Beispiel #1
0
        public void SendHistoricalDataRequest(FreeQuant.Providers.HistoricalDataRequest request)
        {
            HistoricalDataRequest request1 = new HistoricalDataRequest(request);

            this.historicalDataRequests.Add(request.RequestId, request1);
            this.provider.CallRequestHistoricalData(request1);
        }
Beispiel #2
0
        private static ArrayList r6ZT8iFUv(IHistoricalDataProvider provider, Instrument instrument, DataManager.EDataSeries dataType, DateTime beginDate, DateTime endDate, long barSize)
        {
            if (provider == null)
                throw new ArgumentNullException("Provider is null");
            if (instrument == null)
                throw new ArgumentNullException("Instrument is null");

            if (!provider.IsConnected)
            {
                provider.Connect(10000);
                if (!provider.IsConnected)
                    throw new InvalidOperationException("Provider cannot make a connection");
            }

            HistoricalDataRequest request = new HistoricalDataRequest();
            request.Instrument = instrument;
            switch (dataType)
            {
                case DataManager.EDataSeries.Daily:
                    request.DataType = HistoricalDataType.Daily;
                    break;
                case DataManager.EDataSeries.Trade:
                    request.DataType = HistoricalDataType.Trade;
                    break;
                case DataManager.EDataSeries.Quote:
                    request.DataType = HistoricalDataType.Quote;
                    break;
                case DataManager.EDataSeries.Bar:
                    request.DataType = HistoricalDataType.Bar;
                    request.BarSize = barSize; 
                    break;
            }
            request.BeginDate = beginDate;
            request.EndDate = endDate;
            return new HistoricalDataGetter(provider, request).GetData();
        }
Beispiel #3
0
 public void SendHistoricalDataRequest(HistoricalDataRequest request)
 {
   WebRequest webRequest = WebRequest.Create(string.Format(RbFKKlTxInQUoAZCSj.q6GyF96n8(96), (object) RbFKKlTxInQUoAZCSj.q6GyF96n8(268), (object) (request.Instrument as Instrument).GetSymbol(this.Name), (object) (request.BeginDate.Month - 1), (object) request.BeginDate.Day, (object) request.BeginDate.Year, (object) (request.EndDate.Month - 1), (object) request.EndDate.Day, (object) request.EndDate.Year));
   this.EjDBtJJBo.Add(request.RequestId, webRequest);
   webRequest.BeginGetResponse(new AsyncCallback(this.LEn1aOXgs), (object) request);
 }
Beispiel #4
0
 public HistoricalDataGetter(IHistoricalDataProvider provider, HistoricalDataRequest request)
 {
     this.provider = provider;
     this.request = request;
 }
		public void Add(string requestId, HistoricalDataRequest request)
		{
			lock (this)
				this.dictionary.Add(requestId, request);
		}
 internal HistoricalDataRequest(FreeQuant.Providers.HistoricalDataRequest request)
 {
     this.request = request;
 }
Beispiel #7
0
 private void mlykVinkmu([In] object obj0, [In] EventArgs obj1)
 {
   if (!this.FgnkHl3Y97())
     return;
   this.NLklDLbERp.Clear();
   this.V43ldlVmhs.Clear();
   this.hRhl1skFVG.Clear();
   this.sUBlFVkkCB.Clear();
   foreach (uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 in this.vY9kUsI2Ej.Items)
   {
     riUcg8mp5qy3pl442.rUvH6gPc7i();
     HistoricalDataRequest historicalDataRequest = new HistoricalDataRequest();
     historicalDataRequest.Instrument = (IFIXInstrument) riUcg8mp5qy3pl442.tRpHqexTIJ();
     historicalDataRequest.DataType = (HistoricalDataType) this.j4UkPEuPyL.SelectedItem;
     historicalDataRequest.BeginDate = this.Nk6ktIV1Ba.Value.Date;
     historicalDataRequest.EndDate = this.CuMkNNYEDG.Value.Date;
     if (historicalDataRequest.DataType == HistoricalDataType.Bar)
       historicalDataRequest.BarSize = long.Parse(this.UkjlhoxVlP.Text);
     this.NLklDLbERp.Add(historicalDataRequest.RequestId, historicalDataRequest);
     this.V43ldlVmhs.Add(historicalDataRequest.RequestId, riUcg8mp5qy3pl442);
     if (this.SOqlYER34W.Checked)
     {
       IDataSeries dataSeries = (IDataSeries) null;
       switch (historicalDataRequest.DataType)
       {
         case HistoricalDataType.Trade:
           dataSeries = DataManager.GetDataSeries(riUcg8mp5qy3pl442.tRpHqexTIJ(), RNaihRhYEl0wUmAftnB.aYu7exFQKN(20924));
           break;
         case HistoricalDataType.Quote:
           dataSeries = DataManager.GetDataSeries(riUcg8mp5qy3pl442.tRpHqexTIJ(), RNaihRhYEl0wUmAftnB.aYu7exFQKN(20910));
           break;
       }
       if (dataSeries != null && dataSeries.Count > 0)
       {
         dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = new dtWG9eTloC3v1YLiPJ(dataSeries.FirstDateTime, dataSeries.LastDateTime);
         this.sUBlFVkkCB.Add(riUcg8mp5qy3pl442.tRpHqexTIJ(), wg9eTloC3v1YliPj);
       }
     }
   }
   this.i0nkpjc7Mk.Enabled = false;
   this.vWUkAGiTtg.Enabled = false;
   this.qy2k5NRmE4.Enabled = false;
   this.srEkmli0kD.Enabled = true;
   this.Do1kX8Voem.Enabled = false;
   this.YhakKNtGsn.Value = 0;
   this.YhakKNtGsn.Minimum = 0;
   this.YhakKNtGsn.Maximum = this.NLklDLbERp.Count;
   this.YhakKNtGsn.Step = 1;
   ThreadPool.QueueUserWorkItem(new WaitCallback(this.iWVkkmJrHP), (object) this.ItskcDWUqc.Value);
 }
Beispiel #8
0
    private void btnDownload_Click(object sender, EventArgs e)
    {
      if (!this.ValidateDownloadSettings())
        return;
      this.requests.Clear();
      this.items.Clear();
      this.activeRequests.Clear();
      foreach (DownloadViewItem downloadViewItem in this.ltvDownload.Items)
      {
        downloadViewItem.Reset();
        HistoricalDataRequest historicalDataRequest = new HistoricalDataRequest();
				historicalDataRequest.Instrument = (IFIXInstrument) downloadViewItem.Instrument;
				historicalDataRequest.DataType = (HistoricalDataType)this.cbxDataTypes.SelectedItem;
				historicalDataRequest.BeginDate = this.dtpBegin.Value.Date;
				historicalDataRequest.EndDate = this.dtpEnd.Value.Date;
				if (historicalDataRequest.DataType == HistoricalDataType.Bar)
					historicalDataRequest.BarSize = (this.cbxBarSize.SelectedItem as BarSizeItem).BarSize;
        this.requests.Add(historicalDataRequest.RequestId, historicalDataRequest);
        this.items.Add(historicalDataRequest.RequestId, downloadViewItem);
      }
      this.gbxSettings.Enabled = false;
      this.gbxAdvanced.Enabled = false;
      this.btnDownload.Enabled = false;
      this.btnStop.Enabled = true;
      this.btnClose.Enabled = false;
      this.progressBar.Value = 0;
      this.progressBar.Minimum = 0;
      this.progressBar.Maximum = this.requests.Count;
      this.progressBar.Step = 1;
      ThreadPool.QueueUserWorkItem(new WaitCallback(this.DownloadThread), this.trbMaxRequests.Value);
    }
Beispiel #9
0
 public void SendHistoricalDataRequest(HistoricalDataRequest request)
 {
   if (!this.pxqdEt2GB)
     this.YchVmYD17(SbDbdFkjjUR5MmWTlj.fvNFD9DS2(0));
   else if (request.DataType != HistoricalDataType.Daily)
   {
     this.YchVmYD17(string.Format(SbDbdFkjjUR5MmWTlj.fvNFD9DS2(32), (object) request.DataType));
   }
   else
   {
     WebRequest webRequest = WebRequest.Create(string.Format((IFormatProvider) CultureInfo.InvariantCulture, SbDbdFkjjUR5MmWTlj.fvNFD9DS2(120), (object) (request.Instrument as Instrument).GetSymbol(this.Name), (object) request.BeginDate, (object) request.EndDate));
     this.K4r2jjlJs.Add(request.RequestId, webRequest);
     webRequest.BeginGetResponse(new AsyncCallback(this.tm9qNM8Cd), (object) request);
   }
 }