private DayBar CreateDayBar(HitTicker hitTicker) { var dayBar = new DayBar(hitTicker.Symbol, hitTicker.Timestamp); if (hitTicker.Last.HasValue && hitTicker.Open.HasValue) { dayBar.Change = (double)(hitTicker.Last - hitTicker.Open); dayBar.ChangePercentage = (double)((hitTicker.Last - hitTicker.Open) / hitTicker.Open) * 100; dayBar.Open = (double)hitTicker.Open; } if (hitTicker.High.HasValue) { dayBar.High = (double)hitTicker.High; } if (hitTicker.Low.HasValue) { dayBar.Low = (double)hitTicker.Low; } if (hitTicker.Volume.HasValue) { dayBar.Volume = (double)hitTicker.Volume; } return(dayBar); }
private Quote CreateQuote(HitTicker hitTicker) { string symbol = hitTicker.Symbol; double bid = hitTicker.Bid.HasValue ? (double)hitTicker.Bid : double.NaN; double ask = hitTicker.Ask.HasValue ? (double)hitTicker.Ask : double.NaN; DateTime dateTime = hitTicker.Timestamp; return(new Quote(symbol, bid, double.NaN, ask, double.NaN, dateTime)); }