/// <summary>
/// create barlist from a tik file using given intervals/types
/// </summary>
/// <param name="filename"></param>
/// <param name="uselast"></param>
/// <param name="usebid"></param>
/// <param name="intervals"></param>
/// <param name="types"></param>
/// <returns></returns>
public static BarList FromTIK(string filename, bool uselast, bool usebid, int[] intervals, BarInterval[] types)
{
_uselast = uselast;
_usebid = usebid;
SecurityImpl s = SecurityImpl.FromTik(filename);
s.HistSource.GotTick += HistSource_gotTick;
_fromepf = new BarListImpl(s.Name, intervals, types);
while (s.HistSource.NextTick())
{
;
}
return(_fromepf);
}
/// <summary>
/// get a barlist from tick data and optionally use bid/ask data to construct bars
/// </summary>
/// <param name="filename"></param>
/// <param name="uselast"></param>
/// <param name="usebid"></param>
/// <returns></returns>
public static BarList FromTIK(string filename, bool uselast, bool usebid)
{
_uselast = uselast;
_usebid = usebid;
SecurityImpl s = SecurityImpl.FromTik(filename);
s.HistSource.GotTick += HistSource_gotTick;
_fromepf = new BarListImpl(s.Name);
while (s.HistSource.NextTick())
{
;
}
s.HistSource.Close();
return(_fromepf);
}
/// <summary>
/// insert a bar at particular place in the list.
/// REMEMBER YOU MUST REHANDLE GOTNEWBAR EVENT AFTER CALLING THIS.
/// </summary>
/// <param name="bl"></param>
/// <param name="b"></param>
/// <param name="position"></param>
/// <returns></returns>
public static BarListImpl InsertBar(BarList bl, Bar b, int position)
{
BarListImpl copy = new BarListImpl(bl.Symbol, bl.CustomIntervals, bl.Intervals);
// verify bar is valid
if (!b.IsValid)
{
return(copy);
}
for (int j = 0; j < bl.CustomIntervals.Length; j++)
{
if ((bl.CustomIntervals[j] != b.CustomInterval) && (bl.Intervals[j] != b.BarInterval))
{
continue;
}
int count = bl.IntervalCount(b.BarInterval, b.CustomInterval);
if (count < 0)
{
throw new Exception("bar has interval: " + b.BarInterval + "/" + b.CustomInterval + " not defined in your barlist for: " + bl.Symbol);
}
if (count > 0)
{
for (int i = 0; i < count; i++)
{
if (i == position)
{
Addbar(copy, b, j);
}
Addbar(copy, bl[i, b.BarInterval, b.CustomInterval], j);
}
}
else
{
Addbar(copy, b, j);
}
}
return(copy);
}
internal static void Addbar(BarListImpl b, Bar mybar, int instdataidx)
{
b._intdata[instdataidx].AddBar(mybar);
}
