C# Class FastQuant.BarFactoryItem

ファイルを表示 Open project: fastquant/fastquant.dll Class Usage Examples

Protected Properties

Property Type Description
bar Bar
barInput BarInput
barSize long
barType BarType
factory BarFactory
instrument Instrument
providerId int
session1 System.TimeSpan
session2 System.TimeSpan
sessionEnabled bool

Public Methods

Method Description
ToString ( ) : string

Protected Methods

Method Description
AddReminder ( System.DateTime datetime, ClockType type ) : bool
BarFactoryItem ( Instrument instrument, BarType barType, long barSize, BarInput barInput, System.TimeSpan session1, System.TimeSpan session2, int providerId = -1 ) : System
BarFactoryItem ( Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1 ) : System
EmitBar ( ) : void
GetBarCloseDateTime ( DataObject obj ) : System.DateTime
GetBarOpenDateTime ( DataObject obj ) : System.DateTime
GetDataObjectDateTime ( DataObject obj, ClockType type ) : System.DateTime
InSession ( System.DateTime dateTime ) : bool
OnData ( DataObject obj ) : void
OnReminder ( System.DateTime datetime ) : void

Private Methods

Method Description
Process ( DataObject obj ) : void

Method Details

AddReminder() protected method

protected AddReminder ( System.DateTime datetime, ClockType type ) : bool
datetime System.DateTime
type ClockType
return bool

BarFactoryItem() protected method

protected BarFactoryItem ( Instrument instrument, BarType barType, long barSize, BarInput barInput, System.TimeSpan session1, System.TimeSpan session2, int providerId = -1 ) : System
instrument Instrument
barType BarType
barSize long
barInput BarInput
session1 System.TimeSpan
session2 System.TimeSpan
providerId int
return System

BarFactoryItem() protected method

protected BarFactoryItem ( Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1 ) : System
instrument Instrument
barType BarType
barSize long
barInput BarInput
providerId int
return System

EmitBar() protected method

protected EmitBar ( ) : void
return void

GetBarCloseDateTime() protected method

protected GetBarCloseDateTime ( DataObject obj ) : System.DateTime
obj DataObject
return System.DateTime

GetBarOpenDateTime() protected method

protected GetBarOpenDateTime ( DataObject obj ) : System.DateTime
obj DataObject
return System.DateTime

GetDataObjectDateTime() protected method

protected GetDataObjectDateTime ( DataObject obj, ClockType type ) : System.DateTime
obj DataObject
type ClockType
return System.DateTime

InSession() protected method

protected InSession ( System.DateTime dateTime ) : bool
dateTime System.DateTime
return bool

OnData() protected method

protected OnData ( DataObject obj ) : void
obj DataObject
return void

OnReminder() protected method

protected OnReminder ( System.DateTime datetime ) : void
datetime System.DateTime
return void

ToString() public method

public ToString ( ) : string
return string

Property Details

bar protected_oe property

protected Bar,FastQuant bar
return Bar

barInput protected_oe property

protected BarInput barInput
return BarInput

barSize protected_oe property

protected long barSize
return long

barType protected_oe property

protected BarType barType
return BarType

factory protected_oe property

protected BarFactory,FastQuant factory
return BarFactory

instrument protected_oe property

protected Instrument instrument
return Instrument

providerId protected_oe property

protected int providerId
return int

session1 protected_oe property

protected TimeSpan,System session1
return System.TimeSpan

session2 protected_oe property

protected TimeSpan,System session2
return System.TimeSpan

sessionEnabled protected_oe property

protected bool sessionEnabled
return bool