public override void Add(DataEntry entry)
{
double price = entry.Items[0].Price;
if (this.bar == null)
{
this.double_1 = (double)((decimal)price + (decimal)this.double_0);
this.double_2 = (double)((decimal)price - (decimal)this.double_0);
this.bar = new Bar(entry.DateTime, entry.DateTime, this.instrumentId, BarType.Custom, this.newBarSize, price, price, price, price, 0L, 0L);
base.AddItemsToBar(entry.Items);
return;
}
if (price >= this.double_1 + this.double_0)
{
if (!this.bool_0)
{
this.bar.High = this.double_1;
this.bar.Close = this.double_1;
this.bool_0 = true;
}
this.double_2 = this.double_1;
this.double_1 = (double)((decimal)this.double_1 + (decimal)this.double_0);
this.bar.DateTime = entry.DateTime;
base.EmitNewCompressedBar();
double high = (price > this.double_1) ? price : this.double_1;
this.bar = new Bar(entry.DateTime, entry.DateTime, this.instrumentId, BarType.Custom, this.newBarSize, this.double_2, high, this.double_2, this.double_1, 0L, 0L);
base.AddItemsToBar(entry.Items);
return;
}
if (price <= this.double_2 - this.double_0)
{
if (!this.bool_0)
{
this.bar.Low = this.double_2;
this.bar.Close = this.double_2;
this.bool_0 = true;
}
this.double_1 = this.double_2;
this.double_2 = (double)((decimal)this.double_2 - (decimal)this.double_0);
this.bar.DateTime = entry.DateTime;
base.EmitNewCompressedBar();
double low = (price < this.double_2) ? price : this.double_2;
this.bar = new Bar(entry.DateTime, entry.DateTime, this.instrumentId, BarType.Custom, this.newBarSize, this.double_1, this.double_1, low, this.double_2, 0L, 0L);
base.AddItemsToBar(entry.Items);
return;
}
AddItemsToBar(entry.Items);
}
public abstract void Add(DataEntry entry);
public override void Add(DataEntry entry)
{
if (this.time1 <= entry.DateTime.TimeOfDay && entry.DateTime.TimeOfDay < this.time2)
{
if (this.bar == null || this.bar.dateTime.Date != entry.DateTime.Date)
{
if (this.bar != null)
EmitNewCompressedBar();
CreateNewBar(BarType.Session, entry.DateTime.Date.Add(this.time1), entry.DateTime.Date.Add(this.time2), entry.Items[0].Price);
}
AddItemsToBar(entry.Items);
}
}
public override void Add(DataEntry entry)
{
if (this.bar == null)
CreateNewBar(BarType.Volume, entry.DateTime, entry.DateTime, entry.Items[0].Price);
AddItemsToBar(entry.Items);
this.bar.DateTime = entry.DateTime;
if (this.bar.Volume >= this.newBarSize)
{
EmitNewCompressedBar();
this.bar = null;
}
}
public override void Add(DataEntry entry)
{
if (this.bar == null)
CreateNewBar(BarType.Tick, entry.DateTime, entry.DateTime, entry.Items[0].Price);
AddItemsToBar(entry.Items);
this.bar.DateTime = entry.DateTime;
this.long_0 += this.oldBarSize;
if (this.long_0 == this.newBarSize)
{
EmitNewCompressedBar();
this.bar = null;
this.long_0 = 0;
}
}
public override void Add(DataEntry entry)
{
if (this.bar == null || this.bar.DateTime <= entry.DateTime)
{
if (this.bar != null)
EmitNewCompressedBar();
var dateTime = this.method_2(entry.DateTime);
var endTime = this.method_3(dateTime);
CreateNewBar(BarType.Time, dateTime, endTime, entry.Items[0].Price);
}
AddItemsToBar(entry.Items);
}
public abstract void Add(DataEntry entry);
