internal void addTick(Tick tick)
{
//
long minute = tick.UpdateTime.Hour * 100 + tick.UpdateTime.Minute;
if (!mMinute.Equals(minute))
{
OnBarData?.Invoke(mBar);
mBar = null;
}
//
if (mBar == null)
{
mBar = new Min1Bar();
mBar.InstrumentID = mInstrumentID;
mBar.OpenTime = tick.UpdateTime;
mBar.OpenPrice = tick.LastPrice;
mBar.HighPrice = tick.LastPrice;
mBar.LowPrice = tick.LastPrice;
mBar.ClosePrice = tick.LastPrice;
}
else
{
mBar.HighPrice = mBar.HighPrice < tick.LastPrice ? tick.LastPrice:mBar.HighPrice;
mBar.LowPrice = mBar.LowPrice > tick.LastPrice ? tick.LastPrice : mBar.LowPrice;
mBar.ClosePrice = tick.LastPrice;
}
mBar.Volume = tick.Volume;
mBar.OpenInterest = tick.OpenInterest;
mBar.Ticks.Add(tick);
}
internal void addTick(Tick tick)
{
if (!tick.InstrumentId.Equals(mInstrumentID))
{
return;
}
//判断是否需要生成新bar
if (mBar != null)
{
DateTime barTime = mTickList[0].UpdateTime;
DateTime tickTime = tick.UpdateTime;
int barQuotient = (barTime.Day * 1440 + barTime.Hour * 60 + barTime.Minute) / ((int)mSizeType);
int tickQuotient = (tickTime.Day * 1440 + tickTime.Hour * 60 + barTime.Minute) / ((int)mSizeType);
if (!barQuotient.Equals(tickQuotient))
{
OnBarData?.Invoke(mBar, mTickList);
mBar = null;
mTickList = null;
}
}
//更新bar数据
if (mBar == null)
{
mBar = new Bar();
mTickList = new List <Tick>();
mBar.InstrumentId = mInstrumentID;
mBar.OpenPrice = tick.LastPrice;
mBar.HighPrice = tick.LastPrice;
mBar.LowPrice = tick.LastPrice;
mBar.ClosePrice = tick.LastPrice;
mBar.Volume = tick.Volume;
mBar.OpenInterest = tick.OpenInterest;
mBar.BeginTime = tick.UpdateTime;
mBar.SizeType = mSizeType;
}
else
{
mBar.HighPrice = mBar.HighPrice < tick.LastPrice ? tick.LastPrice : mBar.HighPrice;
mBar.LowPrice = mBar.LowPrice > tick.LastPrice ? tick.LastPrice : mBar.LowPrice;
mBar.ClosePrice = tick.LastPrice;
}
mBar.Volume = tick.Volume;
mBar.OpenInterest = tick.OpenInterest;
mTickList.Add(tick);
}