本文整理汇总了C#中OpenQuant.API.BarSeries.Add方法的典型用法代码示例。如果您正苦于以下问题:C# BarSeries.Add方法的具体用法?C# BarSeries.Add怎么用?C# BarSeries.Add使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类OpenQuant.API.BarSeries
的用法示例。
在下文中一共展示了BarSeries.Add方法的3个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: Compress
public BarSeries Compress(DataEntryEnumerator enumerator)
{
BarSeries series = new BarSeries();
this.NewCompressedBar += (sender, args) => series.Add(args.Bar);
while (enumerator.MoveNext())
this.Add(enumerator.Current);
this.Flush();
return series;
}
示例2: PreLoadHistoricalData
private void PreLoadHistoricalData(DateTime startDate, int barSize, BarSeries barsToAppendTo)
{
Stopwatch watch = new Stopwatch();
watch.Start();
string barName = BarNameManager.GetBarName(barSize);
LoggingUtility.WriteInfo(this, string.Format("Trying to retrieve {0} data starting from {1} from IB", barName, startDate.ToShortDateString()));
BarSeries historicalData = GetHistoricalBars("IB", Instrument,
startDate,
Clock.Now,
barSize);
watch.Stop();
int retrievedBarCount = historicalData.Count;
LoggingUtility.WriteInfo(this,
string.Format("Took {0}ms to retrieve data from IB for {1} period data. Total bars retrieved: {2}",
watch.ElapsedMilliseconds, barName, retrievedBarCount));
watch.Reset();
watch.Start();
foreach (Bar currentBar in historicalData)
{
barsToAppendTo.Add(currentBar);
SaveData(currentBar);
OnBar(currentBar);
}
watch.Stop();
LoggingUtility.WriteInfo(this,
string.Format("Took {0}ms to load data into memory for {1} data", watch.ElapsedMilliseconds, barName));
}
示例3: GetRange
public BarSeries GetRange(DateTime dateTime1, DateTime dateTime2)
{
BarSeries barSeries = new BarSeries();
int index = this.series.GetIndex(dateTime1, EIndexOption.Next);
int index2 = this.series.GetIndex(dateTime2, EIndexOption.Prev);
if (index != -1 && index2 != -1)
{
for (int i = index; i <= index2; i++)
{
barSeries.Add(new Bar(this.series[i]));
}
}
return barSeries;
}