private static Period TranslatePeriod(Contracts.Period period)
{
switch (period)
{
case Contracts.Period.Daily:
return(Period.Daily);
case Contracts.Period.Weekly:
return(Period.Weekly);
case Contracts.Period.Monthly:
case Contracts.Period.Quarterly:
case Contracts.Period.Annually:
return(Period.Monthly);
default:
throw new ArgumentOutOfRangeException("period", period, string.Format("period out of expected range [{0}]", period));
}
}
public IDictionary <DateTime, IDictionary <string, decimal> > GetHistoricalPrices(IEnumerable <Security> securities, DateTime start, DateTime end, Contracts.Period period)
{
var symbols = securities.Select(s => s.Symbol).Distinct().ToList();
var results = new Dictionary <DateTime, IDictionary <string, decimal> >();
foreach (var s in symbols)
{
var prices = _priceFinder.Get(s, start, end, TranslatePeriod(period));
foreach (var p in prices)
{
IDictionary <string, decimal> datePrices;
if (!results.TryGetValue(p.Date, out datePrices))
{
datePrices = new Dictionary <string, decimal>();
results[p.Date] = datePrices;
}
datePrices[s] = p.Price;
}
}
return(results);
}
