public override void Add(CompressorDataItem data)
{
if (this.bar == null)
this.CreateNewBar(BarType.Volume, data.DateTime, data.DateTime, data.Items[0].Price);
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
if (this.bar.Volume < this.barSize)
return;
this.EmitNewCompressedBar();
this.bar = null;
}
public override void Add(CompressorDataItem data)
{
if (this.bar == null || this.bar.EndTime <= data.DateTime)
{
if (this.bar != null)
this.EmitNewCompressedBar();
DateTime barBeginTime = this.GetBarBeginTime(data.DateTime);
this.CreateNewBar(BarType.Time, barBeginTime, barBeginTime.AddSeconds(this.barSize), data.Items[0].Price);
this.AddDataToBar(data.Items);
}
else
this.AddDataToBar(data.Items);
}
public override void Add(CompressorDataItem data)
{
if (this.bar == null)
{
this.CreateNewBar(BarType.Volume, data.DateTime, data.DateTime, data.Items[0].Price);
}
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
if (this.bar.Volume < this.barSize)
{
return;
}
this.EmitNewCompressedBar();
this.bar = null;
}
public override void Add(CompressorDataItem data)
{
if (this.bar == null)
this.CreateNewBar(BarType.Tick, data.DateTime, data.DateTime, data.Items[0].Price);
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
if (this.dataSource.Input == DataSourceInput.Bar)
this.tickCount += ((BarDataSource)this.dataSource).BarSize;
else
++this.tickCount;
if (this.tickCount != this.barSize)
return;
this.EmitNewCompressedBar();
this.bar = null;
this.tickCount = 0;
}
public override void Add(CompressorDataItem data)
{
if (this.bar == null || this.bar.EndTime <= data.DateTime)
{
if (this.bar != null)
{
this.EmitNewCompressedBar();
}
DateTime barBeginTime = this.GetBarBeginTime(data.DateTime);
this.CreateNewBar(BarType.Time, barBeginTime, barBeginTime.AddSeconds(this.barSize), data.Items[0].Price);
this.AddDataToBar(data.Items);
}
else
{
this.AddDataToBar(data.Items);
}
}
public override void Add(CompressorDataItem data)
{
if (data.Items.Count != 1)
{
throw new ArgumentException(string.Format("Cannot make range bars from {0}", (object)this.dataSource.Input));
}
double price = data.Items[0].Price;
if (this.bar == null)
{
this.CreateNewBar((BarType)4, data.DateTime, data.DateTime, price);
}
else
{
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
bool flag = false;
while (!flag)
{
if (10000.0 * (this.bar.High - this.bar.Low) >= (double)this.barSize)
{
Bar bar = new Bar(BarType.Range, this.barSize, data.DateTime, data.DateTime, price, price, price, price, 0, 0);
if (this.bar.High == price)
{
this.bar.High = this.bar.Low + (double)this.barSize / 10000.0;
this.bar.Close = this.bar.High;
bar.Low = this.bar.High;
}
if (this.bar.Low == price)
{
this.bar.Low = this.bar.High - (double)this.barSize / 10000.0;
this.bar.Close = this.bar.Low;
bar.High = this.bar.Low;
}
this.EmitNewCompressedBar();
this.bar = bar;
flag = 10000.0 * (this.bar.High - this.bar.Low) < (double)this.barSize;
}
else
{
flag = true;
}
}
}
}
public override void Add(CompressorDataItem data)
{
if (data.Items.Count != 1)
throw new ArgumentException(string.Format("Cannot make range bars from {0}", (object)this.dataSource.Input));
double price = data.Items[0].Price;
if (this.bar == null)
{
this.CreateNewBar((BarType)4, data.DateTime, data.DateTime, price);
}
else
{
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
bool flag = false;
while (!flag)
{
if (10000.0 * (this.bar.High - this.bar.Low) >= (double)this.barSize)
{
Bar bar = new Bar(BarType.Range, this.barSize, data.DateTime, data.DateTime, price, price, price, price, 0, 0);
if (this.bar.High == price)
{
this.bar.High = this.bar.Low + (double)this.barSize / 10000.0;
this.bar.Close = this.bar.High;
bar.Low = this.bar.High;
}
if (this.bar.Low == price)
{
this.bar.Low = this.bar.High - (double)this.barSize / 10000.0;
this.bar.Close = this.bar.Low;
bar.High = this.bar.Low;
}
this.EmitNewCompressedBar();
this.bar = bar;
flag = 10000.0 * (this.bar.High - this.bar.Low) < (double)this.barSize;
}
else
flag = true;
}
}
}
public override void Add(CompressorDataItem data)
{
if (this.bar == null)
{
this.CreateNewBar(BarType.Tick, data.DateTime, data.DateTime, data.Items[0].Price);
}
this.AddDataToBar(data.Items);
this.bar.EndTime = data.DateTime;
if (this.dataSource.Input == DataSourceInput.Bar)
{
this.tickCount += ((BarDataSource)this.dataSource).BarSize;
}
else
{
++this.tickCount;
}
if (this.tickCount != this.barSize)
{
return;
}
this.EmitNewCompressedBar();
this.bar = null;
this.tickCount = 0;
}
public abstract void Add(CompressorDataItem data);
public abstract void Add(CompressorDataItem data);