public FreeQuant.Data.Quote FilterQuote(FreeQuant.Data.Quote quote, string symbol) { Quote quote1 = this.oqFilter.FilterQuote(new Quote(quote), symbol); if (quote1 == null) { return((FreeQuant.Data.Quote)null); } else { return(quote1.quote); } }
internal Quote(FreeQuant.Data.Quote quote) { this.quote = quote; }
public Quote(DateTime dateTime, double bid, int bidSize, double ask, int askSize) { this.quote = new FreeQuant.Data.Quote(dateTime, bid, bidSize, ask, askSize); }