/// <summary>
/// Event Handler for Nifty Data Events: These Nifty objects are created from our
/// "Nifty" type below and fired into this event handler.
/// </summary>
/// <param name="data">One(1) Nifty Object, streamed into our algorithm synchronised in time with our other data streams</param>
public void OnData(DollarRupee data)
{
_today = new CorrelationPair(data.Time)
{
CurrencyPrice = Convert.ToDouble(data.Close)
};
}
/// <summary>
/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
/// each time it is called.
/// </summary>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
//New USDINR object
var currency = new DollarRupee();
try
{
var data = line.Split(',');
currency.Time = DateTime.Parse(data[0], CultureInfo.InvariantCulture);
currency.Close = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
currency.Symbol = "USDINR";
currency.Value = currency.Close;
}
catch
{
}
return(currency);
}
