private void pushRenko(double dAsk, double dBid, DateTime dtTime)
{
if (m_dRenkoStep < 0)
{
return;
}
double dCurVal = (dAsk + dBid) / 2;
if (Math.Abs(m_dLastRenkoVal - dCurVal) < m_dRenkoStep)
{
return;
}
m_dLastRenkoVal = dCurVal;
m_nCurPos_renko++;
if (m_renkoData.Count < CFATCommon.CACHE_SIZE)
{
TRatesTick renkoRates = new TRatesTick();
renkoRates.dAsk = dAsk;
renkoRates.dBid = dBid;
renkoRates.m_dtTime = dtTime;
m_renkoData.Add(renkoRates);
}
else
{
if (m_nCurPos_renko == CFATCommon.CACHE_SIZE)
{
m_nCurPos_renko = 0;
}
m_renkoData[m_nCurPos_renko].dAsk = dAsk;
m_renkoData[m_nCurPos_renko].dBid = dBid;
m_renkoData[m_nCurPos_renko].m_dtTime = dtTime;
}
}
public void pushTick(double dAsk, double dBid, DateTime dtTime)
{
m_nCurPos_tick++;
if (m_tickData.Count < CFATCommon.CACHE_SIZE)
{
TRatesTick tick = new TRatesTick();
tick.dAsk = dAsk;
tick.dBid = dBid;
tick.m_dtTime = dtTime;
m_tickData.Add(tick);
}
else
{
if (m_nCurPos_tick == CFATCommon.CACHE_SIZE)
{
m_nCurPos_tick = 0;
}
m_tickData[m_nCurPos_tick].dAsk = dAsk;
m_tickData[m_nCurPos_tick].dBid = dBid;
m_tickData[m_nCurPos_tick].m_dtTime = dtTime;
}
pushMin(dAsk, dBid, dtTime);
pushRenko(dAsk, dBid, dtTime);
autoSave();
}
