private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename)
{
switch (request.DataType)
{
case DataType.Tick:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename));
case DataType.Daily:
return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename));
default:
throw new NotSupportedException();
}
}
public static IEnumerable <HistoricalBar> ParseFromFile(string path)
{
return(LookupMessageFileParser.ParseFromFile(Parse, path));
}
public static IEnumerable <IntervalMessage> ParseFromFile(string path, bool hasRequestId = false)
{
return(hasRequestId == false
? LookupMessageFileParser.ParseFromFile(Parse, path)
: LookupMessageFileParser.ParseFromFile(ParseWithRequestId, path));
}
public static IEnumerable <TickMessage <float> > ParseFloatFromFile(string path, bool hasRequestId = false)
{
return(hasRequestId == false
? LookupMessageFileParser.ParseFromFile(ParseFloat, path)
: LookupMessageFileParser.ParseFromFile(ParseFloatWithRequestId, path));
}
public static IEnumerable <TickMessage <decimal> > ParseDecimalFromFile(string path, bool hasRequestId = false)
{
return(hasRequestId == false
? LookupMessageFileParser.ParseFromFile(ParseDecimal, path)
: LookupMessageFileParser.ParseFromFile(ParseDecimalWithRequestId, path));
}
public static IEnumerable <DailyWeeklyMonthlyMessage <double> > ParseFromFile(string path, bool hasRequestId = false)
{
return(hasRequestId == false
? LookupMessageFileParser.ParseFromFile(Parse, path)
: LookupMessageFileParser.ParseFromFile(ParseWithRequestId, path));
}
