private void AddRemoval(ref List <IMarketSeries> list, IMarketSeries series)
{
if (list == null)
{
list = new List <Trading.IMarketSeries>();
}
list.Add(series);
}
private HistoricalPlaybackState GetHistoricalPlaybackState(IMarketSeries series)
{
var state = new Trading.HistoricalPlaybackState();
// Find a matching historical source, or find a more granular one that can be used.
// FUTURE: Get factors of a timeframe instead of the simple MoreGranular iteration logic. e.g. from h12 search for h6 h4 h3 h2 h1 m30 m15 m12 m10 m6 m5 m4 m2 m1 t*
// FUTURE: After simulation complete, save downsampled backtest data
for (TimeFrame sourceTimeFrame = series.TimeFrame; state.HistoricalSeries == null && sourceTimeFrame != null; sourceTimeFrame = sourceTimeFrame.MoreGranular())
{
state.HistoricalSeries = Data.HistoricalDataSources.GetMarketSeries(series.SymbolCode, sourceTimeFrame, this.StartDate, this.EndDate);
}
return(state);
}
private async void Series_BarHasObserversChanged(IMarketSeries series, bool hasSubscribers)
{
#if NET462
var period = (ProtoOATrendbarPeriod)Enum.Parse(typeof(ProtoOATrendbarPeriod), series.TimeFrame.ToString().ToUpper());
if (hasSubscribers)
{
await Subscribe(series.SymbolCode, series.TimeFrame.Name);
//RequestSubscribeForSymbol(series.SymbolCode, period);
}
else
{
Unsubscribe(series.SymbolCode, series.TimeFrame.Name);
//RequestUnsubscribeForSymbol(series.SymbolCode, period);
}
#else
#endif
}
public void OnBar(IMarketSeries series, TimedBar bar)
{
OnBar(series.SymbolCode, series.TimeFrame, bar);
}