void LoadHistoricalBars(DateTime datetime)
{
DateTime dtEnd = datetime;
DateTime dtBegin = dtEnd.AddDays(-5);//这个时间按自己的需求修改
TradeSeries ts = DataManager.GetHistoricalTrades(Instrument, dtBegin, dtEnd);
//个人认为这个地方应当过滤下Trade数据，去除无效的再转换成Bars
BarSeries bs = DataManager.CompressBars(ts, BarType.Time, BarSize);
BarSeries barsMin = GetBars(BarType.Time, BarSize);
foreach (Bar b in bs)
{
barsMin.Add(b);
}
}
public TradeDataEnumerator(TradeSeries series) : base(series.Count)
{
this.series = series;
}
public TradeDataEnumerator(TradeSeries series) : base(series.Count)
{
this.series = series;
}
