public void Calculate(int barIndex)
{
DateTime barOpenTime = _marketSeries.OpenTime[barIndex].Add(-_gmtOffset);
if (_lastBar == null || barOpenTime >= _nextBarTime)
{
_barStartIndex = barIndex;
_barEndIndex = barIndex + 1;
_barStartTime = _marketSeries.OpenTime[_barStartIndex];
_barEndTime = _marketSeries.OpenTime[_barStartIndex].Add(_marketSeriesTimeFrameSpan);
_lastBar = new OhlcBar
{
Open = _marketSeries.Open[barIndex],
Index = Index + 1,
Time = _marketSeries.OpenTime[barIndex].Add(-_gmtOffset)
};
_nextBarTime = _lastBar.Time.Add(_timeFrameSpan);
}
else
{
_barEndIndex = barIndex + 1;
_barEndTime = _marketSeries.OpenTime[barIndex].Add(_marketSeriesTimeFrameSpan);
}
_lastBar.High = _marketSeries.High.Maximum(_barStartIndex, barIndex);
_lastBar.Low = _marketSeries.Low.Minimum(_barStartIndex, barIndex);
_lastBar.Close = _marketSeries.Close[barIndex];
Insert(_lastBar);
}
public void OnTick()
{
var price = _symbol.Bid;
if (price == _previousBidPrice)
{
return;
}
_previousBidPrice = price;
if (double.IsNaN(Open.LastValue))
{
Insert(0, price, price, price, price, 0, Algo.Server.TimeInUtc);
}
var range = Math.Abs(this.GetBarRange(Index, true));
if (range >= _size && (Index == 0 || this.GetBarType(Index) == this.GetBarType(Index - 1)) || range >= _size * 2)
{
var bar = new OhlcBar
{
Index = Index + 1,
Open = Close[Index],
High = Close[Index],
Low = Close[Index],
Close = Close[Index],
Volume = 0,
Time = Algo.Server.TimeInUtc
};
Insert(bar);
OnBar?.Invoke(this, bar, this.GetBar(Index - 1));
}
Insert(Index, TickVolume.LastValue + 1, SeriesType.TickVolume);
Insert(Index, price, SeriesType.Close);
if (price > High[Index])
{
Insert(Index, price, SeriesType.High);
}
if (price < Low[Index])
{
Insert(Index, price, SeriesType.Low);
}
}
public void Insert(OhlcBar bar)
{
Insert(bar.Index, bar.Open, bar.High, bar.Low, bar.Close, bar.Volume, bar.Time);
}
