public bool Filter(OrderFilter filter)
{
if (filter.HasEarliestTime &&
!OnFilterEarliestTime(filter.EarliestTime))
{
return(false);
}
if (filter.HasLatestTime &&
!OnFilterLatestTime(filter.LatestTime))
{
return(false);
}
if (filter.HasAllowedTypes &&
!OnFilterType(filter.AllowedTypes))
{
return(false);
}
if (filter.HasAllowedLocations &&
!OnFilterLocation(filter.AllowedLocations))
{
return(false);
}
if (filter.HasAllowedCurrencies &&
!OnFilterCurrency(filter.AllowedCurrencies))
{
return(false);
}
return(true);
}
//public List<T> Filter<T>(List<TradeOrder> trades, TradeFilter filter)
// where T : TradeOrder
//{
// List<T> results = new List<T>();
// foreach (TradeOrder trade in trades)
// {
// if (trade.Filter(filter))
// {
// T castTrade = trade as T;
// if (castTrade != null)
// { results.Add(castTrade); }
// }
// }
// return results;
//}
public OrderHistory <TBaseOrder> Filter(OrderFilter filter)
{
OrderHistory <TBaseOrder> results = new OrderHistory <TBaseOrder>();
foreach (TBaseOrder trade in this)
{
if (trade.Filter(filter))
{
results.Add(trade);
}
}
return(results);
}