/// <summary>
/// Gets signals either from DB or by means of Task Analysis Library
/// </summary>
/// <returns>list of signals or list of signals and historical quotes depending on 'historical' parameter</returns>
private async Task <List <Signal> > GetSignalsWrapper(string symbol, List <IIndicator> indicators, int?last, string timeframe)
{
List <Signal> signals;
// If all indicators are saved in DB - there is no need to request historicalQuotes
if (indicators.All(i => i.FromDatabase))
{
DateTime dateTime = ApiTimeFrameHelper.ConvertTimeframeToDateTimeUsingConfig(timeframe);
int numOfDays = (int)dateTime.TotalBusinessDaysUntil(DateTime.UtcNow);
signals = GetSignalsFromDb(symbol, indicators, numOfDays);
return(signals);
}
List <HistoricalQuote> historicalQuotes = MarketDataService.GetHistoricalQuotes(symbol, timeframe);
if (historicalQuotes.IsNullOrEmpty())
{
signals = new List <Signal>();
}
else
{
HistoricalData historicalData = new HistoricalData(historicalQuotes);
signals = GetSignalsFromDbAndViaCalculation(historicalData, indicators, last);
}
return(signals);
}
public async Task <List <Signal> > GetSignalsAsync(string symbol, List <IIndicator> indicators, int?last, string timeframe)
{
ApiTimeFrameHelper.ValidateTimeFrame(timeframe);
List <Signal> result = await GetSignalsWrapper(symbol, indicators, last, timeframe);
return(result);
}
public EntityResponse <List <HistoricalQuote> > GetHistoricalQuotes(string securityCode, string timeframe = null)
{
DateTime fromDate = ApiTimeFrameHelper.ConvertTimeframeToDateTimeUsingConfig(timeframe);
List <HistoricalQuote> historicalQuotes = _uow.HistoricalQuotes
.Get(securityCode, fromDate)
.OrderBy(item => item.TradeDate)
.ToList();
return(historicalQuotes);
}