/// <summary> /// Constructor /// </summary> public Candle(DateTime date, //DateTime dateOutput, double bidOpen, double bidHigh, double bidLow, double bidClose, double askOpen, double askHigh, double askLow, double askClose, double volume, bool isCompleted, Timeframe timeframe, int precision) { mDate = date; // mDateOutput = dateOutput; mBidOpen = bidOpen; mBidHigh = bidHigh; mBidLow = bidLow; mBidClose = bidClose; mAskOpen = askOpen; mAskHigh = askHigh; mAskLow = askLow; mAskClose = askClose; mVolume = volume; mTimeframeUnit = timeframe.Unit; mIsCompleted = isCompleted; mPrecision = precision; }
/// <summary> /// Constructor /// </summary> public CandleHistory(string instrument, Timeframe timeframe, TimeFrameCalculator calculator, int precision) { mInstrument = instrument; mTimeframe = timeframe; mLastMinute = new DateTime(0); mLastMinuteVolume = 0; mCalculator = calculator; mLoaded = false; mID = (Guid.NewGuid().ToString()); mPrecision = precision; }
internal CandleManagerHistory(TransportHistoryRequest request, bool subscribe, TimeFrameCalculator calculator, int precision) { mPrecision = precision; mTimeframe = Timeframe.Parse(request.Timeframe); mHistory = new CandleHistory(request.Instrument, mTimeframe, calculator, mPrecision); if (subscribe) { mTicks = new LinkedList <Tick>(); } mWaitForData = true; mSubscribe = subscribe; mFailed = false; mCount = request.Count; mLastMinute = DateTime.MinValue; }
public DateTime GetCandle(Timeframe timeframe, DateTime time) { return(timeframe.GetCandle(time, mDayOffset, mWeekOffset)); }
/// <summary> /// Add historical candle /// </summary> public void AddCandle(DateTime date, double bidopen, double bidhigh, double bidlow, double bidclose, double askopen, double askhigh, double asklow, double askclose, double volume, bool isCompleted, int position, Timeframe timeframe) { mCandles.Insert(position, new Candle(date, bidopen, bidhigh, bidlow, bidclose, askopen, askhigh, asklow, askclose, volume, isCompleted, timeframe, mPrecision)); }