private void OnNewObject(SeriesObjectEventArgs e)
 {
     while (this.orders.Count > 0)
     {
         OrderEntry orderEntry = this.orders[0];
         if (!(orderEntry.DateTime <= e.Object.DateTime))
         {
             break;
         }
         this.orders.RemoveAt(0);
         this.j7FeG7ltt3(orderEntry);
     }
 }
		private void OnNewObject(SeriesObjectEventArgs e)
		{
			while (this.orders.Count > 0)
			{
				OrderEntry orderEntry = this.orders[0];
				if (!(orderEntry.DateTime <= e.Object.DateTime))
					break;
				this.orders.RemoveAt(0);
				this.j7FeG7ltt3(orderEntry);
			}
		}
示例#3
0
		// TODO: read
		private void HandleNewObject(SeriesObjectEventArgs e)
		{
//			if (e.Object is SimpleDataObject)
//			{
//				SimpleDataObject dataObject = e.Object as SimpleDataObject;
//				if (dataObject.DataType == 0)
//				{
//					// ISSUE: reference to a compiler-generated method
//					this.EmitNewTrade(dataObject.Instrument, dataObject.VahFT29LTg());
//				}
//				else
//				{
//					// ISSUE: reference to a compiler-generated method
//					this.EmitNewQuote(dataObject.Instrument, dataObject.YcmFObcjsv());
//				}
//			}
//			else
//			{
//				Instrument instrument = this.z1tyr7wr0l[e.Series] as Instrument ?? InstrumentManager.Instruments[e.Series.Name.Substring(0, e.Series.Name.IndexOf('.'))];
//				IDataObject @object = e.Object;
//				if (@object is Bar)
//				{
//					Bar bar = @object as Bar;
//					if (bar.IsComplete)
//					{
//						if (this.MarketDataFilter != null)
//							bar = this.MarketDataFilter.FilterBar(bar, instrument.Symbol);
//						if (bar == null)
//							return;
//						this.EmitNewBar(instrument, bar);
//						if (bar.BarType != BarType.Time)
//							return;
//						Dictionary<long, int> dictionary;
//						long size;
//						(dictionary = this.iSFyRrCNfO)[size = bar.Size] = dictionary[size] - 1;
//						if (this.iSFyRrCNfO[bar.Size] != 0)
//							return;
//						this.EmitNewBarSlice(bar.Size);
//					}
//					else
//					{
//						if (this.MarketDataFilter != null)
//							bar = this.MarketDataFilter.FilterBarOpen(bar, instrument.Symbol);
//						if (bar == null)
//							return;
//						this.EmitNewBarOpen(instrument, bar);
//						if (bar.BarType != BarType.Time)
//							return;
//						if (!this.iSFyRrCNfO.ContainsKey(bar.Size))
//							this.iSFyRrCNfO[bar.Size] = 0;
//						Dictionary<long, int> dictionary;
//						long size;
//						(dictionary = this.iSFyRrCNfO)[size = bar.Size] = dictionary[size] + 1;
//					}
//				}
//				else if (@object is Trade)
//				{
//					Trade trade = @object as Trade;
//					if (this.MarketDataFilter != null)
//						trade = this.MarketDataFilter.FilterTrade(@object as Trade, instrument.Symbol);
//					if (trade == null)
//						return;
//					this.EmitNewTrade(instrument, trade);
//				}
//				else if (@object is Quote)
//				{
//					Quote quote = @object as Quote;
//					if (this.MarketDataFilter != null)
//						quote = this.MarketDataFilter.FilterQuote(@object as Quote, instrument.Symbol);
//					if (quote == null)
//						return;
//					this.EmitNewQuote(instrument, quote);
//				}
//				else if (@object is MarketDepth)
//					this.HiaeqOcUjh(instrument, @object as MarketDepth);
//				else if (@object is Fundamental)
//				{
//					this.YejeMsdynK(instrument, @object as Fundamental);
//				}
//				else
//				{
//					if (!(@object is CorporateAction))
//						return;
//					this.NQyesH3ccX(instrument, @object as CorporateAction);
//				}
//			}
		}
示例#4
0
        // TODO: read
        private void HandleNewObject(SeriesObjectEventArgs e)
        {
//			if (e.Object is SimpleDataObject)
//			{
//				SimpleDataObject dataObject = e.Object as SimpleDataObject;
//				if (dataObject.DataType == 0)
//				{
//					// ISSUE: reference to a compiler-generated method
//					this.EmitNewTrade(dataObject.Instrument, dataObject.VahFT29LTg());
//				}
//				else
//				{
//					// ISSUE: reference to a compiler-generated method
//					this.EmitNewQuote(dataObject.Instrument, dataObject.YcmFObcjsv());
//				}
//			}
//			else
//			{
//				Instrument instrument = this.z1tyr7wr0l[e.Series] as Instrument ?? InstrumentManager.Instruments[e.Series.Name.Substring(0, e.Series.Name.IndexOf('.'))];
//				IDataObject @object = e.Object;
//				if (@object is Bar)
//				{
//					Bar bar = @object as Bar;
//					if (bar.IsComplete)
//					{
//						if (this.MarketDataFilter != null)
//							bar = this.MarketDataFilter.FilterBar(bar, instrument.Symbol);
//						if (bar == null)
//							return;
//						this.EmitNewBar(instrument, bar);
//						if (bar.BarType != BarType.Time)
//							return;
//						Dictionary<long, int> dictionary;
//						long size;
//						(dictionary = this.iSFyRrCNfO)[size = bar.Size] = dictionary[size] - 1;
//						if (this.iSFyRrCNfO[bar.Size] != 0)
//							return;
//						this.EmitNewBarSlice(bar.Size);
//					}
//					else
//					{
//						if (this.MarketDataFilter != null)
//							bar = this.MarketDataFilter.FilterBarOpen(bar, instrument.Symbol);
//						if (bar == null)
//							return;
//						this.EmitNewBarOpen(instrument, bar);
//						if (bar.BarType != BarType.Time)
//							return;
//						if (!this.iSFyRrCNfO.ContainsKey(bar.Size))
//							this.iSFyRrCNfO[bar.Size] = 0;
//						Dictionary<long, int> dictionary;
//						long size;
//						(dictionary = this.iSFyRrCNfO)[size = bar.Size] = dictionary[size] + 1;
//					}
//				}
//				else if (@object is Trade)
//				{
//					Trade trade = @object as Trade;
//					if (this.MarketDataFilter != null)
//						trade = this.MarketDataFilter.FilterTrade(@object as Trade, instrument.Symbol);
//					if (trade == null)
//						return;
//					this.EmitNewTrade(instrument, trade);
//				}
//				else if (@object is Quote)
//				{
//					Quote quote = @object as Quote;
//					if (this.MarketDataFilter != null)
//						quote = this.MarketDataFilter.FilterQuote(@object as Quote, instrument.Symbol);
//					if (quote == null)
//						return;
//					this.EmitNewQuote(instrument, quote);
//				}
//				else if (@object is MarketDepth)
//					this.HiaeqOcUjh(instrument, @object as MarketDepth);
//				else if (@object is Fundamental)
//				{
//					this.YejeMsdynK(instrument, @object as Fundamental);
//				}
//				else
//				{
//					if (!(@object is CorporateAction))
//						return;
//					this.NQyesH3ccX(instrument, @object as CorporateAction);
//				}
//			}
        }