/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public Instrument_Properties Clone()
{
Instrument_Properties copy = new Instrument_Properties(symbol);
copy.Symbol = Symbol;
copy.Digits = Digits;
copy.LotSize = LotSize;
copy.Spread = Spread;
copy.StopLevel = StopLevel;
copy.SwapLong = SwapLong;
copy.SwapShort = SwapShort;
copy.TickValue = TickValue;
copy.MinLot = MinLot;
copy.MaxLot = MaxLot;
copy.LotStep = LotStep;
copy.MarginRequired = MarginRequired;
return(copy);
}
/// <summary>
/// LoadInstrument
/// </summary>
int LoadInstrument(bool bUseResource)
{
string sSymbol = "EURUSD";
DataPeriods dataPeriod = DataPeriods.day;
Instrument_Properties instrProperties = new Instrument_Properties(sSymbol);
Instrument instrument = new Instrument(instrProperties, (int)dataPeriod);
int iLoadDataResult = instrument.LoadResourceData();
if (instrument.Bars > 0 && iLoadDataResult == 0)
{
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int iBar = 0; iBar < Data.Bars; iBar++)
{
Data.Open[iBar] = instrument.Open(iBar);
Data.High[iBar] = instrument.High(iBar);
Data.Low[iBar] = instrument.Low(iBar);
Data.Close[iBar] = instrument.Close(iBar);
Data.Time[iBar] = instrument.Time(iBar);
Data.Volume[iBar] = instrument.Volume(iBar);
}
Data.IsData = true;
}
return(0);
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(Instrument_Properties instrProperties, int iPeriod)
{
this.instrProperties = instrProperties;
this.period = iPeriod;
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(Instrument_Properties instrProperties, int iPeriod)
{
this.instrProperties = instrProperties;
this.period = iPeriod;
}
/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public Instrument_Properties Clone()
{
Instrument_Properties copy = new Instrument_Properties(symbol);
copy.Symbol = Symbol;
copy.Digits = Digits;
copy.LotSize = LotSize;
copy.Spread = Spread;
copy.StopLevel = StopLevel;
copy.SwapLong = SwapLong;
copy.SwapShort = SwapShort;
copy.TickValue = TickValue;
copy.MinLot = MinLot;
copy.MaxLot = MaxLot;
copy.LotStep = LotStep;
copy.MarginRequired = MarginRequired;
return copy;
}
/// <summary>
/// LoadInstrument
/// </summary>
int LoadInstrument(bool bUseResource)
{
string sSymbol = "EURUSD";
DataPeriods dataPeriod = DataPeriods.day;
Instrument_Properties instrProperties = new Instrument_Properties(sSymbol);
Instrument instrument = new Instrument(instrProperties, (int)dataPeriod);
int iLoadDataResult = instrument.LoadResourceData();
if (instrument.Bars > 0 && iLoadDataResult == 0)
{
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int iBar = 0; iBar < Data.Bars; iBar++)
{
Data.Open[iBar] = instrument.Open(iBar);
Data.High[iBar] = instrument.High(iBar);
Data.Low[iBar] = instrument.Low(iBar);
Data.Close[iBar] = instrument.Close(iBar);
Data.Time[iBar] = instrument.Time(iBar);
Data.Volume[iBar] = instrument.Volume(iBar);
}
Data.IsData = true;
}
return 0;
}
