FastQuant.BarFilter.Contains C# (CSharp) Méthode

        public bool Contains(BarType barType, long barSize) => Items.Any(item => item.BarType == barType && item.BarSize == barSize);

        public void OnBar(Bar bar)
        {
            var orders = GetOrdersBy(bar.InstrumentId);

            if (orders == null)
            {
                return;
            }

            if (FillOnBar && (BarFilter.Count == 0 || BarFilter.Contains(bar.Type, bar.Size)))
            {
                foreach (var order in orders)
                {
                    FillWithBar(order, bar);
                }
                ClearOrders();
            }
        }