/// <summary>
/// Historic Bar Data Request Message
/// </summary>
public bool HistoricBarDataRequest(HistoricDataRequest historicDataRequest)
{
try
{
// Get Blackwood BarType
Pacmid.Messages.DBARTYPE bwBarType = BlackwoodBarTypeConvertor.GetBarType(historicDataRequest.BarType);
// Send Historic Data Request
_session.RequestHistoricData(historicDataRequest.Security.Symbol, bwBarType,
new DateTime(historicDataRequest.StartTime.Ticks, DateTimeKind.Local),
new DateTime(historicDataRequest.EndTime.Ticks, DateTimeKind.Local),
historicDataRequest.Interval,
Convert.ToUInt32(historicDataRequest.Id));
if (Logger.IsInfoEnabled)
{
Logger.Info("Historic Data Request Sent: " + historicDataRequest, _type.FullName, "RequestHistoricBarData");
}
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "RequestHistoricBarData");
return(false);
}
}
public void GetTradeBarTypeTestCase()
{
string bartypeIntraDay = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.INTRADAY);
string bartypeDaily = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.DAILY);
string bartypeWeekly = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.WEEKLY);
string bartypeMonthly = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.MONTHLY);
string bartypeTick = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.TICK);
Assert.AreEqual(BarType.INTRADAY, bartypeIntraDay, "Intra Bar");
Assert.AreEqual(BarType.DAILY, bartypeDaily, "Daily Bar");
Assert.AreEqual(BarType.WEEKLY, bartypeWeekly, "Weekly Bar");
Assert.AreEqual(BarType.MONTHLY, bartypeMonthly, "Monthly Bar");
Assert.AreEqual(BarType.TICK, bartypeTick, "Tick Bar");
}
public void GetBlackwoodBarTypeTestCase()
{
Pacmid.Messages.DBARTYPE dbartypeIntraDay = BlackwoodBarTypeConvertor.GetBarType(BarType.INTRADAY);
Pacmid.Messages.DBARTYPE dbartypeDaily = BlackwoodBarTypeConvertor.GetBarType(BarType.DAILY);
Pacmid.Messages.DBARTYPE dbartypeWeekly = BlackwoodBarTypeConvertor.GetBarType(BarType.WEEKLY);
Pacmid.Messages.DBARTYPE dbartypeMonthly = BlackwoodBarTypeConvertor.GetBarType(BarType.MONTHLY);
Pacmid.Messages.DBARTYPE dbartypeTick = BlackwoodBarTypeConvertor.GetBarType(BarType.TICK);
Assert.AreEqual(DBARTYPE.INTRADAY, dbartypeIntraDay, "Intra Bar");
Assert.AreEqual(DBARTYPE.DAILY, dbartypeDaily, "Daily Bar");
Assert.AreEqual(DBARTYPE.WEEKLY, dbartypeWeekly, "Weekly Bar");
Assert.AreEqual(DBARTYPE.MONTHLY, dbartypeMonthly, "Monthly Bar");
Assert.AreEqual(DBARTYPE.TICK, dbartypeTick, "Tick Bar");
}
