private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size)
{
foreach (BarFactoryItem barFactoryItem in this.Items)
{
if (barFactoryItem.Enabled)
{
Dictionary <BarType, SortedList <long, OfflineBarFactory.BarSizeCounter> > dictionary;
if (!this.ReSeeRRAl.TryGetValue(instrument, out dictionary))
{
dictionary = new Dictionary <BarType, SortedList <long, OfflineBarFactory.BarSizeCounter> >();
this.ReSeeRRAl.Add(instrument, dictionary);
}
SortedList <long, OfflineBarFactory.BarSizeCounter> sortedList;
if (!dictionary.TryGetValue(barFactoryItem.BarType, out sortedList))
{
sortedList = new SortedList <long, OfflineBarFactory.BarSizeCounter>();
dictionary.Add(barFactoryItem.BarType, sortedList);
}
OfflineBarFactory.BarSizeCounter gcuMn6TqoRuEfhwr;
if (!sortedList.TryGetValue(barFactoryItem.BarSize, out gcuMn6TqoRuEfhwr))
{
gcuMn6TqoRuEfhwr = new OfflineBarFactory.BarSizeCounter();
sortedList.Add(barFactoryItem.BarSize, gcuMn6TqoRuEfhwr);
}
switch (barFactoryItem.BarType)
{
case BarType.Time:
if (gcuMn6TqoRuEfhwr.bar == null || gcuMn6TqoRuEfhwr.bar.EndTime <= datetime)
{
if (gcuMn6TqoRuEfhwr.bar != null)
{
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
}
DateTime dateTime1;
DateTime dateTime2;
this.iYlXRwvKS(datetime, barFactoryItem.BarSize, out dateTime1, out dateTime2);
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Time, barFactoryItem.BarSize, dateTime1, dateTime2, price);
}
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
continue;
case BarType.Tick:
if (gcuMn6TqoRuEfhwr.bar == null)
{
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Tick, barFactoryItem.BarSize, datetime, datetime, price);
}
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
gcuMn6TqoRuEfhwr.bar.EndTime = datetime;
if ((long)++gcuMn6TqoRuEfhwr.counter == barFactoryItem.BarSize)
{
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
gcuMn6TqoRuEfhwr.bar = null;
gcuMn6TqoRuEfhwr.counter = 0;
continue;
}
else
{
continue;
}
case BarType.Volume:
if (gcuMn6TqoRuEfhwr.bar == null)
{
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Volume, barFactoryItem.BarSize, datetime, datetime, price);
}
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
gcuMn6TqoRuEfhwr.bar.EndTime = datetime;
if (gcuMn6TqoRuEfhwr.bar.Volume >= barFactoryItem.BarSize)
{
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
gcuMn6TqoRuEfhwr.bar = null;
continue;
}
else
{
continue;
}
default:
continue;
}
}
}
}
private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size)
{
foreach (BarFactoryItem barFactoryItem in this.Items)
{
if (barFactoryItem.Enabled)
{
Dictionary<BarType, SortedList<long, OfflineBarFactory.BarSizeCounter>> dictionary;
if (!this.ReSeeRRAl.TryGetValue(instrument, out dictionary))
{
dictionary = new Dictionary<BarType, SortedList<long, OfflineBarFactory.BarSizeCounter>>();
this.ReSeeRRAl.Add(instrument, dictionary);
}
SortedList<long, OfflineBarFactory.BarSizeCounter> sortedList;
if (!dictionary.TryGetValue(barFactoryItem.BarType, out sortedList))
{
sortedList = new SortedList<long, OfflineBarFactory.BarSizeCounter>();
dictionary.Add(barFactoryItem.BarType, sortedList);
}
OfflineBarFactory.BarSizeCounter gcuMn6TqoRuEfhwr;
if (!sortedList.TryGetValue(barFactoryItem.BarSize, out gcuMn6TqoRuEfhwr))
{
gcuMn6TqoRuEfhwr = new OfflineBarFactory.BarSizeCounter();
sortedList.Add(barFactoryItem.BarSize, gcuMn6TqoRuEfhwr);
}
switch (barFactoryItem.BarType)
{
case BarType.Time:
if (gcuMn6TqoRuEfhwr.bar == null || gcuMn6TqoRuEfhwr.bar.EndTime <= datetime)
{
if (gcuMn6TqoRuEfhwr.bar != null)
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
DateTime dateTime1;
DateTime dateTime2;
this.iYlXRwvKS(datetime, barFactoryItem.BarSize, out dateTime1, out dateTime2);
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Time, barFactoryItem.BarSize, dateTime1, dateTime2, price);
}
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
continue;
case BarType.Tick:
if (gcuMn6TqoRuEfhwr.bar == null)
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Tick, barFactoryItem.BarSize, datetime, datetime, price);
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
gcuMn6TqoRuEfhwr.bar.EndTime = datetime;
if ((long)++gcuMn6TqoRuEfhwr.counter == barFactoryItem.BarSize)
{
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
gcuMn6TqoRuEfhwr.bar = null;
gcuMn6TqoRuEfhwr.counter = 0;
continue;
}
else
continue;
case BarType.Volume:
if (gcuMn6TqoRuEfhwr.bar == null)
gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Volume, barFactoryItem.BarSize, datetime, datetime, price);
this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size);
gcuMn6TqoRuEfhwr.bar.EndTime = datetime;
if (gcuMn6TqoRuEfhwr.bar.Volume >= barFactoryItem.BarSize)
{
this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar);
gcuMn6TqoRuEfhwr.bar = null;
continue;
}
else
continue;
default:
continue;
}
}
}
}