示例#1
0
        /*   ----------------------------------------------------------------   */

        public override void TimeBar(TimeBarInfo oInfo)
        {
            StringBuilder sb = new StringBuilder();

            oInfo.Dump(sb);
            debug(sb);
        }
示例#2
0
        /*   ----------------------------------------------------------------   */

        public override void TimeBar(TimeBarInfo oInfo)
        {
            StringBuilder sb = new StringBuilder();

            oInfo.Dump(sb);
            Console.Out.Write(sb);
        }
 private void SessionHolderOnTimeBar(TimeBarInfo info)
 {
     SendOutMessage(new TimeFrameCandleMessage
     {
         SecurityId = new SecurityId
         {
             SecurityCode = info.Symbol,
             BoardCode    = info.Exchange
         },
         OriginalTransactionId = (long?)info.Context ?? 0,
         OpenPrice             = info.OpenPrice.ToDecimal() ?? 0,
         OpenVolume            = info.OpenSize,
         HighPrice             = info.HighPrice.ToDecimal() ?? 0,
         HighVolume            = info.HighVolume,
         LowPrice    = info.LowPrice.ToDecimal() ?? 0,
         LowVolume   = info.LowVolume,
         ClosePrice  = info.ClosePrice.ToDecimal() ?? 0,
         CloseVolume = info.CloseSize,
         CloseTime   = RithmicUtils.ToTime(info.Ssboe),
         TotalTicks  = info.NumTrades,
         UpTicks     = info.HighNumTrades,
         DownTicks   = info.LowNumTrades
     });
 }
			public override void TimeBar(TimeBarInfo info)
			{
				_client.TimeBar.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
			}
		private void SessionHolderOnTimeBar(TimeBarInfo info)
		{
			SendOutMessage(new TimeFrameCandleMessage
			{
				SecurityId = new SecurityId
				{
					SecurityCode = info.Symbol,
					BoardCode = info.Exchange
				},
				OriginalTransactionId = (long?)info.Context ?? 0,
				OpenPrice = info.OpenPrice.ToDecimal() ?? 0,
				OpenVolume = info.OpenSize,
				HighPrice = info.HighPrice.ToDecimal() ?? 0,
				HighVolume = info.HighVolume,
				LowPrice = info.LowPrice.ToDecimal() ?? 0,
				LowVolume = info.LowVolume,
				ClosePrice = info.ClosePrice.ToDecimal() ?? 0,
				CloseVolume = info.CloseSize,
				CloseTime = RithmicUtils.ToTime(info.Ssboe),
				TotalTicks = info.NumTrades,
				UpTicks = info.HighNumTrades,
				DownTicks = info.LowNumTrades
			});
		}
示例#6
0
          /*   ----------------------------------------------------------------   */

          public override void TimeBar(TimeBarInfo oInfo)
               {
               StringBuilder sb = new StringBuilder();
               oInfo.Dump(sb);
               Console.Out.Write(sb);
               }
示例#7
0
          /*   ----------------------------------------------------------------   */

          public override void TimeBar(TimeBarInfo oInfo)
               {
               StringBuilder sb = new StringBuilder();
               oInfo.Dump(sb);
               debug(sb);
               }
 public override void TimeBar(TimeBarInfo info)
 {
     _client.TimeBar.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
 }