Example #1
0
 private static void FillBar(int period, string pair, t_Bar bar, Rate t)
 {
     bar.Pair      = pair;
     bar.Period    = period;
     bar.StartDate = t.StartDate;
     bar.AskHigh   = (float)t.AskHigh;
     bar.AskLow    = (float)t.AskLow;
     bar.AskOpen   = (float)t.AskOpen;
     bar.AskClose  = (float)t.AskClose;
     bar.BidHigh   = (float)t.BidHigh;
     bar.BidLow    = (float)t.BidLow;
     bar.BidOpen   = (float)t.BidOpen;
     bar.BidClose  = (float)t.BidClose;
 }
Example #2
0
 private static t_Bar FillBar(int period, string pair, t_Bar bar, Rate t)
 {
     bar.Pair      = pair;
     bar.Period    = period;
     bar.StartDate = t.StartDate2;
     bar.AskHigh   = (float)t.AskHigh;
     bar.AskLow    = (float)t.AskLow;
     bar.AskOpen   = (float)t.AskOpen;
     bar.AskClose  = (float)t.AskClose;
     bar.BidHigh   = (float)t.BidHigh;
     bar.BidLow    = (float)t.BidLow;
     bar.BidOpen   = (float)t.BidOpen;
     bar.BidClose  = (float)t.BidClose;
     bar.Volume    = t.Volume;
     bar.Row       = new[] { t }.OfType <Tick>().Select(tick => tick.Row).DefaultIfEmpty().Single();
     return(bar);
 }