private void UpdateClassic(IBaseData data)
{
var currentValue = _selector(data);
var volume = _volumeSelector(data);
decimal?close = null;
// if we're already in a bar then update it
if (_currentBar != null)
{
_currentBar.Update(data.Time, currentValue, volume);
// if the update caused this bar to close, fire the event and reset the bar
if (_currentBar.IsClosed)
{
close = _currentBar.Close;
OnDataConsolidated(_currentBar);
_currentBar = null;
}
}
if (_currentBar == null)
{
var open = close ?? currentValue;
if (_evenBars && !close.HasValue)
{
open = Math.Ceiling(open / _barSize) * _barSize;
}
_currentBar = new RenkoBar(data.Symbol, data.Time, _barSize, open, volume);
}
}
public override void Update(IBaseData data)
{
var currentValue = _selector(data);
var volume = _volumeSelector(data);
decimal?close = null;
if (_currentBar != null)
{
_currentBar.Update(data.Time, currentValue, volume);
if (_currentBar.IsClosed)
{
close = _currentBar.Close;
OnDataConsolidated(_currentBar);
_currentBar = null;
}
}
if (_currentBar == null)
{
var open = close ?? currentValue;
if (_evenBars && !close.HasValue)
{
open = Math.Ceiling(open / _barSize) * _barSize;
}
_currentBar = new RenkoBar(data.Symbol, data.Time, _barSize, open, volume);
}
}
