public void updatePreMergeRTBarSeries(RTDataBar bar)
{
if (isDataMerged)
{
return;
}
DateTime time = bar.time;
MarketDataElement currentRTBData = MarketDataUtil.convertBarToMarketDataElement(bar);
if (preMergeRTBarSeries == null)
{
preMergeRTBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentRTBData }
}.Series;
}
else
{
if (!preMergeRTBarSeries.ContainsKey(time))
{
preMergeRTBarSeries = preMergeRTBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentRTBData }
}.Series);
}
}
return;
}
private static Series <DateTime, MarketDataElement> addMarketDataElementWithTimeOnlyToSeries(DateTime dateTime, Series <DateTime, MarketDataElement> series)
{
MarketDataElement currentElement = MarketDataUtil.createHLOC(dateTime, "HLOC", "HSI", "FUT");
currentElement.volume = 900;
MarketDataUtil.setHLOC(currentElement, 20200, 20000, 20050, 20150);
if (series == null)
{
series = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ dateTime, currentElement }
}.Series;
}
else
{
if (!series.ContainsKey(dateTime))
{
series = series.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ dateTime, currentElement }
}.Series);
}
}
return(series);
}
public void updateRTBarSeriesActions()
{
if (currentCompleteRTBar == null)
{
return;
}
MarketDataElement data = MarketDataUtil.convertBarToMarketDataElement(currentCompleteRTBar);
if (!isRTBarMergeNeed || TimeBarSeries != null)
{
if (TimeBarSeries != null)
{
if (TimeBarSeries.ContainsKey(data.time))
{
return;
}
TimeBarSeries = TimeBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ data.time, data }
}.Series);
}
else
{
TimeBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ data.time, data }
}
}.Series;
public Boolean updateTimeBarSeries(IBMessage message)
{
Boolean isAdded = false;
if ((!isDataMerged && getNeedMergeFlag()) || !getNeedMergeFlag())
{
return(isAdded);
}
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
if (TimeBarSeries == null)
{
return(isAdded);
}
HistoricalDataMessage histMessage = (HistoricalDataMessage)message;
double h = Convert.ToDouble(histMessage.High);
double l = Convert.ToDouble(histMessage.Low);
double o = Convert.ToDouble(histMessage.Open);
double c = Convert.ToDouble(histMessage.Close);
double vol = Convert.ToDouble(histMessage.Volume);
DateTime time = DateTime.ParseExact(histMessage.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
MarketDataElement currentHsiData = MarketDataUtil.createHLOC(time, "HLOC", "HSI", "FUT");
currentHsiData.volume = vol;
currentHsiData.time = time;
if (TimeBarSeries == null)
{
TimeBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHsiData }
}.Series;
isAdded = true;
}
else
{
MarketDataElement element = TimeBarSeries.GetAt(TimeBarSeries.KeyCount - 1);
if (!TimeBarSeries.ContainsKey(time))
{
TimeBarSeries = TimeBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHsiData }
}.Series);
isAdded = true;
}
}
return(isAdded);
}
public Boolean updatePreMergeHistBarSeries(IBMessage message)
{
Boolean isAdded = false;
if (isDataMerged)
{
return(isAdded);
}
HistoricalDataMessage histMessage = (HistoricalDataMessage)message;
double h = Convert.ToDouble(histMessage.High);
double l = Convert.ToDouble(histMessage.Low);
double o = Convert.ToDouble(histMessage.Open);
double c = Convert.ToDouble(histMessage.Close);
double vol = Convert.ToDouble(histMessage.Volume);
DateTime time = DateTime.ParseExact(histMessage.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
MarketDataElement currentHistData = MarketDataUtil.createHLOC(time, "HLOC", "HSI", "FUT");
MarketDataUtil.setHLOC(currentHistData, h, l, o, c);
currentHistData.volume = vol;
currentHistData.time = time;
if (preMergeHistBarSeries == null)
{
preMergeHistBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHistData }
}.Series;
isAdded = true;
}
else
{
if (!preMergeHistBarSeries.ContainsKey(time))
{
preMergeHistBarSeries = preMergeHistBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHistData }
}.Series);
isAdded = true;
}
}
return(isAdded);
}
protected void calculateCurrentOpen(Series <DateTime, MarketDataElement> series)
{
if (currentOpenPrice != 0)
{
return;
}
MarketDataElement lastItem = (MarketDataElement)series.GetAt(series.KeyCount - 1);
MarketDataElement openItem = MarketDateElementHelper.getFirstAvaMarketData(series, MarketDataUtil.getStartTime(lastItem.time));
currentOpenPrice = openItem.open;
log.Info("[calculateCurrentOpen] : currentOpen = " + currentOpenPrice);
}
