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;
}
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);
}
public static Series <DateTime, MarketDataElement> getLastNMarketData(Series <DateTime, MarketDataElement> series, int n)
{
MarketDataElement lastItem = series.GetAt(series.KeyCount - 1);
DateTime tempStartTime = lastItem.time.AddMinutes(-n + 1);
Series <DateTime, MarketDataElement> tempSeries = series.Between(tempStartTime, lastItem.time);
if (tempSeries.KeyCount == n)
{
return(tempSeries);
}
//bool found=false;
while (true)
{
//log.Info("testing 3");
tempStartTime = tempStartTime.AddMinutes(-1);
tempSeries = series.Between(tempStartTime, lastItem.time);
if (tempSeries.KeyCount == n)
{
return(tempSeries);
}
}
}