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 static void Symbol_NewDayBar(Symbol symbol, DayBar dayBar)
{
// Get data from day bar
double open = dayBar.Open;
double high = dayBar.High;
double low = dayBar.Low;
double prevClose = dayBar.PreviousClose;
// Or get data from symbol object
open = symbol.Open;
high = symbol.High;
low = symbol.Low;
prevClose = symbol.PrevClose;
}
