Beispiel #1
0
 public static int FillBarRange(DateTime from, DateTime to, string symbol, string periodicity, string priceType)
 {
     _barList  = new List <Bar>();
     _barRange = DivideBars(_client.QueryQuoteHistoryBarsRange(
                                new DateTime(from.Ticks, DateTimeKind.Utc), new DateTime(to.Ticks, DateTimeKind.Utc), symbol,
                                periodicity,
                                priceType.Equals("Ask") ? PriceType.Ask : PriceType.Bid));
     _barIEnumerator = _barRange.GetEnumerator();
     return(0);
 }
Beispiel #2
0
        static void RequestBarsFiles(QuoteHistoryClient client, DateTime from, DateTime to, string symbol, string periodicity, PriceType priceType, bool verbose)
        {
            Stopwatch sw = new Stopwatch();

            sw.Start();

            int count = 0;

            foreach (var bar in client.QueryQuoteHistoryBarsRange(from, to, symbol, periodicity, priceType))
            {
                count++;
                if (verbose)
                {
                    Console.WriteLine(bar);
                }
            }

            long elapsed = sw.ElapsedMilliseconds;

            Console.WriteLine($"Elapsed = {elapsed}ms");
            Console.WriteLine($"Throughput = {((double)count/(double)elapsed)*1000.0:0.#####} bars per second");
        }