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C# BaseData.Clone方法代码示例

本文整理汇总了C#中QuantConnect.Data.BaseData.Clone方法的典型用法代码示例。如果您正苦于以下问题:C# BaseData.Clone方法的具体用法?C# BaseData.Clone怎么用?C# BaseData.Clone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QuantConnect.Data.BaseData的用法示例。


在下文中一共展示了BaseData.Clone方法的1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: RequiresFillForwardData

        /// <summary>
        /// Determines whether or not fill forward is required, and if true, will produce the new fill forward data
        /// </summary>
        /// <param name="fillForwardResolution"></param>
        /// <param name="previous">The last piece of data emitted by this enumerator</param>
        /// <param name="next">The next piece of data on the source enumerator, this may be null</param>
        /// <param name="fillForward">When this function returns true, this will have a non-null value, null when the function returns false</param>
        /// <returns>True when a new fill forward piece of data was produced and should be emitted by this enumerator</returns>
        protected override bool RequiresFillForwardData(TimeSpan fillForwardResolution, BaseData previous, BaseData next, out BaseData fillForward)
        {
            fillForward = null;
            var nextExpectedDataPointTime = (previous.EndTime + fillForwardResolution);
            if (next != null)
            {
                // if not future data, just return the 'next'
                if (next.EndTime <= nextExpectedDataPointTime)
                {
                    return false;
                }
                // next is future data, fill forward in between
                var clone = previous.Clone(true);
                clone.Time = previous.Time + fillForwardResolution;
                fillForward = clone;
                return true;
            }

            // the underlying enumerator returned null, check to see if time has passed for fill fowarding
            var currentLocalTime = _timeProvider.GetUtcNow().ConvertFromUtc(Exchange.TimeZone);
            if (nextExpectedDataPointTime <= currentLocalTime)
            {
                var clone = previous.Clone(true);
                clone.Time = previous.Time + fillForwardResolution;
                fillForward = clone;
                return true;
            }

            return false;
        }
开发者ID:skyfyl,项目名称:Lean,代码行数:38,代码来源:LiveFillForwardEnumerator.cs


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