public static BarCompressor GetCompressor(BarType barType, long oldBarSize, long newBarSize)
{
BarCompressor barCompressor;
switch (barType)
{
case BarType.Time:
barCompressor = new TimeBarCompressor();
break;
case BarType.Tick:
barCompressor = new TickBarCompressor();
break;
case BarType.Volume:
barCompressor = new VolumeBarCompressor();
break;
case BarType.Range:
barCompressor = new RangeBarCompressor();
break;
default:
throw new ArgumentException(string.Format("Unknown bar type - {0}", barType));
}
barCompressor.oldBarSize = oldBarSize;
barCompressor.newBarSize = newBarSize;
return(barCompressor);
}
public static BarCompressor GetCompressor(global::OpenQuant.API.BarType barType, long oldBarSize, long newBarSize)
{
BarCompressor barCompressor;
switch (barType)
{
case global::OpenQuant.API.BarType.Time:
barCompressor = new TimeBarCompressor();
break;
case global::OpenQuant.API.BarType.Tick:
barCompressor = new TickBarCompressor();
break;
case global::OpenQuant.API.BarType.Volume:
barCompressor = new VolumeBarCompressor();
break;
case global::OpenQuant.API.BarType.Range:
barCompressor = new RangeBarCompressor();
break;
default:
throw new ArgumentException(string.Format("Unknown bar type - {0}", barType));
}
barCompressor.oldBarSize = oldBarSize;
barCompressor.newBarSize = newBarSize;
return barCompressor;
}