private static void EmitNewBarOpen(object sender, BarEventArgs e)
{
if (ProviderManager.threadSafe)
{
Monitor.Enter(ProviderManager.dataLock);
}
try
{
if (ProviderManager.NewBarOpen != null)
{
ProviderManager.NewBarOpen(sender, e);
}
}
finally
{
if (ProviderManager.threadSafe)
{
Monitor.Exit(ProviderManager.dataLock);
}
}
}
private void OnNewBar(object sender, BarEventArgs args)
{
if (!this.isRunning || !this.cbxBars.Checked)
return;
this.queue.Enqueue((Action) (() =>
{
Instrument local_0 = ((IntradayEventArgs) args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
return;
local_0.Add(args.Bar);
++local_1.Bars;
}));
}
private static void OnNewBarOpen(object sender, BarEventArgs e)
{
if (Trace.IsLevelEnabled(TraceLevel.Verbose))
Trace.WriteLine("(Open)Bar {0}" + e);
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument != null)
instrument.EmitNewBarOpen(e);
}
private static void OnNewBar(object sender, BarEventArgs e)
{
if (Trace.IsLevelEnabled(TraceLevel.Verbose))
Trace.WriteLine("Bar {0}" + e);
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument == null)
return;
DataManager.barSeriesList.Add(instrument, e.Bar);
BarSeries barSeries = DataManager.barSeriesList[instrument, e.Bar.BarType, e.Bar.Size];
// TODO:HEHEHHE
if (DataManager.barArrayLength != -1 && barSeries.Count > DataManager.barArrayLength)
((TimeSeries)barSeries).Remove(0);
instrument.EmitNewBar(e);
}
internal void o5eWrOl4Ph(BarEventArgs obj0)
{
try
{
Instrument instrument = obj0.Instrument as Instrument;
Bar bar = obj0.Bar;
foreach (StrategyBase strategyBase in this.MU0WP1r0b1(obj0.Provider, instrument))
strategyBase.JW6Z7vfHf(instrument, bar);
this.metaMoneyManager.OnBar(instrument, bar);
this.OnNewBar(instrument, bar);
}
catch (Exception ex)
{
this.x6bWBlLIvv(ex);
}
}
internal void vJjWTiUXYj(BarEventArgs obj0)
{
try
{
Instrument instrument = obj0.Instrument as Instrument;
Bar bar = obj0.Bar;
foreach (StrategyBase strategyBase in this.MU0WP1r0b1(obj0.Provider, instrument))
strategyBase.vUSqZnOXC(instrument, bar);
this.metaMoneyManager.OnBarOpen(instrument, bar);
this.OnNewBarOpen(instrument, bar);
}
catch (Exception ex)
{
this.x6bWBlLIvv(ex);
}
}
private void OyPFEsHGL2(object obj0, BarEventArgs obj1)
{
if (!this.A8bFJItyyx.BarFilter.Contains(obj1.Bar.BarType, obj1.Bar.Size))
return;
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
if (singleOrder.OrdType == OrdType.Market)
{
this.Y18FFPmDy5((Quote) null, (Trade) null, obj1.Bar);
}
else
{
if (obj1.Bar == null || !this.A8bFJItyyx.FillOnBar)
return;
double open = obj1.Bar.Open;
if (open == 0.0)
return;
this.wYBFLwFB4S(open, singleOrder.OrderQty);
}
}
private void YgkFRBfPV0(object obj0, BarEventArgs obj1)
{
if (!this.A8bFJItyyx.BarFilter.Contains(obj1.Bar.BarType, obj1.Bar.Size))
return;
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
if (singleOrder.OrdType == OrdType.Market)
{
this.Y18FFPmDy5((Quote) null, (Trade) null, obj1.Bar);
}
else
{
if (obj1.Bar == null || !this.A8bFJItyyx.FillOnBar)
return;
if (singleOrder.OrdType == OrdType.Limit || (singleOrder.OrdType == OrdType.TrailingStopLimit || singleOrder.OrdType == OrdType.StopLimit) && singleOrder.IsStopLimitReady)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (obj1.Bar.Low <= singleOrder.Price)
{
this.D35FmNWSPm(singleOrder.Price, singleOrder.OrderQty);
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
if (obj1.Bar.High >= singleOrder.Price)
{
this.D35FmNWSPm(singleOrder.Price, singleOrder.OrderQty);
break;
}
else
break;
default:
throw new NotSupportedException(""+ ((object) singleOrder.Side).ToString());
}
}
if (singleOrder.OrdType == OrdType.Stop)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (obj1.Bar.High >= singleOrder.StopPx)
{
this.D35FmNWSPm(singleOrder.StopPx, singleOrder.OrderQty);
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
if (obj1.Bar.Low <= singleOrder.StopPx)
{
this.D35FmNWSPm(singleOrder.StopPx, singleOrder.OrderQty);
break;
}
else
break;
default:
throw new NotSupportedException("" + ((object) singleOrder.Side).ToString());
}
}
if (singleOrder.OrdType == OrdType.TrailingStop)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
this.zGRFvN99ge = Math.Min(this.zGRFvN99ge, obj1.Bar.Low + singleOrder.TrailingAmt);
if (this.dkuF6t82Gt(obj1.Bar.High, this.zGRFvN99ge, this.j57Fjc16NJ) >= 0)
{
this.D35FmNWSPm(this.zGRFvN99ge, singleOrder.OrderQty);
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
this.zGRFvN99ge = Math.Max(this.zGRFvN99ge, obj1.Bar.High - singleOrder.TrailingAmt);
if (this.dkuF6t82Gt(obj1.Bar.Low, this.zGRFvN99ge, this.j57Fjc16NJ) <= 0)
{
this.D35FmNWSPm(this.zGRFvN99ge, singleOrder.OrderQty);
break;
}
else
break;
default:
throw new NotSupportedException("" + ((object) singleOrder.Side).ToString());
}
}
if (singleOrder.OrdType == OrdType.TrailingStopLimit && !singleOrder.IsStopLimitReady)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
this.zGRFvN99ge = Math.Min(this.zGRFvN99ge, obj1.Bar.Low + singleOrder.TrailingAmt);
if (this.dkuF6t82Gt(obj1.Bar.High, this.zGRFvN99ge, this.j57Fjc16NJ) >= 0)
{
double num = singleOrder.StopPx - singleOrder.Price;
singleOrder.StopPx = this.zGRFvN99ge;
singleOrder.Price = this.zGRFvN99ge - num;
singleOrder.IsStopLimitReady = true;
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
this.zGRFvN99ge = Math.Max(this.zGRFvN99ge, obj1.Bar.High - singleOrder.TrailingAmt);
if (this.dkuF6t82Gt(obj1.Bar.Low, this.zGRFvN99ge, this.j57Fjc16NJ) <= 0)
{
double num = singleOrder.StopPx - singleOrder.Price;
singleOrder.StopPx = this.zGRFvN99ge;
singleOrder.Price = this.zGRFvN99ge - num;
singleOrder.IsStopLimitReady = true;
break;
}
else
break;
default:
throw new NotSupportedException("" + ((object) singleOrder.Side).ToString());
}
}
if (singleOrder.OrdType != OrdType.StopLimit || singleOrder.IsStopLimitReady)
return;
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (obj1.Bar.High < singleOrder.StopPx)
break;
singleOrder.IsStopLimitReady = true;
break;
case Side.Sell:
case Side.SellShort:
if (obj1.Bar.Low > singleOrder.StopPx)
break;
singleOrder.IsStopLimitReady = true;
break;
default:
throw new NotSupportedException("" + ((object) singleOrder.Side).ToString());
}
}
}
private void OnNewBar(object sender, BarEventArgs e)
{
lock (this.dataLock)
{
Position position = this.positions[(Instrument)e.Instrument];
if (position != null)
{
position.EmitValueChanged();
this.EmitValueChanged(position);
}
}
}
internal void EmitNewBar(BarEventArgs e)
{
this.Bar = e.Bar;
if (Trace.IsLevelEnabled(TraceLevel.Verbose))
{
Trace.WriteLine(string.Concat(new object[]
{
"Symbol",
this.Symbol,
"Bar",
this.Bar
}));
}
if (this.NewBar != null)
{
this.NewBar(this, e);
}
}
private static void EmitNewBarOpen(object sender, BarEventArgs e)
{
if (ProviderManager.threadSafe)
Monitor.Enter(ProviderManager.dataLock);
try
{
if (ProviderManager.NewBarOpen != null)
ProviderManager.NewBarOpen(sender, e);
}
finally
{
if (ProviderManager.threadSafe)
Monitor.Exit(ProviderManager.dataLock);
}
}
private void OnNewBarOpen(object sender, BarEventArgs e)
{
if (this.NewBarOpen != null)
{
this.NewBarOpen(this, new BarEventArgs(e.Bar, e.Instrument, this));
}
}
private void ProviderManager_NewBar(object sender, BarEventArgs args)
{
lock (this)
{
++this.countBar;
++this.countMarketDataTotal;
}
}
private void marketDataProvider_NewBar(object sender, BarEventArgs args)
{
FreeQuant.Instruments.Instrument instrument = args.Instrument as FreeQuant.Instruments.Instrument;
List<StrategyRunner> list = (List<StrategyRunner>)null;
if (!this.instrumentTable.TryGetValue(instrument, out list))
return;
foreach (StrategyRunner strategyRunner in list)
{
if (strategyRunner.Enabled)
strategyRunner.SetNewBar(instrument, args.Bar);
}
}
protected virtual void OnNewBar(object sender, BarEventArgs args)
{
if (((IntradayEventArgs)args).Provider != this.marketDataProvider)
return;
BarViewRow barViewRow;
bool flag;
lock (this.lockObject)
flag = this.barRows.TryGetValue(((IntradayEventArgs)args).Instrument, out barViewRow);
if (!flag)
return;
if (this.eventQueue.Enabled)
this.eventQueue.Enqueue(new MarketDataUpdateItem((MarketDataViewRow)barViewRow, (Quote)null, (Trade)null, args.Bar));
else
barViewRow.Update((Quote)null, (Trade)null, args.Bar);
}
private void barFactory_NewBar(object sender, BarEventArgs args)
{
this.EmitBar(args.Instrument, args.Bar);
}
