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Baraggregator bugfix

stable
Denis Tereshkin 6 years ago
parent
commit
07a16fec1e
  1. 9
      src/ATrade/BarAggregator.hs

9
src/ATrade/BarAggregator.hs

@ -204,8 +204,13 @@ handleBar bar = runState $ do
lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : (updateBar b bar : bs) } lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : (updateBar b bar : bs) }
return . Just $ updateBar b bar return . Just $ updateBar b bar
else do else do
lBars %= M.insert (barSecurity bar) series { bsBars = bar : b : bs } if barVolume b > 0
return . Just $ b then do
lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : bar : b : bs }
return . Just $ bar
else do
lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : bar : bs }
return . Just $ bar
| otherwise -> return Nothing | otherwise -> return Nothing
_ -> do _ -> do
lBars %= M.insert (barSecurity bar) series { bsBars = [bar] } lBars %= M.insert (barSecurity bar) series { bsBars = [bar] }

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