private void RolloverContract()
{
string instrname;
bool rollover = false;
DateTime zonedate = TimeZoneInfo.ConvertTime(Time[0], Bars.Session.TimeZoneInfo);
MasterInstrument MI = Bars.Instrument.MasterInstrument;
IEnumerable <RollOver> ROCollection = MI.RollOverCollection.Cast <RollOver>();
DateTime cm = ROCollection.Where(x => x.Date <= zonedate.Date).OrderByDescending(x => x.Date).First().ContractMonth;
if (cm != curcm)
{
rollover = true;
curcm = cm;
}
if (rollover)
{
priceoffset = 0.0f;
if (MI.MergePolicy == MergePolicy.MergeBackAdjusted)
{
priceoffset = ROCollection.Where(x => (x.ContractMonth > cm) && (x.ContractMonth <= Instrument.Expiry) && !(double.IsNaN(x.Offset))).Sum(x => x.Offset);
}
foundbarinfile = false;
EOFfound = false;
instrname = MI.Name + " " + cm.Month.ToString("D2") + "-" + (cm.Year % 100).ToString("D2");
fm.Initialize(instrname, writeData, this);
}
}
private void RolloverContract()
{
string instrname;
bool rollover = false;
DateTime zonedate = TimeZoneInfo.ConvertTime(Time[0], Bars.Session.TimeZoneInfo);
DateTime cm = new DateTime(0L);
MasterInstrument MI = Bars.Instrument.MasterInstrument;
DateTime dt = new DateTime(0L);
foreach (RollOver RO in MI.RollOverCollection)
{
if ((zonedate.Date >= RO.Date) && (RO.Date > dt))
{
dt = RO.Date;
cm = RO.ContractMonth;
}
}
if (cm != curcm)
{
rollover = true;
curcm = cm;
}
if (rollover)
{
priceoffset = 0.0f;
if (MI.MergePolicy == MergePolicy.MergeBackAdjusted)
{
foreach (RollOver RO in MI.RollOverCollection)
{
if ((RO.ContractMonth > cm) && (RO.ContractMonth <= Instrument.Expiry) && !(double.IsNaN(RO.Offset)))
{
priceoffset += RO.Offset;
}
}
}
foundbarinfile = false;
EOFfound = false;
instrname = MI.Name + " " + cm.Month.ToString("D2") + "-" + cm.Year % 100;
fm.Initialize(instrname, writeData, this);
}
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
{
MaxVolume = BarsPeriod.Value;
}
if (BarsPeriod.Id == PeriodType.Tick)
{
MaxTick = BarsPeriod.Value;
}
fm = (Gom.IDataManager)Activator.CreateInstance(Gom.DataManagerList.Type[iDataManager]);
fm.Initialize(BarsArray[0].Instrument.FullName, writeData, this);
GomOnStartUp();
}
protected override sealed void OnStartUp()
{
if (BarsPeriod.Id == PeriodType.Volume)
MaxVolume = BarsPeriod.Value;
if (BarsPeriod.Id == PeriodType.Tick)
MaxTick = BarsPeriod.Value;
fm = (Gom.IDataManager)Activator.CreateInstance(Gom.DataManagerList.Type[iDataManager]);
fm.Initialize(BarsArray[0].Instrument.FullName, writeData, this);
GomOnStartUp();
}
