterMode,filterSize,reinitSession);
indy.FileMode=fileModeType;
return indy;
}
protected virtual void GomOnMarketData(Gom.MarketDataType e)
{ }
