/// <summary>
/// Post data
/// </summary>
private void PostData(decimal open, decimal close, decimal high, decimal low)
{
Bar bar = new Bar(new Security {
Symbol = _security.Symbol
}, "Bar Factory", "", DateTime.UtcNow)
{
Open = open,
Close = close,
High = high,
Low = low,
Volume = 0
};
if (Logger.IsInfoEnabled)
{
Logger.Info(this._security + " - Posting new bar - " + bar,
_type.FullName, "PostData");
}
// Post new bar.
if (BarArrived != null)
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("Number of subscribers to bar factory: " + BarArrived.GetInvocationList(),
_type.FullName, "PostData");
}
BarArrived(bar, BarGeneratorKey);
}
}
/// <summary>
/// Raised when a new Bar Arrives from the MarketDataControler
/// </summary>
private void MarketDataControlerBarArrived(Bar bar)
{
if (BarArrived != null)
{
BarArrived.Invoke(bar, bar.RequestId);
}
}
