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类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;
}