def set_value(self, timestamp, open, high, low, close, size):
if timestamp is None or close is None:
logger.warning("[%s] ignore update timestamp=%s, open=%s, high=%s, low=%s, close=%s, size=%s" % (
self.__class__.__name__, timestamp, open, high, low, close, size))
return
if self.__new_bar:
if self.__output_bar_type == BarType.Time:
self.__start_time = Bar.get_current_bar_start_time(timestamp, self.__output_size)
self.__end_time = Bar.get_current_bar_end_time(timestamp, self.__output_size)
else:
self.__start_time = timestamp
self.__open = open
self.__low = low
self.__high = high
self.__new_bar = False
else:
if high > self.__high:
self.__high = high
if low < self.__low:
self.__low = low
self.__count += 1
self.__close = close
self.__volume += size
def set_value(self, timestamp, open, high, low, close, size):
if timestamp is None or close is None:
logger.warning(
"[%s] ignore update timestamp=%s, open=%s, high=%s, low=%s, close=%s, size=%s"
% (self.__class__.__name__, timestamp, open, high, low, close,
size))
return
if self.__new_bar:
if self.__output_bar_type == BarType.Time:
self.__start_time = Bar.get_current_bar_start_time(
timestamp, self.__output_size)
self.__end_time = Bar.get_current_bar_end_time(
timestamp, self.__output_size)
else:
self.__start_time = timestamp
self.__open = open
self.__low = low
self.__high = high
self.__new_bar = False
else:
if high > self.__high:
self.__high = high
if low < self.__low:
self.__low = low
self.__count += 1
self.__close = close
self.__volume += size
