wehub-resource-sync
126 lines
4.1 KiB
C#
126 lines
4.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Runtime.CompilerServices;
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using ProtoBuf;
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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Base Bar Class: Open, High, Low, Close and Period.
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/// </summary>
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[ProtoContract(SkipConstructor = true)]
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public class Bar : IBar
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{
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private bool _openSet;
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/// <summary>
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/// Opening price of the bar: Defined as the price at the start of the time period.
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/// </summary>
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[ProtoMember(1)]
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public virtual decimal Open { get; set; }
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/// <summary>
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/// High price of the bar during the time period.
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/// </summary>
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[ProtoMember(2)]
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public virtual decimal High { get; set; }
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/// <summary>
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/// Low price of the bar during the time period.
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/// </summary>
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[ProtoMember(3)]
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public virtual decimal Low { get; set; }
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/// <summary>
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/// Closing price of the bar. Defined as the price at Start Time + TimeSpan.
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/// </summary>
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[ProtoMember(4)]
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public virtual decimal Close { get; set; }
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/// <summary>
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/// Default initializer to setup an empty bar.
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/// </summary>
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public Bar()
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{
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}
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/// <summary>
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/// Initializer to setup a bar with a given information.
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/// </summary>
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/// <param name="open">Decimal Opening Price</param>
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/// <param name="high">Decimal High Price of this bar</param>
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/// <param name="low">Decimal Low Price of this bar</param>
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/// <param name="close">Decimal Close price of this bar</param>
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public Bar(decimal open, decimal high, decimal low, decimal close)
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{
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_openSet = open != 0;
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Open = open;
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High = high;
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Low = low;
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Close = close;
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}
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/// <summary>
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/// Updates the bar with a new value. This will aggregate the OHLC bar
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/// </summary>
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/// <param name="value">The new value</param>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Update(decimal value)
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{
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Update(ref value);
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}
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/// <summary>
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/// Updates the bar with a new value. This will aggregate the OHLC bar
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/// </summary>
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/// <param name="value">The new value</param>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Update(ref decimal value)
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{
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// Do not accept zero as a new value
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if (value == 0) return;
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if (!_openSet)
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{
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Open = High = Low = Close = value;
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_openSet = true;
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}
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else if (value > High) High = value;
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else if (value < Low) Low = value;
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Close = value;
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}
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/// <summary>
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/// Returns a clone of this bar
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/// </summary>
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public Bar Clone()
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{
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return new Bar(Open, High, Low, Close);
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}
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/// <summary>Returns a string that represents the current object.</summary>
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/// <returns>A string that represents the current object.</returns>
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/// <filterpriority>2</filterpriority>
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public override string ToString()
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{
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return $"O: {Open.SmartRounding()} " +
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$"H: {High.SmartRounding()} " +
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$"L: {Low.SmartRounding()} " +
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$"C: {Close.SmartRounding()}";
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}
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}
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}
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