Exemplo n.º 1
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.PriceEarningsRatio)
				return;

			Value = e.DoubleValue;
		}
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.CurrentYearsEarningsPerShare)
				return;

			Value = e.DoubleValue;
		}
Exemplo n.º 3
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.Low52Weeks)
				return;

			Value = e.DoubleValue;
		}
Exemplo n.º 4
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.HistoricalVolatility)
				return;

			Value = e.DoubleValue;
		}
Exemplo n.º 5
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.AverageDailyVolume)
				return;

			Value = e.DoubleValue;
		}
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.PercentHeldByInstitutions)
				return;

			Value = e.DoubleValue;
		}
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.FiveYearsGrowthPercentage)
				return;

			Value = e.DoubleValue;
		}
Exemplo n.º 8
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.SharesOutstanding)
				return;

			Value = e.LongValue;
		}
Exemplo n.º 9
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.CalendarYearLow)
				return;

			Value = e.DoubleValue;
		}
Exemplo n.º 10
0
		/// <summary>
		/// Called on each incoming market data tick.
		/// </summary>
		/// <param name="e"></param>
		protected override void OnFundamentalData(FundamentalDataEventArgs e)
		{
			if (e.FundamentalDataType != FundamentalDataType.Low52WeeksDate)
				return;

			// handle as numeric value to make sure sorting works regardless of actual formatting
			Value = e.DateTimeValue.Subtract(Cbi.Globals.MinDate).TotalDays;
		}
Exemplo n.º 11
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.PercentHeldByInstitutions)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 12
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.High52Weeks)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 13
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.NextYearsEarningsPerShare)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 14
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.PriceEarningsRatio)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 15
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.FiveYearsGrowthPercentage)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 16
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.SharesOutstanding)
            {
                return;
            }

            Value = e.LongValue;
        }
Exemplo n.º 17
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.CalendarYearLow)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 18
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.AverageDailyVolume)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 19
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.HistoricalVolatility)
            {
                return;
            }

            Value = e.DoubleValue;
        }
Exemplo n.º 20
0
        /// <summary>
        /// Called on each incoming market data tick.
        /// </summary>
        /// <param name="e"></param>
        protected override void OnFundamentalData(FundamentalDataEventArgs e)
        {
            if (e.FundamentalDataType != FundamentalDataType.Low52WeeksDate)
            {
                return;
            }

            // handle as numeric value to make sure sorting works regardless of actual formatting
            Value = e.DateTimeValue.Subtract(Cbi.Globals.MinDate).TotalDays;
        }
Exemplo n.º 21
0
 protected override void OnFundamentalData(FundamentalDataEventArgs fundamentalDataUpdate)
 {
 }
Exemplo n.º 22
0
 /// <summary>
 /// FundamentalData event invocator
 /// </summary>
 protected virtual void OnFundamentalData(FundamentalDataEventArgs e)
 {
     var handler = FundamentalData;
     if (handler != null) handler(this, e);
 }