private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size) { foreach (BarFactoryItem barFactoryItem in this.Items) { if (barFactoryItem.Enabled) { Dictionary <BarType, SortedList <long, OfflineBarFactory.BarSizeCounter> > dictionary; if (!this.ReSeeRRAl.TryGetValue(instrument, out dictionary)) { dictionary = new Dictionary <BarType, SortedList <long, OfflineBarFactory.BarSizeCounter> >(); this.ReSeeRRAl.Add(instrument, dictionary); } SortedList <long, OfflineBarFactory.BarSizeCounter> sortedList; if (!dictionary.TryGetValue(barFactoryItem.BarType, out sortedList)) { sortedList = new SortedList <long, OfflineBarFactory.BarSizeCounter>(); dictionary.Add(barFactoryItem.BarType, sortedList); } OfflineBarFactory.BarSizeCounter gcuMn6TqoRuEfhwr; if (!sortedList.TryGetValue(barFactoryItem.BarSize, out gcuMn6TqoRuEfhwr)) { gcuMn6TqoRuEfhwr = new OfflineBarFactory.BarSizeCounter(); sortedList.Add(barFactoryItem.BarSize, gcuMn6TqoRuEfhwr); } switch (barFactoryItem.BarType) { case BarType.Time: if (gcuMn6TqoRuEfhwr.bar == null || gcuMn6TqoRuEfhwr.bar.EndTime <= datetime) { if (gcuMn6TqoRuEfhwr.bar != null) { this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); } DateTime dateTime1; DateTime dateTime2; this.iYlXRwvKS(datetime, barFactoryItem.BarSize, out dateTime1, out dateTime2); gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Time, barFactoryItem.BarSize, dateTime1, dateTime2, price); } this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); continue; case BarType.Tick: if (gcuMn6TqoRuEfhwr.bar == null) { gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Tick, barFactoryItem.BarSize, datetime, datetime, price); } this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); gcuMn6TqoRuEfhwr.bar.EndTime = datetime; if ((long)++gcuMn6TqoRuEfhwr.counter == barFactoryItem.BarSize) { this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); gcuMn6TqoRuEfhwr.bar = null; gcuMn6TqoRuEfhwr.counter = 0; continue; } else { continue; } case BarType.Volume: if (gcuMn6TqoRuEfhwr.bar == null) { gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Volume, barFactoryItem.BarSize, datetime, datetime, price); } this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); gcuMn6TqoRuEfhwr.bar.EndTime = datetime; if (gcuMn6TqoRuEfhwr.bar.Volume >= barFactoryItem.BarSize) { this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); gcuMn6TqoRuEfhwr.bar = null; continue; } else { continue; } default: continue; } } } }
private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size) { foreach (BarFactoryItem barFactoryItem in this.Items) { if (barFactoryItem.Enabled) { Dictionary<BarType, SortedList<long, OfflineBarFactory.BarSizeCounter>> dictionary; if (!this.ReSeeRRAl.TryGetValue(instrument, out dictionary)) { dictionary = new Dictionary<BarType, SortedList<long, OfflineBarFactory.BarSizeCounter>>(); this.ReSeeRRAl.Add(instrument, dictionary); } SortedList<long, OfflineBarFactory.BarSizeCounter> sortedList; if (!dictionary.TryGetValue(barFactoryItem.BarType, out sortedList)) { sortedList = new SortedList<long, OfflineBarFactory.BarSizeCounter>(); dictionary.Add(barFactoryItem.BarType, sortedList); } OfflineBarFactory.BarSizeCounter gcuMn6TqoRuEfhwr; if (!sortedList.TryGetValue(barFactoryItem.BarSize, out gcuMn6TqoRuEfhwr)) { gcuMn6TqoRuEfhwr = new OfflineBarFactory.BarSizeCounter(); sortedList.Add(barFactoryItem.BarSize, gcuMn6TqoRuEfhwr); } switch (barFactoryItem.BarType) { case BarType.Time: if (gcuMn6TqoRuEfhwr.bar == null || gcuMn6TqoRuEfhwr.bar.EndTime <= datetime) { if (gcuMn6TqoRuEfhwr.bar != null) this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); DateTime dateTime1; DateTime dateTime2; this.iYlXRwvKS(datetime, barFactoryItem.BarSize, out dateTime1, out dateTime2); gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Time, barFactoryItem.BarSize, dateTime1, dateTime2, price); } this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); continue; case BarType.Tick: if (gcuMn6TqoRuEfhwr.bar == null) gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Tick, barFactoryItem.BarSize, datetime, datetime, price); this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); gcuMn6TqoRuEfhwr.bar.EndTime = datetime; if ((long)++gcuMn6TqoRuEfhwr.counter == barFactoryItem.BarSize) { this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); gcuMn6TqoRuEfhwr.bar = null; gcuMn6TqoRuEfhwr.counter = 0; continue; } else continue; case BarType.Volume: if (gcuMn6TqoRuEfhwr.bar == null) gcuMn6TqoRuEfhwr.bar = this.ssgZj9bjo(BarType.Volume, barFactoryItem.BarSize, datetime, datetime, price); this.jtf8pUBX1(gcuMn6TqoRuEfhwr.bar, price, size); gcuMn6TqoRuEfhwr.bar.EndTime = datetime; if (gcuMn6TqoRuEfhwr.bar.Volume >= barFactoryItem.BarSize) { this.M28GqE2S2(instrument, gcuMn6TqoRuEfhwr.bar); gcuMn6TqoRuEfhwr.bar = null; continue; } else continue; default: continue; } } } }