FastQuant.Data.Compression.SessionBarCompressor.Add C# (CSharp) Method

        public override void Add(DataEntry entry)
        {
            if (this.time1 <= entry.DateTime.TimeOfDay && entry.DateTime.TimeOfDay < this.time2)
            {
                if (this.bar == null || this.bar.dateTime.Date != entry.DateTime.Date)
                {
                    if (this.bar != null)
                        EmitNewCompressedBar();
                    CreateNewBar(BarType.Session, entry.DateTime.Date.Add(this.time1), entry.DateTime.Date.Add(this.time2), entry.Items[0].Price);
                }
                AddItemsToBar(entry.Items);
            }
        }