internal QuotationTrend CalculateTrend(Quotation other)
{
if (other.Bid == this.Bid)
{
return(QuotationTrend.Identical);
}
else if (this.Bid > other.Bid)
{
return(QuotationTrend.Up);
}
else
{
return(QuotationTrend.Down);
}
}
internal void Merge(Quotation quotation)
{
if (this.Timestamp <= quotation.Timestamp)
{
this.Timestamp = quotation.Timestamp;
if (quotation.Ask != null)
{
this.Ask = quotation.Ask;
}
if (quotation.Bid != null)
{
this.Bid = quotation.Bid;
}
if (quotation.High != null)
{
this.High = quotation.High;
}
if (quotation.Low != null)
{
this.Low = quotation.Low;
}
}
else
{
if (this.Ask == null)
{
this.Ask = quotation.Ask;
}
if (this.Bid == null)
{
this.Bid = quotation.Bid;
}
if (this.High == null)
{
this.High = quotation.High;
}
if (this.Low == null)
{
this.Low = quotation.Low;
}
}
}
public static Quotation Create(Guid instrumentId, string ask, string bid,
string high, string low, DateTime timestamp, Setting quotationParameterProvider)
{
QuotationParameter quotationParameter = quotationParameterProvider.GetQuotationParameter(instrumentId);
if (quotationParameter == QuotationParameter.Invalid)
{
return(null);
}
Quotation quotation = new Quotation();
quotation.IsNormal = quotationParameter.IsNormal;
quotation.InstrumentId = instrumentId;
quotation.Timestamp = timestamp;
quotation.Ask = CommonPrice.CreateInstance(ask, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.Bid = CommonPrice.CreateInstance(bid, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.High = CommonPrice.CreateInstance(high, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.Low = CommonPrice.CreateInstance(low, quotationParameter.Numerator, quotationParameter.Denominator);
return(quotation);
}
private void Initialize(OverridedQ[] overridedQs)
{
_timeStamp = Market.MarketManager.Now;
foreach (OverridedQ eachOverridedQuotation in overridedQs)
{
Quotation quotation = Quotation.Create(eachOverridedQuotation);
if (quotation == null)
{
continue;
}
QuotePolicy2QuotationDict quotationList;
if (!this.TryGetValue(eachOverridedQuotation.InstrumentID, out quotationList))
{
quotationList = new QuotePolicy2QuotationDict();
_instrument2QuotationsDict.Add(new KeyValuePair <Guid, QuotePolicy2QuotationDict>(eachOverridedQuotation.InstrumentID, quotationList));
}
if (quotationList.ContainsKey(eachOverridedQuotation.QuotePolicyID))
{
throw new ApplicationException("Can't have more than one price for one instrument + quotepolicy in a batch of quotation");
}
quotationList.Add(eachOverridedQuotation.QuotePolicyID, quotation);
}
}
internal static Quotation Create(OverridedQ overridedQuotation)
{
return(Quotation.Create(overridedQuotation.InstrumentID, overridedQuotation.Ask,
overridedQuotation.Bid, overridedQuotation.High, overridedQuotation.Low, overridedQuotation.Timestamp, Settings.Setting.Default));
}
internal bool TryGetQuotation(Guid instrumentId, IQuotePolicyProvider quotePolicyProvider, out Quotation quotation)
{
quotation = null;
QuotePolicy2QuotationDict quotations = null;
if (this.TryGetValue(instrumentId, out quotations))
{
quotation = quotePolicyProvider.Get <Quotation>(delegate(Guid id, out Quotation q)
{
return(quotations.TryGetValue(id, out q));
});
}
return(quotation != null);
}