public static Tick[] ToTick2(Bar bar)
{
List <Tick> list = new List <Tick>();
DateTime dt = Util.ToDateTime(bar.Date, bar.BarStartTime).AddSeconds(bar.Interval); // close at bartime+interval
list.Add(Tick.NewTrade(bar.FullSymbol, Util.ToIntDate(dt), Util.ToIntTime(dt),
bar.Close, (int)bar.Volume));
return(list.ToArray());
}
public static Tick[] ToTick(Bar bar)
{
List <Tick> list = new List <Tick>();
list.Add(Tick.NewTrade(bar.FullSymbol, bar.Date, bar.BarStartTime, bar.Open,
(int)((double)bar.Volume / 4)));
list.Add(Tick.NewTrade(bar.FullSymbol, bar.Date, bar.BarStartTime, bar.High,
(int)((double)bar.Volume / 4)));
list.Add(Tick.NewTrade(bar.FullSymbol, bar.Date, bar.BarStartTime, bar.Low,
(int)((double)bar.Volume / 4)));
list.Add(Tick.NewTrade(bar.FullSymbol, bar.Date, bar.BarStartTime, bar.Close,
(int)((double)bar.Volume / 4)));
return(list.ToArray());
}
