protected Bar ConvertAndFlushBar(SpiderBar originalBar)
{
DataManager.Add(this.Instrument,
originalBar.BeginTime,
originalBar.Open,
originalBar.High,
originalBar.Low,
originalBar.Close,
originalBar.Volume,
originalBar.Size);
DataManager.Flush();
if (originalBar.Size == CurrentExecutionTimePeriodInSeconds)
{
CurrentExecutionBarSeries.Add(originalBar.BeginTime,
originalBar.Open,
originalBar.High,
originalBar.Low,
originalBar.Close,
originalBar.Volume,
originalBar.Size);
}
var convertedAndAddedBar = DataManager.GetHistoricalBars(this.Instrument,
originalBar.BeginTime.AddSeconds(-20 * (originalBar.Size)),
originalBar.EndTime,
BarType.Time,
originalBar.Size).Last;
return convertedAndAddedBar;
}
private bool ValidateBar(SpiderBar bar)
{
return (bar.Open > 0 &&
bar.High > 0 &&
bar.Low > 0 &&
bar.Close > 0 &&
bar.Volume > 0);
}
private SpiderBar ConvertBar(OpenQuant.API.Bar originalBar)
{
SpiderBar spiderBar = new SpiderBar()
{
IsComplete = originalBar.IsComplete,
Open = originalBar.Open,
High = originalBar.High,
Low = originalBar.Low,
Close = originalBar.Close,
BeginTime = originalBar.BeginTime,
EndTime = originalBar.EndTime,
Size = originalBar.Size,
Volume = originalBar.Volume
};
return spiderBar;
}