public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation* quotes, GQEContext* context)
{
// TODO: Add logic here. Take a look at the demo below:
Debug.WriteLine("GetQuotesEx(ticker: " + ticker + ", periodicity: " + periodicity + ", lastValid: " + lastValid + ", size: " + size + ", ...)");
/*for (var i = 0; i < 5; i++)
{
quotes[i].DateTime = new AmiDate(DateTime.Now.AddDays(i - 5));
quotes[i].Price = 10;
quotes[i].Open = 15;
quotes[i].High = 16;
quotes[i].Low = 9;
quotes[i].Volume = 1000;
quotes[i].OpenInterest = 0;
quotes[i].AuxData1 = 0;
quotes[i].AuxData2 = 0;
}
return 5;*/
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
return lastValid + 1;
}
public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation* quotes, GQEContext* context)
{
Debug.WriteLine("GetQuotesEx(ticker: " + ticker + ", periodicity: " + periodicity + ", lastValid: " + lastValid + ", size: " + size + ", ...)");
var existingQuotes = new Quotation[0];
if (lastValid > 2)
{
Array.Resize<Quotation>(ref existingQuotes, lastValid + 1);
for (var i = 0; i <= lastValid; i++)
{
existingQuotes[i] = new Quotation
{
DateTime = quotes[i].DateTime,
Open = quotes[i].Open,
High = quotes[i].High,
Low = quotes[i].Low,
Price = quotes[i].Price,
Volume = quotes[i].Volume,
OpenInterest = quotes[i].OpenInterest,
AuxData1 = quotes[i].AuxData1,
AuxData2 = quotes[i].AuxData2
};
}
Array.Sort<Quotation>(existingQuotes, new Comparison<Quotation>((q1, q2) => q1.DateTime.CompareTo(q2.DateTime)));
}
var newQuotes = DataSource.GetQuotes(ticker, periodicity, size, existingQuotes);
if (newQuotes.Any())
{
lastValid = 0;
for (var i = 0; i < newQuotes.Length; i++)
{
quotes[i].DateTime = newQuotes[i].DateTime;
quotes[i].Price = newQuotes[i].Price;
quotes[i].Open = newQuotes[i].Open;
quotes[i].High = newQuotes[i].High;
quotes[i].Low = newQuotes[i].Low;
quotes[i].Volume = newQuotes[i].Volume;
quotes[i].OpenInterest = newQuotes[i].OpenInterest;
quotes[i].AuxData1 = newQuotes[i].AuxData1;
quotes[i].AuxData2 = newQuotes[i].AuxData2;
lastValid++;
}
return lastValid;
}
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
return lastValid + 1;
}
