public static Bar ToBar(HistoryBar bar, BarPeriod period)
{
var from = bar.Time;
var to = from + period;
var open = (double)bar.Open;
var close = (double)bar.Close;
var low = (double)bar.Low;
var high = (double)bar.Hi;
var volume = bar.Volume;
var result = new Bar(from, to, open, close, low, high, volume);
return(result);
}
public static HistoryBar ToHistoryBar(Bar bar)
{
var result = new HistoryBar
{
Low = (decimal)bar.Low,
Hi = (decimal)bar.High,
Open = (decimal)bar.Open,
Close = (decimal)bar.Close,
Time = bar.From,
Volume = (uint)bar.Volume
};
return(result);
}
public static HistoryBar ToHistoryBar(Bar bar)
{
var result = new HistoryBar
{
Low = (decimal)bar.Low,
Hi = (decimal)bar.High,
Open = (decimal)bar.Open,
Close = (decimal)bar.Close,
Time = bar.From,
Volume = (uint)bar.Volume
};
return result;
}
public static Bar ToBar(HistoryBar bar, BarPeriod period)
{
var from = bar.Time;
var to = from + period;
var open = (double)bar.Open;
var close = (double)bar.Close;
var low = (double)bar.Low;
var high = (double)bar.Hi;
var volume = bar.Volume;
var result = new Bar(from, to, open, close, low, high, volume);
return result;
}
public HistoryBar GetHistory(string symbol, DateTime dateTime)
{
HistoryBar historyBar = new HistoryBar();
if (!IsConnected)
{
if (!Connect())
{
return(historyBar);
}
}
if (string.IsNullOrEmpty(StorageFolderName))
{
return(historyBar);
}
List <string> symbolNames = GetSymbols();
if (symbolNames == null || symbolNames.Count == 0)
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to get symbols.");
return(historyBar);
}
try
{
if (_historyStore == null)
{
string assemblyFileName = GetType().Assembly.Location;
FileInfo fileInfo = new FileInfo(assemblyFileName);
int historySourceVersion = _historySource.GetHistoryVersion();
_historyStore = new NtfsHistoryStore(Path.Combine(fileInfo.DirectoryName, "DCQuotesStorage", StorageFolderName + "_v" + historySourceVersion), new NullMonitoringService());
StoreStatus storeStatus = _historyStore.OpenOrCreate(historySourceVersion, false);
if (storeStatus != StoreStatus.Ok)
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to open or create quotes storage. Store status: {0}", storeStatus);
return(historyBar);
}
}
if (_historyManager == null)
{
Dictionary <Periodicity, TimeInterval> periodicityMap = new Dictionary <Periodicity, TimeInterval>();
periodicityMap.Add(new Periodicity(TimeInterval.Second), TimeInterval.Hour);
periodicityMap.Add(new Periodicity(TimeInterval.Second, 10), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 5), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 15), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 30), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Hour), TimeInterval.Month);
periodicityMap.Add(new Periodicity(TimeInterval.Hour, 4), TimeInterval.Month);
periodicityMap.Add(new Periodicity(TimeInterval.Day), TimeInterval.Year);
periodicityMap.Add(new Periodicity(TimeInterval.Week), TimeInterval.Year);
periodicityMap.Add(new Periodicity(TimeInterval.Month), TimeInterval.Year);
_historyManager = HistoryManager.Create(_historyStore, new SortedSet <string>(symbolNames),
periodicityMap, true,
Cache.ClientInstance("CacheInstance"), true, true, new NullMonitoringService(), null);
}
if (!_historyManager.BarsAreSynchronized(_historySource, symbol, new Periodicity(TimeInterval.Minute),
TickTrader.Common.Business.FxPriceType.Bid,
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0),
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour + 1, 0, 0), true))
{
_historyManager.SynchronizeBars(_historySource, symbol, new Periodicity(TimeInterval.Minute),
TickTrader.Common.Business.FxPriceType.Bid,
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0),
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour + 1, 0, 0), true,
delegate(int completed, int total, DateTime start, TimeSpan length) { });
}
MarketHistoryItemsReport <HistoryBar> report = _historyManager.QueryBarHistory(dateTime, 1, symbol,
new Periodicity(TimeInterval.Minute).ToString(), TickTrader.Common.Business.FxPriceType.Bid);
if (report.Items.Count > 0)
{
historyBar = report.Items[0];
}
else
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to query bar history (empry collection returned).");
}
}
catch (Exception ex)
{
_logger.Debug(ex, "QuotesHistoryConnector.GetHistory(): Failed to query bar history (exception): {0}", ex.Message);
}
return(historyBar);
}
public HistoryBar GetHistory(string symbol, DateTime dateTime)
{
HistoryBar historyBar = new HistoryBar();
if (!IsConnected)
{
if (!Connect())
{
return historyBar;
}
}
if (string.IsNullOrEmpty(StorageFolderName))
{
return historyBar;
}
List<string> symbolNames = GetSymbols();
if (symbolNames == null || symbolNames.Count == 0)
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to get symbols.");
return historyBar;
}
try
{
if (_historyStore == null)
{
string assemblyFileName = GetType().Assembly.Location;
FileInfo fileInfo = new FileInfo(assemblyFileName);
int historySourceVersion = _historySource.GetHistoryVersion();
_historyStore = new NtfsHistoryStore(Path.Combine(fileInfo.DirectoryName, "DCQuotesStorage", StorageFolderName + "_v" + historySourceVersion), new NullMonitoringService());
StoreStatus storeStatus = _historyStore.OpenOrCreate(historySourceVersion, false);
if (storeStatus != StoreStatus.Ok)
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to open or create quotes storage. Store status: {0}", storeStatus);
return historyBar;
}
}
if (_historyManager == null)
{
Dictionary<Periodicity, TimeInterval> periodicityMap = new Dictionary<Periodicity, TimeInterval>();
periodicityMap.Add(new Periodicity(TimeInterval.Second), TimeInterval.Hour);
periodicityMap.Add(new Periodicity(TimeInterval.Second, 10), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 5), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 15), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Minute, 30), TimeInterval.Day);
periodicityMap.Add(new Periodicity(TimeInterval.Hour), TimeInterval.Month);
periodicityMap.Add(new Periodicity(TimeInterval.Hour, 4), TimeInterval.Month);
periodicityMap.Add(new Periodicity(TimeInterval.Day), TimeInterval.Year);
periodicityMap.Add(new Periodicity(TimeInterval.Week), TimeInterval.Year);
periodicityMap.Add(new Periodicity(TimeInterval.Month), TimeInterval.Year);
_historyManager = HistoryManager.Create(_historyStore, new SortedSet<string>(symbolNames),
periodicityMap, true,
Cache.ClientInstance("CacheInstance"), true, true, new NullMonitoringService(), null);
}
if (!_historyManager.BarsAreSynchronized(_historySource, symbol, new Periodicity(TimeInterval.Minute),
TickTrader.Common.Business.FxPriceType.Bid,
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0),
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour + 1, 0, 0), true))
{
_historyManager.SynchronizeBars(_historySource, symbol, new Periodicity(TimeInterval.Minute),
TickTrader.Common.Business.FxPriceType.Bid,
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0),
new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour + 1, 0, 0), true,
delegate (int completed, int total, DateTime start, TimeSpan length) { });
}
MarketHistoryItemsReport<HistoryBar> report = _historyManager.QueryBarHistory(dateTime, 1, symbol,
new Periodicity(TimeInterval.Minute).ToString(), TickTrader.Common.Business.FxPriceType.Bid);
if (report.Items.Count > 0)
{
historyBar = report.Items[0];
}
else
{
_logger.Debug("QuotesHistoryConnector.GetHistory(): Failed to query bar history (empry collection returned).");
}
}
catch (Exception ex)
{
_logger.Debug(ex, "QuotesHistoryConnector.GetHistory(): Failed to query bar history (exception): {0}", ex.Message);
}
return historyBar;
}
