private void AdjustBar(OHLCBar bar, decimal adjustmentFactor, ContinuousFuturesAdjustmentMode mode)
{
if (mode == ContinuousFuturesAdjustmentMode.NoAdjustment)
{
return;
}
if (mode == ContinuousFuturesAdjustmentMode.Difference)
{
bar.Open += adjustmentFactor;
bar.High += adjustmentFactor;
bar.Low += adjustmentFactor;
bar.Close += adjustmentFactor;
}
else if (mode == ContinuousFuturesAdjustmentMode.Ratio)
{
bar.Open *= adjustmentFactor;
bar.High *= adjustmentFactor;
bar.Low *= adjustmentFactor;
bar.Close *= adjustmentFactor;
}
}
private void AdjustBar(OHLCBar bar, decimal adjustmentFactor, ContinuousFuturesAdjustmentMode mode)
{
switch (mode)
{
case ContinuousFuturesAdjustmentMode.NoAdjustment:
return;
case ContinuousFuturesAdjustmentMode.Difference:
bar.Open += adjustmentFactor;
bar.High += adjustmentFactor;
bar.Low += adjustmentFactor;
bar.Close += adjustmentFactor;
break;
case ContinuousFuturesAdjustmentMode.Ratio:
bar.Open *= adjustmentFactor;
bar.High *= adjustmentFactor;
bar.Low *= adjustmentFactor;
bar.Close *= adjustmentFactor;
break;
}
}
