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