private void AdjustBar(OHLCBar bar, decimal adjustmentFactor, ContinuousFuturesAdjustmentMode mode) { if (mode == ContinuousFuturesAdjustmentMode.NoAdjustment) { return; } if (mode == ContinuousFuturesAdjustmentMode.Difference) { bar.Open += adjustmentFactor; bar.High += adjustmentFactor; bar.Low += adjustmentFactor; bar.Close += adjustmentFactor; } else if (mode == ContinuousFuturesAdjustmentMode.Ratio) { bar.Open *= adjustmentFactor; bar.High *= adjustmentFactor; bar.Low *= adjustmentFactor; bar.Close *= adjustmentFactor; } }
private void AdjustBar(OHLCBar bar, decimal adjustmentFactor, ContinuousFuturesAdjustmentMode mode) { switch (mode) { case ContinuousFuturesAdjustmentMode.NoAdjustment: return; case ContinuousFuturesAdjustmentMode.Difference: bar.Open += adjustmentFactor; bar.High += adjustmentFactor; bar.Low += adjustmentFactor; bar.Close += adjustmentFactor; break; case ContinuousFuturesAdjustmentMode.Ratio: bar.Open *= adjustmentFactor; bar.High *= adjustmentFactor; bar.Low *= adjustmentFactor; bar.Close *= adjustmentFactor; break; } }