void populateSlippageCache(Symbol symbol)
{
var manager = new SpudManager();
var bars = bars_[symbol];
var spud = new BarSpud(manager);
var calculator = symbol.slippageCalculator(spud);
each(sort(bars.Keys), date => {
spud.set(bars[date]);
slippageCache.get(date)[symbol] = calculator.slippage();
manager.newBar();
});
}
protected SymbolSystem(QREBridgeBase bridge, Symbol symbol) : base(bridge, symbol)
{
this.symbol = symbol;
manager = new SpudManager();
bars = new BarSpud(manager);
base.bars[symbol].pushedDown += () => {
parentManagerHasPushedDown = true;
};
base.bars[symbol].valueSet += newValue => {
if (parentManagerHasPushedDown)
{
manager.newBar();
parentManagerHasPushedDown = false;
}
bars.set(newValue);
};
base.bars[symbol].manager.onLive += () => manager.goLive();
base.bars[symbol].manager.onRecalculate += () => manager.recalculate();
base.bars[symbol].ticked += time => bars.lastTickedAt(time);
}
protected void addPoint(SOURCE newInput)
{
manager.newBar();
values.set(newInput);
}