/// <summary>
/// Load data from the loader.
/// </summary>
/// <param name="begin">The beginning date.</param>
/// <param name="end">The ending date.</param>
public void Load(DateTime begin, DateTime end)
{
// define the starting point if it is not already defined
if (this.StartingPoint == DateTime.MinValue)
{
this.StartingPoint = begin;
}
// clear out any loaded points
this.Points.Clear();
// first obtain a collection of symbols that need to be looked up
IDictionary <TickerSymbol, object> set = new Dictionary <TickerSymbol, object>();
foreach (TemporalDataDescription desc in this.Descriptions)
{
MarketDataDescription mdesc = (MarketDataDescription)desc;
set[mdesc.Ticker] = null;
}
// now loop over each symbol and load the data
foreach (TickerSymbol symbol in set.Keys)
{
LoadSymbol(symbol, begin, end);
}
// resort the points
SortPoints();
}
/// <summary>
/// Load one point of market data.
/// </summary>
/// <param name="ticker">The ticker symbol to load.</param>
/// <param name="point">The point to load at.</param>
/// <param name="item">The item being loaded.</param>
private void LoadPointFromMarketData(TickerSymbol ticker,
TemporalPoint point, LoadedMarketData item)
{
foreach (TemporalDataDescription desc in this.Descriptions)
{
MarketDataDescription mdesc = (MarketDataDescription)desc;
if (mdesc.Ticker.Equals(ticker))
{
point.Data[mdesc.Index] = item.Data[mdesc.DataType];
}
}
}
