private void _RolloverContract()
{
string instrname;
bool rollover = false;
DateTime zonedate = TimeZoneInfo.ConvertTime(Time[0], Bars.Session.TimeZoneInfo);
MasterInstrument MI = Bars.Instrument.MasterInstrument;
IEnumerable <RollOver> ROCollection = MI.RollOverCollection.Cast <RollOver>();
DateTime cm = ROCollection.Where(x => x.Date <= zonedate.Date).OrderByDescending(x => x.Date).First().ContractMonth;
if (cm != _curCM)
{
rollover = true;
_curCM = cm;
}
if (rollover)
{
_priceOffset = 0.0f;
if (MI.MergePolicy == MergePolicy.MergeBackAdjusted)
{
_priceOffset = ROCollection.Where(x => (x.ContractMonth > cm) && (x.ContractMonth <= Instrument.Expiry) && !(double.IsNaN(x.Offset))).Sum(x => x.Offset);
}
_foundBarInFile = false;
_EOFfound = false;
instrname = MI.Name + " " + cm.Month.ToString("D2") + "-" + (cm.Year % 100).ToString("D2");
_fm.Initialize(instrname, _writeData, this);
}
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
{
_maxVolume = BarsPeriod.Value;
}
if (BarsPeriod.Id == PeriodType.Tick)
{
_maxTick = BarsPeriod.Value;
}
_fm = (IGDataManager)Activator.CreateInstance(GDataManagerList.Type[_iDataManager]);
_fm.Initialize(BarsArray[0].Instrument.FullName, _writeData, this);
GOnStartUp();
}
