From 7f12ce1e644a9f6c22cf9a55206430c7a8f36176 Mon Sep 17 00:00:00 2001
From: Denis Tereshkin <denis@kasan.ws>
Date: Sun, 29 Sep 2019 17:19:53 +0700
Subject: [PATCH] Bar aggregator: use incoming bars as is

---
 src/ATrade/BarAggregator.hs | 60 ++++++-------------------------------
 1 file changed, 9 insertions(+), 51 deletions(-)

diff --git a/src/ATrade/BarAggregator.hs b/src/ATrade/BarAggregator.hs
index 0829274..7389745 100644
--- a/src/ATrade/BarAggregator.hs
+++ b/src/ATrade/BarAggregator.hs
@@ -186,56 +186,14 @@ updateTime tick = runState $ do
 
 handleBar :: Bar -> BarAggregator -> (Maybe Bar, BarAggregator)
 handleBar bar = runState $ do
-  tws <- gets tickTimeWindows
   mybars <- gets bars
-  if (any (isInTimeInterval bar) tws)
-    then
-      case M.lookup (barSecurity bar) mybars of
-        Just series -> case bsBars series of
-          (b:bs) -> do
-            let currentBn = barNumber (barTimestamp b) (tfSeconds $ bsTimeframe series)
-            if
-              | currentBn == barNumber (barTimestamp bar) (tfSeconds $ bsTimeframe series) -> do
-                lBars %= M.insert (barSecurity bar) series { bsBars = updateBar b bar : bs }
-                return Nothing
-              | currentBn < barNumber (barTimestamp bar) (tfSeconds $ bsTimeframe series) -> do
-                if barEndTime b (tfSeconds $ bsTimeframe series) == barTimestamp bar
-                  then do
-                    lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : (updateBar b bar : bs) }
-                    return . Just $ updateBar b bar
-                  else do
-                    if barVolume b > 0
-                      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
-          _      -> do
-            lBars %= M.insert (barSecurity bar) series { bsBars = [bar] }
-            return Nothing
-        _ -> return Nothing
-    else
-      return Nothing
-  where
-    isInTimeInterval bar' (a, b) = (utctDayTime . barTimestamp) bar' >= a && (utctDayTime . barTimestamp) bar' <= b
-    updateBar !bar' newbar =
-      let newHigh = max (barHigh bar') (barHigh newbar)
-          newLow = min (barLow bar') (barLow newbar) in
-        bar' {
-            barTimestamp = barTimestamp newbar,
-            barHigh = newHigh,
-            barLow = newLow,
-            barClose = barClose newbar,
-            barVolume = barVolume bar' + (abs . barVolume $ newbar) }
-
-    emptyBarFrom bar' = Bar {
-          barSecurity = barSecurity bar',
-          barTimestamp = 0.000001 `addUTCTime` barTimestamp bar',
-          barOpen = barClose bar',
-          barHigh = barClose bar',
-          barLow = barClose bar',
-          barClose = barClose bar',
-          barVolume = 0 }
+  case M.lookup (barSecurity bar) mybars of
+    Just series -> case bsBars series of
+      (b:bs) -> do
+        lBars %= M.insert (barSecurity bar) series { bsBars = bar : b : bs }
+        return . Just $ b
+      _      -> do
+        lBars %= M.insert (barSecurity bar) series { bsBars = [bar] }
+        return Nothing
+    _ -> return Nothing