/// <summary>
/// Cloner Constructor - Return a new instance with the same values as this original
/// </summary>
/// <param name="original"></param>
public TradeBar(TradeBar original)
{
base.Time = new DateTime(original.Time.Ticks);
base.Symbol = original.Symbol;
base.Value = original.Close;
this.Open = original.Open;
this.High = original.High;
this.Low = original.Low;
this.Close = original.Close;
this.Volume = original.Volume;
}
/********************************************************
* CLASS METHODS
*********************************************************/
/// <summary>
/// TradeBar Reader: Fetch the data from the QC storage and feed it line by line into the engine.
/// </summary>
/// <param name="datafeed">Destination for the this datafeed - live or backtesting</param>
/// <param name="config">Symbols, Resolution, DataType, </param>
/// <param name="line">Line from the data file requested</param>
/// <param name="date">Date of this reader request</param>
/// <returns>Enumerable iterator for returning each line of the required data.</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//Initialize:
TradeBar _tradeBar = new TradeBar();
//Select the URL source of the data depending on where the system is trading.
switch (datafeed)
{
//Amazon S3 Backtesting Data:
case DataFeedEndpoint.Backtesting:
//Create a new instance of our tradebar:
_tradeBar = new TradeBar(config, line, date, datafeed);
break;
//Localhost Data Source
case DataFeedEndpoint.FileSystem:
//Create a new instance of our tradebar:
_tradeBar = new TradeBar(config, line, date, datafeed);
break;
//QuantConnect Live Tick Stream:
case DataFeedEndpoint.LiveTrading:
break;
}
//Return initialized TradeBar:
return _tradeBar;
}
