// **********************************************************************
public override void ProcessTick(Tick tick)
{
lastPrice = tick.IntPrice;
} // получение данных
// **********************************************************************
public override void ProcessTick(Tick tick)
{
if (tick.DateTime < firstTickDt)
{
return;
}
lock (VolumeVector)
{
DateTime lastDT = DateTime.MinValue;
if (lastDateTimeVolume.TryGetValue(tick.SecCode, out lastDT) == false)
{
// начальная установка даты и времени отсчета
lastDT = tick.DateTime;
}
Dictionary <DateTime, StockDataElement> volumes = new Dictionary <DateTime, StockDataElement>();
if (VolumeVector.TryGetValue(tick.SecCode, out volumes) == false)
{
createNewVolume(tick.SecCode, lastDT);
VolumeVector.TryGetValue(tick.SecCode, out volumes);
}
StockDataElement vds = new StockDataElement(tick.SecCode, lastDT);
volumes.TryGetValue(lastDT, out vds);
// если время больше XXX мин, делаем новую группу
long csTicks = currentTimeFrame * TimeSpan.TicksPerSecond;
if (tick.DateTime.Ticks - lastDT.Ticks >= csTicks)
{ // новая группа
//--------------------
//+ old
lastDT = tick.DateTime;
createNewVolume(tick.SecCode, lastDT);
volumes.TryGetValue(lastDT, out vds);
//- old
vds.high = tick.IntPrice;
vds.low = tick.IntPrice;
vds.open = tick.IntPrice;
vds.close = tick.IntPrice;
firstLoopInCandle = true;
}
if (firstRound)
{
vds.high = tick.IntPrice;
vds.low = tick.IntPrice;
vds.open = tick.IntPrice;
vds.close = tick.IntPrice;
}
//+ 02082015 Bug fix
if (vds.open == 0)
{
vds.open = tick.IntPrice;
}
//+ 02082015 Bug fix
if (tick.IntPrice > vds.high)
{
vds.high = tick.IntPrice;
}
if (tick.IntPrice < vds.low)
{
vds.low = tick.IntPrice;
}
vds.close = tick.IntPrice;
vds.Volume += tick.Volume;
vds.PriceVolumeSum += (tick.IntPrice * tick.Volume);
if (tick.Op == TradeOp.Sell)
{
vds.VolumeSell += tick.Volume;
}
else
{
vds.VolumeBuy += tick.Volume;
}
firstRound = false;
firstLoopInCandle = false;
volumes[lastDT] = vds;
VolumeVector[tick.SecCode] = volumes;
// Save last tick
if (vds.date >= lastTickDt && !lastCandleSend)
{
vds.middle = vds.PriceVolumeSum / vds.Volume;
saveStockElementToDB(vds);
lastCandleSend = true;
}
}
}
