public OriginQuotation(Instrument instrument, CollectorQuotation cq)
{
this.modifyState = ModifyState.Added;
this.instrument = instrument;
this.timestamp = cq.Timestamp;
this.ask = Price.CreateInstance(cq.Ask, instrument.NumeratorUnit, instrument.Denominator);
this.bid = Price.CreateInstance(cq.Bid, instrument.NumeratorUnit, instrument.Denominator);
this.high = Price.CreateInstance(cq.High, instrument.NumeratorUnit, instrument.Denominator);
this.low = Price.CreateInstance(cq.Low, instrument.NumeratorUnit, instrument.Denominator);
this.volume = cq.Volume;
this.totalVolume = cq.TotalVolume;
this.origin = instrument.CalculateOrigin(this.ask, this.bid, instrument.OriginQReceived != null);
//Special handle, it's not so strict
//NOTE: Has problem for session clear !
if (this.origin == null && instrument.OriginQReceived != null)
{
if (this.ask == null) this.ask = this.instrument.OriginQReceived.ask;
if (this.bid == null) this.bid = this.instrument.OriginQReceived.bid;
this.origin = instrument.CalculateOrigin(this.ask, this.bid, false);
}
this.FilterErrorHighLow(instrument, false);
}
public OriginQuotation(Instrument instrument, DataRow originQuotation)
{
this.modifyState = ModifyState.Unchanged;
this.instrument = instrument;
this.timestamp = (DateTime)originQuotation["Timestamp"];
if (originQuotation["Ask"] != DBNull.Value)
{
this.ask = Price.CreateInstance((string)originQuotation["Ask"], instrument.NumeratorUnit, instrument.Denominator);
}
if (originQuotation["Bid"] != DBNull.Value)
{
this.bid = Price.CreateInstance((string)originQuotation["Bid"], instrument.NumeratorUnit, instrument.Denominator);
}
if (originQuotation["High"] != DBNull.Value)
{
this.high = Price.CreateInstance((string)originQuotation["High"], instrument.NumeratorUnit, instrument.Denominator);
}
if (originQuotation["Low"] != DBNull.Value)
{
this.low = Price.CreateInstance((string)originQuotation["Low"], instrument.NumeratorUnit, instrument.Denominator);
}
if (originQuotation.Table.Columns.Contains("Volume") && originQuotation["Volume"] != DBNull.Value)
{
this.volume = (string)originQuotation["Volume"];
}
if (originQuotation.Table.Columns.Contains("TotalVolume") && originQuotation["TotalVolume"] != DBNull.Value)
{
this.totalVolume = (string)originQuotation["TotalVolume"];
}
this.origin = instrument.CalculateOrigin(this.ask, this.bid, false);
}
