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C# BarSeries.Add方法代碼示例

本文整理匯總了C#中OpenQuant.API.BarSeries.Add方法的典型用法代碼示例。如果您正苦於以下問題:C# BarSeries.Add方法的具體用法?C# BarSeries.Add怎麽用?C# BarSeries.Add使用的例子?那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在OpenQuant.API.BarSeries的用法示例。


在下文中一共展示了BarSeries.Add方法的3個代碼示例,這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於係統推薦出更棒的C#代碼示例。

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;
		}
開發者ID:heber,項目名稱:FreeOQ,代碼行數:9,代碼來源:BarCompressor.cs

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));
        }
開發者ID:aggarwalmanuj,項目名稱:open-quant,代碼行數:38,代碼來源:BaseStrategy.DataHandling.cs

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;
		}
開發者ID:houzhongxu,項目名稱:OpenQuant.API,代碼行數:14,代碼來源:BarSeries.cs


注:本文中的OpenQuant.API.BarSeries.Add方法示例由純淨天空整理自Github/MSDocs等開源代碼及文檔管理平台,相關代碼片段篩選自各路編程大神貢獻的開源項目,源碼版權歸原作者所有,傳播和使用請參考對應項目的License;未經允許,請勿轉載。