/// <summary>
/// >=1 means added
/// 0 means last element updated
/// -1 means nothing changed
/// </summary>
/// <param name="t"></param>
/// <param name="o"></param>
/// <param name="h"></param>
/// <param name="l"></param>
/// <param name="c"></param>
/// <param name="v"></param>
/// <param name="isTriggerDataAdded"></param>
/// <returns></returns>
public int AddUpdate(long t, double o, double h, double l, double c, double v, bool isTriggerDataAdded = false)
{
if (this.Count == 0 || t > this.LastTime)
{
Open.Add(o);
High.Add(h);
Low.Add(l);
Close.Add(c);
Volume.Add(v);
Time.Add(t);
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 1);
}
return(1);
}
else if (t == this.LastTime)
{
Open[this.Count - 1] = o;
High[this.Count - 1] = h;
Low[this.Count - 1] = l;
Close[this.Count - 1] = c;
Volume[this.Count - 1] = v;
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 0);
}
return(0);
}
return(-1);
}
public int AddUpdate(string symbol, int interval, long t, double o, double h, double l, double c, double v, bool isTriggerDataAdded = false)
{
if (this.Symbol != symbol || this.Interval < interval || this.Interval % interval != 0)
{
return(0);
}
var time = t / this.Interval * this.Interval;
if (this.Count == 0 || time > this.LastTime)
{
Open.Add(o);
High.Add(h);
Low.Add(l);
Close.Add(c);
Volume.Add(v);
Time.Add(time);
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 1);
}
return(1);
}
else if (time == this.LastTime)
{
High[this.Count - 1] = Math.Max(h, High[this.Count - 1]);
Low[this.Count - 1] = Math.Min(Low[this.Count - 1], l);
Close[this.Count - 1] = c;
if (interval == this.Interval)
{
Volume[this.Count - 1] = v;
}
else
{
Volume[this.Count - 1] += v;
}
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 0);
}
return(0);
}
return(-1);
}
public int Append(IQuoteCapture q, bool isTriggerDataUpdated = false)
{
if (q == null || q.Count <= 0 || q.LastTime <= this.LastTime || this.Symbol != q.Symbol)
{
return(0);
}
//search backward for the quotes. the found time should be >= lastTime
int indexStartSearch = -1;
for (int i = q.Count - 1; i >= 0; i--)
{
if (q.Time[i] < this.LastTime) //for basic quote we include price at previous interval for calculation
{
break;
}
indexStartSearch = i;
}
if (indexStartSearch == -1)
{
return(0);
}
////////////////////////////////////////////////////////////////////////////
var isDataChanged = false;
var numAddedElement = 0;
int sindex = indexStartSearch; // interval区间的开始索引
var eindex = -1;
var endTime = q.Time[sindex] / this.Interval * this.Interval + this.Interval; //use the first time as the data bar time
for (int i = indexStartSearch; i <= q.Count - 1; i++)
{
if (q.Time[i] >= endTime)
{
eindex = i - 1; // interval区间的结束索引
var num = this.AddItemByQuoteCapture(q, sindex, eindex);
if (num >= 0)
{
numAddedElement += num;
isDataChanged = true;
}
sindex = i;
endTime = q.Time[sindex] / this.Interval * this.Interval + this.Interval;
}
}
//add last element
if (sindex > eindex)
{
var num = this.AddItemByQuoteCapture(q, sindex, q.Count - 1);
if (num >= 0)
{
numAddedElement += num;
isDataChanged = true;
}
}
if (isTriggerDataUpdated && isDataChanged)
{
OnDataAddedOrUpdated?.Invoke(this, this, numAddedElement);
}
return(isDataChanged ? numAddedElement : -1); //-1 means nothing changed, 0 means updated, >=1 means added
}