internal BarSlice GetSlice(long barSize)
        {
            BarSlice result = null;

            this.table.TryGetValue(barSize, out result);
            return(result);
        }
        internal void AddBar(Instrument instrument, Bar bar)
        {
            BarSlice barSlice = null;

            if (!this.table.TryGetValue(bar.Size, out barSlice))
            {
                barSlice = new BarSlice(this.instrumentsCount);
                this.table.Add(bar.Size, barSlice);
            }
            barSlice.AddBar(instrument, bar);
        }
示例#3
0
        internal void SetNewBarSlice(long barSize)
        {
            if (!this.isActive)
            {
                return;
            }
            if (Trace.IsLevelEnabled(TraceLevel.Verbose))
            {
                Trace.WriteLine(string.Format("<Strategy.SetNewBarSlice> {0} {1}", this.Name, barSize));
            }
            BarSlice slice = this.barSliceManager.GetSlice(barSize);

            if (slice != null)
            {
                foreach (KeyValuePair <Instrument, Bar> current in slice.Table)
                {
                    this.OnNewBar(current.Key, current.Value);
                }
                this.OnNewBarSlice(barSize);
                slice.Reset();
            }
        }