internal void OnFundamental(Fundamental fundamental)
{
if (this.strategy != null && this.strategy.status == StrategyStatus.Running)
{
this.strategy.OnFundamental_(fundamental);
}
}
public override object Read(BinaryReader reader)
{
reader.ReadByte();
Fundamental fundamental = new Fundamental();
fundamental.dateTime = new DateTime(reader.ReadInt64());
fundamental.providerId = reader.ReadInt32();
fundamental.instrumentId = reader.ReadInt32();
int num = reader.ReadInt32();
for (int i = 0; i < num; i++)
{
fundamental.fields[i] = reader.ReadDouble();
}
return fundamental;
}
internal virtual void OnFundamental_(Fundamental fundamental)
{
if (this.raiseEvents && this.instruments.Contains(fundamental.instrumentId))
{
this.OnFundamental(this.framework.InstrumentManager.GetById(fundamental.instrumentId), fundamental);
}
LinkedList <Strategy> linkedList = this.strategiesByInstrument[fundamental.instrumentId];
if (linkedList != null)
{
for (LinkedListNode <Strategy> linkedListNode = linkedList.First; linkedListNode != null; linkedListNode = linkedListNode.Next)
{
linkedListNode.Data.OnFundamental_(fundamental);
}
}
}
public override object Read(BinaryReader reader)
{
reader.ReadByte();
Fundamental fundamental = new Fundamental();
fundamental.dateTime = new DateTime(reader.ReadInt64());
fundamental.providerId = reader.ReadInt32();
fundamental.instrumentId = reader.ReadInt32();
int num = reader.ReadInt32();
for (int i = 0; i < num; i++)
{
fundamental.fields[i] = reader.ReadDouble();
}
return(fundamental);
}
private void OnFundamental(Event e)
{
this.data_count += 1L;
Fundamental fundamental = (Fundamental)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = fundamental.dateTime;
}
else
{
fundamental.dateTime = this.framework.clock.DateTime;
}
this.framework.dataManager.OnFundamental(fundamental);
this.framework.strategyManager.OnFundamental(fundamental);
}
public override void Write(BinaryWriter writer, object obj)
{
byte value = 0;
writer.Write(value);
Fundamental fundamental = (Fundamental)obj;
writer.Write(fundamental.dateTime.Ticks);
writer.Write(fundamental.providerId);
writer.Write(fundamental.instrumentId);
if (fundamental.fields != null)
{
writer.Write(fundamental.fields.Size);
for (int i = 0; i < fundamental.fields.Size; i++)
{
writer.Write(fundamental.fields[i]);
}
return;
}
int value2 = 0;
writer.Write(value2);
}
protected internal virtual void OnFundamental(Instrument instrument, Fundamental fundamental)
{
}
internal virtual void OnFundamental_(Fundamental fundamental)
{
if (this.raiseEvents && this.instruments.Contains(fundamental.instrumentId))
{
this.OnFundamental(this.framework.InstrumentManager.GetById(fundamental.instrumentId), fundamental);
}
LinkedList<Strategy> linkedList = this.strategiesByInstrument[fundamental.instrumentId];
if (linkedList != null)
{
for (LinkedListNode<Strategy> linkedListNode = linkedList.First; linkedListNode != null; linkedListNode = linkedListNode.Next)
{
linkedListNode.Data.OnFundamental_(fundamental);
}
}
}
protected internal virtual void OnFundamental(Instrument instrument, Fundamental fundamental)
{
}
internal void OnFundamental(Fundamental fundamental)
{
if (this.strategy != null && this.strategy.status == StrategyStatus.Running)
{
this.strategy.OnFundamental_(fundamental);
}
}
internal void OnFundamental(Fundamental fundamental)
{
this.fundamental[fundamental.instrumentId] = fundamental;
}
internal void OnFundamental(Fundamental fundamental)
{
this.fundamental[fundamental.instrumentId] = fundamental;
}