/// <summary>
/// Advances the enumerator to the next element of the collection.
/// </summary>
/// <returns>
/// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.
/// </returns>
/// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created. </exception><filterpriority>2</filterpriority>
public bool MoveNext()
{
while (_enumerator.MoveNext())
{
var current = _enumerator.Current;
if (current != null)
{
try
{
// execute user data filters
if (current.DataType != MarketDataType.Auxiliary && !_dataFilter.Filter(_security, current))
{
continue;
}
}
catch (Exception err)
{
OnDataFilterError(err);
continue;
}
// verify that the bar is within the exchange's market hours
if (current.DataType != MarketDataType.Auxiliary && !_exchangeHours.IsOpen(current.Time, current.EndTime, _extendedMarketHours))
{
if (_liveMode && !current.IsFillForward)
{
// TODO: replace for setting security.RealTimePrice not to modify security cache data directly
_security.SetMarketPrice(current);
}
continue;
}
// make sure we haven't passed the end
if (current.Time > _endTime)
{
return(false);
}
}
Current = current;
return(true);
}
return(false);
}
/// <summary>
/// Advances the enumerator to the next element of the collection.
/// </summary>
/// <returns>
/// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.
/// </returns>
/// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created. </exception><filterpriority>2</filterpriority>
public bool MoveNext()
{
while (_enumerator.MoveNext())
{
var current = _enumerator.Current;
if (current != null)
{
try
{
// execute user data filters
if (current.DataType != MarketDataType.Auxiliary && !_dataFilter.Filter(_security, current))
{
continue;
}
}
catch (Exception err)
{
OnDataFilterError(err);
continue;
}
// verify that the bar is within the exchange's market hours
if (current.DataType != MarketDataType.Auxiliary && !_exchange.IsOpenDuringBar(current.Time, current.EndTime, _security.IsExtendedMarketHours))
{
continue;
}
// make sure we haven't passed the end
if (current.Time > _endTime)
{
return(false);
}
}
Current = current;
return(true);
}
return(false);
}