/// <summary>
/// fill bars with arbitrary price data for a symbol
/// </summary>
/// <param name="sym"></param>
/// <param name="prices"></param>
/// <param name="startdate"></param>
/// <param name="blt"></param>
/// <param name="interval"></param>
/// <param name="debugs"></param>
/// <returns></returns>
public static bool backfillbars(string sym, decimal[] prices, int startdate, ref BarListTracker blt, int interval, DebugDelegate debugs)
{
// ensure we have closing data
if (prices.Length == 0)
{
if (debugs != null)
{
debugs(sym + " no price data provided/available, will have to wait until bars are created from market.");
}
return(false);
}
// get start day
int date = startdate;
// make desired numbers of ticks
DateTime n = DateTime.Now;
bool ok = true;
for (int i = prices.Length - 1; i >= 0; i--)
{
// get time now - exitlen*60
int nt = Util.ToTLTime(n.Subtract(new TimeSpan(0, i * interval, 0)));
Tick k = TickImpl.NewTrade(sym, date, nt, prices[i], 100, string.Empty);
ok &= k.isValid && k.isTrade;
blt.newTick(k);
}
if (ok && (debugs != null))
{
debugs(sym + " bars backfilled using: " + Calc.parray(prices));
}
return(ok);
}
/// <summary>
/// convert a bar into an array of ticks
/// </summary>
/// <param name="bar"></param>
/// <returns></returns>
public static Tick[] ToTick(Bar bar)
{
if (!bar.isValid)
{
return(new Tick[0]);
}
List <Tick> list = new List <Tick>();
list.Add(TickImpl.NewTrade(bar.Symbol, bar.Bardate, bar.Bartime, bar.Open,
(int)((double)bar.Volume / 4), string.Empty));
list.Add(TickImpl.NewTrade(bar.Symbol, bar.Bardate, bar.Bartime,
bar.High, (int)((double)bar.Volume / 4), string.Empty));
list.Add(TickImpl.NewTrade(bar.Symbol, bar.Bardate, bar.Bartime, bar.Low,
(int)((double)bar.Volume / 4), string.Empty));
list.Add(TickImpl.NewTrade(bar.Symbol, bar.Bardate, bar.Bartime,
bar.Close, (int)((double)bar.Volume / 4), string.Empty));
return(list.ToArray());
}