public DailyPriceBarDataHandler(string instrumentCode,
DateTime startDate, DateTime endDate, TickDataHandler tickDataManager)
{
_instrumentCode = instrumentCode;
_startDate = startDate;
_endDate = endDate;
_tickDataManager = tickDataManager;
_tickDataManager.OnRealTimeTickDataDateChange += OnRealTimeTickDataDateChange;
}
public BarDataHandler(TickDataHandler tickDataHandler, int barInterval)
{
m_TickDataHandler = tickDataHandler;
m_BarInterval = barInterval;
m_SimpleBarDataHandlers = new Dictionary <BarDataType, SimpleBarDataHandler>();
AddSimpleBarDataHandler(BarDataType.Ask, m_BarInterval);
AddSimpleBarDataHandler(BarDataType.AskQty, m_BarInterval);
AddSimpleBarDataHandler(BarDataType.Bid, m_BarInterval);
AddSimpleBarDataHandler(BarDataType.BidQty, m_BarInterval);
AddSimpleBarDataHandler(BarDataType.SettlementPrice, m_BarInterval);
AddSimpleBarDataHandler(BarDataType.SettlementQty, m_BarInterval);
m_TickDataHandler.OnRealTimeTickDataUpdate += m_TickDataHandler_OnRealTimeTickDataUpdate;
}