public void ReceiveTick(TickData tickdata)
{
if (_lastDayClose == 0)
{
_lastDayClose = tickdata.Preclose;
_todayOpen = tickdata.Open;
}
if (_currentHigh < tickdata.Last)
{
_currentHigh = tickdata.Last;
_reachHigh = true;
}
//TimeSpan closeTimeSpan = getNextCloseTimeSpan(_currentOpenTimeSpan);
//TimeSpan closeTimeSpan = _currentBar.BarCloseTime;
//TimeSpan LastTickTime = _currentBar.LastTickTime;
TimeSpan CurrentTickTime = tickdata.Time.TimeOfDay;
//TimeSpan NextTickTime = tickdata.Time.TimeOfDay.Add(TimeSpan.FromSeconds(_tickInteval));
//.Log(string.Format("{0}-{1}",currentTickTime,closeTimeSpan));
if (CurrentTickTime <= _currentBar.BarCloseTime) //当前时间小于等于本根bar的收盘时间
{
UpdateCurrentBar(tickdata, CurrentTickTime);
//if (CurrentTickTime > _currentBar.LastTickTime)
//{
// _currentBar.EstVolumn = _currentBar.Volumn;
// _lastVolumn += _currentBar.Volumn;
// CalcuateBar();
// PushBarArrivalEvent(_currentBar);
// _currentOpenTimeSpan = _currentBar.NextOpenTime;
// if (Bars.ContainsKey(_currentOpenTimeSpan))
// {
// _currentBar = Bars[_currentOpenTimeSpan];
// }
//}
//PushBarArrivalEvent(_currentBar);
}
else //当前时间大于本根bar收盘时间
{
while (CurrentTickTime > _currentBar.BarCloseTime)
{
LiveBar nextBar;
if (_currentBar.Open == 0)
{
_currentBar.Open = tickdata.Last;
_currentBar.High = tickdata.Last;
_currentBar.Close = tickdata.Last;
_currentBar.Low = tickdata.Last;
}
//_lastVolumn += _currentBar.Volumn;
//_currentBar.EstVolumn = _currentBar.Volumn;
//CalcuateBar();
//MakeRaiseType();
//PushBarArrivalEvent(_currentBar);
_currentOpenTimeSpan = _currentBar.NextOpenTime;
if (Bars.ContainsKey(_currentOpenTimeSpan))
{
nextBar = Bars[_currentOpenTimeSpan];
}
else
{
return;
}
//LastTickTime = Bars[_currentOpenTimeSpan].LastTickTime;
//closeTimeSpan = getNextCloseTimeSpan(closeTimeSpan);
if (CurrentTickTime <= nextBar.BarCloseTime) //当前时间小于等于下一根bar收盘时间
{
if (CurrentTickTime > nextBar.LastTickTime) //当前时间大于最后tick时间
{
//push nextbar
CalcuateBar();
MakeRaiseType();
_lastVolumn += _currentBar.Volumn;
_currentBar = Bars[_currentOpenTimeSpan];
_currentBar.Open = tickdata.Last;
_currentBar.High = tickdata.Last;
_currentBar.Close = tickdata.Last;
_currentBar.Low = tickdata.Last;
_currentBar.EstVolumn = _currentBar.Volumn;
CalcuateBar();
MakeRaiseType();
_currentBar.Finish = true;
PushBarArrivalEvent(_currentBar);
_currentOpenTimeSpan = _currentBar.NextOpenTime;
if (Bars.ContainsKey(_currentOpenTimeSpan))
{
_currentBar = Bars[_currentOpenTimeSpan];
}
}
else // 当前时间小于最后tick时间
{
//push currentbar
CalcuateBar();
MakeRaiseType();
_lastVolumn += _currentBar.Volumn;
_currentBar.Finish = true;
PushBarArrivalEvent(_currentBar);
_currentBar = Bars[_currentOpenTimeSpan];
_currentBar.Open = tickdata.Last;
_currentBar.High = tickdata.Last;
_currentBar.Close = tickdata.Last;
_currentBar.Low = tickdata.Last;
}
}
else
{
CalcuateBar();
MakeRaiseType();
_currentBar = Bars[_currentOpenTimeSpan];
_currentBar.Open = tickdata.Last;
_currentBar.High = tickdata.Last;
_currentBar.Close = tickdata.Last;
_currentBar.Low = tickdata.Last;
_currentBar.EstVolumn = _currentBar.Volumn;
CalcuateBar();
MakeRaiseType();
_lastVolumn += _currentBar.Volumn;
//PushBarArrivalEvent(_currentBar);
_currentOpenTimeSpan = _currentBar.NextOpenTime;
if (Bars.ContainsKey(_currentOpenTimeSpan))
{
_currentBar = Bars[_currentOpenTimeSpan];
}
}
}
}
}