Bar aggregator: use incoming bars as is

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)
+        lBars %= M.insert (barSecurity bar) series { bsBars = bar : b : bs }
-            if
+        return . Just $ b
-              | 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 }