/// <summary> /// Cloner Constructor - Clone the original tick into this new tick: /// </summary> /// <param name="original">Original tick we're cloning</param> public Tick(Tick original) { base.Symbol = original.Symbol; base.Time = new DateTime(original.Time.Ticks); this.BidPrice = original.BidPrice; this.AskPrice = original.AskPrice; this.Exchange = original.Exchange; this.SaleCondition = original.SaleCondition; this.Quantity = original.Quantity; this.Suspicious = original.Suspicious; }
/******************************************************** * CLASS METHODS *********************************************************/ /// <summary> /// Tick Implementation of Reader Method: read a line and convert it to a tick. /// </summary> /// <param name="datafeed">Source of the datafeed</param> /// <param name="config">Configuration object for algorith</param> /// <param name="line">Line of the datafeed</param> /// <param name="date">Date of this reader request</param> /// <returns>New Initialized tick</returns> public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed) { Tick _tick = new Tick(); //Select the URL source of the data depending on where the system is trading. switch (datafeed) { //Local File System Storage and Backtesting QC Data Store Feed use same files: case DataFeedEndpoint.FileSystem: case DataFeedEndpoint.Backtesting: //Create a new instance of our tradebar: _tick = new Tick(config, line, date, datafeed); break; case DataFeedEndpoint.LiveTrading: break; case DataFeedEndpoint.Tradier: break; } return _tick; }