Beispiel #1
0
        public static QuoteArray GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
        {
            ArrayList  arrayList  = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Quote, datetime1, datetime2, -1L);
            QuoteArray quoteArray = new QuoteArray();

            foreach (Quote quote in arrayList)
            {
                quoteArray.Add(quote);
            }
            return(quoteArray);
        }
Beispiel #2
0
        public static DailySeries GetHistoricalDailies(IHistoricalDataProvider provider, Instrument instrument, DateTime date1, DateTime date2)
        {
            ArrayList   arrayList   = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Daily, date1, date2, -1L);
            DailySeries dailySeries = new DailySeries();

            foreach (Daily daily in arrayList)
            {
                dailySeries.Add(daily);
            }
            return(dailySeries);
        }
Beispiel #3
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        public static TradeArray GetHistoricalTrades(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
        {
            ArrayList  arrayList  = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Trade, datetime1, datetime2, -1L);
            TradeArray tradeArray = new TradeArray();

            foreach (Trade trade in arrayList)
            {
                tradeArray.Add(trade);
            }
            return(tradeArray);
        }
Beispiel #4
0
        public static BarSeries GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2, long barSize)
        {
            ArrayList arrayList = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Bar, datetime1, datetime2, barSize);
            BarSeries barSeries = new BarSeries();

            foreach (Bar bar in arrayList)
            {
                barSeries.Add(bar);
            }
            return(barSeries);
        }